Julien Cujean

Institute for Financial Management

Gesellschaftsstrasse 49

Bern, BERN 3001

Switzerland

SCHOLARLY PAPERS

5

DOWNLOADS

791

SSRN CITATIONS
Rank 21,208

SSRN RANKINGS

Top 21,208

in Total Papers Citations

25

CROSSREF CITATIONS

22

Scholarly Papers (5)

1.
Downloads 2 ( 43,152)
Citation 11

The Lost Capital Asset Pricing Model

CEPR Discussion Paper No. DP12607
Number of pages: 61 Posted: 22 Jan 2018
Daniel Andrei, Julien Cujean and Mungo Ivor Wilson
McGill University, Institute for Financial Management and University of Oxford - Said Business School
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Knowledge Cycles and Corporate Investment

Number of pages: 62 Posted: 11 Jul 2019 Last Revised: 27 Dec 2021
University of Maryland - Department of Finance, Institute for Financial Management and Universita della Svizzera italiana (USI Lugano)
Downloads 432 (93,555)

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Investment, Experimentation, Exploration, Knowledge Capital, Knowledge Cycles, Total $Q$, Intangible Capital

Knowledge Cycles and Corporate Investment

CEPR Discussion Paper No. DP14152
Number of pages: 66 Posted: 04 Dec 2019
University of Maryland - Department of Finance, Institute for Financial Management and Universita della Svizzera italiana (USI Lugano)
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Experimentation, exploration, Information Aversion, Intangibles, investment, Knowledge

3.

Why Does Return Predictability Concentrate in Bad Times?

Journal of Finance, Forthcoming, Rotman School of Management Working Paper No. 2994327
Number of pages: 118 Posted: 29 Jun 2017
Julien Cujean and Michael Hasler
Institute for Financial Management and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 355 (118,051)
Citation 23

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Equilibrium Asset Pricing, Learning, Disagreement, Business Cycle, Predictability, Times Series Momentum, Momentum Crashes

The Low-Minus-High Portfolio and the Factor Zoo

CEPR Discussion Paper No. DP14153
Number of pages: 50 Posted: 04 Dec 2019
Daniel Andrei, Julien Cujean and Mathieu Fournier
McGill University, Institute for Financial Management and HEC Montreal
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5.

Idea Sharing and the Performance of Mutual Funds

CEPR Discussion Paper No. DP13111
Number of pages: 84 Posted: 21 Aug 2018
Julien Cujean
Institute for Financial Management
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Idea Sharing; Performance; Rational-Expectations Equilibrium