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

10

DOWNLOADS
Rank 9,100

SSRN RANKINGS

Top 9,100

in Total Papers Downloads

5,522

SSRN CITATIONS
Rank 15,110

SSRN RANKINGS

Top 15,110

in Total Papers Citations

48

CROSSREF CITATIONS

19

Scholarly Papers (10)

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 1,848 (9,321)
Citation 56

Abstract:

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Political Uncertainty, Asset Pricing, Risk Premium

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
Downloads 1,553 (12,263)
Citation 9

Abstract:

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Bitcoin, Cryptocurrency, Technical Analysis

3.

Managing the risk of the low risk anomaly

30th Australasian Finance and Banking Conference 2017
Number of pages: 54 Posted: 29 Nov 2016 Last Revised: 16 Jun 2020
Pedro Barroso, Andrew L. Detzel and Paulo F. Maio
UNSW Australia Business School, School of Banking and Finance, University of Denver - Daniels College of Business and Hanken School of Economics - Department of Finance and Statistics
Downloads 1,078 (21,528)
Citation 5

Abstract:

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Betting-against-beta, time-varying risk, realized volatility, scaled factors, market anomalies, lotteries, leverage constraints

4.

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
Downloads 310 (106,925)
Citation 2

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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 - Daniels College of Business
Downloads 273 (121,857)

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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 - Daniels College of Business
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accruals anomaly, profitability, real investment, cross‐section of stock returns

6.

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

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 18 Dec 2017 Last Revised: 17 Jun 2020
Pedro Barroso and Andrew L. Detzel
UNSW Australia Business School, School of Banking and Finance and University of Denver - Daniels College of Business
Downloads 204 (163,159)
Citation 1

Abstract:

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Volatility-managed portfolios, limits to arbitrage, anomalies

7.

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

Number of pages: 51 Posted: 26 Sep 2019
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 175 (187,412)

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Volatility risk, idiosyncratic risk, cross-section of returns, limits to arbitrage

8.

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 - Daniels College of Business
Downloads 81 (330,029)

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

9.

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

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Dividend growth, Return predictability

10.

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