• 401 Citations
  • 7 h-Index
20052017
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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.

  • 1 Similar Profiles
Volatility Mathematics
Asset Pricing Mathematics
Extreme Values Mathematics
Implied Volatility Mathematics
Risk Aversion Mathematics
Realized Volatility Mathematics
Estimator Mathematics
Investors Business & Economics

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Research Output 2005 2017

  • 401 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 journalArticle

Disclosure
Economic consequences
Costs
Monitoring
Fiscal
50 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 journalArticle

Cross-section of stock returns
Volatility risk
Jump risk
Expected returns
Pricing
158 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 journalArticle

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 journalArticle

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 journalArticle

market
capital flow
equity
Investors
Hospitality

Press and Media

How to get good financial advice for less

David Weinbaum

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

David Weinbaum

12/11/18

1 item of Media coverage

Press/Media: Expert Comment

Human Stock Pickers Best the Bots - And by a Wide Margin

David Weinbaum

7/28/17

2 items of Media coverage

Press/Media: Expert Comment

Why You Should Buy Longevity Insurance

David Weinbaum

10/28/1510/30/15

4 items of Media coverage

Press/Media: Expert Comment

News Content, Investor Misreaction, And Stock Return Predictability

David Weinbaum

9/10/15

1 item of Media coverage

Press/Media: Expert Comment