Michael S. O'Doherty

University of Missouri at Columbia - Department of Finance

Professor of Finance

Robert J. Trulaske, Sr. College of Business

362 Cornell Hall

Columbia, MO 65211

United States

  • University of Missouri at Columbia - Department of Finance

SCHOLARLY PAPERS

17

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Top 725

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60,973

TOTAL CITATIONS
Rank 10,123

SSRN RANKINGS

Top 10,123

in Total Papers Citations

81

Scholarly Papers (17)

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1.

Beyond the Status Quo: A Critical Assessment of Lifecycle Investment Advice

Number of pages: 86 Posted: 01 Nov 2023 Last Revised: 05 Mar 2025
Aizhan Anarkulova, Scott Cederburg and Michael S. O'Doherty
Emory University - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 33,047 (143)

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Lifecycle asset allocation, Retirement savings, Target-date funds, Long-horizon returns

2.

The Safe Withdrawal Rate: Evidence from a Broad Sample of Developed Markets

Number of pages: 41 Posted: 28 Sep 2022 Last Revised: 25 Jul 2023
Aizhan Anarkulova, Scott Cederburg, Michael S. O'Doherty and Richard W. Sias
Emory University - Department of Finance, University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance and University of Arizona - Department of Finance
Downloads 10,455 (1,115)
Citation 3

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Retirement, safe withdrawal rate, survivor bias, easy data bias, financial ruin

3.

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
Emory University - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 4,750 (4,304)
Citation 17

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

4.

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 2,823 (9,898)
Citation 4

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

5.

Long-Horizon Losses in Stocks, Bonds, and Bills

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 114 Posted: 18 Nov 2021 Last Revised: 11 Jan 2024
Aizhan Anarkulova, Scott Cederburg and Michael S. O'Doherty
Emory University - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 2,496 (12,092)

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

6.

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 1,618 (23,940)
Citation 9

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Conditional CAPM, Beta Anomaly, Beta-Return Relation

7.

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 1,418 (29,213)
Citation 8

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volatility-managed portfolios, portfolio choice

8.

On the Economic Significance of Stock Return Predictability

Review of Finance
Number of pages: 113 Posted: 10 May 2019 Last Revised: 18 Oct 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 668 (82,995)

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

9.

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 504 (118,288)
Citation 1

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

10.

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 497 (120,343)
Citation 23

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

11.

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 469 (128,988)
Citation 5

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

12.

Job Postings and Aggregate Stock Returns

Journal of Financial Markets, Forthcoming
Number of pages: 52 Posted: 10 Sep 2018 Last Revised: 04 Jan 2023
Pratik Kothari and Michael S. O'Doherty
Oakland University - Department of Accounting and Finance and University of Missouri at Columbia - Department of Finance
Downloads 467 (129,634)

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Return predictability, labor market frictions, job postings

13.

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 462 (131,363)
Citation 3

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Hierarchical Bayes, Factor models, Asset-pricing anomalies

14.

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 396 (157,206)
Citation 2

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Mutual funds, performance evaluation, conditional performance evaluation

15.

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 388 (160,778)
Citation 1

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

16.

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 288 (222,023)
Citation 1

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

17.

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 227 (281,603)
Citation 4

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Aggregate wealth portfolio, ICAPM, Risk-return tradeoff

Other Papers (1)

Total Downloads: 163
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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 163

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