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

DOWNLOADS
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2,443

CITATIONS
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Top 35,875

in Total Papers Citations

5

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 Washington - Department of Finance and Business Economics and University of Denver - Daniels College of Business
Downloads 1,059 (9,232)
Citation 5

Abstract:

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Political Uncertainty, Asset Pricing, Risk Premium

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
Downloads 98 (241,370)

Abstract:

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

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 95 (96,533)

Abstract:

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Monetary Policy, Cross-section of Stock Returns, ICAPM

4.

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

Posted: 19 Apr 2014 Last Revised: 16 Jul 2016
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

5.

Bitcoin: Learning, Predictability and Profitability via Technical Analysis

Number of pages: 48 Posted: 13 Feb 2018 Last Revised: 20 Apr 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
Downloads 0 (64,695)

Abstract:

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Bitcoin, Cryptocurrency, Technical Analysis

6.

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

Number of pages: 40 Posted: 18 Dec 2017 Last Revised: 17 Apr 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 0 (340,933)

Abstract:

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Volatility-managed portfolios, limits to arbitrage, anomalies

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
Downloads 0 (422,209)

Abstract:

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

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

Abstract:

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Dividend growth, Return predictability