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Investing in mutual funds when returns are predictable

Avramov, Doron; Wermers, Russ - In: Journal of Financial Economics 81 (2006) 2, pp. 339-377

Persistent link: https://www.econbiz.de/10005362854

Moving average distance as a predictor of equity returns

Avramov, Doron; Kaplanski, Guy; Subrahmanyam, Avanidhar - In: Review of Financial Economics 39 (2020) 2, pp. 127-145

Persistent link: https://www.econbiz.de/10012407672

Predicting corporate policies using downside risk : a machine learning approach

Avramov, Doron; Li, Minwen; Wang, Hao - In: Journal of empirical finance 63 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013258693

The distress anomaly is deeper than you think : evidence from stocks and bonds

Avramov, Doron; Chordia, Tarun; Jostova, Gergana; … - In: Review of finance : journal of the European Finance … 26 (2022) 2, pp. 355-405

Persistent link: https://www.econbiz.de/10013188537

Mutual funds and mispriced stocks

Avramov, Doron; Cheng, Si; Hameed, Allaudeen - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2372-2395

Persistent link: https://www.econbiz.de/10012254393

Time-varying liquidity and momentum profits

Avramov, Doron; Cheng, Si; Hameed, Allaudeen - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1897-1923

Persistent link: https://www.econbiz.de/10011654706

Talking Numbers : technical versus fundamental investment recommendations

Avramov, Doron; Kaplanski, Guy; Levy, Haim - In: Journal of banking & finance 92 (2018), pp. 100-114

Persistent link: https://www.econbiz.de/10011964543

Cross-sectional factor dynamics and momentum returns

Avramov, Doron; Hore, Satadru - In: Journal of financial markets 32 (2017), pp. 69-96

Persistent link: https://www.econbiz.de/10011814969

Are stocks riskier over the long run? : taking cues from economic theory

Avramov, Doron; Cederburg, Scott; Lučivjanská, Katarína - In: The review of financial studies 31 (2018) 2, pp. 556-594

Persistent link: https://www.econbiz.de/10011925242

Dispersion in analysts' earnings forecasts and credit rating

Avramov, Doron; Chordia, Tarun; Jostova, Gergana; … - In: Journal of Financial Economics 91 (2009) 1, pp. 83-101

This paper shows that the puzzling negative cross-sectional relation between dispersion in analysts' earnings forecasts and future stock returns may be explained by financial distress, as proxied by credit rating downgrades. Focusing on a sample of firms rated by Standard & Poor's (S&P), we show...

Persistent link: https://www.econbiz.de/10005376591