Christian L. Goulding

Research Affiliates, LLC

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 16,524

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Top 16,524

in Total Papers Downloads

3,202

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

Momentum Turning Points

Number of pages: 68 Posted: 05 Dec 2019 Last Revised: 10 Dec 2019
Ashish Garg, Christian L. Goulding, Campbell R. Harvey and Michele Mazzoleni
Research Affiliates LLC, Research Affiliates, LLC, Duke University - Fuqua School of Business and Research Affiliates, LLC
Downloads 1,261 (17,033)
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

2.

Breaking Bad Trends

Number of pages: 22 Posted: 03 Jun 2020 Last Revised: 11 Jun 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 Research Affiliates, LLC
Downloads 1,124 (20,254)

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.

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 - Leeds School of Business
Downloads 268 (124,697)

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

4.

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 154 (208,728)
Citation 3

Abstract:

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

5.

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 148 (215,641)

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

6.

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 144 (220,508)
Citation 1

Abstract:

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

7.

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 57 (397,427)

Abstract:

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

8.

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 46 (436,652)

Abstract:

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