Hervé Van Oppens
Finance · 2007–2008
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 24 citations into it; #7,968 of 10,518 by trust here, #7,251 by citations
- Accounting — 23 citations into it; #6,560 of 8,970 by trust here, #7,013 by citations
- Economics and Econometrics — 9 citations into it
Whom Hervé Van Oppens trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Hervé Van Oppens overall
Papers from Hervé Van Oppens's perspective
Ordered by how strongly the researchers Hervé Van Oppens trusts endorse each paper. Same corpus, a different order for every researcher.
- Market Liquidity and Trading Activity
- Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
- Managerial Decisions and Long-Term Stock Price Performance
- Inferring investor behavior: Evidence from TORQ data
- The Cross‐Section of Expected Stock Returns
- Trade Size, Order Imbalance, and the Volatility-Volume Relation
- Online Investors: Do the Slow Die First?
- Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Commonality in Liquidity
Their papers
- Legal Insider Trading and Market Efficiency (2008) — 133 citations
- The PIN anomaly around M&A announcements (2007) — 132 citations