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 82

Abstract:

2.

Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals

Number of pages: 51 Posted: 13 Feb 2018 Last Revised: 31 Jan 2020

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 - Daniels College of Business, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management

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Citation 14

Abstract:

3.

Managing the Risk of the Beta Anomaly

30th Australasian Finance and Banking Conference 2017

Number of pages: 43 Posted: 29 Nov 2016 Last Revised: 28 Jun 2021

Pedro Barroso, Andrew L. Detzel and Paulo F. Maio

CATÓLICA-LISBON School of Business & Economics, University of Denver - Daniels College of Business and Hanken School of Economics - Department of Finance and Statistics

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Citation 9

Abstract:

4.

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

Journal of Financial Economics (JFE), Volume 140, Issue 3, June 2021, Pages 744-767

Number of pages: 40 Posted: 18 Dec 2017 Last Revised: 03 Jun 2021

Pedro Barroso and Andrew L. Detzel

CATÓLICA-LISBON School of Business & Economics and University of Denver - Daniels College of Business

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Citation 2

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5.

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 - Daniels College of Business

Downloads 326 (116,545)

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 - Daniels College of Business

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6.

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: 31 Oct 2019

Andrew L. Detzel

University of Denver - Daniels College of Business

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Citation 2

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7.

The Cross-Section of Volatility and Expected Returns: Then and Now

Number of pages: 51 Posted: 26 Sep 2019

Andrew L. Detzel, Jefferson Duarte, Avraham Kamara, Stephan Siegel and Celine Sun

University of Denver - Daniels College of Business, Rice University, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and Wealthfront, Inc.

Downloads 303 (126,773)

Citation 3

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8.

The Volatility Puzzle of the Low-Risk Anomaly

Number of pages: 48 Posted: 12 Jul 2021 Last Revised: 11 Oct 2021

Pedro Barroso, Andrew L. Detzel and Paulo F. Maio

CATÓLICA-LISBON School of Business & Economics, University of Denver - Daniels College of Business and Hanken School of Economics - Department of Finance and Statistics

Downloads 100 (329,176)

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9.

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

Review of Finance, Volume 22 Issue 5, August 2018

Number of pages: 64 Posted: 01 Jul 2016 Last Revised: 06 Jul 2021

Andrew L. Detzel and Jack Strauss

University of Denver - Daniels College of Business and University of Denver - Daniels College of Business

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Citation 3

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10.

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

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2

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

Number of pages: 37 Posted: 06 Jun 2017

Andrew L. Detzel and Jack Strauss

University of Denver - Daniels College of Business and University of Denver - Daniels College of Business

Downloads 6 (779,788)

Abstract:

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 - Daniels College of Business

Abstract:

11.

Model Selection with Transaction Costs

Posted: 17 Mar 2021 Last Revised: 19 Oct 2021

Andrew L. Detzel, Robert Novy-Marx and Mihail Velikov

University of Denver - Daniels College of Business, Simon Business School, University of Rochester and Pennsylvania State University

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12.

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

Associate Professor

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Scholarly Papers (12)

The Asset Pricing Implications of Government Economic Policy Uncertainty

Abstract:

Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals

Abstract:

Managing the Risk of the Beta Anomaly

Abstract:

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

Abstract:

There are Two Very Different Accruals Anomalies

There are Two Very Different Accruals Anomalies

Abstract:

There are Two Very Different Accruals Anomalies

Abstract:

Monetary Policy Surprises, Investment Opportunities, and Asset Prices

Abstract:

The Cross-Section of Volatility and Expected Returns: Then and Now

Abstract:

The Volatility Puzzle of the Low-Risk Anomaly

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

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

Abstract:

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

Abstract:

Model Selection with Transaction Costs

Abstract:

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

Abstract: