Oliver Boguth

Arizona State University (ASU) - Finance Department

W. P. Carey School of Business

PO Box 873906

Tempe, AZ 85287-3906

United States

SCHOLARLY PAPERS

11

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CITATIONS
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27

Scholarly Papers (11)

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:

Asset pricing, consumption volatility, cross section of returns, cash flow risk, recursive preferences.

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
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:

equity risk premium, dividend strips, term structure of equity risk premia, limits to arbitrage, microstructure frictions

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
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:

Overconditioning, Conditional CAPM, Performance Evaluation, Momentum

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
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:

Leverage constraints, asset prices, betting-against-beta, mutual fund performance, cross-section of stock returns

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:

Organization Capital, Intangibles, Fragility, Top Management Team, Executives, CEO Deaths, Stock Returns, Cross-Sectional Asset Pricing

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:

Demand for idiosyncratic volatility, idiosyncratic volatility puzzle, tax-timing options, tax loss harvesting, investment taxes, capital losses

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:

Federal Reserve, Press Conferences, Transparency, Uncertainty, Attention

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:

boundaries of the firm, segment valuation, conglomerate investment, internal capital markets, quantile regressions

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)

Abstract:

Organization capital, intangibles, fragility, top management team, executives, CEO deaths, stock returns, cross-sectional asset pricing