Christopher L. Culp
2001
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Christopher L. Culp trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Christopher L. Culp overall
Papers from Christopher L. Culp's perspective
Ordered by how strongly the researchers Christopher L. Culp trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- Generalized autoregressive conditional heteroskedasticity
- The Cross‐Section of Expected Stock Returns
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
- Book‐to‐Market Equity, Distress Risk, and Stock Returns
- Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis ☆
- Investment Banking and Securities Issuance
- Accrued Earnings and Growth: Implications for Future Profitability and Market Mispricing
- Digesting Anomalies: An Investment Approach
Their papers
- The Risk Management Process: Business Strategy and Tactics (2001) — 160 citations