Mehran Azimi

University of Massachusetts Boston - Department of Accounting and Finance

Assistant Professor of Finance

Boston, MA 02125

United States

  • University of Massachusetts Boston - Department of Accounting and Finance

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 36,959

SSRN RANKINGS

Top 36,959

in Total Papers Downloads

2,668

SSRN CITATIONS

13

CROSSREF CITATIONS

0

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning

Forthcoming, Review of Asset Pricing Studies, 2021
Number of pages: 59 Posted: 15 Aug 2019 Last Revised: 06 Jan 2021
Mehran Azimi and Anup Agrawal
University of Massachusetts Boston - Department of Accounting and Finance and University of Alabama - Culverhouse College of Commerce & Business Administration
Downloads 1,224 (33,600)
Citation 15

Abstract:

Loading...

Corporate annual reports, 10-K filings, Textual analysis, Textual sentiment classification, Deep learning

2.

Mispricing Revealed Through the Information Ratio

Number of pages: 60 Posted: 21 Apr 2023 Last Revised: 06 Jul 2023
Mehran Azimi
University of Massachusetts Boston - Department of Accounting and Finance
Downloads 694 (73,413)

Abstract:

Loading...

Mispricing, Sentiment, Cross-Section of Stock Returns, Realized Sharpe Ratio, Information Ratio, Momentum, Reversal, Idiosyncratic Volatility

3.

Are Professional Investors Prone to Behavioral Biases? Evidence from Mutual Fund Managers

Number of pages: 35 Posted: 22 Oct 2019
Mehran Azimi
University of Massachusetts Boston - Department of Accounting and Finance
Downloads 532 (102,538)

Abstract:

Loading...

Mutual Funds, Behavioral Finance, Return Extrapolation, Return Expectations, Risk-Taking, Asset Allocation

4.

Probability Weighting and Equity Premium Prediction: Investing with Optimism

Number of pages: 65 Posted: 01 Nov 2023 Last Revised: 01 Aug 2024
Mehran Azimi, Soroush Ghazi and Mark Schneider
University of Massachusetts Boston - Department of Accounting and Finance, University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 218 (269,505)

Abstract:

Loading...

Optimism, Investment, Equity Premium, Sharpe Ratio, Probability Weighting