Jack Strauss

University of Denver - Reiman School of Finance

Miller Chair of Applied Economics

2101 S. University Blvd

Denver, CO COLORADO 80126

United States

University of Denver

Miller Chair of Economics

2201 S. Gaylord St

Denver, CO 80208-2685

United States

SCHOLARLY PAPERS

17

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6,085

CITATIONS
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Top 2,650

in Total Papers Citations

185

Scholarly Papers (17)

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 - Richard A. Chaifetz School of Business, University of Denver - Reiman School of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 2,028 (6,917)
Citation 189

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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 - Richard A. Chaifetz School of Business, University of Denver - Reiman School of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 1,323 (13,664)
Citation 2

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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
Saint Louis University - Richard A. Chaifetz School of Business, University of Denver - Reiman School of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 287 (103,930)
Citation 71

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

3.

Bitcoin: Learning and Predictability via Technical Analysis

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51 Posted: 13 Feb 2018 Last Revised: 19 Mar 2019
University of Denver - Daniels College of Business, Washington University in St. Louis - Olin Business School, University of Denver - Reiman School of Finance, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,233 (15,552)
Citation 5

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Bitcoin, Cryptocurrency, Technical Analysis

4.

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 - Reiman School of Finance
Downloads 424 (66,993)

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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 - Reiman School of Finance
Downloads 233 (129,146)

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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
University of Denver - Daniels College of Business, University of Northern Colorado - Monfort College of Business and University of Denver - Reiman School of Finance
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accruals anomaly, profitability, real investment, cross‐section of stock returns

6.

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 - Reiman School of Finance and Saint Louis University - Department of Economics
Downloads 199 (150,588)

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Immigration, Granger Causality, Employment

7.

The Economic Gains to Colorado of Amendment 66

Number of pages: 37 Posted: 19 Sep 2013
Jack Strauss
University of Denver - Reiman School of Finance
Downloads 173 (171,056)

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Education spending

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 - Reiman School of Finance, Beijing Jiaotong University, Beijing Jiaotong University and Beijing Jiaotong University
Downloads 120 (230,266)

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China Infrastructure, Granger Causality, High Speed Railroads

9.

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 - Reiman School of Finance
Downloads 65 (338,394)
Citation 1

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

10.

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 - Reiman School of Finance

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

11.

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 - Richard A. Chaifetz School of Business, University of Denver - Reiman School of Finance, 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

12.

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 - Reiman School of Finance

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

13.

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 - Reiman School of Finance

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Dividend growth, Return predictability

14.

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 - Reiman School of Finance and Saint Louis University - Department of Finance

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

15.

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 - Reiman School of Finance and Washington University in St. Louis - John M. Olin Business School

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C22, C53, G11, G12

16.

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 - Reiman School of Finance and Xi'an Jiaotong University (XJTU) - International Business School Suzhou

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17.

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 - Reiman School of Finance

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