‪Tim de Silva‬ - ‪Google Scholar‬

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	All	Since 2019
Citations	52	51
h-index	3	3
i10-index	2	2

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28

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20212022202320246 10 27 7

Co-authors

David ThesmarMITVerified email at mit.edu
Eric C. SoSloan Distinguished Professor of Global EconomicsVerified email at mit.edu
Kevin SmithStanford UniversityVerified email at stanford.edu
Taha ChoukhmaneMIT Sloan School of ManagementVerified email at mit.edu

Tim de Silva

Tim de Silva

Stanford University, SIEPR and GSB

Verified email at mit.edu - Homepage

Household Finance Macro-Finance Public Finance Behavioral Economics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Noise in Expectations: Evidence from Analyst Forecasts T de Silva, D Thesmar National Bureau of Economic Research, 2021	25	2021
What Drives Investors’ Portfolio Choices? Separating Risk Preferences from Frictions T Choukhmane, T de Silva Working Paper, 2022	15	2022
Losing is optional: Retail option trading and earnings announcement volatility T de Silva, K Smith, EC So Losing is Optional: Retail Option Trading and Earnings Announcement …, 2022	9	2022
Insurance versus Moral Hazard in Income-Contingent Student Loan Repayment T de Silva Available at SSRN 4614108, 2023	2	2023
The importance of profitability in determining volatility across industries with different debt levels T de Silva Undergraduate Economic Review 13 (1), 12, 2017	1	2017
Are Volatility Expectations in Different Countries Interdependent? A Data-Driven Solution to Structural VAR Identification for Implied Equity Volatility Indices T de Silva A Data-Driven Solution to Structural VAR Identification for Implied Equity …, 2017		2017
Is Google Search Behavior Related to Volatility? Incorporating Google Trends Data into a GARCH Model for Equity Volatility T de Silva Undergraduate Economic Review 13 (1), 13, 2017		2017

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