Nicolas P. B. Bollen

Finance · 2000–2009

A researcher in the Science corpus: 9 papers; trusts 35 researchers and is trusted by 105 researchers here, as inferred from the citation graph.

Subfields

• Finance — 75 citations into it; #334 of 10,518 by trust here, #521 by citations
• Economics and Econometrics — 48 citations into it; #3,343 of 23,481 by trust here, #4,052 by citations
• Accounting — 33 citations into it; #634 of 8,970 by trust here, #1,444 by citations

Whom Nicolas P. B. Bollen trusts overall

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

1. Eugene F. Fama
2. William Fung
3. Vikas Agarwal
4. Brad M. Barber
5. Mark Grinblatt
6. Daniel B. Nelson
7. Kenneth R. French
8. Jeffrey A. Busse
9. Ľuboš Pástor
10. Turan G. Bali

Who trusts Nicolas P. B. Bollen overall

1. Bing Han
2. Hao Liang
3. Martin Eling
4. Jeroen Derwall
5. Andreas G. F. Hoepner
6. Javier Gil-Bazo
7. Rob Bauer
8. Luc Renneboog
9. Rui A. Albuquerque
10. A. Fagereng

Papers from Nicolas P. B. Bollen's perspective

Ordered by how strongly the researchers Nicolas P. B. Bollen trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Cross‐Section of Expected Stock Returns
2. The Pricing of Options and Corporate Liabilities
3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
5. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
6. Generalized autoregressive conditional heteroskedasticity
7. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
8. The investment behavior and performance of various investor types: a study of Finland's unique data set
9. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
10. The Persistence of Mutual Fund Performance

Their papers

• Regime switching in foreign exchange rates : Evidence from currency option prices (2000) — 251 citations
• On the Timing Ability of Mutual Fund Managers (2001) — 612 citations
• Short-Term Persistence in Mutual Fund Performance (2005) — 619 citations
• Hedge Fund Risk Dynamics: Implications for Performance Appraisal (2009) — 222 citations
• Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution (2009) — 217 citations
• Conditional Return Smoothing in the Hedge Fund Industry (2008) — 161 citations
• Mutual Fund Attributes and Investor Behavior (2007) — 671 citations
• Modeling the bid/ask spread: measuring the inventory-holding premium ☆ (2004) — 172 citations
• Does Net Buying Pressure Affect the Shape of Implied Volatility Functions (2004) — 941 citations