Adam Farago

University of Gothenburg - Centre for Finance

Assistant Professor

Box 640

Gothenburg, 405 30

Sweden

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 20,731

SSRN RANKINGS

Top 20,731

in Total Papers Downloads

4,563

SSRN CITATIONS
Rank 16,223

SSRN RANKINGS

Top 16,223

in Total Papers Citations

69

CROSSREF CITATIONS

18

Scholarly Papers (10)

1.

Stock Price Co-Movement and the Foundations of Pairs Trading

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 55 Posted: 10 Feb 2018
Adam Farago and Erik Hjalmarsson
University of Gothenburg - Centre for Finance and University of Gothenburg - Centre for Finance
Downloads 924 (47,458)
Citation 3

Abstract:

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Pairs trading, Stock price co-movement, Cointegration

2.

Analysts Are Good at Ranking Stocks

Number of pages: 61 Posted: 10 Jul 2023
Adam Farago, Erik Hjalmarsson and Ming Zeng
University of Gothenburg - Centre for Finance, University of Gothenburg - Centre for Finance and University of Gothenburg - Centre for Finance
Downloads 792 (58,606)

Abstract:

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Sell-side analysts, Cross-section of stock returns, Relative valuation, Target price

3.

Compound Returns

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 81 Posted: 15 Jun 2019 Last Revised: 01 Oct 2019
Adam Farago and Erik Hjalmarsson
University of Gothenburg - Centre for Finance and University of Gothenburg - Centre for Finance
Downloads 675 (72,243)
Citation 1

Abstract:

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Compound returns, Diversification, Long-run returns, Skewness

4.

Downside Risks and the Cross-Section of Asset Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 88 Posted: 10 Feb 2017 Last Revised: 02 Mar 2017
Adam Farago and Roméo Tédongap
University of Gothenburg - Centre for Finance and ESSEC Business School
Downloads 584 (86,954)
Citation 32

Abstract:

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Generalized Disappointment Aversion, Downside Risks, Cross-Section

5.

Long-Horizon Stock Returns Are Positively Skewed

Number of pages: 66 Posted: 29 Apr 2021
Adam Farago and Erik Hjalmarsson
University of Gothenburg - Centre for Finance and University of Gothenburg - Centre for Finance
Downloads 452 (118,703)
Citation 4

Abstract:

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Compound returns, Long-run returns, Portfolio choice, Skewness

6.

Asymmetries and the Market for Put Options

Swedish House of Finance Research Paper No. 21-12, Rotman School of Management Working Paper No. 3856753
Number of pages: 69 Posted: 01 Jun 2021 Last Revised: 25 Apr 2023
University of Gothenburg - Centre for Finance, University of Toronto - Finance Area and University of Toronto - Rotman School of Management
Downloads 344 (161,627)

Abstract:

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Disappointment Aversion, Options, Equilibrium Asset Demand

7.
Downloads 276 (203,862)
Citation 19

Asymmetries and Portfolio Choice

Swedish House of Finance Research Paper No. 15-09
Number of pages: 51 Posted: 13 May 2015 Last Revised: 20 Jul 2016
Stockholm School of Economics, University of Gothenburg - Centre for Finance and ESSEC Business School
Downloads 276 (202,696)

Abstract:

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Asset allocation, disappointment aversion, downside risk, loss aversion, reference-dependent preferences, skewness.

Asymmetries and Portfolio Choice

CEPR Discussion Paper No. DP10706
Number of pages: 52 Posted: 13 Jul 2015
Stockholm School of Economics, University of Gothenburg - Centre for Finance and ESSEC Business School
Downloads 0
Citation 5
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Asset allocation, Downside risk

8.

Volatility Downside Risk

Number of pages: 54 Posted: 23 Dec 2012
Adam Farago and Roméo Tédongap
University of Gothenburg - Centre for Finance and ESSEC Business School
Downloads 230 (243,975)
Citation 1

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Generalized Disappointment Aversion, Option Payoffs, Downside Risks, Cross-Section

9.

Cognitive Skills and Economic Preferences in the Fund Industry

Number of pages: 51 Posted: 28 Oct 2019 Last Revised: 23 Sep 2021
University of Gothenburg - Centre for Finance, University of Gothenburg - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck and University of Innsbruck
Downloads 227 (247,074)

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cognitive skills, economic preferences, fund managers, fund performance, experimental finance

10.

Understanding Wealth-Tax Rates: An Investor-Utility Mapping to Capital-Gains Taxes

Number of pages: 45 Posted: 25 Sep 2023
Adam Farago, Erik Hjalmarsson and Tamás Kiss
University of Gothenburg - Centre for Finance, University of Gothenburg - Centre for Finance and Örebro University - School of Business
Downloads 59 (660,750)

Abstract:

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Wealth taxes, Capital-gains taxes, Risk averse investors, Horizon effects