Researcher interests: Stock return predictability. Asset pricing models. Decision making under model uncertainty. Portfolio selection. Market anomalies. Mutual funds; hedge funds. Financial econometrics.
FACULTY / SCHOOL: School of Business Administration
DEPARTMENT: Finance and Banking
Selected Publications
anchoring on past fundamentals (2019)|
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machine learning versus economic restrictions evidence from stock return predictability (2019)|
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predicting currency returns taking cues from economic theory (2019)|
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talking numbers technical versus fundamental investment recommendations (2018)|
Journal of Banking and Finance|
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are stock prices random walks new evidence from moving averages (2018)|
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stock return predictability from moving averages of prices (2018)|
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stock return predictability new evidence from moving averages of prices and firm fundamentals (2018)|
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downside risk and corporate policies a text based analysis (2018)|
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are stocks riskier over the long run taking cues from economic theory (2018)|
Review of Financial Studies|
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