Andrea Tamoni

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

1 Washington Park

Newark, NJ 07102

United States

  • Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

SCHOLARLY PAPERS

40

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24,241

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Top 4,836

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276

CROSSREF CITATIONS

71

Scholarly Papers (40)

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1.

Bond Risk Premia with Machine Learning

WBS Finance Group Research Paper No. 252
Number of pages: 86 Posted: 26 Aug 2018 Last Revised: 08 Apr 2020
Daniele Bianchi, Matthias Büchner and Andrea Tamoni
School of Economics and Finance, Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 4,781 (3,423)
Citation 100

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Machine Learning, Ensembled Networks, Forecasting, Bond Return Predictability, Empirical Asset Pricing

2.

Value Return Predictability Across Asset Classes and Commonalities in Risk Premia

Number of pages: 82 Posted: 17 Oct 2017 Last Revised: 21 Nov 2019
Fahiz Baba Yara, Martijn Boons and Andrea Tamoni
Indiana University - Kelley School of Business, Tilburg University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 1,696 (18,242)
Citation 4

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Value Premium, Value Spread, Global Asset Pricing, Return Predictability, Alternative Assets, Common and Asset-Class-Specific Value

3.

Spectral Factor Models

Johns Hopkins Carey Business School Research Paper No. 18-17
Number of pages: 52 Posted: 13 Nov 2018 Last Revised: 14 Aug 2020
Federico M. Bandi, Shomesh Chaudhuri, Andrew W. Lo and Andrea Tamoni
Johns Hopkins University - Carey Business School, Massachusetts Institute of Technology, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 1,365 (25,322)
Citation 25

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systematic risk, factor models, investment horizon, cross-sectional pricing

4.

Dynamic Asset (Mis)Pricing: Build-up vs. Resolution Anomalies

Downloads 1,169 (31,799)
Citation 6

Dynamic Asset (Mis)Pricing: Build-up vs. Resolution Anomalies

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 44 Posted: 18 Feb 2021 Last Revised: 21 Nov 2022
Jules H. van Binsbergen, Martijn Boons, Christian C. Opp and Andrea Tamoni
University of Pennsylvania - The Wharton School, Tilburg University, University of Rochester - Simon Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 1,169 (31,319)
Citation 2

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Mispricing, Price Wedges, Tobin’s q, Real Misallocation

Dynamic Asset (Mis)Pricing: Build-Up vs. Resolution Anomalies

CEPR Discussion Paper No. DP16353
Number of pages: 72 Posted: 14 Jul 2021
Jules H. van Binsbergen, Martijn Boons, Christian Opp and Andrea Tamoni
University of Pennsylvania - The Wharton School, Tilburg University, University of Rochester and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 0
Citation 3
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5.

Tradable Risk Factors for Institutional and Retail Investors

Swedish House of Finance Research Paper No. 20-21
Number of pages: 66 Posted: 24 Sep 2020 Last Revised: 15 Aug 2022
Andreas Johansson, Riccardo Sabbatucci and Andrea Tamoni
Lund University, Stockholm School of Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 1,150 (32,546)

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Smart beta, factor investing, tradable factors, shorting costs, borrowing fees

6.

Macro Trends and Factor Timing

Number of pages: 54 Posted: 11 Oct 2021
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Economics, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 1,094 (34,889)
Citation 1

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Factor Models, Macro-Finance, Factor Timing, SDF, Risk Management.

7.

The Scale of Predictability

Number of pages: 67 Posted: 05 Dec 2012 Last Revised: 17 Jul 2018
Federico M. Bandi, Benoit Perron, Andrea Tamoni and Claudio Tebaldi
Johns Hopkins University - Carey Business School, University of Montreal - Department of Economics, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads 878 (47,528)
Citation 28

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predictability, frequency, aggregation, risk-return trade-off

8.

Horizon-Specific Macroeconomic Risks and the Cross-Section of Expected Returns

Number of pages: 62 Posted: 30 Oct 2014 Last Revised: 23 Sep 2017
Martijn Boons and Andrea Tamoni
Tilburg University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 836 (50,845)
Citation 13

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Cross-sectional tests, firm-level stock returns, long horizons, macroeconomic risks, consumption, linear multifactor models

9.

Business-cycle consumption risk and asset prices

Journal of Econometrics, Forthcoming
Number of pages: 61 Posted: 10 Oct 2013 Last Revised: 17 Apr 2023
Federico M. Bandi and Andrea Tamoni
Johns Hopkins University - Carey Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 829 (51,445)
Citation 1

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C-CAPM, business-cycle consumption, aggregation

10.

Persistent and Transitory Components of Characteristics: Implications for Asset Pricing

Number of pages: 87 Posted: 06 Mar 2020 Last Revised: 14 Feb 2023
Fahiz Baba Yara, Martijn Boons and Andrea Tamoni
Indiana University - Kelley School of Business, Tilburg University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 760 (57,822)
Citation 2

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Characteristics, Persistent-Transitory Decomposition, Cross-Sectional Return Predictability, Discount Rates, Asset Pricing Tests

11.

Fiscal Policy Driven Bond Risk Premia

Number of pages: 100 Posted: 15 Sep 2016 Last Revised: 10 Apr 2019
Lorenzo Bretscher, Alex Hsu and Andrea Tamoni
Swiss Finance Institute - HEC Lausanne, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 752 (58,644)
Citation 7

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Bond Risk Premia, Fiscal Policy, Uncertainty

12.

Factor Models with Drifting Prices

Downloads 682 (66,696)
Citation 2

Factor Models with Drifting Prices

Number of pages: 55 Posted: 12 Jul 2019 Last Revised: 21 Aug 2023
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Economics, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 682 (65,769)
Citation 2

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Long-Horizon Returns, Predictability, Mispricing, Factor Models, Equilibrium Correction.

13.

COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission

Georgia Tech Scheller College of Business Research Paper No. 3588418, Swiss Finance Institute Research Paper No. 21-05
Number of pages: 58 Posted: 30 Apr 2020 Last Revised: 24 Aug 2023
Lorenzo Bretscher, Alex Hsu, Peter Simasek and Andrea Tamoni
Swiss Finance Institute - HEC Lausanne, Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 662 (69,231)
Citation 16

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COVID-19, Equity Returns, Labor Supply, Uncertainty, Earnings Forecast

14.

Which Investors Drive Anomaly Returns and How?

Number of pages: 74 Posted: 21 Oct 2022 Last Revised: 27 Nov 2023
Andrea Tamoni, Stanislav Sokolinski and Yizhang Li
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Michigan State University - Department of Finance and Rutgers Business School - Rutgers University
Downloads 569 (83,864)

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Demand-based, Factor Investing, Anomalies, Institutional Investors, Portfolio Choice.

15.

The Real Response to Uncertainty Shocks: the Risk Premium Channel

Georgia Tech Scheller College of Business Research Paper No. 17-13
Number of pages: 73 Posted: 22 Mar 2017 Last Revised: 22 Aug 2023
Lorenzo Bretscher, Alex Hsu and Andrea Tamoni
Swiss Finance Institute - HEC Lausanne, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 568 (83,864)
Citation 13

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Risk Aversion, Uncertainty, Conditional IRF, Dynamic Economies

16.

The Dynamics of Expected Returns: Evidence from Multi-Scale Time Series Modeling

Number of pages: 78 Posted: 03 Nov 2015 Last Revised: 10 Jul 2016
Daniele Bianchi and Andrea Tamoni
School of Economics and Finance, Queen Mary University of London and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 565 (84,451)
Citation 3

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Expected Returns, Long-Horizon Predictability, Multi-Scale, Bayesian Methods

17.

Expectations and Aggregate Risk

Journal of Monetary Economics, Vol. 123, 2021, Swiss Finance Institute Research Paper No. 21-68
Number of pages: 55 Posted: 14 Dec 2013 Last Revised: 24 Aug 2023
Lorenzo Bretscher, Aytek Malkhozov and Andrea Tamoni
Swiss Finance Institute - HEC Lausanne, Queen Mary University of London - School of Economics and Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 430 (117,514)
Citation 4

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News Shocks, Consumption-CAPM, Cross Section of Returns, Market-to-Book Decomposition

18.

Implications of Return Predictability for Consumption Dynamics and Asset Pricing

Downloads 426 (118,782)
Citation 9

Implications of Return Predictability for Consumption Dynamics and Asset Pricing

Number of pages: 53 Posted: 04 Dec 2012 Last Revised: 23 Jun 2018
Carlo A. Favero, Fulvio Ortu, Andrea Tamoni and Haoxi Yang
Bocconi University - Department of Economics, Bocconi University - Department of Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Nankai University
Downloads 426 (117,585)
Citation 9

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stochastic discount factor, predictors-based bounds, long run

Implications of Return Predictability Across Horizons for Asset Pricing Models

CEPR Discussion Paper No. DP11645
Number of pages: 64 Posted: 22 Nov 2016
Carlo A. Favero, Fulvio Ortu, Andrea Tamoni and Haoxi Yang
Bocconi University - Department of Economics, Bocconi University - Department of Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Nankai University
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asset pricing models, predictors-based bound, return predictability

19.

Monetary Policy and Bond Prices with Drifting Equilibrium Rates

Downloads 424 (119,418)
Citation 3

Monetary Policy and Bond Prices with Drifting Equilibrium Rates

Journal of Financial and Quantitative Analysis
Number of pages: 55 Posted: 15 Oct 2020 Last Revised: 19 Oct 2022
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Economics, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 424 (118,235)
Citation 1

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Monetary Policy Rule, Secular Trends, Term Structure, Diagnostic Expectations, Bond Return Predictability

Monetary Policy and Bond Prices with Drifting Equilibrium Rates

CEPR Discussion Paper No. DP16629
Number of pages: 54 Posted: 15 Nov 2021
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Economics, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 0
Citation 1
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Bond Return Predictability, Diagnostic expectations, Monetary Policy Rule, Secular Trends, term structure

20.

Mind the (Convergence) Gap: Bond Predictability Strikes Back!

Swiss Finance Institute Research Paper No. 19-52, Forthcoming, Management Science
Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 05 Mar 2021
Andrea Berardi, Michael Markovich, Alberto Plazzi and Andrea Tamoni
Ca Foscari University of Venice - Dipartimento di Economia, QIO Quantitative Investment Office, Universita' della Svizzera italiana and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 422 (120,139)
Citation 3

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Bond Risk Premia, Forward Rates, Monetary Policy, Natural Rate of Interest, Bond Predictability

21.

What Matters When? Time-Varying Sparsity in Expected Returns

WBS Finance Group Research Paper
Number of pages: 64 Posted: 20 Aug 2019 Last Revised: 07 May 2020
Daniele Bianchi, Matthias Büchner and Andrea Tamoni
School of Economics and Finance, Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 410 (124,174)
Citation 2

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Sparsity, Returns Predictability, Cross Section of Returns, Anomalies, Asset Pricing

22.

A Persistence-Based Wold-Type Decomposition for Stationary Time Series

Number of pages: 50 Posted: 15 Dec 2011 Last Revised: 31 Jul 2019
Fulvio Ortu, Federico Severino, Andrea Tamoni and Claudio Tebaldi
Bocconi University - Department of Finance, Université Laval, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads 381 (134,997)
Citation 7

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Wold decomposition, temporal aggregation, persistence heterogeneity, forecasting

23.

Long Run Risk and the Persistence of Consumption Shocks

Number of pages: 62 Posted: 22 Nov 2010 Last Revised: 01 Jun 2013
Fulvio Ortu, Andrea Tamoni and Claudio Tebaldi
Bocconi University - Department of Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads 374 (137,777)
Citation 33

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Long-run risk, Persistence heterogeneity, Temporal aggregation, Consumption predictability

24.

Return predictability with endogenous growth

Number of pages: 69 Posted: 14 Oct 2018 Last Revised: 23 Nov 2022
Federico M. Bandi, Lorenzo Bretscher and Andrea Tamoni
Johns Hopkins University - Carey Business School, Swiss Finance Institute - HEC Lausanne and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 345 (150,475)

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uncertainty trends, valuation ratios, endogenous growth, price rigidities, financial uncertainty

25.

When It Rains It Pours: Cascading Uncertainty Shocks

Journal of Political Economy
Number of pages: 197 Posted: 30 Jul 2019 Last Revised: 30 Mar 2023
Anthony M. Diercks, Alex Hsu and Andrea Tamoni
Board of Governors of the Federal Reserve System, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 328 (158,876)
Citation 4

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Dynamic Equilibrium Economies; Stochastic Volatility; Perturbation; Path dependency..

26.

Anomaly Predictability with the Mean-Variance Portfolio

Fisher College of Business Working Paper No. 2023-03-020, Charles A. Dice Working Paper No. 2023-20
Number of pages: 80 Posted: 21 Jul 2023 Last Revised: 30 Nov 2023
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Economics, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 324 (160,992)

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Factor Models, Return Predictability, Mispricing, Conditional Misspecification, SDF

27.

Return Heterogeneity in Retirement Accounts

Swedish House of Finance Research Paper No. 22-04
Number of pages: 44 Posted: 20 Dec 2021 Last Revised: 19 Aug 2022
Lorenzo Bretscher, Riccardo Sabbatucci and Andrea Tamoni
Swiss Finance Institute - HEC Lausanne, Stockholm School of Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 308 (169,846)

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Roth IRA; Traditional IRA; Return Heterogeneity; Wealth Inequality; Retirement Accounts

28.

Long-Run Factors and Fluctuations in Dividend/Price

EFA 2009 Bergen Meetings Paper, WBS Finance Group Research Paper No. 110
Number of pages: 58 Posted: 14 Feb 2009 Last Revised: 23 Dec 2019
Carlo A. Favero, Arie Eskenazi Gozluklu and Andrea Tamoni
Bocconi University - Department of Economics, University of Warwick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 269 (195,228)

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error correction, long run predictability, equity premium, demographics

29.

Stock Demand and Price Impact of 401(k) Plans

Swedish House of Finance Research Paper No. 23-08
Number of pages: 64 Posted: 12 Jan 2023 Last Revised: 24 May 2023
Riccardo Sabbatucci, Andrea Tamoni and Song Xiao
Stockholm School of Economics, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and London School of Economics & Political Science (LSE)
Downloads 256 (205,152)

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401(K) Plans, Stock Demand and 401(K) Ownership, Demand Based Asset Pricing, Price Impact of 401(K) Plans

30.

Long-Run Trends in Demographics, Income Inequality, and the Natural Rate of Interest: Further Evidence

Number of pages: 19 Posted: 03 Nov 2021
Carlo A. Favero, Slađana Krgović, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Economics, Bocconi University, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 196 (264,025)

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Monetary Policy Rule, Secular Trends, Demographics, Income Inequality

31.

Implementing Stochastic Volatility in DSGE Models: A Comment

Georgia Tech Scheller College of Business Research Paper No. 17-40
Number of pages: 22 Posted: 21 Oct 2017 Last Revised: 01 Jul 2018
Lorenzo Bretscher, Alex Hsu and Andrea Tamoni
Swiss Finance Institute - HEC Lausanne, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 189 (272,813)

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Dynamic equilibrium economies, Stochastic volatility, Perturbation, Matlab code

32.

Long Run and the Temporal Aggregation of Risks

Number of pages: 63 Posted: 18 Mar 2010 Last Revised: 23 Nov 2010
Fulvio Ortu, Andrea Tamoni and Claudio Tebaldi
Bocconi University - Department of Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads 146 (339,794)
Citation 1

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Persistence heterogeneity, Temporal aggregation, Permanent-transitory decomposition, Term-structure of risks, Long-run risks

33.

Sparse Predictive Regressions: Statistical Performance and Economic Significance

Number of pages: 30 Posted: 29 Oct 2019 Last Revised: 31 Oct 2019
Daniele Bianchi and Andrea Tamoni
School of Economics and Finance, Queen Mary University of London and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 131 (369,641)
Citation 3

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Return Predictability, Empirical Asset Pricing, Machine Learning, Bayesian Methods, Penalized Regressions.

34.

Demographics and the Term Structure of Stock Market Risk

Number of pages: 28 Posted: 22 Feb 2010 Last Revised: 20 May 2010
Andrea Tamoni and Carlo A. Favero
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Bocconi University - Department of Economics
Downloads 115 (407,226)

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Dynamic Dividend Growth Model, Long Run Returns Predictability, Demographics

35.

The Response of Equity Yields to a Long-Run Shock

Number of pages: 56 Posted: 11 May 2023
Martijn Boons, Petra Sinagl and Andrea Tamoni
Tilburg University, University of Iowa - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 114 (409,833)

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Equity term structure, TFP news shock, equity yields, dividend growth, discount rate

36.

The Multi-Horizon Dynamics of Risk and Returns

Number of pages: 63 Posted: 07 Apr 2017
Andrea Tamoni
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 107 (429,044)
Citation 6

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Risk-Return; Stock return predictability; Macroeconomic Uncertainty; Multi-scale time series models

37.

Does Sustainable Investing Make Stocks Less Sensitive to Information about Cash Flows?

Number of pages: 68 Posted: 30 Oct 2023
Steffen Hitzemann, AN QIN, Stanislav Sokolinski and Andrea Tamoni
University of Houston - Department of Finance, Rutgers Business School - Rutgers University, Michigan State University - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 68 (571,296)

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Sustainable Investing, Institutional Investors, Earnings Announcements

38.

Financial Intermediaries and Demand for Duration

Swiss Finance Institute Research Paper No. 23-94
Number of pages: 69 Posted: 19 Oct 2023
Alberto Plazzi, Andrea Tamoni and Marco Zanotti
Universita' della Svizzera italiana, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and USI Lugano
Downloads 60 (603,880)

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Institutional demand, Equity duration, Long-term investors, Capital constraints

39.

It Takes Two to Tango: Economic Theory and Model Uncertainty for Equity Premium Prediction

Number of pages: 88 Posted: 24 Jul 2023 Last Revised: 30 Nov 2023
Daniele Bianchi, Alexandre Rubesam and Andrea Tamoni
School of Economics and Finance, Queen Mary University of London, IESEG School of Management and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 59 (614,094)

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Equity premium; Out-of-sample predictability; Forecast combination; Model complexity; Subset regression; Shrinkage.

40.

Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns

CEPR Discussion Paper No. DP7734
Number of pages: 50 Posted: 17 Mar 2010
Carlo A. Favero, Arie Eskenazi Gozluklu and Andrea Tamoni
Bocconi University - Department of Economics, University of Warwick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 3 (1,033,221)
Citation 15
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demographics, dynamic dividend growth model, long run returns predictability

Other Papers (1)

Total Downloads: 64
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1.

When it Rains it Pours: Cascading Uncertainty Shocks

FEDS Working Paper No. 2020-64
Number of pages: 65 Posted: 25 Aug 2020 Last Revised: 23 Jun 2021
Anthony M. Diercks, Alex Hsu and Andrea Tamoni
Board of Governors of the Federal Reserve System, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 64

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