B. Hurst

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom B. Hurst trusts overall

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

  1. Tobias J. Moskowitz
  2. Yao Hua Ooi
  3. Lasse Heje Pedersen

Who trusts B. Hurst overall

  1. A. Levine
  2. Lasse Heje Pedersen
  3. Saejoon Kim

Papers from B. Hurst's perspective

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

  1. Time Series Momentum
  2. Momentum and Autocorrelation in Stock Returns
  3. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
  4. The other side of value: The gross profitability premium.
  5. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  6. Investor Sentiment and the Cross-Section of Stock Returns
  7. Margin-Based Asset Pricing and Deviations from the Law of One Price
  8. Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
  9. Risk Adjustment and Trading Strategies
  10. Investor Sentiment Measures

Their papers