Mehran Azimi

University of Massachusetts Boston

Assistant Professor of Finance

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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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 and University of Alabama - Culverhouse College of Commerce & Business Administration
Downloads 1,054 (35,520)
Citation 10

Abstract:

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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
Downloads 484 (98,862)

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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
Downloads 468 (103,114)

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