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 56

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

Downloads 1,553 (12,263)

Citation 9

Abstract:

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:

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

Abstract:

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 273 (121,857)

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.

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:

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 175 (187,412)

Abstract:

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)

Abstract:

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

Abstract:

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

Andrew L. Detzel

University of Denver - Daniels College of Business

Assistant Professor

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Scholarly Papers (10)

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 low risk anomaly

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:

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

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: