Michael Melvin

Economics and Econometrics · 2000–2009

A researcher in the Science corpus: 5 papers; trusts 10 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Michael Melvin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert Fildes
  2. Torben G. Andersen
  3. Clive W. J. Granger
  4. Erik Theissen
  5. Cheol S. Eun
  6. Tim Bollerslev
  7. Yoosoon Chang
  8. Mark L. Mitchell

Who trusts Michael Melvin overall

  1. Angelo Ranaldo
  2. Tommaso Mancini-Griffoli
  3. N. Karnaukh
  4. M. King
  5. Guiglielmo Maria Caporale
  6. Jaromír Baxa
  7. P. Söderlind
  8. Richard K. Lyons
  9. Carol Osler
  10. R. Horvath

Papers from Michael Melvin's perspective

Ordered by how strongly the researchers Michael Melvin trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Impact of Public Information on the Stock Market
  2. Public information releases, private information arrival and volatility in the foreign exchange market
  3. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  4. Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
  5. Intraday periodicity and volatility persistence in financial markets
  6. The Distribution of Realized Exchange Rate Volatility
  7. Real trading patterns and prices in spot foreign exchange markets
  8. Bootstrapping cointegrating regressions
  9. Conflict Theory, Economic Conditions, and Homicide
  10. Some recent developments in a concept of causality

Their papers