Satadru Hore

Federal Reserve Bank of Boston

Financial Economist

600 Atlantic Avenue

Boston, MA 02116

United States

  • Federal Reserve Bank of Boston

SCHOLARLY PAPERS

3

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CITATIONS
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21

Scholarly Papers (3)

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1.

Momentum, Information Uncertainty, and Leverage - An Explanation Based on Recursive Preferences

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 45 Posted: 05 Mar 2008 Last Revised: 14 Dec 2008
Doron Avramov and Satadru Hore
Interdisciplinary Center (IDC) Herzliyah and Federal Reserve Bank of Boston
Downloads 626 (41,144)
Citation 9

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Momentum, Duffie-Epstein Preferences, Information Uncertainty, Early Resolution of Uncertainty

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
Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and Federal Reserve Bank of Boston
Downloads 549 (48,847)
Citation 15

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3.

Cross-Sectional Factor Dynamics and Momentum Returns

Downloads 340 ( 87,219)

Cross-Sectional Factor Dynamics and Momentum Returns

Number of pages: 65 Posted: 27 Oct 2015 Last Revised: 09 Aug 2016
Doron Avramov and Satadru Hore
Interdisciplinary Center (IDC) Herzliyah and Federal Reserve Bank of Boston
Downloads 249 (121,351)

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Momentum, Cross-Sectional Dynamics, Long-Run Risk, Bayesian Filtering

Cross-Sectional Factor Dynamics and Momentum Returns

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 15-2
Number of pages: 59 Posted: 07 Sep 2017
Doron Avramov and Satadru Hore
Interdisciplinary Center (IDC) Herzliyah and Federal Reserve Bank of Boston
Downloads 91 (282,186)

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Momentum, Cross-Sectional Dynamics, Long-Run Risk, Bayesian Filtering