S. Haggard

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom S. Haggard trusts overall

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

  1. Frank Zhang
  2. Michael J. Cooper
  3. Jiang Wang

Papers from S. Haggard's perspective

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

  1. Momentum, Business Cycle and Time Varying Expected Returns
  2. A Model of Intertemporal Asset Prices Under Asymmetric Information
  3. Information Uncertainty and Stock Returns
  4. Market States and Momentum
  5. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  6. Price Momentum and Trading Volume
  7. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  8. Evidence of Predictable Behavior of Security Returns
  9. The Cross-Section of Volatility and Expected Returns
  10. The Cross‐Section of Expected Stock Returns

Their papers