Jennifer S. Conrad
Finance · 2001–2015
A researcher in the Science corpus: 10 papers; trusts 22 researchers and is trusted by 29 researchers here, as inferred from the citation graph.
Subfields
- Finance — 71 citations into it; #2,489 of 10,518 by trust here, #1,047 by citations
- Economics and Econometrics — 53 citations into it; #7,251 of 23,481 by trust here, #5,925 by citations
- Accounting — 42 citations into it; #1,867 of 8,970 by trust here, #1,592 by citations
- Management Science and Operations Research — 11 citations into it
Whom Jennifer S. Conrad trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Eugene F. Fama
- R. Huang
- Todd Mitton
- Kenneth R. French
- Terrence Hendershott
- Joshua D. Coval
- Harrison G. Hong
- Craig W. Holden
- Patrick J. Dennis
- Rob Bliss
Who trusts Jennifer S. Conrad overall
- Nicholas Barberis
- Rui A. Albuquerque
- Zhi Da
- G. Mian
- Thomas J. Chemmanur
- Ahsan Habib
- Bok Baik
- Paul J. Irvine
- Terrence Hendershott
- Turan G. Bali
Papers from Jennifer S. Conrad's perspective
Ordered by how strongly the researchers Jennifer S. Conrad trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross‐Section of Expected Stock Returns
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Momentum, Business Cycle and Time Varying Expected Returns
- The Cross-Section of Volatility and Expected Returns
- The Diversity of High-Frequency Traders
- Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Expected Option Returns
- Very Fast Money: High-Frequency Trading on the NASDAQ
- Crossing Networks and Dealer Markets: Competition and Performance
Their papers
- Death and jackpot: Why do individual investors hold overpriced stocks? (2014) — 181 citations
- Value versus glamour (2003) — 145 citations
- The Effects of Derivatives on Firm Risk and Value (2011) — 403 citations
- High Frequency Quoting, Trading, and the Efficiency of Prices (2015) — 187 citations
- Institutional Trading and Soft Dollars (2001) — 152 citations
- Ex Ante Skewness and Expected Stock Returns (2013) — 780 citations
- How Do Analyst Recommendations Respond to Major News? (2004) — 134 citations
- Risk Adjustment and Trading Strategies (2003) — 153 citations
- Institutional trading and alternative trading systems (2003) — 170 citations
- When Is Bad News Really Bad News (2002) — 307 citations