Radu Burlacu

University of Grenoble 2 - ESA - CERAG

Associate Professor

Grenoble

France

SCHOLARLY PAPERS

4

DOWNLOADS
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in Total Papers Downloads

788

CITATIONS

2

Scholarly Papers (4)

Information Precision, Noise, and the Cross-Section of Stock Returns

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 42 Posted: 28 Jul 2008
University of Grenoble 2 - ESA - CERAG, French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG), Hong Kong University of Science & Technology (HKUST) and Eurofidai (CNRS and University of Grenoble 2)
Downloads 274 (90,113)
Citation 1

Abstract:

Risk Premia, Cross-Sectional Asset Pricing, REE Models

Information Precision, Noise, and the Cross-Section of Stock Returns

Number of pages: 42 Posted: 26 Mar 2009
University of Grenoble 2 - ESA - CERAG, Eurofidai (CNRS and University of Grenoble 2), Grenoble Institute of Technology and CERAG and Hong Kong University of Science & Technology (HKUST)
Downloads 88 (241,335)
Citation 1

Abstract:

Risk Premia, Cross-Sectional Asset Pricing, REE Models

2.

Private Information, Industry Specialization and Performance: A Study of Mutual Funds

Number of pages: 43 Posted: 18 Mar 2005
University of Grenoble 2 - ESA - CERAG, Grenoble Institute of Technology and CERAG and Eurofidai (CNRS and University of Grenoble 2)
Downloads 176 (132,119)

Abstract:

private information, sector funds, performance, industry concentration

3.

Measuring Private Information in a Rational Expectations Framework

Number of pages: 46 Posted: 12 Sep 2007
University of Grenoble 2 - ESA - CERAG, Eurofidai (CNRS and University of Grenoble 2) and French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads 127 (170,886)
Citation 1

Abstract:

asymmetric information, private information, information-risk premium, rational expectations equilibrium models, price informativeness

4.

Why are Mutual Fund Alphas Systematically Negative?

Markets and Investors, 2013
Number of pages: 33 Posted: 05 Apr 2012
Eurofidai (CNRS and University of Grenoble 2), University of Grenoble 2 - ESA - CERAG and French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads 90 (223,163)

Abstract:

information asymmetry, information risk, actively managed equity mutual funds, selectivity performance, rational expectations equilibrium models