Carter Davis

Kelley School of Business, Indiana University

1309 E. 10th St.

Bloomington, IN 47405

United States

http://https://sites.google.com/site/carterkentdavis/

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 31,139

SSRN RANKINGS

Top 31,139

in Total Papers Downloads

3,029

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Messy Asset Pricing: Can AI Models Lead to a Consensus?

Number of pages: 134 Posted: 23 Nov 2021 Last Revised: 11 Apr 2024
Fahiz Baba Yara, Brian H. Boyer and Carter Davis
Indiana University - Kelley School of Business, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Kelley School of Business, Indiana University
Downloads 821 (55,659)

Abstract:

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asset pricing, machine learning, factor models, stochastic discount factors, mean-variance efficiency, random forests, neural networks, prediction, Sharpe ratio optimization

2.

Why is Asset Demand Inelastic?

Number of pages: 57 Posted: 07 Nov 2022 Last Revised: 16 Jan 2024
Carter Davis, Mahyar Kargar and Jiacui Li
Kelley School of Business, Indiana University, University of Illinois at Urbana-Champaign and David Eccles School of Business, University of Utah
Downloads 729 (65,314)

Abstract:

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Price elasticity, price pass-through, spanning, demand system asset pricing, shrinkage.

3.

Predictable Downturns

Number of pages: 45 Posted: 21 Jul 2018
Carter Davis
Kelley School of Business, Indiana University
Downloads 662 (73,822)

Abstract:

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negative expected returns, predictable downturns, asset pricing, market timing, predictability, negative returns

4.

Profit Puzzles and the Fall of Public-Firm Profit Rates

Kelley School of Business Research Paper No. 2021-42
Number of pages: 75 Posted: 28 Jan 2022 Last Revised: 21 Nov 2023
Carter Davis, Alexandre Sollaci and James Traina
Kelley School of Business, Indiana University, International Monetary Fund (IMF) and Federal Reserve Bank of San Francisco
Downloads 381 (143,905)
Citation 1

Abstract:

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secular trends, cost of capital, markups, risk premium, intangible capital

5.

The Elasticity of Quantitative Investment

Number of pages: 120 Posted: 20 Oct 2022 Last Revised: 06 Nov 2023
Carter Davis
Kelley School of Business, Indiana University
Downloads 353 (156,654)

Abstract:

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price elasticity, demand-based asset pricing, machine learning.

6.

Is Asset Demand Elasticity Set at the Household or Intermediary Level?

Number of pages: 34 Posted: 17 Jan 2024
Ehsan Azarmsa and Carter Davis
University of Illinois Chicago, College of Business Administration and Kelley School of Business, Indiana University
Downloads 83 (543,251)

Abstract:

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Demand system, Intermediary asset pricing, Investor inattention