Research Output per year
Fingerprint Dive into the research topics where David Weinbaum is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Volatility
Mathematics
Asset Pricing
Mathematics
Extreme Values
Mathematics
Implied Volatility
Mathematics
Risk Aversion
Mathematics
Realized Volatility
Mathematics
Estimator
Mathematics
Investors
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2005 2017
- 429 Citations
- 7 h-Index
- 11 Article
3
Citations
(Scopus)
The Economic Consequences of Perk Disclosure
Grinstein, Y., Weinbaum, D. & Yehuda, N., Dec 1 2017, In : Contemporary Accounting Research. 34, 4, p. 1812-1842 31 p.Research output: Contribution to journal › Article
Disclosure
Economic consequences
Costs
Monitoring
Fiscal
55
Citations
(Scopus)
Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns
Cremers, M., Halling, M. & Weinbaum, D., Apr 1 2015, In : Journal of Finance. 70, 2, p. 577-614 38 p.Research output: Contribution to journal › Article
Cross-section of stock returns
Volatility risk
Jump risk
Expected returns
Pricing
173
Citations
(Scopus)
Deviations from put-call parity and stock return predictability
Cremers, M. & Weinbaum, D., Apr 2010, In : Journal of Financial and Quantitative Analysis. 45, 2, p. 335-367 33 p.Research output: Contribution to journal › Article
Put-call parity
Deviation
Stock return predictability
Predictability
Mispricing
4
Citations
(Scopus)
Preference heterogeneity and asset prices: An exact solution
Weinbaum, D., Sep 2010, In : Journal of Banking and Finance. 34, 9, p. 2238-2246 9 p.Research output: Contribution to journal › Article
Asset prices
Exact solution
Preference heterogeneity
Risk aversion
General equilibrium model
6
Citations
(Scopus)
Assessing the historical performance of hospitality stocks: The investor's perspective
Weinbaum, D., 2009, In : Cornell Hospitality Quarterly. 50, 1, p. 113-125 13 p.Research output: Contribution to journal › Article
market
capital flow
equity
Investors
Hospitality
Press and Media
How to get good financial advice for less
12/11/18
1 item of Media coverage
Press/Media: Expert Comment
You don’t have to pay a fortune to get help with this scary market
12/11/18
1 item of Media coverage
Press/Media: Expert Comment
Human Stock Pickers Best the Bots - And by a Wide Margin
7/28/17
2 items of Media coverage
Press/Media: Expert Comment
Why You Should Buy Longevity Insurance
10/28/15 → 10/30/15
4 items of Media coverage
Press/Media: Expert Comment
News Content, Investor Misreaction, And Stock Return Predictability
9/10/15
1 item of Media coverage
Press/Media: Expert Comment