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Avramov, Doron's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
23,171 |
Total
Citations
537 |
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1.
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Investing in Mutual Funds when Returns are Predictable
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Avramov, Doron
Hebrew University of Jerusalem Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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Posted:
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08 Jun 04
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Last Revised:
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26 Jul 06
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3,582
(1,026)
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52
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Avramov, Doron
Hebrew University of Jerusalem Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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0
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Avramov, Doron
Hebrew University of Jerusalem Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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3,582
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52
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Equity mutual fund, asset allocation, manager skills, business cycle
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2.
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Predicting Stock Returns
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance
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Posted:
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27 Jul 03
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Last Revised:
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14 Aug 08
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2,429
(2,041)
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23
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance
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0
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance
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2,429
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23
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3.
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Asset Pricing Models and Financial Market Anomalies
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance
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Posted:
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08 Dec 03
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Last Revised:
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29 Jul 10
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2,081
(2,685)
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68
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance
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0
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance
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0
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance
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2,081
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68
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Asset pricing models, size, value, liquidity, momentum, time varying risk
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4.
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Momentum and Credit Rating
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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Posted:
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09 Jun 05
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Last Revised:
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26 Feb 08
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1,512
(4,660)
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50
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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20 Jan 07
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Last Revised:
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26 Feb 08
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0
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Momentum, asset-pricing anomalies, credit risk
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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1,512
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50
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momentum, credit risk, credit rating
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5.
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Avramov, Doron
Hebrew University of Jerusalem Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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1,501
(4,727)
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9
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Credit spread changes, corporate bonds, structural models of default, default risk
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6.
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Liquidity and Autocorrelations in Individual Stock Returns
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Goyal, Amit
University of Lausanne
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Posted:
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13 Jun 04
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Last Revised:
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07 Feb 07
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1,480
(4,844)
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64
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Goyal, Amit
University of Lausanne
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0
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Goyal, Amit
University of Lausanne
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1,480
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64
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7.
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Hedge Funds, Managerial Skill, and Macroeconomic Variables
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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Posted:
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22 Mar 07
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Last Revised:
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19 Dec 11
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1,365
(5,593)
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10
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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| Posted: |
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22 Feb 10
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Last Revised:
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19 Dec 11
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0
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Hedge Funds, Predictability, Managerial Skills, Macroeconomic Variables
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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| Posted: |
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22 Mar 07
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Last Revised:
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23 Feb 10
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1,365
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10
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hedge funds, predictability, managerial skills, macroeconomic variables
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8.
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Stock Return Predictability and Asset Pricing Models
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Avramov, Doron
Hebrew University of Jerusalem
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Posted:
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19 Feb 01
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Last Revised:
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04 Sep 03
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1,195
(6,969)
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39
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Avramov, Doron
Hebrew University of Jerusalem
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0
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Avramov, Doron
Hebrew University of Jerusalem
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1,195
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39
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9.
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Stock Return Predictability and Model Uncertainty
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Avramov, Doron
Hebrew University of Jerusalem
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Posted:
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19 Feb 01
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Last Revised:
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12 Jan 04
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1,132
(7,645)
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118
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Avramov, Doron
Hebrew University of Jerusalem
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0
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Avramov, Doron
Hebrew University of Jerusalem
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1,132
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118
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Stock return predictability, model uncertainty, parameter uncertainty, Bayesian model averaging, portfolio selection, Bayesian weighted predictive distribution
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10.
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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| Posted: |
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06 Mar 08
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Last Revised:
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08 Feb 09
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1,090
(8,160)
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27
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credit risk effect, credit rating, asset-pricing anomalies
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11.
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Dispersion in Analysts' Earnings Forecasts and Credit Rating
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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Posted:
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21 Mar 07
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Last Revised:
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19 Mar 09
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986
(9,595)
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17
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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| Posted: |
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26 Feb 08
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Last Revised:
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19 Mar 09
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0
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Dispersion in analyst forecasts, asset-pricing anomalies, credit risk, credit rating
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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| Posted: |
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21 Mar 07
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Last Revised:
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09 Jan 08
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986
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17
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Dispersion in analyst forecasts, asset-pricing anomalies, credit risk, credit rating
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12.
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Anomalies and Financial Distress
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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Posted:
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21 Apr 10
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Last Revised:
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01 Jul 12
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975
(9,763)
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17
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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0
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asset-pricing anomalies, market efficiency, credit rating, credit risk
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Working Paper Series, FDIC
Government of the United States of America - Division of Research and Statistics Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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5
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17
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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| Posted: |
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21 Apr 10
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Last Revised:
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04 Apr 12
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970
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17
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asset-pricing anomalies, credit risk, financial distress, downgrades
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13.
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The Impact of Trades on Daily Volatility
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Goyal, Amit
University of Lausanne
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Posted:
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21 Mar 04
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Last Revised:
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29 Jul 10
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798
(13,356)
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22
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Goyal, Amit
University of Lausanne
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0
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Goyal, Amit
University of Lausanne
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0
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Goyal, Amit
University of Lausanne
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798
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22
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asymmetric volatility, informed trades, liquidity based trades
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14.
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Avramov, Doron
Hebrew University of Jerusalem Chao, John C.
University of Maryland - Robert H. Smith School of Business Chordia, Tarun
Emory University - Department of Finance
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699
(16,202)
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4
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Liquidity, Short Selling, Multifactor Efficiency, Intertemporal Asset Pricing Model, hedging
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15.
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Hedge Fund Return Predictability Under the Magnifying Glass
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Avramov, Doron
Hebrew University of Jerusalem Barras, Laurent
McGill University - Desautels Faculty of Management Kosowski, Robert
Imperial College Business School
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Posted:
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01 Aug 10
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Last Revised:
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26 Mar 12
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511
(25,082)
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1
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Avramov, Doron
Hebrew University of Jerusalem Barras, Laurent
McGill University - Desautels Faculty of Management Kosowski, Robert
Imperial College Business School
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0
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Hedge Fund Performance, Return Predictability, Combination Forecasts
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Avramov, Doron
Hebrew University of Jerusalem Barras, Laurent
McGill University - Desautels Faculty of Management Kosowski, Robert
Imperial College Business School
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| Posted: |
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01 Aug 10
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Last Revised:
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13 Feb 12
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511
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1
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Hedge Fund Performance, Return Predictability, Combination Forecasts
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16.
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Avramov, Doron
Hebrew University of Jerusalem Hore, Satadru
Federal Reserve Bank of Boston
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| Posted: |
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05 Mar 08
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Last Revised:
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14 Dec 08
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500
(25,764)
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3
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Momentum, Duffie-Epstein Preferences, Information Uncertainty, Early Resolution of Uncertainty
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17.
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An Exact Bayes Test of Asset Pricing Models with Application to International Markets
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Avramov, Doron
Hebrew University of Jerusalem Chao, John C.
University of Maryland - Robert H. Smith School of Business
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Posted:
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12 Nov 01
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Last Revised:
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04 Sep 03
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380
(36,685)
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8
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Avramov, Doron
Hebrew University of Jerusalem Chao, John C.
University of Maryland - Robert H. Smith School of Business
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0
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Avramov, Doron
Hebrew University of Jerusalem Chao, John C.
University of Maryland - Robert H. Smith School of Business
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380
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8
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18.
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance
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374
(37,428)
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4
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19.
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Avramov, Doron
Hebrew University of Jerusalem Cederburg, Scott
University of Arizona - Department of Finance Hore, Satadru
Federal Reserve Bank of Boston
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| Posted: |
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12 Dec 08
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Last Revised:
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29 Nov 11
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358
(39,454)
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20.
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Avramov, Doron
Hebrew University of Jerusalem Cederburg, Scott
University of Arizona - Department of Finance
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126
(114,673)
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21.
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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| Posted: |
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27 Jun 12
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Last Revised:
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15 Sep 12
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102
(134,705)
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1
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sovereign credit risk, credit rating, emerging markets, international asset-pricing, market efficiency
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22.
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Avramov, Doron
Hebrew University of Jerusalem Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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23.
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Avramov, Doron
Hebrew University of Jerusalem Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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Debt Investments, Credit Analysis, Portfolio Management, Debt Strategies
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