Author Page for Oliver Boguth

1.

Consumption Volatility Risk

Journal of Finance, Forthcoming

Number of pages: 40 Posted: 11 Feb 2009 Last Revised: 18 Oct 2012

Oliver Boguth and Lars-Alexander Kuehn

Arizona State University (ASU) - Finance Department and Carnegie Mellon University - David A. Tepper School of Business

Downloads 654 (25,337)

Citation 12

Abstract:

2.

Leverage and the Limits of Arbitrage Pricing: Implications for Dividend Strips and the Term Structure of Equity Risk Premia

Number of pages: 36 Posted: 21 Sep 2011 Last Revised: 07 May 2013

Oliver Boguth, Murray Carlson, Adlai J. Fisher and Mikhail Simutin

Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management

Downloads 594 (26,855)

Citation 6

Abstract:

3.

Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas

Journal of Financial Economics (JFE), 102 (2), 363-389, November 2011.

Number of pages: 54 Posted: 04 Jul 2007 Last Revised: 07 May 2013

Oliver Boguth, Murray Carlson, Adlai J. Fisher and Mikhail Simutin

Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management

Downloads 496 (36,714)

Citation 8

Abstract:

4.

Horizon Effects in Average Returns: The Role of Slow Information Diffusion

Number of pages: 57 Posted: 16 Mar 2011 Last Revised: 01 Apr 2015

Oliver Boguth, Murray Carlson, Adlai J. Fisher and Mikhail Simutin

Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management

Downloads 366 (38,180)

Abstract:

5.

Idiosyncratic Cash Flows and Systematic Risk

Western Finance Association 2013, Forthcoming in the Journal of Finance

Number of pages: 52 Posted: 02 Sep 2012 Last Revised: 23 Apr 2015

Ilona Babenko, Oliver Boguth and Yuri Tserlukevich

Arizona State University, Arizona State University (ASU) - Finance Department and Arizona State University (ASU)

Downloads 326 (49,325)

Abstract:

6.

Leverage Constraints and Asset Prices: Insights from Mutual Fund Risk Taking

Rotman School of Management Working Paper No. 2517704

Number of pages: 43 Posted: 02 Nov 2014 Last Revised: 26 Aug 2016

Oliver Boguth and Mikhail Simutin

Arizona State University (ASU) - Finance Department and University of Toronto - Rotman School of Management

Downloads 187 (45,111)

Citation 1

Abstract:

7.

The Fragility of Organization Capital

Number of pages: 47 Posted: 01 Oct 2016

Oliver Boguth, David Newton and Mikhail Simutin

Arizona State University (ASU) - Finance Department, Concordia University, Quebec - Department of Finance and University of Toronto - Rotman School of Management

Downloads 43 (345,905)

Abstract:

8.

Tax-Timing Options and the Demand for Idiosyncratic Volatility

Number of pages: 37 Posted: 04 Apr 2017

Oliver Boguth and Luke C.D. Stein

Arizona State University (ASU) - Finance Department and Arizona State University (ASU) - Finance Department

Downloads 0 (397,217)

Abstract:

9.

Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences

Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference, 2016 Financial Markets and Corporate Governance

Number of pages: 51 Posted: 03 Dec 2015 Last Revised: 05 May 2017

Oliver Boguth, Vincent Gregoire and Charles Martineau

Arizona State University (ASU) - Finance Department, University of Melbourne - Department of Finance and University of British Columbia, Sauder School of Business, Students

Downloads 0 (124,155)

Abstract:

10.

Dissecting Conglomerates

Rotman School of Management Working Paper No. 2693847

Number of pages: 50 Posted: 22 Nov 2015 Last Revised: 02 Oct 2016

Oliver Boguth, Ran Duchin and Mikhail Simutin

Arizona State University (ASU) - Finance Department, University of Washington - Michael G. Foster School of Business and University of Toronto - Rotman School of Management

Downloads 0 (89,867)

Abstract:

11.

The Fragility of Organization Capital

Rotman School of Management Working Paper No. 2667882, 27th Annual Conference on Financial Economics and Accounting Paper

Number of pages: 47 Posted: 02 Oct 2015 Last Revised: 09 Sep 2016

Oliver Boguth, David Newton and Mikhail Simutin

Arizona State University (ASU) - Finance Department, Concordia University, Quebec - Department of Finance and University of Toronto - Rotman School of Management

Downloads 0 (114,230)

Oliver Boguth

Arizona State University (ASU) - Finance Department

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Scholarly Papers (11)

Consumption Volatility Risk

Abstract:

Leverage and the Limits of Arbitrage Pricing: Implications for Dividend Strips and the Term Structure of Equity Risk Premia

Abstract:

Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas

Abstract:

Horizon Effects in Average Returns: The Role of Slow Information Diffusion

Abstract:

Idiosyncratic Cash Flows and Systematic Risk

Abstract:

Leverage Constraints and Asset Prices: Insights from Mutual Fund Risk Taking

Abstract:

The Fragility of Organization Capital

Abstract:

Tax-Timing Options and the Demand for Idiosyncratic Volatility

Abstract:

Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences

Abstract:

Dissecting Conglomerates

Abstract:

The Fragility of Organization Capital

Abstract:

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