Concepedia

Michael R. Gibbons

MR

Statistics

Publications

14

Citations

6.8K

H-Index

13

Active since

1981

Affiliations

Stanford University(Current)

University of Chicago

Thales (Australia)

University of Pennsylvania

Michael R. Gibbons is an author at Stanford University specializing in economics, financial economics, and finance.

Publications per year

1981–2016

14

Publications

14

A Test of the Efficiency of a Given Portfolio

Michael R. Gibbons, Stephen A. Ross, Jay Shanken · Econometrica · 1989 · 2.5K citations

, , +17

Day of the Week Effects and Asset Returns

Michael R. Gibbons, Patrick J. Hess · The Journal of Business · 1981 · 1.2K citations

, , +12

Empirical Tests of the Consumption‐Oriented CAPM

Douglas T. Breeden, Michael R. Gibbons, Robert H. Litzenberger · The Journal of Finance · 1989 · 731 citations

, , +17

Multivariate tests of financial models

Michael R. Gibbons · Journal of Financial Economics · 1982 · 626 citations

, , +14

Inflation, real returns and capital investment

Eugene F. Fama, Michael R. Gibbons · Journal of Monetary Economics · 1982 · 476 citations

, , +14

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