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

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Citation 5

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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 1,185 (16,306)

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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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4.

There are Two Very Different Accruals Anomalies

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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 Northern Colorado - Monfort College of Business and University of Denver - Reiman School of Finance

Downloads 224 (132,854)

Abstract:

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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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 118 (230,716)

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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 63 (340,382)

Abstract:

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

Abstract:

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

Andrew L. Detzel

University of Denver - Daniels College of Business

Assistant Professor

8

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Scholarly Papers (8)

The Asset Pricing Implications of Government Economic Policy Uncertainty

Abstract:

Bitcoin: Learning and Predictability via Technical Analysis

Abstract:

Monetary Policy Surprises, Investment Opportunities, and Asset Prices

Abstract:

There are Two Very Different Accruals Anomalies

There are Two Very Different Accruals Anomalies

Abstract:

There are Two Very Different Accruals Anomalies

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:

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

Abstract: