Bradley S. Paye
Finance · 2006–2012
A researcher in the Science corpus: 2 papers; trusts 36 researchers and is trusted by 34 researchers here, as inferred from the citation graph.
Subfields
- Finance — 42 citations into it; #1,078 of 10,518 by trust here, #2,330 by citations
- Economics and Econometrics — 41 citations into it; #2,166 of 23,481 by trust here, #5,925 by citations
- Management Science and Operations Research — 12 citations into it
- Accounting — 7 citations into it
- Statistics and Probability — 5 citations into it
Whom Bradley S. Paye trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- John Y. Campbell
- James H. Stock
- Donald W. K. Andrews
- Todd E. Clark
- Ravi Bansal
- Jushan Bai
- Martin Lettau
- David E. Rapach
- B. Hansen
- Tobias Adrian
Who trusts Bradley S. Paye overall
- Erik Hjalmarsson
- Barbara Rossi
- Yudong Wang
- Yu Wei
- Todd E. Clark
- Bin Chen
- Chao Liang
- Maria Kalli
- Zongwu Cai
- David E. Rapach
Papers from Bradley S. Paye's perspective
Ordered by how strongly the researchers Bradley S. Paye trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Generalized autoregressive conditional heteroskedasticity
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
- Long-horizon regressions: theoretical results and applications
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
- Computation and Analysis of Multiple Structural-Change Models
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
- Predictability of Stock Returns: Robustness and Economic Significance
Their papers
- Instability of Return Prediction Models (2006) — 423 citations
- Deja Vol: Predictive Regressions for Aggregate Stock Market Volatility Using Macroeconomic Variables (2012) — 456 citations