Christian L. Goulding

Auburn University - Harbert College of Business

Auburn, AL 36849

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 1,606

SSRN RANKINGS

Top 1,606

in Total Papers Downloads

32,630

SSRN CITATIONS

6

CROSSREF CITATIONS

3

Ideas:
“  Asset pricing; economics of information; and decisions under uncertainty.  ”

Scholarly Papers (10)

1.

Momentum Turning Points

Number of pages: 98 Posted: 05 Dec 2019 Last Revised: 23 May 2023
Christian L. Goulding, Campbell R. Harvey and Michele G. Mazzoleni
Auburn University - Harbert College of Business, Duke University - Fuqua School of Business and STRS Ohio
Downloads 12,084 (722)
Citation 4

Abstract:

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time-series momentum, volatility timing, market timing, asset pricing, trend following, turning points, momentum speed, mean reversion, behavioral finance

2.

Disagreement of Disagreement

Number of pages: 67 Posted: 28 Nov 2023 Last Revised: 05 Feb 2024
Christian L. Goulding, Campbell R. Harvey and Hrvoje Kurtović
Auburn University - Harbert College of Business, Duke University - Fuqua School of Business and University of Lausanne - Faculty of Business and Economics (HEC Lausanne)
Downloads 11,005 (868)

Abstract:

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Disagreement, difference of opinion, analyst forecast dispersion, idiosyncratic volatility, idiosyncratic skewness, trading volume, financial distress, heterogenous agents, behavioral finance, beliefs, expectations

3.

Breaking Bad Trends

Number of pages: 30 Posted: 03 Jun 2020 Last Revised: 01 Feb 2024
Christian L. Goulding, Campbell R. Harvey and Michele G. Mazzoleni
Auburn University - Harbert College of Business, Duke University - Fuqua School of Business and STRS Ohio
Downloads 5,949 (2,434)
Citation 1

Abstract:

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Time-Series Momentum, Volatility Timing, Market Timing, Asset Pricing, Trend Following, Turning Points, Momentum Speed, Mean Reversion, Behavioral Finance

4.

Decoding Systematic Relative Investing: A Pairs Approach

Number of pages: 32 Posted: 02 Oct 2020 Last Revised: 11 Dec 2020
Christian L. Goulding, Campbell R. Harvey and Alex J. Pickard
Auburn University - Harbert College of Business, Duke University - Fuqua School of Business and Research Affiliates, LLC
Downloads 2,087 (13,702)

Abstract:

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cross-sectional strategies, trading strategies, long-short strategies, relative value, momentum, portfolio construction, alpha, outperformance, anomalies, market timing, asset pricing, zero-cost portfolios, pair trades

5.

The Value of Scattered Information

Number of pages: 47 Posted: 04 Oct 2016 Last Revised: 06 Oct 2022
Christian L. Goulding and Xingtan Zhang
Auburn University - Harbert College of Business and University of Colorado at Boulder - Department of Finance
Downloads 417 (126,410)

Abstract:

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Asymmetric Information, Multiple Dimensions of Uncertainty, Information Acquisition, Information Monopolist

6.

Disagreement, Skewness, and Asset Prices

Number of pages: 41 Posted: 23 Nov 2021 Last Revised: 02 May 2022
Christian L. Goulding, Shrihari Santosh and Xingtan Zhang
Auburn University - Harbert College of Business, University of Colorado at Boulder - Department of Finance and University of Colorado at Boulder - Department of Finance
Downloads 324 (167,629)

Abstract:

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the dispersion effect; the skewness effect; divergence of opinions

7.

Pricing Implications of Noise

Review of Financial Studies, forthcoming
Number of pages: 62 Posted: 08 Jul 2021 Last Revised: 23 May 2022
Christian L. Goulding, Shrihari Santosh and Xingtan Zhang
Auburn University - Harbert College of Business, University of Colorado at Boulder - Department of Finance and University of Colorado at Boulder - Department of Finance
Downloads 289 (188,372)
Citation 2

Abstract:

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the skewness effect; the volatility effect; noise

8.

Pricing Implications of Clearing a Skewed Asset from the Market

Number of pages: 87 Posted: 06 Jan 2017 Last Revised: 23 Sep 2018
Christian L. Goulding
Auburn University - Harbert College of Business
Downloads 264 (206,510)
Citation 1

Abstract:

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Ex-Ante Skewness, Rational Expectations, Microstructure Influences in Asset Pricing

9.

Revisiting Asset Pricing with Uncertainty in Future Preferences

Number of pages: 69 Posted: 12 Dec 2017 Last Revised: 21 Sep 2018
Mark Clements and Christian L. Goulding
Los Angeles Capital Management and Auburn University - Harbert College of Business
Downloads 106 (449,640)

Abstract:

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Equity Premium Puzzle, Elasticity of Intertemporal Substitution, Epstein-Zin Preferences, Real Term Structure, Risk Aversion, Predictability, Time-Varying Preferences

10.

Revisiting Asset Pricing with Uncertainty in Future Risk Aversion

Number of pages: 42 Posted: 14 Dec 2017 Last Revised: 13 Oct 2018
Christian L. Goulding
Auburn University - Harbert College of Business
Downloads 105 (452,683)

Abstract:

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equity premium puzzle, elasticity of intertemporal substitution, Epstein-Zin preferences, time-varying risk aversion, predictability