Bryan Routledge

Carnegie Mellon University - David A. Tepper School of Business

5000 Forbes Avenue

Pittsburgh, PA 15213-3890

United States

SCHOLARLY PAPERS

12

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Top 22,341

in Total Papers Downloads

3,298

SSRN CITATIONS
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SSRN RANKINGS

Top 3,953

in Total Papers Citations

66

CROSSREF CITATIONS

272

Scholarly Papers (12)

PEAD.txt: Post-Earnings-Announcement Drift Using Text

Number of pages: 67 Posted: 22 Apr 2021 Last Revised: 13 Jan 2022
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Tepper School of Business, Carnegie Mellon University, Carnegie Mellon University - David A. Tepper School of Business and University of Pittsburgh
Downloads 837 (41,340)
Citation 1

Abstract:

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PEAD, Machine Learning, NLP, Text Analysis

2.
Downloads 298 ( 66,764)
Citation 5

Recursive Preferences

NYU Working Paper No. 2451/26114
Number of pages: 10 Posted: 13 Oct 2008
David K. Backus, Bryan Routledge and Stanley E. Zin
NYU Stern School of Business (deceased), Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 298 (144,917)

Abstract:

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time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing

3.

Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies

Number of pages: 50 Posted: 20 Mar 2005 Last Revised: 01 Jul 2011
Jaime Casassus, Pierre Collin-Dufresne and Bryan Routledge
Pontificia Universidad Catolica de Chile, Ecole Polytechnique Fédérale de Lausanne and Carnegie Mellon University - David A. Tepper School of Business
Downloads 543 (73,521)
Citation 10

Abstract:

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Commodity prices, Futures prices, Convenience yield, Scarcity, Investment, Irreversibility, General equilibrium, Simulated Method of Moments (SMM), Regime-switching model, risk premium

4.
Downloads 532 ( 75,432)
Citation 18

Model Uncertainty and Liquidity

Number of pages: 52 Posted: 20 Mar 2002
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 479 (84,879)
Citation 2

Abstract:

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Model Uncertainty and Liquidity

NBER Working Paper No. w8683
Number of pages: 52 Posted: 20 Dec 2001 Last Revised: 24 Sep 2022
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 53 (527,956)
Citation 1

Abstract:

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5.

Information Content of Public Firm Disclosures and the Sarbanes-Oxley Act

Number of pages: 35 Posted: 05 Apr 2010
Shimon Kogan, Bryan Routledge, Jacob S. Sagi and Noah A. Smith
Reichman University - Arison School of Business, Carnegie Mellon University - David A. Tepper School of Business, University of North Carolina Kenan-Flagler Business School and Carnegie Mellon University - School of Computer Science
Downloads 339 (127,244)
Citation 15

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Disclosure, text analysis, Sarbanes-Oxley Act of 2002, volatility forecast

6.
Downloads 249 (174,521)
Citation 66

Exotic Preferences for Macroeconomists

NBER Working Paper No. w10597
Number of pages: 65 Posted: 08 Jul 2004 Last Revised: 17 Jun 2022
David K. Backus, Bryan Routledge and Stanley E. Zin
NYU Stern School of Business (deceased), Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 149 (276,136)
Citation 11

Abstract:

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Exotic Preferences for Macroeconomists

NYU Working Paper No. 2451/26134
Number of pages: 57 Posted: 13 Oct 2008
David K. Backus, Bryan Routledge and Stanley E. Zin
NYU Stern School of Business (deceased), Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 51 (537,138)

Abstract:

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time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing

Exotic Preferences for Macroeconomists

NYU Working Paper No. S-MF-04-13
Number of pages: 57 Posted: 07 Nov 2008
David K. Backus, Bryan Routledge and Stanley E. Zin
NYU Stern School of Business (deceased), Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 49 (546,691)
Citation 1

Abstract:

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time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing

7.

Why a Right to an Explanation of Algorithmic Decision-Making Should Exist: A Trust-Based Approach

Number of pages: 43 Posted: 03 Dec 2020 Last Revised: 04 Dec 2020
Tae Wan Kim and Bryan Routledge
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 136 (295,908)

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a right to explanation, artificial intelligence ethics, explainable AI (XAI), online privacy, California Consumer Privacy Act (CCPA), General Data Protection Regulation (GDPR).

8.

Are Data Subjects Investors?

Berkeley Business Law Journal, Forthcoming.
Number of pages: 22 Posted: 01 Apr 2020 Last Revised: 02 Apr 2020
Tae Wan Kim, Jooho Lee, Joseph Xu and Bryan Routledge
Carnegie Mellon University - David A. Tepper School of Business, Pepperdine University, Tepper School of Business, Carnegie Mellon University and Carnegie Mellon University - David A. Tepper School of Business
Downloads 134 (299,228)

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Data ownership, data subject, GDPR, CCPA

9.

Generalized Disappointment Aversion and Asset Prices

NBER Working Paper No. w10107
Number of pages: 40 Posted: 21 Nov 2003 Last Revised: 13 Feb 2022
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 95 (379,836)
Citation 18

Abstract:

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10.

Does Macro-Asset Pricing Matter for Corporate Finance?

forthcoming in Critical Finance Review
Number of pages: 43 Posted: 20 Sep 2017 Last Revised: 11 Dec 2019
Yongjin Kim and Bryan Routledge
City University of Hong Kong and Carnegie Mellon University - David A. Tepper School of Business
Downloads 68 (460,543)

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Time-Varying Equity Premium, Corporate Investment, Sub-Optimal Investment Policy

11.

Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology

NBER Working Paper No. w11864
Number of pages: 74 Posted: 09 Mar 2006 Last Revised: 03 Jun 2022
Jaime Casassus, Pierre Collin-Dufresne and Bryan Routledge
Pontificia Universidad Catolica de Chile, Ecole Polytechnique Fédérale de Lausanne and Carnegie Mellon University - David A. Tepper School of Business
Downloads 67 (464,148)

Abstract:

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12.

Adaptive Learning in Financial Markets

Posted: 20 Oct 1999
Bryan Routledge
Carnegie Mellon University - David A. Tepper School of Business

Abstract:

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