Vijay Singal
Finance · 2000–2004
A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it; #3,380 of 10,518 by trust here, #1,528 by citations
- Economics and Econometrics — 9 citations into it; #10,726 of 23,481 by trust here, #8,121 by citations
Whom Vijay Singal trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Vijay Singal overall
Papers from Vijay Singal's perspective
Ordered by how strongly the researchers Vijay Singal trusts endorse each paper. Same corpus, a different order for every researcher.
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment
- S&P 500 Index Additions and Earnings Expectations
- Stock Returns and Volatility
- The Cross‐Section of Expected Stock Returns
- Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
- Generalized autoregressive conditional heteroskedasticity
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
Their papers
- Stock Market Openings: Experience of Emerging Economies (2000) — 599 citations
- The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation (2004) — 609 citations
- Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect (2003) — 217 citations
- Return predictability following large price changes and information releases (2001) — 164 citations