Concepedia

Samuel B. Thompson

SB

17

Publications

5.4K

Citations

14

H-Index

1937

Active since

Affiliations

Harvard University(Current)

Arrow International (United States)

Texas Tech University

University of British Columbia

National Bureau of Economic Research

Samuel B. Thompson is an author at Harvard University specializing in statistics, econometrics, and engineering.

Top concepts

Publications per year

1937–2013

17

Publications

17

Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

John Y. Campbell, Samuel B. Thompson · Review of Financial Studies · 2007 · 2.9K citations

Simple formulas for standard errors that cluster by both firm and time

Samuel B. Thompson · Journal of Financial Economics · 2010 · 1.4K citations

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Simple Formulas for Standard Errors that Cluster by Both Firm and Time

Samuel B. Thompson · SSRN Electronic Journal · 2009 · 463 citations · Full text

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Sound alters visual evoked potentials in humans

Ladan Shams, Yukiyasu Kamitani, Samuel B. Thompson et al. · Neuroreport · 2001 · 199 citations

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Volatility comovement: a multifrequency approach

Laurent E. Calvet, Adlai J. Fisher, Samuel B. Thompson · Journal of Econometrics · 2005 · 108 citations

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