Michalis P. Stamatogiannis

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it; #7,789 of 10,518 by trust here, #8,309 by citations
• Economics and Econometrics — 19 citations into it; #16,840 of 23,481 by trust here, #19,308 by citations
• Management Science and Operations Research — 5 citations into it; #8,606 of 11,946 by trust here, #8,906 by citations

Whom Michalis P. Stamatogiannis trusts overall

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

1. John Y. Campbell
2. Y. Amihud

Who trusts Michalis P. Stamatogiannis overall

1. Peter C. B. Phillips

Papers from Michalis P. Stamatogiannis's perspective

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

1. Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
2. Bad Beta, Good Beta
3. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
4. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
5. Efficient Tests of Stock Return Predictability
6. Generalized autoregressive conditional heteroskedasticity
7. Stock Return Predictability: Is it There?
8. Predicting Returns with Financial Ratios
9. The Cross Section of Expected Stock Returns
10. Labor Income And Predictable Stock Returns

Their papers

• Robust econometric inference for stock return predictability (2011) — 243 citations