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
talking numbers technical versus fundamental investment recommendations (2018)|
Journal of Banking and Finance|
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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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scaling up market anomalies (2017)|
The Journal of Investing|
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cross sectional factor dynamics and momentum returns (2017)|
Journal of Financial Markets|
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bonds stocks and sources of mispricing (2017)|
Social Science Research Network|
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risk shocks and corporate policies a text based analysis ()|
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mutual funds and mispriced stocks ()|
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