Amar Soebhag

Erasmus University Rotterdam (EUR) - Department of Business Economics

Netherlands

Robeco Asset Management

Rotterdam, 3011 AG

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 8,331

in Total Papers Downloads

10,265

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Non-Standard Errors in Asset Pricing: Mind Your Sorts

Number of pages: 79 Posted: 24 Jun 2022 Last Revised: 08 Feb 2023
Erasmus University Rotterdam (EUR) - Department of Business Economics, Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR)
Downloads 7,015 (1,945)
Citation 6

Abstract:

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portfolio construction, factor investing, equity factors, asset pricing models, non-standard errors, p-hacking, data-mining.

2.

Option Gamma and Stock Returns

Number of pages: 55 Posted: 24 Oct 2022 Last Revised: 04 Nov 2022
Amar Soebhag
Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads 2,640 (9,883)

Abstract:

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Cross-section of stock returns, option demand, gamma hedging, return predictability

3.

Caught by Surprise: How Markets Respond to Macroeconomic News

Number of pages: 70 Posted: 06 Apr 2022 Last Revised: 21 Mar 2023
Guido Baltussen and Amar Soebhag
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads 610 (83,269)

Abstract:

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Macroeconomic news, Surprises, Return Predictability, Momentum