Christian L. Goulding

Research Affiliates, LLC

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 3,710

in Total Papers Downloads

14,974

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (11)

1.

Momentum Turning Points

Number of pages: 91 Posted: 05 Dec 2019 Last Revised: 05 Aug 2022
Christian L. Goulding, Campbell R. Harvey and Michele Mazzoleni
Research Affiliates, LLC, Duke University - Fuqua School of Business and STRS Ohio
Downloads 7,283 (1,323)
Citation 2

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.

Breaking Bad Trends

Number of pages: 22 Posted: 03 Jun 2020 Last Revised: 11 Dec 2020
Ashish Garg, Christian L. Goulding, Campbell R. Harvey and Michele Mazzoleni
Research Affiliates LLC, Research Affiliates, LLC, Duke University - Fuqua School of Business and STRS Ohio
Downloads 4,166 (3,449)
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

3.

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
Research Affiliates, LLC, Duke University - Fuqua School of Business and Research Affiliates, LLC
Downloads 1,733 (14,473)

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

4.

The Value of Scattered Information

Number of pages: 44 Posted: 04 Oct 2016 Last Revised: 20 Feb 2018
Christian L. Goulding and Xingtan Zhang
Research Affiliates, LLC and University of Colorado at Boulder - Department of Finance
Downloads 413 (102,005)

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

5.

Opposite Sides of a Skewed Bet: Implications and Evidence for Forecast Dispersion and Returns

Number of pages: 77 Posted: 06 Jan 2017 Last Revised: 03 Nov 2018
Christian L. Goulding
Research Affiliates, LLC
Downloads 273 (159,538)
Citation 3

Abstract:

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ex-ante skewness, analyst forecast dispersion, investor beliefs, microstructure influences in asset pricing

6.

The Interaction of Skewness and Analysts' Forecast Dispersion in Asset Pricing

Number of pages: 57 Posted: 06 Jan 2017
Christian L. Goulding
Research Affiliates, LLC
Downloads 259 (168,153)

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ex-ante skewness, analyst forecast dispersion, investor belief heterogeneity, rational expectations, microstructure influences in asset pricing

7.

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
Research Affiliates, LLC
Downloads 259 (168,153)
Citation 1

Abstract:

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

8.

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
Research Affiliates, LLC, University of Colorado at Boulder - Department of Finance and University of Colorado at Boulder - Department of Finance
Downloads 248 (175,361)

Abstract:

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the skewness effect; the volatility effect; noise

9.

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
Research Affiliates, LLC, University of Colorado at Boulder - Department of Finance and University of Colorado at Boulder - Department of Finance
Downloads 140 (289,514)

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the dispersion effect; the skewness effect; divergence of opinions

10.

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
Research Affiliates, LLC and Research Affiliates, LLC
Downloads 103 (361,078)

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

11.

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
Research Affiliates, LLC
Downloads 97 (375,292)

Abstract:

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