Carter Davis

Kelley School of Business, Indiana University

1309 E. 10th St.

Bloomington, IN 47405

United States

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

  • Kelley School of Business, Indiana University

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 26,828

SSRN RANKINGS

Top 26,828

in Total Papers Downloads

4,025

TOTAL CITATIONS

3

Scholarly Papers (8)

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1.

Why Do Portfolio Choice Models Predict Inelastic Demand?

Number of pages: 82 Posted: 07 Nov 2022 Last Revised: 26 Feb 2025
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 1,076 (43,640)
Citation 1

Abstract:

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

2.

The Limits of Factor Model Spanning

Number of pages: 72 Posted: 23 Nov 2021 Last Revised: 20 Feb 2025
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 1,046 (45,368)

Abstract:

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stochastic discount factor models, portfolio choice, machine learning JEL Classification: G10, G11, G12, G17

3.

Predictable Downturns

Number of pages: 45 Posted: 21 Jul 2018
Carter Davis
Kelley School of Business, Indiana University
Downloads 688 (79,799)

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

4.

The Elasticity of Quantitative Investment

Number of pages: 137 Posted: 20 Oct 2022 Last Revised: 13 Dec 2024
Carter Davis
Kelley School of Business, Indiana University
Downloads 453 (134,300)
Citation 1

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price elasticity, demand-based asset pricing, machine learning JEL Classification: G11, G12, G17

5.

Profit Puzzles and the Fall of Public-Firm Profit Rates

Kelley School of Business Research Paper No. 2021-42
Number of pages: 81 Posted: 28 Jan 2022 Last Revised: 25 Jul 2024
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 398 (156,059)
Citation 1

Abstract:

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JEL Codes: G32, G12, E25, E22, D42 Secular Trends, Cost of Capital, Markups, Risk Premia, Intangible Capital

6.

Do Households Matter for Asset Prices?

Fisher College of Business Working Paper No. 2024-23
Number of pages: 59 Posted: 21 Aug 2024 Last Revised: 17 Mar 2025
Carter Davis, Samuli Knüpfer, Jens Soerlie Kvaerner, Bahar Sen Dogan and Petra Vokata
Kelley School of Business, Indiana University, Aalto University School of Business, Tilburg University, Tilburg University and Ohio State University (OSU) - Department of Finance
Downloads 182 (349,000)

Abstract:

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Retail Trading, Portfolio Choice, Asset Demand System, Return Volatility JEL Classification: G11

7.

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 171 (365,137)

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Demand system, Intermediary asset pricing, Investor inattention

8.

Rewriting Expected Returns

Number of pages: 58
Carter Davis, Xiao Han, Stanislav Sokolinski and Andrea Tamoni
Kelley School of Business, Indiana University, City University London - Bayes Business School, Michigan State University - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads 11

Abstract:

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Fund Flows, Factor Investing, Institutional Investors, Market Efficiency. JEL codes: G11, G12, G23