What is he best known for?
The fields of study he is best known for:
- Finance
- Statistics
- Financial economics
His primary areas of study are Econometrics, Financial economics, Volatility, Stock market and Market liquidity.
His work deals with themes such as Maturity and Empirical distribution function, which intersect with Econometrics.
His study in the field of Market efficiency is also linked to topics like Basic premise.
His studies deal with areas such as Expected return and General equilibrium theory as well as Volatility.
He interconnects Naked short selling, Arbitrage, Limits to arbitrage and Behavioral economics in the investigation of issues within Stock market.
As part of the same scientific family, Robert F. Whitelaw usually focuses on Market liquidity, concentrating on Decile and intersecting with Preference and Momentum.
His most cited work include:
- Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns (544 citations)
- Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns (397 citations)
- A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns (297 citations)
What are the main themes of his work throughout his whole career to date?
Econometrics, Financial economics, Volatility, Stock market and Interest rate are his primary areas of study.
The concepts of his Econometrics study are interwoven with issues in Hedge, Behavioral economics, Futures contract, Portfolio and Bond.
In his research on the topic of Financial economics, Target date fund and Mutual fund is strongly related with Performance fee.
The Volatility study combines topics in areas such as Risk premium, Skewness, Risk–return spectrum and Sharpe ratio.
His Stock market research includes themes of Implied volatility, Equity, Capital asset pricing model, Monetary economics and Sample.
His research on Interest rate also deals with topics like
- Moneyness, which have a strong connection to Market risk,
- Density estimation which connect with Multivariate statistics.
He most often published in these fields:
- Econometrics (111.19%)
- Financial economics (61.19%)
- Volatility (45.52%)
What were the highlights of his more recent work (between 2011-2021)?
- Econometrics (111.19%)
- Stock market (41.79%)
- Bond (24.63%)
In recent papers he was focusing on the following fields of study:
His primary scientific interests are in Econometrics, Stock market, Bond, Monetary economics and Interest rate.
His studies in Econometrics integrate themes in fields like Financial economics, Portfolio and Stock return.
His Stock market study combines topics from a wide range of disciplines, such as Capital asset pricing model, Equity and Market integration.
His research in Bond intersects with topics in Volatility, Risk premium and Sharpe ratio.
Robert F. Whitelaw combines subjects such as Market maker, Stock market bubble and Finance with his study of Monetary economics.
He has included themes like Purchasing power parity, Exchange rate and Capital structure, Debt in his Interest rate study.
Between 2011 and 2021, his most popular works were:
- The Real Value of China's Stock Market (62 citations)
- The Real Value of China's Stock Market (62 citations)
- The Development of China's Stock Market and Stakes for the Global Economy (43 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Statistics
- Hedge fund
The scientist’s investigation covers issues in Stock market, Monetary economics, Finance, Systematic risk and Econometrics.
His biological study spans a wide range of topics, including Financial economics, Capital asset pricing model and Market integration.
His Monetary economics research incorporates themes from Restricted stock, Stock exchange, Secondary market, Market depth and Market maker.
His Finance research includes elements of Primary market and Stock market bubble.
His Systematic risk research incorporates elements of Market liquidity, Equity, Investment and Trading strategy.
His Econometrics research is mostly focused on the topic Tail risk.
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