Scott Cederburg

University of Arizona - Department of Finance

McClelland Hall

P.O. Box 210108

Tucson, AZ 85721-0108

United States

SCHOLARLY PAPERS

10

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CITATIONS
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9

Scholarly Papers (10)

1.

Mutual Fund Investor Behavior Across the Business Cycle

Number of pages: 31 Posted: 17 Mar 2008
Scott Cederburg
University of Arizona - Department of Finance
Downloads 775 (21,087)
Citation 5

Abstract:

mutual funds, investor behavior, smart money

2.

Cross-Sectional Asset Pricing Puzzles: A Long-Run Perspective

Third Singapore International Conference on Finance 2009, AFA 2010 Atlanta Meetings Paper
Number of pages: 71 Posted: 12 Dec 2008 Last Revised: 29 Nov 2011
Doron Avramov, Scott Cederburg and Satadru Hore
Hebrew University of Jerusalem - Jerusalem School of Business Administration, University of Arizona - Department of Finance and Federal Reserve Bank of Boston
Downloads 452 (43,990)
Citation 1

Abstract:

3.

Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly

Journal of Finance, Forthcoming
Number of pages: 92 Posted: 23 Apr 2013 Last Revised: 24 Jun 2015
Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 245 (19,114)

Abstract:

Conditional CAPM, Beta Anomaly, Beta-Return Relation

4.

Implications of Long-Run Risk for Asset Allocation Decisions

Netspar Discussion Paper No. 03/2012-011
Number of pages: 36 Posted: 28 Apr 2012
Doron Avramov and Scott Cederburg
Hebrew University of Jerusalem - Jerusalem School of Business Administration and University of Arizona - Department of Finance
Downloads 217 (92,888)
Citation 2

Abstract:

5.

Pricing Intertemporal Risk when Investment Opportunities Are Unobservable

Number of pages: 74 Posted: 23 Sep 2010 Last Revised: 08 Aug 2016
Scott Cederburg
University of Arizona - Department of Finance
Downloads 175 (123,006)

Abstract:

ICAPM, Intertemporal risk, Latent factor, Informative priors

6.

Asset-Pricing Anomalies at the Firm Level

Journal of Econometrics, Forthcoming
Number of pages: 49 Posted: 18 Jun 2014
Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 160 (107,038)
Citation 1

Abstract:

Hierarchical Bayes, Factor models, Asset-pricing anomalies

7.

Are Stocks Riskier Over the Long Run? Taking Cues from Economic Theory

Number of pages: 49 Posted: 09 Jun 2015 Last Revised: 15 Apr 2016
Doron Avramov, Scott Cederburg and Katarina Lucivjanska
Hebrew University of Jerusalem - Jerusalem School of Business Administration, University of Arizona - Department of Finance and Free University, Amsterdam
Downloads 64 (112,500)

Abstract:

8.

Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters

Number of pages: 67 Posted: 19 Nov 2014 Last Revised: 10 Jul 2015
Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 54 (254,145)

Abstract:

Risk-return relation, ICAPM, Aggregate Wealth

9.

Tax Uncertainty and Retirement Savings Diversification

Number of pages: 51 Posted: 23 Jun 2016 Last Revised: 19 Nov 2016
David C. Brown, Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 0 (24,074)

Abstract:

Tax Uncertainty, Asset Location, Retirement Savings, IRA, Roth

10.

Conditional Benchmarks and the Identification of Skill in Active Management

Number of pages: 48 Posted: 18 Feb 2016 Last Revised: 19 Aug 2016
University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance, University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Downloads 0 (181,197)

Abstract:

Mutual funds, performance evaluation, conditional performance evaluation