Waco, TX 76798
United States
http://andrewdetzel.com
Baylor University - Hankamer School of Business
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Bitcoin, Cryptocurrency, Technical Analysis
Political Uncertainty, Asset Pricing, Risk Premium
Betting-against-beta, time-varying risk, realized volatility, risk factors, scaled factors, anomalies, lottery preferences, leverage constraints
Factor Models, Trading Costs, Mispricing
Volatility risk, idiosyncratic risk, cross-section of returns, limits to arbitrage
Volatility-managed portfolios, limits to arbitrage, anomalies
Accruals Anomaly, Profitability, Real Investment, Cross-section of Stock Returns
Monetary Policy, Cross-section of Stock Returns, ICAPM
Industry Return Predictability, Portfolio Allocation, Book-to-Market
Dividend growth, Return predictability
Mutual Funds, Market Efficiency, Performance Persistence