Vitor Azevedo

Deapartment of Financial Management - RPTU Kaiserslautern-Landau

Professor of Finance

Kaiserslautern

Germany

  • Deapartment of Financial Management - RPTU Kaiserslautern-Landau

SCHOLARLY PAPERS

7

DOWNLOADS

4,750

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (7)

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1.

Analyst Recommendations and Mispricing Across the Globe

Number of pages: 74 Posted: 13 Oct 2020 Last Revised: 28 Mar 2023
Vitor Azevedo and Sebastian Müller
Deapartment of Financial Management - RPTU Kaiserslautern-Landau and Technische Universität München (TUM) - TUM School of Management
Downloads 1,312 (24,007)

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Analysts, analyst recommendations, anomalies, international stock markets, market efficiency.

2.

Enhancing Stock Market Anomalies with Machine Learning

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 51 Posted: 11 Jan 2021 Last Revised: 29 Aug 2022
Vitor Azevedo and Christopher Hoegner
Deapartment of Financial Management - RPTU Kaiserslautern-Landau and Technische Universität München (TUM), Department of Financial Management and Capital Markets, Students
Downloads 1,051 (33,206)

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Anomalies, machine learning models, efficient market hypothesis, asset pricing models

3.

Stock Market Anomalies and Machine Learning Across the Globe

Number of pages: 36 Posted: 13 Apr 2022 Last Revised: 21 Dec 2022
Vitor Azevedo, Sebastian Kaiser, Georg Kaiser and Sebastian Müller
Deapartment of Financial Management - RPTU Kaiserslautern-Landau, affiliation not provided to SSRN, Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 961 (37,646)

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International stock market, anomalies, machine learning models, market efficiency, publication impact.

4.

Earnings Forecasts: The Case for Combining Analysts' Estimates with a Cross-Sectional Model

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 47 Posted: 20 Jun 2017 Last Revised: 25 Jul 2022
Vitor Azevedo, Patrick Bielstein and Manuel Gerhart
Deapartment of Financial Management - RPTU Kaiserslautern-Landau, Barclays PLC and Technische Universität München (TUM), Students
Downloads 598 (70,943)

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Earnings forecasts, analysts' forecasts, forecast evaluation, implied cost of capital, expected returns

5.

Analysts' Underreaction and Momentum Strategies

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 49 Posted: 10 May 2022 Last Revised: 21 Nov 2022
Vitor Azevedo
Deapartment of Financial Management - RPTU Kaiserslautern-Landau
Downloads 347 (135,084)

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Analysts' predictable error, Analysts' forecasts, Momentum, Post-earnings announcement drift, Stock market anomaly

6.

Investor Sentiment and the Time-varying Sustainability Premium

Journal of Asset Management, Forthcoming
Number of pages: 41 Posted: 09 Jan 2020 Last Revised: 10 Aug 2021
Vitor Azevedo, Christoph Kaserer and Lucila M. S. Campos
Deapartment of Financial Management - RPTU Kaiserslautern-Landau, Technische Universität München (TUM) and Federal University of Santa Catarina (UFSC)
Downloads 330 (142,501)

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sustainability, corporate social responsibility, corporate environmental responsibility, expected returns, financial performance, investor sentiment

7.

Mispricing Decomposition and Global Mispricing Index

Number of pages: 57 Posted: 19 Jan 2023 Last Revised: 24 Jan 2023
Vitor Azevedo, Minghui Chen, Christoph Kaserer and Sebastian Müller
Deapartment of Financial Management - RPTU Kaiserslautern-Landau, Technische Universität München (TUM) - Department of Financial Management and Capital Markets, Technische Universität München (TUM) and Technische Universität München (TUM) - TUM School of Management
Downloads 151 (298,036)

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Mispricing; stock market anomalies; market efficiency; instrumented principal components analysis (IPCA)