P.O. Box 167
Herzliya, 4610101
Israel
http://faculty.idc.ac.il/davramov/
Reichman University - Interdisciplinary Center (IDC) Herzliyah
SSRN RANKINGS
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market efficiency, technical analysis, moving averages, crossing rules,anchoring bias
ESG, Rating Uncertainty, Portfolio Choice, Capital Asset Pricing Model
Machine Learning, Return Prediction, Neural Networks, Financial Distress, Fintech
Equity mutual fund, asset allocation, manager skills, business cycle
fundamental analysis; technical rules; market efficiency; market anomalies
Asset pricing models, size, value, liquidity, momentum, time varying risk
momentum, credit risk, credit rating
Momentum, asset-pricing anomalies, credit risk
Credit spread changes, corporate bonds, structural models of default, default risk
asset-pricing anomalies, credit risk, financial distress, downgrades
asset-pricing anomalies, credit risk, momentum, dispersion, asset growth, capital investments, accruals, idiosyncratic volatility
asset-pricing anomalies, market efficiency, credit rating, credit risk
hedge funds, predictability, managerial skills, macroeconomic variables
Hedge Funds, Predictability, Managerial Skills, Macroeconomic Variables
Stock return predictability, model uncertainty, parameter uncertainty, Bayesian model averaging, portfolio selection, Bayesian weighted predictive distribution
Momentum, Liquidity
credit risk effect, credit rating, asset-pricing anomalies
ESG, Dynamic equilibrium, Asset pricing, Preference shock
Factor models, Model integration, Posterior probability, Stock return predictability, Mispricing
Dispersion in analyst forecasts, asset-pricing anomalies, credit risk, credit rating
Mutual funds; Managerial Skills; Mispricing
asymmetric volatility, informed trades, liquidity based trades
sentiment, mispricing, anomalies, bonds, stocks, financial distress
Hedge Fund Performance, Return Predictability, Combination Forecasts
Liquidity, Short Selling, Multifactor Efficiency, Intertemporal Asset Pricing Model, hedging
ESG, Information acquisition, Mutual funds, Asset pricing
Momentum, Duffie-Epstein Preferences, Information Uncertainty, Early Resolution of Uncertainty
cross-stock predictability, asset pricing, economic links, information aggregation JEL Classification: G11, G12, G14, industry effect
risk shock, corporate policies, texual analysis, LASSO
Momentum, Cross-Sectional Dynamics, Long-Run Risk, Bayesian Filtering
Loglinearization, Currency Market Return, Forward Premium Puzzle, Trading Strategy
Financial distress, anomalies, credit risk, distress puzzle, stocks, bonds
sovereign credit risk, credit rating, emerging markets, international asset-pricing, market efficiency
risk, uncertainty, leverage, investment, employment, payoutS, cash holdings, textual analysis
uncertainty shocks, first-moment shocks, leverage, investment, employment, payouts, cash holdings
Asset Pricing, Cross-Asset Spillover, Connection Matrix, Sharpe Ratio, Stochastic Discount Factor JEL classification: C1
Momentum, anomaly
Debt Investments, Credit Analysis, Portfolio Management, Debt Strategies
