Michael S. O'Doherty

University of Missouri at Columbia - Department of Finance

Robert J. Trulaske, Sr. College of Business

401 Cornell Hall

Columbia, MO 65211

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 6,103

SSRN RANKINGS

Top 6,103

in Total Papers Downloads

10,094

SSRN CITATIONS
Rank 21,197

SSRN RANKINGS

Top 21,197

in Total Papers Citations

40

CROSSREF CITATIONS

7

Scholarly Papers (15)

1.

Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 81 Posted: 03 Jun 2020 Last Revised: 19 Jan 2021
Aizhan Anarkulova, Scott Cederburg and Michael S. O'Doherty
University of Arizona, Eller College of Management, Department of Finance, Students, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 2,214 (9,556)

Abstract:

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Long-horizon stock returns, loss probability, survivor bias, easy data bias

2.

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 2,024 (11,134)
Citation 4

Abstract:

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

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 1,421 (19,235)
Citation 9

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Conditional CAPM, Beta Anomaly, Beta-Return Relation

4.

On the Performance of Volatility-Managed Portfolios

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 70 Posted: 18 Apr 2019
Scott Cederburg, Michael S. O'Doherty, Feifei Wang and Xuemin Sterling Yan
University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance, Miami University of Ohio and Lehigh University - College of Business
Downloads 1,024 (31,147)
Citation 8

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volatility-managed portfolios, portfolio choice

5.

Revisiting the Relation between Distress Risk and Stock Returns

Number of pages: 35 Posted: 31 Jul 2008 Last Revised: 01 Feb 2010
Michael S. O'Doherty
University of Missouri at Columbia - Department of Finance
Downloads 465 (87,601)
Citation 1

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Distress risk, performance delisting, hazard model, value effect, size effect, financial distress

6.

Modeling the Cross Section of Stock Returns: A Model Pooling Approach

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 54 Posted: 15 Mar 2010 Last Revised: 06 May 2012
Michael S. O'Doherty, N. Eugene Savin and Ashish Tiwari
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 446 (91,953)
Citation 9

Abstract:

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Asset pricing, Model pooling, Model combination, Forecasting, Predictive distributions, Log predictive score

7.

On the Conditional Risk and Performance of Financially Distressed Stocks

O'Doherty, Michael S., 2012, On the conditional risk and performance of financially distressed stocks, Management Science 58(8), 1502-1520.
Number of pages: 34 Posted: 03 Dec 2008 Last Revised: 17 Jun 2014
Michael S. O'Doherty
University of Missouri at Columbia - Department of Finance
Downloads 429 (96,207)
Citation 5

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Conditional CAPM, asset-pricing anomalies, distress risk, default risk, parameter uncertainty, information risk

8.

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 403 (103,353)
Citation 2

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Hierarchical Bayes, Factor models, Asset-pricing anomalies

9.

On the Economic Significance of Stock Return Predictability

Review of Finance
Number of pages: 113 Posted: 10 May 2019 Last Revised: 24 Mar 2022
Scott Cederburg, Travis L. Johnson and Michael S. O'Doherty
University of Arizona - Department of Finance, The University of Texas at Austin and University of Missouri at Columbia - Department of Finance
Downloads 335 (127,113)

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Market return predictability, Bayesian investors, Stochastic volatility, Multiperiod horizons

10.

Conditional Benchmarks and Predictors of Mutual Fund Performance

Number of pages: 46 Posted: 18 Feb 2016 Last Revised: 04 Mar 2018
Scott Cederburg, Michael S. O'Doherty, N. Eugene Savin and Ashish Tiwari
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 293 (147,298)

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Mutual funds, performance evaluation, conditional performance evaluation

11.

Hedge Fund Replication: A Model Combination Approach

Review of Finance, Forthcoming
Number of pages: 48 Posted: 25 Jan 2015 Last Revised: 21 Jun 2016
Michael S. O'Doherty, N. Eugene Savin and Ashish Tiwari
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 271 (158,374)

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Hedge funds, Model pooling, Model combination, Hedge fund replication, Log score

12.

Evaluating Hedge Funds with Pooled Benchmarks

Management Science, Forthcoming
Number of pages: 38 Posted: 12 Dec 2012 Last Revised: 21 Aug 2014
Michael S. O'Doherty, N. Eugene Savin and Ashish Tiwari
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 233 (183,506)
Citation 1

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Hedge funds, Model pooling, Model combination, Performance evaluation, Predictive distributions, Log predictive score

13.

Job Postings and Aggregate Stock Returns

Number of pages: 42 Posted: 10 Sep 2018 Last Revised: 22 May 2019
Pratik Kothari and Michael S. O'Doherty
Oakland University - Department of Accounting and Finance and University of Missouri at Columbia - Department of Finance
Downloads 200 (211,726)

Abstract:

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Return predictability, labor market frictions, job postings

14.

The Long-Horizon Returns of Stocks, Bonds, and Bills: Evidence from a Broad Sample of Developed Markets

Number of pages: 90 Posted: 18 Nov 2021
Aizhan Anarkulova, Scott Cederburg and Michael S. O'Doherty
University of Arizona, Eller College of Management, Department of Finance, Students, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 190 (221,605)

Abstract:

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Long-horizon returns, loss probability, survivor bias, easy data bias

15.

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

Cederburg, Scott, and Michael S. O'Doherty, 2017, Understanding the risk-return relation: The aggregate wealth proxy actually matters, Journal of Business and Economic Statistics, Forthcoming
Number of pages: 78 Posted: 19 Nov 2014 Last Revised: 05 Dec 2017
Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 146 (276,213)

Abstract:

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Aggregate wealth portfolio, ICAPM, Risk-return tradeoff

Other Papers (1)

Total Downloads: 139
1.

Modeling the Cross Section of Stock Returns: A Model Pooling Approach

Number of pages: 37 Posted: 15 Jan 2010 Last Revised: 08 Aug 2011
Michael S. O'Doherty, N. Eugene Savin and Ashish Tiwari
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 139

Abstract:

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Asset Pricing Models, Model Pooling, Log Predictive Score, Return Prediction