Shrihari Santosh

University of Colorado at Boulder - Department of Finance

Campus Box 419

Boulder, CO 80309

United States

  • University of Colorado at Boulder - Department of Finance

SCHOLARLY PAPERS

7

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166

CROSSREF CITATIONS

27

Scholarly Papers (7)

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1.

Shrinking the Cross Section

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

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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

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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
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Citation 8
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2.

Factor Timing

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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

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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

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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

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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)

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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)

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