Andrew L. Detzel

University of Denver - Daniels College of Business

Assistant Professor

2101 S. University Blvd

Denver, CO 80208

United States

http://portfolio.du.edu/adetzel

SCHOLARLY PAPERS

8

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CITATIONS
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31

Scholarly Papers (8)

1.

The Asset Pricing Implications of Government Economic Policy Uncertainty

Management Science 61(1), January 2015
Number of pages: 53 Posted: 04 Jun 2012 Last Revised: 18 Apr 2015
Jonathan Brogaard and Andrew L. Detzel
University of Utah - David Eccles School of Business and University of Denver - Daniels College of Business
Downloads 1,720 (9,225)
Citation 18

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Political Uncertainty, Asset Pricing, Risk Premium

2.

Bitcoin: Learning and Predictability via Technical Analysis

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51 Posted: 13 Feb 2018 Last Revised: 19 Mar 2019
Andrew L. Detzel, Hong Liu, Jack Strauss, Guofu Zhou and Yingzi Zhu
University of Denver - Daniels College of Business, Washington University in St. Louis - Olin Business School, University of Denver - Reiman School of Finance, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,259 (15,181)
Citation 6

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Bitcoin, Cryptocurrency, Technical Analysis

3.

Monetary Policy Surprises, Investment Opportunities, and Asset Prices

Paris December 2015 Finance Meeting EUROFIDAI - AFFI, Journal of Financial Research, Forthcoming
Number of pages: 50 Posted: 11 Jan 2015 Last Revised: 09 Apr 2017
Andrew L. Detzel
University of Denver - Daniels College of Business
Downloads 298 (100,952)

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Monetary Policy, Cross-section of Stock Returns, ICAPM

There are Two Very Different Accruals Anomalies

Number of pages: 43 Posted: 15 Nov 2017
Andrew L. Detzel, Philipp D. Schaberl and Jack Strauss
University of Denver - Daniels College of Business, University of Northern Colorado - Monfort College of Business and University of Denver - Reiman School of Finance
Downloads 238 (127,257)

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Accruals Anomaly, Profitability, Real Investment, Cross-section of Stock Returns

There are Two Very Different Accruals Anomalies

European Financial Management, Vol. 24, Issue 4, pp. 581-609, 2018
Number of pages: 29 Posted: 17 Sep 2018
Andrew L. Detzel, Philipp D. Schaberl and Jack Strauss
University of Denver - Daniels College of Business, University of Northern Colorado - Monfort College of Business and University of Denver - Reiman School of Finance
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accruals anomaly, profitability, real investment, cross‐section of stock returns

5.

Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios?

Number of pages: 40 Posted: 18 Dec 2017 Last Revised: 05 Jun 2018
Pedro Barroso and Andrew L. Detzel
UNSW Australia Business School, School of Banking and Finance and University of Denver - Daniels College of Business
Downloads 127 (222,138)
Citation 1

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Volatility-managed portfolios, limits to arbitrage, anomalies

6.

Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios

Review of Finance, Forthcoming
Number of pages: 64 Posted: 01 Jul 2016 Last Revised: 21 Sep 2017
Andrew L. Detzel and Jack Strauss
University of Denver - Daniels College of Business and University of Denver - Reiman School of Finance
Downloads 69 (330,233)

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Industry Return Predictability, Portfolio Allocation, Book-to-Market

7.

The Dog Has Barked for a Long Time: Dividend Growth Is Predictable

Posted: 16 Mar 2016 Last Revised: 05 Jul 2017
Andrew L. Detzel and Jack Strauss
University of Denver - Daniels College of Business and University of Denver - Reiman School of Finance

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Dividend growth, Return predictability

8.

Differences in Short-Term Performance Persistence by Mutual Fund Equity Class

Posted: 19 Apr 2014 Last Revised: 05 Jun 2018
Andrew L. Detzel and F. Detzel
University of Denver - Daniels College of Business and California State University San Marcos

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Mutual Funds, Market Efficiency, Performance Persistence