Jack Strauss

University of Denver - Daniels College of Business

Miller Chair of Economics

2101 S. University Blvd.

Denver, CO 80208

United States

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 6,144

SSRN RANKINGS

Top 6,144

in Total Papers Downloads

7,249

SSRN CITATIONS
Rank 5,690

SSRN RANKINGS

Top 5,690

in Total Papers Citations

172

CROSSREF CITATIONS

16

Scholarly Papers (19)

1.

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

Number of pages: 62 Posted: 27 Aug 2008 Last Revised: 10 Apr 2009
David Rapach, Jack Strauss and Guofu Zhou
Saint Louis University, University of Denver - Daniels College of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 2,110 (6,862)
Citation 93

Abstract:

Loading...

portfolio performance between advised and self-directed investors

International Stock Return Predictability: What is the Role of the United States?

Journal of Finance, Forthcoming
Number of pages: 46 Posted: 19 Nov 2009 Last Revised: 23 May 2012
David Rapach, Jack Strauss and Guofu Zhou
Saint Louis University, University of Denver - Daniels College of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 1,375 (13,573)
Citation 6

Abstract:

Loading...

Equity premium, Predictive regression model, Combination forecast, Information diffusion, Granger causality, Business cycle, Global financial crisis

International Stock Return Predictability: What is the Role of the United States?

Number of pages: 41 Posted: 19 Mar 2010
David Rapach, Jack Strauss and Guofu Zhou
Saint Louis University, University of Denver - Daniels College of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 294 (106,261)
Citation 45

Abstract:

Loading...

Out-of-sample equity premium predictability, Predictive regression model, Combination forecast, Information diffusion, Granger causality, Business cycle, Global financial crisis

3.

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

Number of pages: 52 Posted: 13 Feb 2018 Last Revised: 23 Dec 2019
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 1,384 (13,739)
Citation 7

Abstract:

Loading...

Bitcoin, Cryptocurrency, Technical Analysis

4.

Can Machines Learn Capital Structure?

Number of pages: 51 Posted: 22 Oct 2019 Last Revised: 03 Dec 2019
Shahram Amini, Ryan Elmore and Jack Strauss
University of Denver - Daniels College of Business, University of Denver - Daniels College of Business and University of Denver - Daniels College of Business
Downloads 812 (30,282)

Abstract:

Loading...

Machine Learning, Capital Structure, Corporate Leverage, Random Forest, Gradient Boosting Machine, Neural Network, Generalized Additive Model, LASSO

5.

Does Immigration, Particularly Increases in Latinos, Affect African American Wages, Unemployment and Incarceration Rates?

Number of pages: 42 Posted: 11 Dec 2012 Last Revised: 03 Mar 2013
Jack Strauss
University of Denver - Daniels College of Business
Downloads 430 (69,019)

Abstract:

Loading...

immigration, African American, wages

There are Two Very Different Accruals Anomalies

Number of pages: 43 Posted: 15 Nov 2017
University of Denver - Daniels College of Business, University of Northern Colorado - Monfort College of Business and University of Denver - Daniels College of Business
Downloads 245 (128,321)

Abstract:

Loading...

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
University of Denver - Daniels College of Business, University of Northern Colorado - Monfort College of Business and University of Denver - Daniels College of Business
Downloads 0
  • Add to Cart

Abstract:

Loading...

accruals anomaly, profitability, real investment, cross‐section of stock returns

7.

Immigrants or Jobs: Which Comes First to a Metro?

Number of pages: 23 Posted: 12 Oct 2013 Last Revised: 27 Feb 2014
Jack Strauss and Hailong Qian
University of Denver - Daniels College of Business and Saint Louis University - Department of Economics
Downloads 206 (152,491)

Abstract:

Loading...

Immigration, Granger Causality, Employment

8.

The Economic Gains to Colorado of Amendment 66

Number of pages: 37 Posted: 19 Sep 2013
Jack Strauss
University of Denver - Daniels College of Business
Downloads 174 (177,798)

Abstract:

Loading...

Education spending

9.

Do High Speed Railways Lead to Urban Economic Growth in China?: A Panel Data Study of China's Cities

Number of pages: 43 Posted: 05 Jan 2017
Jack Strauss, Hongchang Li, Shunxiang Hu and Lihong Liu
University of Denver - Daniels College of Business, Beijing Jiaotong University, Beijing Jiaotong University and Beijing Jiaotong University
Downloads 128 (229,090)
Citation 1

Abstract:

Loading...

China Infrastructure, Granger Causality, High Speed Railroads

10.

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 75 (326,695)
Citation 1

Abstract:

Loading...

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

11.

Rail, Rivers, Road or Air: Which Infrastructure Promotes Growth in China?

Number of pages: 35 Posted: 19 Sep 2019
Hongchang Li, Jack Strauss, Kemei Yu and Xinyu Wang
Beijing Jiaotong University, University of Denver - Daniels College of Business, Beijing Jiaotong University - School of Economics and Management, Students and Independent
Downloads 16 (562,322)

Abstract:

Loading...

High Speed Rail China

12.

Portfolio Allocations Using Fundamental Ratios: Are Profitability Measures Effective in Selecting Firms and Sectors?

The Journal of Portfolio Management 43, 87-101, 2016, https://doi.org/10.3905/jpm.2017.43.3.087
Posted: 22 May 2019
J. Christopher Hughen and Jack Strauss
University of Denver - Daniels College of Business and University of Denver - Daniels College of Business

Abstract:

Loading...

Portfolio Allocation, Sector, Fundamentals, Gross Profit, Operating Profit

13.

Industry Return Predictability: A Machine Learning Approach

Posted: 17 Feb 2018 Last Revised: 21 May 2019
David Rapach, Jack Strauss, Jun Tu and Guofu Zhou
Saint Louis University, University of Denver - Daniels College of Business, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School

Abstract:

Loading...

Predictive regression; LASSO; Post-selection inference; Network analysis; Industry-rotation portfolio; Multifactor model; Gradual information dffusion

14.

Adding Value in Student Managed Funds: Benchmark and Sector Selection

Journal of Trading, Forthcoming
Posted: 06 Nov 2017
University of Denver - Daniels College of Business, Daniels College of Business, University of Denver and University of Denver - Daniels College of Business

Abstract:

Loading...

Student Managed Fund, Benchmark Selection, Sector Allocation, EV/EBITDA

15.

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:

Loading...

Dividend growth, Return predictability

16.

Can We Consistently Forecast a Firm's Earnings? Using Combination Forecast Methods to Predict the EPS of Dow Firms

Journal of Economics and Finance, Volume 39, Issue 1 (2015), Pages 1-22
Posted: 14 May 2012 Last Revised: 12 Jan 2015
Naresh Bansal, Jack Strauss and Alireza Nasseh
Saint Louis University - Department of Finance, University of Denver - Daniels College of Business and Saint Louis University - Department of Finance

Abstract:

Loading...

Combination Forecast Method, Earnings Per Share, Principal Components, Dow

17.

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

Review of Financial Studies, Vol. 23, Issue 2, pp. 821-862, 2009
Posted: 01 Feb 2010
David E. Rapach, Jack Strauss and Guofu Zhou
Seattle University, Albers School of Business and Economics, University of Denver - Daniels College of Business and Washington University in St. Louis - John M. Olin Business School

Abstract:

Loading...

C22, C53, G11, G12

18.

Contagion in Financial Markets after September 11 - Myth or Reality?

Journal of Financial Research, Vol. 27, pp. 95-114, 2004
Posted: 27 May 2003
Mark T. Hon, Jack Strauss and Soo Keong Yong
Nation Capital, University of Denver - Daniels College of Business and Xi'an Jiaotong University (XJTU) - International Business School Suzhou

Abstract:

Loading...

19.

Is OECD Real Per Capita GDP Trend or Difference Stationary?: Evidence from Panel Unit Root Tests

Journal of Macroeconomics, Vol. 21, No. 4, Fall 1999
Posted: 03 May 1999
Adrian R. Fleissig and Jack Strauss
California State University, Fullerton - Department of Economics and University of Denver - Daniels College of Business

Abstract:

Loading...