Author Page for Andrew L. Detzel

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 1,059 (9,173)

Citation 5

Abstract:

2.

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 Denver - Daniels College of Business and University of Denver - Reiman School of Finance

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Abstract:

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

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Abstract:

4.

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

Abstract:

5.

Bitcoin: Learning, Predictability and Profitability via Technical Analysis

Number of pages: 48 Posted: 13 Feb 2018 Last Revised: 05 Jun 2018

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

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Abstract:

6.

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

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Abstract:

7.

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

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Abstract:

8.

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

Andrew L. Detzel

University of Denver - Daniels College of Business

Assistant Professor

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Scholarly Papers (8)

The Asset Pricing Implications of Government Economic Policy Uncertainty

Abstract:

There are Two Very Different Accruals Anomalies

Abstract:

Monetary Policy Surprises, Investment Opportunities, and Asset Prices

Abstract:

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

Abstract:

Bitcoin: Learning, Predictability and Profitability via Technical Analysis

Abstract:

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

Abstract:

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

Abstract:

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

Abstract: