Doron Avramov

Reichman University - Interdisciplinary Center (IDC) Herzliyah

P.O. Box 167

Herzliya, 4610101

Israel

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

SCHOLARLY PAPERS

42

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58,367

SSRN CITATIONS
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984

CROSSREF CITATIONS

93

Scholarly Papers (42)

1.

Moving Average Distance as a Predictor of Equity Returns

Review of Financial Economics, Forthcoming
Number of pages: 40 Posted: 16 Feb 2018 Last Revised: 08 Dec 2023
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and University of California, Los Angeles (UCLA) - Finance Area
Downloads 5,193 (3,243)
Citation 17

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

Investing in Mutual Funds When Returns are Predictable

Number of pages: 58 Posted: 08 Jun 2004
Doron Avramov and Russ Wermers
Reichman University - Interdisciplinary Center (IDC) Herzliyah and University of Maryland - Robert H. Smith School of Business
Downloads 4,349 (4,327)
Citation 79

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and University of Maryland - Robert H. Smith School of Business

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, EDHEC Business School and Catholic University of Milan
Downloads 4,236 (4,590)
Citation 105

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

4.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and Hebrew University of Jerusalem
Downloads 3,989 (5,064)
Citation 70

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

5.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 3,248 (7,116)
Citation 13

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fundamental analysis; technical rules; market efficiency; market anomalies

6.
Downloads 3,121 ( 7,568)

Predicting Stock Returns

Number of pages: 58 Posted: 27 Jul 2003
Doron Avramov and Tarun Chordia
Reichman University - Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance
Downloads 3,121 (7,438)
Citation 15

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Predicting Stock Returns

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

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Asset Pricing Models and Financial Market Anomalies

Number of pages: 56 Posted: 08 Dec 2003
Doron Avramov and Tarun Chordia
Reichman University - Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance
Downloads 2,973 (8,041)
Citation 48

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance

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Liquidity and Autocorrelations in Individual Stock Returns

Number of pages: 41 Posted: 13 Jun 2004
Doron Avramov, Tarun Chordia and Amit Goyal
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne
Downloads 1,943 (15,741)
Citation 95

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Liquidity and Autocorrelations in Individual Stock Returns

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

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9.
Downloads 1,898 (16,627)

Momentum and Credit Rating

Number of pages: 28 Posted: 09 Jun 2005
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,898 (16,346)
Citation 38

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,823 (17,758)
Citation 3

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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
Reichman University - 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 1,774 (18,214)
Citation 14

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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
Reichman University - 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

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Hedge Funds, Predictability, Managerial Skills, Macroeconomic Variables

Stock Return Predictability and Model Uncertainty

Number of pages: 43 Posted: 19 Feb 2001
Doron Avramov
Reichman University - Interdisciplinary Center (IDC) Herzliyah
Downloads 1,689 (19,635)
Citation 32

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah

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13.
Downloads 1,688 (19,817)
Citation 86

Anomalies and Financial Distress

Number of pages: 45 Posted: 21 Apr 2010 Last Revised: 04 Apr 2012
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,623 (20,869)
Citation 2

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

Anomalies and Financial Distress

Number of pages: 53 Posted: 15 Mar 2010
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 65 (642,031)
Citation 52

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

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Anomalies and Financial Distress

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

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and National University of Singapore (NUS) - Department of Finance
Downloads 1,620 (21,307)
Citation 30

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,542 (23,041)
Citation 37

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah
Downloads 1,481 (24,009)
Citation 15

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Stock Return Predictability and Asset Pricing Models

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

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17.

Dynamic ESG Equilibrium

Forthcoming in Management Science
Number of pages: 73 Posted: 05 Oct 2021 Last Revised: 07 Feb 2024
Doron Avramov, Abraham Lioui, Yang Liu and Andrea Tarelli
Reichman University - Interdisciplinary Center (IDC) Herzliyah, EDHEC Business School, The University of Hong Kong - Faculty of Business and Economics and Catholic University of Milan
Downloads 1,240 (31,736)
Citation 8

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ESG, Dynamic equilibrium, Asset pricing, Preference shock

18.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, Hebrew University of Jerusalem and University of Copenhagen
Downloads 1,203 (33,187)
Citation 18

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

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,202 (32,696)
Citation 54

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

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

20.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,099 (37,700)

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21.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and National University of Singapore (NUS) - Department of Finance
Downloads 1,029 (41,441)
Citation 2

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne
Downloads 1,007 (42,123)
Citation 28

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Universite du Luxembourg - Department of Finance and Imperial College Business School
Downloads 840 (54,135)
Citation 14

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Universite du Luxembourg - Department of Finance and Imperial College Business School

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Hedge Fund Performance, Return Predictability, Combination Forecasts

24.

Hedging Against Liquidity Risk and Short Sale Constraints

Number of pages: 34 Posted: 26 Feb 2002
Doron Avramov, John C. Chao and Tarun Chordia
Reichman University - Interdisciplinary Center (IDC) Herzliyah, University of Maryland and Emory University - Department of Finance
Downloads 838 (55,120)
Citation 7

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

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 818 (56,942)
Citation 3

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

26.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and University of Pavol Jozef Šafárik in Kosice
Downloads 689 (71,386)

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27.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and Federal Reserve Bank of Boston
Downloads 689 (71,386)
Citation 12

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

28.

Active Fund Management when ESG Matters

Number of pages: 80 Posted: 10 Aug 2022 Last Revised: 05 Apr 2024
Doron Avramov, Si Cheng and Andrea Tarelli
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and Catholic University of Milan
Downloads 629 (80,212)

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ESG, Information acquisition, Mutual funds, Asset pricing

29.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and Federal Reserve Bank of Boston
Downloads 624 (80,875)
Citation 17

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30.

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 Reichman University - Interdisciplinary Center (IDC) Herzliyah
Downloads 522 (101,424)
Citation 1

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and University of Maryland
Downloads 504 (104,443)
Citation 10

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

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

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32.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and HKU, Faculty of Business and Economics
Downloads 493 (108,479)
Citation 1

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and Federal Reserve Bank of Boston
Downloads 304 (185,365)

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and Federal Reserve Bank of Boston
Downloads 159 (344,092)
Citation 1

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

34.

Characteristic Scaled Betas

Number of pages: 29 Posted: 16 Jul 2001
Doron Avramov and Tarun Chordia
Reichman University - Interdisciplinary Center (IDC) Herzliyah and Emory University - Department of Finance
Downloads 455 (119,259)
Citation 8

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35.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 366 (153,022)
Citation 5

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

36.
Downloads 357 (157,287)
Citation 9

The World Price of Credit Risk

Number of pages: 56 Posted: 27 Jun 2012 Last Revised: 15 Sep 2012
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 314 (179,113)
Citation 8

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 43 (780,146)
Citation 1

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37.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and University of Arizona - Department of Finance
Downloads 353 (159,221)
Citation 3

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Tsinghua Universitiy - School of Economics and Management and Tsinghua University
Downloads 268 (212,500)
Citation 3

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Tsinghua Universitiy - School of Economics and Management and Tsinghua University
Downloads 112 (452,062)

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, Hebrew University of Jerusalem and AlphaBeta

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and Washington University in St. Louis - John M. Olin Business School

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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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, George Washington University - Department of Finance and George Mason University - Department of Finance

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Debt Investments, Credit Analysis, Portfolio Management, Debt Strategies