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Covariates Hiding in the Tails
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Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/jae.2628openalex-extracted
Exploiting tail shape biases to discriminate between stable and student t alternatives
inferredcites →https://doi.org/10.1007/978-90-481-9171-0openalex-extracted
Heavy-Tailed Distributions in Disaster Analysis
inferredcites →https://doi.org/10.1016/0016-0032(58)90688-4openalex-extracted
An introduction to probability theory and its applications
inferredcites →https://doi.org/10.1016/j.jfineco.2017.06.006openalex-extracted
Tail risk in hedge funds: A unique view from portfolio holdings
inferredcites →https://doi.org/10.1016/j.jfineco.2019.07.006openalex-extracted
Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
inferredcites →https://doi.org/10.1016/j.jue.2012.06.005openalex-extracted
US city size distribution: Robustly Pareto, but only in the tail
inferredcites →https://doi.org/10.1017/s0022109018000650openalex-extracted
Tail Risk and the Cross-Section of Mutual Fund Expected Returns
inferredcites →https://doi.org/10.1081/sac-120023875openalex-extracted
How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events
inferredcites →https://doi.org/10.1086/374184openalex-extracted
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1093/qmath/38.1.45openalex-extracted
SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
inferredcites →https://doi.org/10.1111/j.1468-2257.2011.00567.xopenalex-extracted
An Integrated Framework of Population Change: Influential Factors, Spatial Dynamics, and Temporal Variation
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-extracted
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-extracted
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1162/003355399556133openalex-extracted
Zipf's Law for Cities: An Explanation
inferredcites →https://doi.org/10.1214/aos/1176346596openalex-extracted
Adaptive Estimates of Parameters of Regular Variation
inferredcites →https://doi.org/10.1257/0002828043052303openalex-extracted
Gibrat's Law for (All) Cities
inferredcites →https://doi.org/10.20955/wp.1989.006openalex-extracted
On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective
inferredcites →https://doi.org/10.1080/1351847x.2013.865654openalex-snapshot
The disappearance of momentum
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1016/j.irfa.2023.102840openalex-snapshot
Extreme downside risk in the cross-section of asset returns
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