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Monetary policy surprises, investment opportunities, and asset prices
Detzel, Andrew - In: The journal of financial research 40 (2017) 3, pp. 315-348
Persistent link: https://www.econbiz.de/10011723115
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Learning and predictability via technical analysis : Evidence from bitcoin and stocks with hard‐to‐value fundamentals
Detzel, Andrew; Liu, Hong; Strauss, Jack; Zhou, Guofu; … - In: Financial Management 50 (2020) 1, pp. 107-137
Persistent link: https://www.econbiz.de/10012191207
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There are two very different accruals anomalies
Detzel, Andrew; Schaberl, Philipp; Strauss, Jack - In: European Financial Management 24 (2018) 4, pp. 581-609
Persistent link: https://www.econbiz.de/10012089836
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Expected versus Ex Post Profitability in the Cross‐Section of Industry Returns
Detzel, Andrew; Schaberl, Philipp; Strauss, Jack - In: Financial Management 48 (2018) 2, pp. 505-536
Persistent link: https://www.econbiz.de/10012090056
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Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro; Detzel, Andrew - In: Journal of financial economics 140 (2021) 3, pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
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Differences in short-term performance persistence by mutual fund equity class
Detzel, Andrew; Detzel, Larry - In: Banking and finance review 8 (2016) 1, pp. 38-67
Persistent link: https://www.econbiz.de/10011633765
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Combination return forecasts and portfolio allocation with the cross-section of book-to-market ratios
Detzel, Andrew; Strauss, Jack - In: Review of finance : journal of the European Finance … 22 (2018) 5, pp. 1949-1973
Persistent link: https://www.econbiz.de/10012006225
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Model comparison with transaction costs
Detzel, Andrew; Novy-Marx, Robert; Velikov, Mihail - In: The journal of finance : the journal of the American … 78 (2023) 3, pp. 1743-1775
Persistent link: https://www.econbiz.de/10014312062
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The cross-section of volatility and expected returns : then and now
Detzel, Andrew; Duarte, Jefferson; Kamara, Avraham; … - In: Critical finance review 12 (2023) 1/4, pp. 9-56
Persistent link: https://www.econbiz.de/10014370367
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High frequency trading and price discovery
Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - 2013
We examine empirically the role of high-frequency traders (HFTs) in price discovery and price efficiency. Based on our methodology, we find overall that HFTs facilitate price efficiency by trading in the direction of permanent price changes and in the opposite direction of transitory pricing...
Persistent link: https://www.econbiz.de/10011605647