Chris Stivers

Finance · 2003–2010

A researcher in the Science corpus: 5 papers; trusts 22 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

Whom Chris Stivers trusts overall

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

  1. Eugene F. Fama
  2. Andrew Ang
  3. Tarun Chordia
  4. L. Kodres
  5. Lu Zhang
  6. Andrew W. Lo
  7. Gurdip Bakshi
  8. Geert Bekaert
  9. Robert A. Connolly
  10. John Y. Campbell

Who trusts Chris Stivers overall

  1. Arzu Ozoguz
  2. Nikolaos Antonakakis
  3. Robert A. Connolly
  4. Xiaoming Li
  5. Hossein Asgharian
  6. Lieven Baele
  7. Suk-Joong Kim
  8. Magnus Andersson
  9. Rangan Gupta
  10. Torben G. Andersen

Papers from Chris Stivers's perspective

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

  1. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  4. Common risk factors in the returns on stocks and bonds
  5. Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
  6. A Rational Expectations Model of Financial Contagion
  7. Stock Market Risk and Return: An Equilibrium Approach
  8. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  9. Regime Switches in Interest Rates
  10. The Cross‐Section of Expected Stock Returns

Their papers