Shrihari Santosh

University of Colorado at Boulder - Department of Finance

Campus Box 419

Boulder, CO 80309

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 7,723

SSRN RANKINGS

Top 7,723

in Total Papers Downloads

6,695

SSRN CITATIONS
Rank 6,515

SSRN RANKINGS

Top 6,515

in Total Papers Citations

166

CROSSREF CITATIONS

27

Scholarly Papers (7)

1.
Downloads 2,103 ( 7,917)
Citation 48

Shrinking the Cross Section

Number of pages: 69 Posted: 05 Apr 2017 Last Revised: 01 Aug 2018
Serhiy Kozak, Stefan Nagel and Shrihari Santosh
University of Maryland - Robert H. Smith School of Business, University of Chicago - Booth School of Business and University of Colorado at Boulder - Department of Finance
Downloads 2,033 (8,361)
Citation 3

Abstract:

Loading...

Factor Models, SDF, Cross Section, Shrinkage, Machine Learning

Shrinking the Cross Section

Number of pages: 69 Posted: 18 Aug 2018
Serhiy Kozak, Stefan Nagel and Shrihari Santosh
University of Maryland - Robert H. Smith School of Business, University of Chicago - Booth School of Business and University of Colorado at Boulder - Department of Finance
Downloads 70 (380,402)
Citation 44

Abstract:

Loading...

Factor Models, SDF, Cross Section, Shrinkage, Machine Learning

Shrinking the Cross Section

CEPR Discussion Paper No. DP12463
Number of pages: 60 Posted: 01 Dec 2017
Serhiy Kozak, Stefan Nagel and Shrihari Santosh
University of Maryland - Robert H. Smith School of Business, University of Chicago - Booth School of Business and University of Colorado at Boulder - Department of Finance
Downloads 0
Citation 8
  • Add to Cart

Abstract:

Loading...

2.
Downloads 1,649 ( 11,203)
Citation 6

Factor Timing

Number of pages: 79 Posted: 05 Apr 2017 Last Revised: 31 Dec 2019
Valentin Haddad, Serhiy Kozak and Shrihari Santosh
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Maryland - Robert H. Smith School of Business and University of Colorado at Boulder - Department of Finance
Downloads 1,649 (11,741)
Citation 2

Abstract:

Loading...

Predictability, Returns, Cross Section, Time Series, Equities, Bonds, Foreign Exchange

3.

Interpreting Factor Models

Journal of Finance, Forthcoming
Number of pages: 47 Posted: 05 Apr 2017 Last Revised: 29 Dec 2017
Serhiy Kozak, Stefan Nagel and Shrihari Santosh
University of Maryland - Robert H. Smith School of Business, University of Chicago - Booth School of Business and University of Colorado at Boulder - Department of Finance
Downloads 1,529 (13,438)
Citation 24

Abstract:

Loading...

Factor Models, Characteristics, Covariances, Rational, Behavioral

4.

Why Do Discount Rates Vary?

Number of pages: 52 Posted: 09 Apr 2012 Last Revised: 31 Dec 2019
Serhiy Kozak and Shrihari Santosh
University of Maryland - Robert H. Smith School of Business and University of Colorado at Boulder - Department of Finance
Downloads 810 (34,410)
Citation 1

Abstract:

Loading...

risk premium, CAPM, ICAPM, discount rates, hedging demand

5.

The Path of Price Discovery: Trade Time vs Clock Time

Number of pages: 38 Posted: 21 Feb 2015 Last Revised: 30 Nov 2020
Shrihari Santosh
University of Colorado at Boulder - Department of Finance
Downloads 539 (58,954)

Abstract:

Loading...

Price discovery, trade time, tick, earnings, surprise

6.

Exaggerated Likelihoods

Number of pages: 31 Posted: 10 Feb 2020
Shrihari Santosh
University of Colorado at Boulder - Department of Finance
Downloads 54 (427,916)

Abstract:

Loading...

Beliefs, overreaction, exaggeration, overconfidence

7.

Investor Betas

Number of pages: 29 Posted: 28 Jan 2021
Ryan Lewis and Shrihari Santosh
University of Colorado, Boulder and University of Colorado at Boulder - Department of Finance
Downloads 11

Abstract:

Loading...

CAPM, risk, return, idiosyncratic, portfolio, active investor