Alex R. Horenstein

University of Miami - School of Business Administration - Department of Economics

Assistant Professor of Economics

P.O. Box 248126

Coral Gables, FL 33124-6550

United States

SCHOLARLY PAPERS

16

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2,129

SSRN CITATIONS
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SSRN RANKINGS

Top 9,313

in Total Papers Citations

33

CROSSREF CITATIONS

88

Scholarly Papers (16)

1.

The Unintended Impact of Academic Research on Asset Returns: The CAPM Alpha

University of Miami Business School Research Paper No. 18-5
Number of pages: 67 Posted: 17 Oct 2017 Last Revised: 27 Mar 2020
Alex R. Horenstein
University of Miami - School of Business Administration - Department of Economics
Downloads 1,221 (17,688)
Citation 1

Abstract:

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capital asset pricing model, factor models, alpha, extrapolative beliefs

2.

Beta Matrix and Common Factors in Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 46 Posted: 12 Mar 2010 Last Revised: 10 Feb 2020
Seung C. Ahn, Alex R. Horenstein and Na Wang
Arizona State University (ASU) - Economics Department, University of Miami - School of Business Administration - Department of Economics and Hofstra University - Frank G. Zarb School of Business
Downloads 290 (114,066)
Citation 7

Abstract:

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factor models, beta matrix, rank, risk factors, and asset prices

3.

Common Factors in Equity Option Returns

Number of pages: 51 Posted: 07 Dec 2018 Last Revised: 24 Dec 2019
Alex R. Horenstein, Aurelio Vasquez and Xiao Xiao
University of Miami - School of Business Administration - Department of Economics, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 219 (152,244)

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Cross Section of Option Returns, Latent Factors, Rank Estimation

4.

On Cross-Sectional Distributions of Market Betas in Multifactor Models

Number of pages: 47 Posted: 29 Mar 2017 Last Revised: 23 Mar 2020
Seung C. Ahn and Alex R. Horenstein
Arizona State University (ASU) - Economics Department and University of Miami - School of Business Administration - Department of Economics
Downloads 126 (243,361)

Abstract:

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Excess returns, market portfolio, well-diversified portfolio, principal components

5.

Leverage and Performance Metrics in Asset Pricing

Number of pages: 31 Posted: 28 Jan 2018 Last Revised: 20 Apr 2019
Alex R. Horenstein
University of Miami - School of Business Administration - Department of Economics
Downloads 52 (412,101)

Abstract:

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betting against beta, betting against alpha, factor models, leverage, Sharpe Ratio, alpha

6.

Out-of-Town Buyers, Mispricing and the Availability Heuristic in a Housing Market

Real Estate Finance, Summer 2017
Number of pages: 24 Posted: 29 Mar 2017 Last Revised: 24 Jan 2018
Alex R. Horenstein, Daniel Osgood and Avichai Snir
University of Miami - School of Business Administration - Department of Economics, Columbia University and Bar Ilan University - Department of Economics
Downloads 43 (445,929)

Abstract:

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Availability Heuristic, Cognitive biases, Mispricing, Real estate

7.

Understanding Growth Patterns in US Health Care Expenditures

Forthcoming, Journal of the European Economic Association
Number of pages: 43 Posted: 30 Mar 2017 Last Revised: 28 Feb 2018
Alex R. Horenstein and Manuel Santos
University of Miami - School of Business Administration - Department of Economics and University of Miami - School of Business Administration - Department of Economics
Downloads 34 (484,881)
Citation 4

Abstract:

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Medical Care Expenditure Gap, Growth Accounting, Value Added, Relative Price of Medical Care, Price Elasticity.

8.

Eigenvalue Ratio Test for the Number of Factors

Econometrica, Vol. 81, No. 3
Number of pages: 26 Posted: 29 Mar 2017
Seung C. Ahn and Alex R. Horenstein
Arizona State University (ASU) - Economics Department and University of Miami - School of Business Administration - Department of Economics
Downloads 34 (484,881)
Citation 24

Abstract:

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Approximate factor models, number of factors, eigenvalues

9.

Parcel Size and Land Value: A Comparison of Approaches

Journal of Real Estate Research, Vol. 37, No. 2, 2015
Number of pages: 41 Posted: 29 Mar 2017
Arizona State University (ASU), University of Miami - School of Business Administration - Department of Economics, University of Melbourne - Department of Finance and Arizona State University
Downloads 27 (520,723)

Abstract:

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10.

Product-Consumer Substitution and Safety Regulation

Number of pages: 44 Posted: 30 Mar 2017 Last Revised: 20 May 2017
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 20 (563,191)

Abstract:

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safety regulation; product safety; consumer skills; product-consumer substitution; moral hazard; adverse selection

11.

Portfolio Choice in Mexico

Journal of Behavioral and Experimental Finance, 16, 2017, 1-13
Number of pages: 37 Posted: 02 Oct 2017 Last Revised: 25 Jan 2018
Alex R. Horenstein and Avichai Snir
University of Miami - School of Business Administration - Department of Economics and Bar Ilan University - Department of Economics
Downloads 15 (595,319)

Abstract:

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Portfolio Choice, Financial Advice, Motivated Assets, Home Bias, Emerging Markets

12.

Effort is Not a Monotonic Function of Skills: Results from a Global Mobile Experiment

University of Miami Business School Research Paper No. 3461946
Number of pages: 36 Posted: 11 Oct 2019 Last Revised: 22 May 2020
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 14 (602,054)
Citation 2

Abstract:

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monotonicity of choice, effort, skills, experimental game theory, mobile experiment

13.

A mobile experiment on tree construction

University of Miami Business School Research Paper No. 3435573
Number of pages: 45 Posted: 13 Aug 2019 Last Revised: 26 May 2020
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 13 (608,740)
Citation 1

Abstract:

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dynamic games, tree construction, backward induction, experimental game theory, mobile experiment

14.

Measuring tree complexity with response times

University of Miami Business School Research Paper No. 3463988
Number of pages: 46 Posted: 15 Oct 2019 Last Revised: 26 May 2020
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 12 (615,774)
Citation 2

Abstract:

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tree, complexity, backward induction, experimental game theory, mobile experiment

15.

Profiling Players in Dynamic Games: A Mobile Experiment

Number of pages: 24 Posted: 14 Jun 2019 Last Revised: 10 Feb 2020
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics
Downloads 9 (636,338)
Citation 3

Abstract:

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dynamic games, profiling, experimental game theory, mobile experiment

16.

Skills, Complexity, and Backward Induction

Posted: 20 Feb 2019
Konrad Grabiszewski and Alex R. Horenstein
Mohammad bin Salman College and University of Miami - School of Business Administration - Department of Economics

Abstract:

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backward induction, experimental game theory, skills, complexity, mobile experiment