Kenneth A. Froot

Finance · 2001–2008

A researcher in the Science corpus: 5 papers; trusts 10 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

Whom Kenneth A. Froot trusts overall

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

  1. Eugene F. Fama
  2. Halbert White
  3. Charles M. C. Lee
  4. Kenneth R. French
  5. John Y. Campbell
  6. Tarun Ramadorai
  7. Tomáš Dvořák
  8. Narasimhan Jegadeesh
  9. Malcolm P. Baker
  10. Christopher T. Lowenkamp

Who trusts Kenneth A. Froot overall

  1. John M. Griffin
  2. R. Portes
  3. Tarun Ramadorai
  4. Melvyn Teo
  5. Geert Bekaert
  6. Rui A. Albuquerque
  7. René M. Stulz
  8. Hélène Rey
  9. John Y. Campbell
  10. Miguel A. Ferreira

Papers from Kenneth A. Froot's perspective

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

  1. The Cross‐Section of Expected Stock Returns
  2. Managerial Decisions and Long-Term Stock Price Performance
  3. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  4. Inferring investor behavior: Evidence from TORQ data
  5. A Trade-based Analysis of Momentum
  6. The Dynamics of Institutional and Individual Trading
  7. Common risk factors in the returns on stocks and bonds
  8. Do Domestic Investors Have an Information Advantage? Evidence from Indonesia
  9. Do Domestic Investors Have More Valuable Information About Individual Stocks than Foreign Investors?
  10. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Their papers