Julien Cujean

Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne

c/o University of Geneve

40, Bd du Pont-d'Arve

1211 Geneva, CH-6900

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

122

CITATIONS

1

Scholarly Papers (2)

1.

The Social Dynamics of Performance

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 80 Posted: 12 Jun 2012 Last Revised: 26 Oct 2012
Julien Cujean
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 42 (301,713)
Citation 1

Abstract:

rational-expectations equilibrium, information percolation, social interactions, performance measure, performance persistence, momentum

2.

Term Structure of Disagreement and Predictability Over the Business Cycle

Rotman School of Management Working Paper No. 2506673
Number of pages: 52 Posted: 19 Nov 2015
Julien Cujean and Michael Hasler
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Toronto - Rotman School of Management
Downloads 39 (268,548)

Abstract:

Asset Pricing, Learning, Term Structure of Disagreement, Business Cycle, Predictability, Times-Series Momentum, Momentum Crashes