Adam Farago

University of Gothenburg - Centre for Finance

Assistant Professor

Box 640

Gothenburg, 405 30

Sweden

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 24,578

in Total Papers Downloads

2,986

SSRN CITATIONS
Rank 19,958

SSRN RANKINGS

Top 19,958

in Total Papers Citations

33

CROSSREF CITATIONS

18

Scholarly Papers (8)

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 796 (44,797)
Citation 3

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Pairs trading, Stock price co-movement, Cointegration

2.

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 524 (76,837)
Citation 16

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Generalized Disappointment Aversion, Downside Risks, Cross-Section

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 501 (81,168)
Citation 1

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Compound returns, Diversification, Long-run returns, Skewness

4.

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 306 (141,714)

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

5.
Downloads 245 (177,226)
Citation 16

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 245 (176,652)

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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

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: 04 Oct 2021
University of Gothenburg - Centre for Finance, University of Toronto - Finance Area and University of Toronto - Rotman School of Management
Downloads 218 (198,215)

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Disappointment Aversion, Options, Equilibrium Asset Demand

7.

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 199 (215,599)

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

8.

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 197 (217,507)

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