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1

Scaling up Market Anomalies

Avramov, Doron, Cheng, Si, Schreiber, Amnon, Shemer, Koby

Journal:

The Journal of Investing

Year:

2017

Language:

english

File:

PDF, 6.42 MB

english, 2017

2

Asset Pricing Models and Financial Market Anomalies

Doron Avramov and Tarun Chordia

Journal:

Review of Financial Studies

Year:

2006

Language:

english

File:

PDF, 2.75 MB

english, 2006

3

Talking Numbers: Technical versus fundamental investment recommendations

Avramov, Doron, Kaplanski, Guy, Levy, Haim

Journal:

Journal of Banking & Finance

Year:

2018

Language:

english

File:

PDF, 1.15 MB

english, 2018

4

Stock Return Predictability and Asset Pricing Models

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 241 KB

english, 2004

5

Liquidity and Autocorrelations in Individual Stock Returns

Doron Avramov, Tarun Chordia and Amit Goyal

Journal:

The Journal of Finance

Year:

2006

Language:

english

File:

PDF, 3.59 MB

english, 2006

6

Stock return predictability and model uncertainty

Journal:

Journal of Financial Economics

Year:

2002

Language:

english

File:

PDF, 275 KB

english, 2002

7

Time-Varying Liquidity and Momentum Profits

Avramov, Doron, Cheng, Si, Hameed, Allaudeen

Journal:

Journal of Financial and Quantitative Analysis

Year:

2016

Language:

english

File:

PDF, 358 KB

english, 2016

8

Investing in mutual funds when returns are predictable

Doron Avramov, Russ Wermers

Journal:

Journal of Financial Economics

Year:

2006

Language:

english

File:

PDF, 342 KB

english, 2006

9

Anomalies and financial distress

Avramov, Doron, Chordia, Tarun, Jostova, Gergana, Philipov, Alexander

Journal:

Journal of Financial Economics

Year:

2013

Language:

english

File:

PDF, 682 KB

english, 2013

10

Cross-sectional factor dynamics and momentum returns

Avramov, Doron, Hore, Satadru

Journal:

Journal of Financial Markets

Year:

2017

Language:

english

File:

PDF, 1.89 MB

english, 2017

11

Hedge funds, managerial skill, and macroeconomic variables

Doron Avramov, Robert Kosowski, Narayan Y. Naik, Melvyn Teo

Journal:

Journal of Financial Economics

Year:

2011

Language:

english

File:

PDF, 451 KB

english, 2011

12

Asset Pricing Models and Financial Market Anomalies

Avramov, Doron, Chordia, Tarun

Journal:

Review of Financial Studies

Year:

2006

Language:

english

File:

PDF, 260 KB

english, 2006

13

Mispriced Stocks and Mutual Fund Performance

Avramov, Doron, Cheng, Si, Hameed, Allaudeen

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.17 MB

english, 2015

14

Mutual Funds and Mispriced Stocks

Avramov, Doron, Cheng, Si, Hameed, Allaudeen

Journal:

Management Science

Year:

2019

File:

PDF, 853 KB

2019

15

Liquidity and Autocorrelations in Individual Stock Returns

DORON AVRAMOV, TARUN CHORDIA, AMIT GOYAL

Journal:

The Journal of Finance

Year:

2006

Language:

english

File:

PDF, 233 KB

english, 2006

16

Momentum and Credit Rating

DORON AVRAMOV, TARUN CHORDIA, GERGANA JOSTOVA, ALEXANDER PHILIPOV

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 95 KB

english, 2007

17

The Impact of Trades on Daily Volatility

Doron Avramov, Tarun Chordia and Amit Goyal

Journal:

Review of Financial Studies

Year:

2006

Language:

english

File:

PDF, 3.41 MB

english, 2006

18

Predicting stock returns

Doron Avramov, Tarun Chordia

Journal:

Journal of Financial Economics

Year:

2006

Language:

english

File:

PDF, 343 KB

english, 2006

19

Dispersion in analysts’ earnings forecasts and credit rating

Doron Avramov, Tarun Chordia, Gergana Jostova, Alexander Philipov

Journal:

Journal of Financial Economics

Year:

2009

Language:

english

File:

PDF, 377 KB

english, 2009

20

Credit ratings and the cross-section of stock returns

Doron Avramov, Tarun Chordia, Gergana Jostova, Alexander Philipov

Journal:

Journal of Financial Markets

Year:

2009

Language:

english

File:

PDF, 296 KB

english, 2009

21

Bayesian Portfolio Analysis

Avramov, Doron, Zhou, Guofu

Journal:

Annual Review of Financial Economics

Year:

2010

Language:

english

File:

PDF, 1.33 MB

english, 2010

22

Understanding Changes in Corporate Credit Spreads

Doron Avramov, Gergana Jostova and Alexander Philipov

Journal:

Financial Analysts Journal

Year:

2007

Language:

english

File:

PDF, 3.01 MB

english, 2007

23

Hedge Fund Return Predictability Under the Magnifying Glass

Avramov, Doron, Barras, Laurent, Kosowski, Robert

Journal:

Journal of Financial and Quantitative Analysis

Year:

2013

Language:

english

File:

PDF, 213 KB

english, 2013

24

Momentum and Credit Rating

Doron Avramov, Tarun Chordia, Gergana Jostova and Alexander Philipov

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 2.17 MB

english, 2007

25

Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory

Avramov, Doron, Cederburg, Scott, Lučivjanská, Katarína

Journal:

Review of Financial Studies

Year:

2017

Language:

english

File:

PDF, 556 KB

english, 2017

26

Time-Varying Momentum Payoffs and Illiquidity

Avramov, Doron, Cheng, Si, Hameed, Allaudeen

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 836 KB

english, 2013

27

Predicting Stock Returns

Avramov, Doron, Chordia, Tarun

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 360 KB

english, 2003

28

An Exact Bayes Test of Asset Pricing Models with Application to International Markets*

Avramov, Doron, Chao, John C.

Journal:

The Journal of Business

Year:

2006

Language:

english

File:

PDF, 284 KB

english, 2006

29

Stock Return Predictability and Asset Pricing Models

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 894 KB

english, 2004

30

The Impact of Trades on Daily Volatility

Avramov, Doron, Chordia, Tarun, Goyal, Amit

Journal:

Review of Financial Studies

Year:

2006

Language:

english

File:

PDF, 241 KB

english, 2006

31

Elastohydrodynamic Study for Deformable Blade-Organic Photoconductor Conjunction

Salalha, Wael, Avramov, Doron, Reznik, Stanislav, Zussman, Eyal

Journal:

Journal of Imaging Science and Technology

Year:

2010

Language:

english

File:

PDF, 768 KB

english, 2010

32

Bonds, Stocks, and Sources of Mispricing

Avramov, Doron, Chordia, Tarun, Jostova, Gergana, Philipov, Alexander

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 415 KB

english, 2017

33

Liquidity and Autocorrelations in Individual Stock Returns

Avramov, Doron, Chordia, Tarun, Goyal, Amit

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 231 KB

english, 2005

34

The Predictability of Equity Returns from Past Returns: A New Moving Average-Based Perspective

Avramov, Doron, Kaplanski, Guy, Subrahmanyam, Avanidhar

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 1.45 MB

english, 2018

35

Stock Return Predictability and Model Uncertainty

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 378 KB

english, 2001

36

Anomalies and Financial Distress

Avramov, Doron, Chordia, Tarun, Jostova, Gergana, Philipov, Alexander

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 318 KB

english, 2010

37

Dispersion in Analysts' Earnings Forecasts and Credit Rating

Avramov, Doron, Chordia, Tarun, Jostova, Gergana, Philipov, Alexander

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 233 KB

english, 2008

38

Understanding Changes in Corporate Credit Spreads

Avramov, Doron, Jostova, Gergana, Philipov, Alexander

Journal:

Financial Analysts Journal

Year:

2007

Language:

english

File:

PDF, 620 KB

english, 2007

39

Stock Return Predictability and Asset Pricing Models

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 337 KB

english, 2001

40

Cross-Sectional Factor Dynamics and Momentum Returns

Avramov, Doron, Hore, Satadru

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 357 KB

english, 2015

41

Hedge Fund Return Predictability Under the Magnifying Glass

Avramov, Doron, Barras, Laurent, Kosowski, Robert

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 467 KB

english, 2012

42

Momentum and Credit Rating

Avramov, Doron, Chordia, Tarun, Jostova, Gergana, Philipov, Alexander

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 147 KB

english, 2006

43

Asset Pricing Models and Financial Market Anomalies

Avramov, Doron, Chordia, Tarun

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 224 KB

english, 2003

44

Credit Ratings and the Cross-Section of Stock Returns

Avramov, Doron, Chordia, Tarun, Jostova, Gergana, Philipov, Alexander

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 233 KB

english, 2009

45

On the Riskiness of Stocks Over the Long Run: Asset-Pricing Perspectives

Avramov, Doron, Cederburg, Scott, Lucivjanska, Katarina

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 628 KB

english, 2015

46

Corporate Credit Risk Changes: Common Factors and Firm-Level Fundamentals

Avramov, Doron, Jostova, Gergana, Philipov, Alexander

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 238 KB

english, 2006