Doron Avramov

Interdisciplinary Center (IDC) Herzliyah

P.O. Box 167

Herzliya, 46150

Israel

http://faculty.idc.ac.il/davramov/

SCHOLARLY PAPERS

42

DOWNLOADS
Rank 722

SSRN RANKINGS

Top 722

in Total Papers Downloads

51,093

SSRN CITATIONS
Rank 1,749

SSRN RANKINGS

Top 1,749

in Total Papers Citations

747

CROSSREF CITATIONS

93

Scholarly Papers (42)

Investing in Mutual Funds When Returns are Predictable

Number of pages: 58 Posted: 08 Jun 2004
Doron Avramov and Russ Wermers
Interdisciplinary Center (IDC) Herzliyah and University of Maryland - Robert H. Smith School of Business
Downloads 4,286 (3,704)
Citation 75

Abstract:

Loading...

Equity mutual fund, asset allocation, manager skills, business cycle

Investing in Mutual Funds When Returns are Predictable

Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Jun 2005
Doron Avramov and Russ Wermers
Interdisciplinary Center (IDC) Herzliyah and University of Maryland - Robert H. Smith School of Business

Abstract:

Loading...

2.

Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability

Management Science, Vol. 69, No. 5, 2023
Number of pages: 89 Posted: 18 Sep 2019 Last Revised: 09 May 2023
Doron Avramov, Si Cheng and Lior Metzker
Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and Hebrew University of Jerusalem
Downloads 3,272 (5,956)
Citation 9

Abstract:

Loading...

Machine Learning, Return Prediction, Neural Networks, Financial Distress, Fintech

3.

Sustainable Investing with ESG Rating Uncertainty

Journal of Financial Economics (JFE), Vol. 145, No. 2, 2022
Number of pages: 65 Posted: 14 Oct 2020 Last Revised: 27 Oct 2022
Doron Avramov, Si Cheng, Abraham Lioui and Andrea Tarelli
Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, EDHEC Business School and Catholic University of Milan
Downloads 3,269 (5,962)
Citation 33

Abstract:

Loading...

ESG, Rating Uncertainty, Portfolio Choice, Capital Asset Pricing Model

4.

Talking Numbers: Technical versus Fundamental Investment Recommendations

Journal of Banking and Finance, Volume 92, 2018, 100-114
Number of pages: 43 Posted: 22 Aug 2015 Last Revised: 08 Jun 2018
Doron Avramov, Guy Kaplanski and Haim Levy
Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 3,132 (6,408)
Citation 9

Abstract:

Loading...

fundamental analysis; technical rules; market efficiency; market anomalies

5.
Downloads 3,047 ( 6,687)

Predicting Stock Returns

Number of pages: 58 Posted: 27 Jul 2003
Doron Avramov and Tarun Chordia
Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance
Downloads 3,047 (6,575)
Citation 12

Abstract:

Loading...

Predicting Stock Returns

Journal of Financial Economics, Forthcoming
Posted: 01 Aug 2005
Doron Avramov and Tarun Chordia
Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance

Abstract:

Loading...

Asset Pricing Models and Financial Market Anomalies

Number of pages: 56 Posted: 08 Dec 2003
Doron Avramov and Tarun Chordia
Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance
Downloads 2,899 (7,093)
Citation 48

Abstract:

Loading...

Asset pricing models, size, value, liquidity, momentum, time varying risk

Asset Pricing Models and Financial Market Anomalies

Posted: 22 May 2005
Doron Avramov and Tarun Chordia
Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance

Abstract:

Loading...

Asset Pricing Models and Financial Market Anomalies

The Review of Financial Studies, Vol. 19, Issue 3, pp. 1001-1040, 2006
Posted: 29 Feb 2008
Doron Avramov and Tarun Chordia
Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance

Abstract:

Loading...

7.

Moving Average Distance as a Predictor of Equity Returns

Review of Financial Economics, Forthcoming
Number of pages: 40 Posted: 16 Feb 2018 Last Revised: 01 Sep 2020
Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and University of California, Los Angeles (UCLA) - Finance Area
Downloads 2,221 (11,028)
Citation 13

Abstract:

Loading...

market efficiency, technical analysis, moving averages, crossing rules,anchoring bias

Liquidity and Autocorrelations in Individual Stock Returns

Number of pages: 41 Posted: 13 Jun 2004
Doron Avramov, Tarun Chordia and Amit Goyal
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne
Downloads 1,856 (14,429)
Citation 82

Abstract:

Loading...

Liquidity and Autocorrelations in Individual Stock Returns

Journal of Finance, Forthcoming
Posted: 04 Aug 2005
Doron Avramov, Tarun Chordia and Amit Goyal
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne

Abstract:

Loading...

9.
Downloads 1,832 (14,988)

Momentum and Credit Rating

Number of pages: 28 Posted: 09 Jun 2005
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,832 (14,734)
Citation 38

Abstract:

Loading...

momentum, credit risk, credit rating

Momentum and Credit Rating

Journal of Finance, Vol. 62, No. 5, pp. 2503-2520, 2007
Posted: 20 Jan 2007 Last Revised: 26 Feb 2008
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

Abstract:

Loading...

Momentum, asset-pricing anomalies, credit risk

10.

Corporate Credit Risk Changes: Common Factors and Firm-Level Fundamentals

AFA 2005 Philadelphia Meetings
Number of pages: 27 Posted: 17 Mar 2004
Doron Avramov, Gergana Jostova and Alexander Philipov
Interdisciplinary Center (IDC) Herzliyah, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,793 (15,478)
Citation 3

Abstract:

Loading...

Credit spread changes, corporate bonds, structural models of default, default risk

Hedge Funds, Managerial Skill, and Macroeconomic Variables

AFA 2008 New Orleans Meetings Paper
Number of pages: 47 Posted: 22 Mar 2007 Last Revised: 15 Nov 2013
Interdisciplinary Center (IDC) Herzliyah, Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business
Downloads 1,736 (16,004)
Citation 14

Abstract:

Loading...

hedge funds, predictability, managerial skills, macroeconomic variables

Hedge Funds, Managerial Skill, and Macroeconomic Variables

Journal of Financial Economics, Vol. 99, Issue 3, pp. 672-692, March 2011
Posted: 22 Feb 2010 Last Revised: 15 Nov 2013
Interdisciplinary Center (IDC) Herzliyah, Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business

Abstract:

Loading...

Hedge Funds, Predictability, Managerial Skills, Macroeconomic Variables

Stock Return Predictability and Model Uncertainty

Number of pages: 43 Posted: 19 Feb 2001
Doron Avramov
Interdisciplinary Center (IDC) Herzliyah
Downloads 1,633 (17,554)
Citation 32

Abstract:

Loading...

Stock return predictability, model uncertainty, parameter uncertainty, Bayesian model averaging, portfolio selection, Bayesian weighted predictive distribution

Stock Return Predictability and Model Uncertainty

Posted: 12 Jan 2004
Doron Avramov
Interdisciplinary Center (IDC) Herzliyah

Abstract:

Loading...

13.
Downloads 1,611 (18,062)
Citation 76

Anomalies and Financial Distress

Number of pages: 45 Posted: 21 Apr 2010 Last Revised: 04 Apr 2012
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,570 (18,627)
Citation 2

Abstract:

Loading...

asset-pricing anomalies, credit risk, financial distress, downgrades

Anomalies and Financial Distress

Number of pages: 53 Posted: 15 Mar 2010
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 41 (679,062)
Citation 52

Abstract:

Loading...

asset-pricing anomalies, credit risk, momentum, dispersion, asset growth, capital investments, accruals, idiosyncratic volatility

Anomalies and Financial Distress

FDIC Working Paper No. 2011-02
Posted: 09 Jan 2012
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

Abstract:

Loading...

Anomalies and Financial Distress

Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Jul 2012
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

Abstract:

Loading...

asset-pricing anomalies, market efficiency, credit rating, credit risk

14.

Time-Varying Liquidity and Momentum Profits

Journal of Financial and Quantitative Analysis, Vol. 51, No. 6, 2016
Number of pages: 49 Posted: 05 Jul 2013 Last Revised: 12 Sep 2019
Doron Avramov, Si Cheng and Allaudeen Hameed
Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and National University of Singapore (NUS) - Department of Finance
Downloads 1,570 (18,963)
Citation 23

Abstract:

Loading...

Momentum, Liquidity

15.

Credit Ratings and the Cross-Section of Stock Returns

EFA 2008 Athens Meetings Paper
Number of pages: 37 Posted: 06 Mar 2008 Last Revised: 08 Feb 2009
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,482 (20,712)
Citation 37

Abstract:

Loading...

credit risk effect, credit rating, asset-pricing anomalies

Stock Return Predictability and Asset Pricing Models

Number of pages: 62 Posted: 19 Feb 2001
Doron Avramov
Interdisciplinary Center (IDC) Herzliyah
Downloads 1,444 (21,177)
Citation 15

Abstract:

Loading...

Stock Return Predictability and Asset Pricing Models

Posted: 04 Aug 2003
Doron Avramov
Interdisciplinary Center (IDC) Herzliyah

Abstract:

Loading...

Dispersion in Analysts' Earnings Forecasts and Credit Rating

AFA 2008 New Orleans Meetings Paper
Number of pages: 39 Posted: 21 Mar 2007 Last Revised: 09 Jan 2008
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,159 (29,391)
Citation 46

Abstract:

Loading...

Dispersion in analyst forecasts, asset-pricing anomalies, credit risk, credit rating

Dispersion in Analysts' Earnings Forecasts and Credit Rating

Journal of Financial Economics (JFE), Vol. 91, pp. 83-101, 2009
Posted: 26 Feb 2008 Last Revised: 13 Jan 2020
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

Abstract:

Loading...

Dispersion in analyst forecasts, asset-pricing anomalies, credit risk, credit rating

18.

Post-Fundamentals Price Drift in Capital Markets: A Regression Regularization Perspective

Management Science, forthcoming
Number of pages: 80 Posted: 27 Jan 2020 Last Revised: 19 May 2021
Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and University of California, Los Angeles (UCLA) - Finance Area
Downloads 970 (38,399)

Abstract:

Loading...

19.

Mutual Funds and Mispriced Stocks

Management Science, Vol. 66, No. 6, 2020
Number of pages: 53 Posted: 18 May 2015 Last Revised: 09 Feb 2021
Doron Avramov, Si Cheng and Allaudeen Hameed
Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and National University of Singapore (NUS) - Department of Finance
Downloads 957 (39,171)
Citation 2

Abstract:

Loading...

Mutual funds; Managerial Skills; Mispricing

The Impact of Trades on Daily Volatility

Number of pages: 46 Posted: 21 Mar 2004
Doron Avramov, Tarun Chordia and Amit Goyal
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne
Downloads 947 (39,188)
Citation 25

Abstract:

Loading...

asymmetric volatility, informed trades, liquidity based trades

The Impact of Trades on Daily Volatility

Review of Financial Studies, Forthcoming
Posted: 12 Aug 2005
Doron Avramov, Tarun Chordia and Amit Goyal
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne

Abstract:

Loading...

The Impact of Trades on Daily Volatility

The Review of Financial Studies, Vol. 19, Issue 4, pp. 1241-1277, 2006
Posted: 29 Feb 2008
Doron Avramov, Tarun Chordia and Amit Goyal
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne

Abstract:

Loading...

21.

Integrating Factor Models

Journal of Finance, Vol. 78, No. 3, 2023
Number of pages: 127 Posted: 16 Sep 2021 Last Revised: 09 May 2023
Doron Avramov, Si Cheng, Lior Metzker and Stefan Voigt
Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, Hebrew University of Jerusalem and University of Copenhagen
Downloads 923 (41,201)
Citation 6

Abstract:

Loading...

Factor models, Model integration, Posterior probability, Stock return predictability, Mispricing

22.

Dynamic ESG Equilibrium

Number of pages: 56 Posted: 05 Oct 2021 Last Revised: 12 Nov 2022
Doron Avramov, Abraham Lioui, Yang Liu and Andrea Tarelli
Interdisciplinary Center (IDC) Herzliyah, EDHEC Business School, The University of Hong Kong - Faculty of Business and Economics and Catholic University of Milan
Downloads 908 (42,125)
Citation 6

Abstract:

Loading...

ESG, Dynamic equilibrium, Asset pricing, Preference shock

23.

Hedging Against Liquidity Risk and Short Sale Constraints

Number of pages: 34 Posted: 26 Feb 2002
Doron Avramov, John C. Chao and Tarun Chordia
Interdisciplinary Center (IDC) Herzliyah, University of Maryland and Emory University - Department of Finance
Downloads 811 (49,193)
Citation 7

Abstract:

Loading...

Liquidity, Short Selling, Multifactor Efficiency, Intertemporal Asset Pricing Model, hedging

Hedge Fund Return Predictability Under the Magnifying Glass

Number of pages: 69 Posted: 01 Aug 2010 Last Revised: 23 Jun 2022
Doron Avramov, Laurent Barras and Robert Kosowski
Interdisciplinary Center (IDC) Herzliyah, Universite du Luxembourg - Department of Finance and Imperial College Business School
Downloads 805 (48,971)
Citation 5

Abstract:

Loading...

Hedge Fund Performance, Return Predictability, Combination Forecasts

Hedge Fund Return Predictability Under the Magnifying Glass

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 26 Mar 2012
Doron Avramov, Laurent Barras and Robert Kosowski
Interdisciplinary Center (IDC) Herzliyah, Universite du Luxembourg - Department of Finance and Imperial College Business School

Abstract:

Loading...

Hedge Fund Performance, Return Predictability, Combination Forecasts

25.

Bonds, Stocks, and Sources of Mispricing

George Mason University School of Business Research Paper No. 18-5
Number of pages: 78 Posted: 02 Nov 2017 Last Revised: 29 Mar 2019
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 740 (55,627)
Citation 3

Abstract:

Loading...

sentiment, mispricing, anomalies, bonds, stocks, financial distress

26.

Momentum, Information Uncertainty, and Leverage - An Explanation Based on Recursive Preferences

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 45 Posted: 05 Mar 2008 Last Revised: 14 Dec 2008
Doron Avramov and Satadru Hore
Interdisciplinary Center (IDC) Herzliyah and Federal Reserve Bank of Boston
Downloads 673 (63,148)
Citation 12

Abstract:

Loading...

Momentum, Duffie-Epstein Preferences, Information Uncertainty, Early Resolution of Uncertainty

27.

Cross-Sectional Asset Pricing Puzzles: A Long-Run Perspective

Third Singapore International Conference on Finance 2009, AFA 2010 Atlanta Meetings Paper
Number of pages: 71 Posted: 12 Dec 2008 Last Revised: 29 Nov 2011
Doron Avramov, Scott Cederburg and Satadru Hore
Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and Federal Reserve Bank of Boston
Downloads 609 (71,733)
Citation 17

Abstract:

Loading...

28.

Are Stocks Riskier Over the Long Run? Taking Cues from Economic Theory

Number of pages: 70 Posted: 09 Jun 2015 Last Revised: 03 Mar 2017
Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and University of Pavol Jozef Šafárik in Kosice
Downloads 605 (72,321)

Abstract:

Loading...

29.

Predicting Corporate Policies Using Downside Risk: A Machine Learning Approach

Journal of Empirical Finance, Forthcoming
Number of pages: 65 Posted: 15 Feb 2016 Last Revised: 15 Jan 2021
Minwen Li, Hao Wang and Doron Avramov
Tsinghua Universitiy - School of Economics and Management, Tsinghua University and Interdisciplinary Center (IDC) Herzliyah
Downloads 490 (93,814)

Abstract:

Loading...

risk shock, corporate policies, texual analysis, LASSO

An Exact Bayes Test of Asset Pricing Models with Application to International Markets

Number of pages: 33 Posted: 12 Nov 2001
Doron Avramov and John C. Chao
Interdisciplinary Center (IDC) Herzliyah and University of Maryland
Downloads 482 (94,744)
Citation 10

Abstract:

Loading...

An Exact Bayes Test of Asset Pricing Models with Application to International Markets

Posted: 03 Sep 2003
Doron Avramov and John C. Chao
Interdisciplinary Center (IDC) Herzliyah and University of Maryland

Abstract:

Loading...

31.

Predicting Currency Returns and Exchange Rate Fluctuations

Number of pages: 67 Posted: 20 Jun 2018 Last Revised: 01 Oct 2019
Doron Avramov and Yan Xu
Interdisciplinary Center (IDC) Herzliyah and HKU, Faculty of Business and Economics
Downloads 457 (101,912)

Abstract:

Loading...

Loglinearization, Currency Market Return, Forward Premium Puzzle, Trading Strategy

Cross-Sectional Factor Dynamics and Momentum Returns

Number of pages: 65 Posted: 27 Oct 2015 Last Revised: 09 Aug 2016
Doron Avramov and Satadru Hore
Interdisciplinary Center (IDC) Herzliyah and Federal Reserve Bank of Boston
Downloads 292 (166,747)

Abstract:

Loading...

Momentum, Cross-Sectional Dynamics, Long-Run Risk, Bayesian Filtering

Cross-Sectional Factor Dynamics and Momentum Returns

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 15-2
Number of pages: 59 Posted: 07 Sep 2017 Last Revised: 18 Mar 2022
Doron Avramov and Satadru Hore
Interdisciplinary Center (IDC) Herzliyah and Federal Reserve Bank of Boston
Downloads 141 (327,363)

Abstract:

Loading...

Momentum, Cross-Sectional Dynamics, Long-Run Risk, Bayesian Filtering

33.

Characteristic Scaled Betas

Number of pages: 29 Posted: 16 Jul 2001
Doron Avramov and Tarun Chordia
Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance
Downloads 428 (110,179)
Citation 8

Abstract:

Loading...

34.

Active Fund Management when ESG Matters: An Equilibrium Perspective

Number of pages: 78 Posted: 10 Aug 2022 Last Revised: 29 Jan 2023
Doron Avramov, Si Cheng and Andrea Tarelli
Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and Catholic University of Milan
Downloads 339 (143,230)

Abstract:

Loading...

ESG, Information acquisition, Mutual funds, Asset pricing

35.

Implications of Long-Run Risk for Asset Allocation Decisions

Netspar Discussion Paper No. 03/2012-011
Number of pages: 36 Posted: 28 Apr 2012
Doron Avramov and Scott Cederburg
Interdisciplinary Center (IDC) Herzliyah and University of Arizona - Department of Finance
Downloads 327 (148,839)
Citation 3

Abstract:

Loading...

36.
Downloads 307 (159,169)
Citation 7

The World Price of Credit Risk

Number of pages: 56 Posted: 27 Jun 2012 Last Revised: 15 Sep 2012
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 280 (174,285)
Citation 6

Abstract:

Loading...

sovereign credit risk, credit rating, emerging markets, international asset-pricing, market efficiency

The World Price of Credit Risk

Number of pages: 48 Posted: 17 Mar 2012
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 27 (781,400)
Citation 1

Abstract:

Loading...

37.

The Distress Anomaly is Deeper than you Think: Evidence from Stocks and Bonds

Number of pages: 68 Posted: 17 Nov 2020 Last Revised: 30 Aug 2021
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 305 (160,298)
Citation 3

Abstract:

Loading...

Financial distress, anomalies, credit risk, distress puzzle, stocks, bonds

38.

Risk Shocks, Uncertainty Shocks, and Corporate Policies

Number of pages: 55 Posted: 15 Dec 2014 Last Revised: 30 Jun 2015
Doron Avramov, Minwen Li and Hao Wang
Interdisciplinary Center (IDC) Herzliyah, Tsinghua Universitiy - School of Economics and Management and Tsinghua University
Downloads 249 (197,096)
Citation 3

Abstract:

Loading...

risk, uncertainty, leverage, investment, employment, payoutS, cash holdings, textual analysis

39.

Uncertainty Shocks and Corporate Policies

Number of pages: 68 Posted: 17 Aug 2020
Doron Avramov, Minwen Li and Hao Wang
Interdisciplinary Center (IDC) Herzliyah, Tsinghua Universitiy - School of Economics and Management and Tsinghua University
Downloads 86 (462,416)

Abstract:

Loading...

uncertainty shocks, first-moment shocks, leverage, investment, employment, payouts, cash holdings

40.

Scaling Up Market Anomalies

Journal of Investing, Vol. 26, No. 3, 2017, https://doi.org/10.3905/joi.2017.26.3.089
Posted: 21 May 2019 Last Revised: 28 Oct 2022
Doron Avramov, Si Cheng, Amnon Schreiber and Koby Shemer
Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, Hebrew University of Jerusalem and AlphaBeta

Abstract:

Loading...

Momentum, anomaly

41.

Bayesian Portfolio Analysis

Annual Review of Financial Economics, Vol. 2, pp. 25-47, 2010
Posted: 12 Nov 2010
Doron Avramov and Guofu Zhou
Interdisciplinary Center (IDC) Herzliyah and Washington University in St. Louis - John M. Olin Business School

Abstract:

Loading...

42.

Understanding Changes in Corporate Credit Spreads

Financial Analysts Journal, Vol. 63, No. 2, pp. 90-105, 2007
Posted: 18 Apr 2007
Doron Avramov, Gergana Jostova and Alexander Philipov
Interdisciplinary Center (IDC) Herzliyah, George Washington University - Department of Finance and George Mason University - Department of Finance

Abstract:

Loading...

Debt Investments, Credit Analysis, Portfolio Management, Debt Strategies