| Why does return predictability concentrate in bad times? J Cujean, M Hasler The Journal of Finance 72 (6), 2717-2758, 2017 | 195 | 2017 |
| Information percolation, momentum and reversal D Andrei, J Cujean Journal of Financial Economics 123 (3), 617-645, 2017 | 160 | 2017 |
| The lost capital asset pricing model D Andrei, J Cujean, M Wilson Review of Economic Studies 90 (6), 2703-2762, 2023 | 60 | 2023 |
| Idea sharing and the performance of mutual funds J Cujean Journal of financial economics 135 (1), 88-119, 2020 | 23 | 2020 |
| Asymmetric information and inventory concerns in over-the-counter markets J Cujean, R Praz Available at SSRN 2464399, 2015 | 22 | 2015 |
| Information percolation in centralized markets D Andrei, J Cujean n Manuscript, Anderson School of Management, UCLA, 2013 | 10 | 2013 |
| The low-minus-high portfolio and the factor zoo D Andrei, J Cujean, M Fournier CEPR Discussion Paper No. DP14153, 2019 | 6 | 2019 |
| Information percolation, momentum D Andrei, J Cujean and reversal. Working Paper, 2014 | 6 | 2014 |
| Global Public Signals, Heterogeneous Beliefs, and Stock Markets Comovement D Andrei, J Cujean 22nd Australasian Finance and Banking Conference, 2009 | 6 | 2009 |
| The social dynamics of performance J Cujean Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, 2012 | 5 | 2012 |
| Knowledge cycles and corporate investment MC Bustamante, J Cujean, L Frésard CEPR Discussion Paper No. DP14152, 2019 | 4 | 2019 |
| Asset Pricing and FOMC Announcements J Cujean, S Jaeger Working Paper, University of Berne, 2022 | 3 | 2022 |
| Social Interactions and the Performance of Mutual Funds J Cujean Working paper, 2016 | 2 | 2016 |
| Information percolation, momentum, and reversal J Cujean, D Andrei 2016 Meeting Papers, 2016 | 2 | 2016 |
| Disagreement and predictability over the business cycle J Cujean, M Hasler Working paper, University of Maryland, 2014 | 2 | 2014 |
| Recovering Price Informativeness from J Cujean, S Jaeger Shocks (August 29, 2024), 2024 | | 2024 |
| Recovering Price Informativeness from “Nonfundamental” Shocks J Cujean, S Jaeger | | 2024 |
| The Low-Minus-High Portfolio and the Factor Zoo J Cujean, D Andrei, M Fournier CEPR Discussion Papers, 2019 | | 2019 |
| Knowledge Cycles and Corporate Investment J Cujean, MC Bustamante, L Frésard CEPR Discussion Papers, 2019 | | 2019 |
| The Lost Capital Asset Pricing Model J Cujean, A Daniel, M Wilson Centre for Economic Policy Research, 2018 | | 2018 |
