4 citations · 8 across the 18 of their papers we have counts for
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q-fin.GN2011
Integration and Contagion in US Housing Markets
John Cotter, Stuart Gabriel, Richard Roll
This paper explores integration and contagion among US metropolitan housing markets. The analysis applies Federal Housing Finance Agency (FHFA) house price repeat sales indexes fro…
q-fin.GN2011
How Unlucky is 25-Sigma?
Kevin Dowd, John Cotter, Chris Humphrey +1
One of the more memorable moments of last summer's credit crunch came when the CFO of Goldman Sachs, David Viniar, announced in August that Goldman's flagship GEO hedge fund had lo…