Jack Strauss

University of Denver - Daniels College of Business

Miller Chair of Economics

2101 S. University Blvd.

Denver, CO 80208

United States

  • University of Denver - Daniels College of Business

SCHOLARLY PAPERS

20

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10,687

SSRN CITATIONS
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SSRN RANKINGS

Top 5,008

in Total Papers Citations

317

CROSSREF CITATIONS

16

Scholarly Papers (20)

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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
Research Department, Federal Reserve Bank of Atlanta, University of Denver - Daniels College of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 2,965 (7,550)
Citation 252

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portfolio performance between advised and self-directed investors

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
Baylor University - Hankamer School 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 2,408 (10,420)
Citation 14

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Bitcoin, Cryptocurrency, Technical Analysis

3.

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

Downloads 2,328 (11,040)
Citation 30

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
Research Department, Federal Reserve Bank of Atlanta, University of Denver - Daniels College of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 1,982 (14,037)
Citation 9

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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
Research Department, Federal Reserve Bank of Atlanta, University of Denver - Daniels College of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 346 (148,811)
Citation 26

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

4.

Can Machines Learn Capital Structure Dynamics?

Journal of Corporate Finance (JCF), Vol. 70, No. 1, pp. 1–22, October 2021
Number of pages: 69 Posted: 22 Oct 2019 Last Revised: 18 Mar 2023
Shahram Amini, Ryan Elmore, Özde Öztekin and Jack Strauss
University of Denver, University of Denver - Daniels College of Business, Florida International University (FIU) and University of Denver - Daniels College of Business
Downloads 1,236 (29,270)

Abstract:

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Machine Learning, Target Leverage, Speed of Leverage Adjustment, Financing Actions

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 477 (103,857)
Citation 1

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immigration, African American, wages

6.

There are Two Very Different Accruals Anomalies

Number of pages: 43 Posted: 15 Nov 2017
Andrew L. Detzel, Philipp D. Schaberl and Jack Strauss
Baylor University - Hankamer School of Business, University of Northern Colorado - Monfort College of Business and University of Denver - Daniels College of Business
Downloads 430 (117,665)

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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 228 (229,334)

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Immigration, Granger Causality, Employment

8.

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 193 (267,365)
Citation 2

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China Infrastructure, Granger Causality, High Speed Railroads

9.

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 187 (274,969)

Abstract:

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Education spending

10.

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
Baylor University - Hankamer School of Business and University of Denver - Daniels College of Business
Downloads 125 (382,417)
Citation 3

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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 49 (661,773)

Abstract:

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High Speed Rail China

12.

Market Ambiguity Attitude Restores the Risk-Return Tradeoff

Number of pages: 58 Posted: 21 Sep 2023
Soroush Ghazi, Mark Schneider and Jack Strauss
University of Alabama - Department of Economics, Finance and Legal Studies, University of Alabama - Department of Economics, Finance and Legal Studies and University of Denver - Daniels College of Business
Downloads 40 (725,251)

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Ambiguity Attitude; Risk-Return Tradeoff; Equity Premium; Knightian Uncertainty

13.

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

Downloads 21 (869,901)

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
Baylor University - Hankamer School of Business and University of Denver - Daniels College of Business
Downloads 21 (898,047)

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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
Baylor University - Hankamer School of Business and University of Denver - Daniels College of Business

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Dividend growth, Return predictability

14.

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

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

15.

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
Research Department, Federal Reserve Bank of Atlanta, 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

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

16.

Adding Value in Student Managed Funds: Benchmark and Sector Selection

Journal of Trading, Forthcoming
Posted: 06 Nov 2017
J. Christopher Hughen, Jean-Philippe Tremblay and Jack Strauss
University of Denver - Daniels College of Business, Daniels College of Business, University of Denver and University of Denver - Daniels College of Business

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

17.

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

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

18.

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

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C22, C53, G11, G12

19.

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 University of Waikato - Waikato Management School

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20.

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

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

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