Julien Cujean

University of Bern - Institute for Financial Management

SCHOLARLY PAPERS

7

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1,475

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Top 18,444

in Total Papers Citations

50

Scholarly Papers (7)

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1.

The Lost Capital Asset Pricing Model

Downloads 3 (34,368)
Citation 2

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, University of Bern - Institute for Financial Management and University of Oxford - Said Business School
Downloads 3 (1,343,696)
Citation 2
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2.

Knowledge Cycles and Corporate Investment

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Knowledge Cycles and Corporate Investment

Number of pages: 54 Posted: 11 Jul 2019 Last Revised: 09 Jan 2023
Maria Cecilia Bustamante, Julien Cujean and Laurent Frésard
University of Maryland - Department of Finance, University of Bern - Institute for Financial Management and Universita della Svizzera italiana (USI Lugano)
Downloads 711 (75,619)

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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
Maria Cecilia Bustamante, Julien Cujean and Laurent Frésard
University of Maryland - Department of Finance, University of Bern - 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
University of Bern - Institute for Financial Management and University of Neuchatel
Downloads 457 (133,114)
Citation 48

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

4.

The Low-Minus-High Portfolio and the Factor Zoo

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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, University of Bern - Institute for Financial Management and UNSW Business School
Downloads 1 (1,359,893)
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5.

Asset Pricing on FOMC Announcements

Number of pages: 101 Posted: 06 Mar 2023 Last Revised: 12 May 2023
Julien Cujean and Samuel Jaeger
University of Bern - Institute for Financial Management and University of Bern - Institute for Financial Management
Downloads 234 (273,592)

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Asset Pricing, FOMC announcements, Informed Trading, CAPM

6.

Recovering Price Informativeness from "Nonfundamental" Shocks

Number of pages: 57 Posted: 01 Oct 2024
Julien Cujean and Samuel Jaeger
University of Bern - Institute for Financial Management and University of Bern - Institute for Financial Management
Downloads 55 (776,213)

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asset pricing, noisy rational equilibrium model, price informativeness

7.

Idea Sharing and the Performance of Mutual Funds

CEPR Discussion Paper No. DP13111
Number of pages: 84 Posted: 21 Aug 2018
Julien Cujean
University of Bern - Institute for Financial Management
Downloads 12 (1,218,968)
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Idea Sharing; Performance; Rational-Expectations Equilibrium