The asset-pricing implications of government economic policy uncertainty J Brogaard, A Detzel Management science 61 (1), 3-18, 2015 | 1633 | 2015 |
Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals A Detzel, H Liu, J Strauss, G Zhou, Y Zhu Financial management 50 (1), 107-137, 2021 | 150* | 2021 |
Do limits to arbitrage explain the benefits of volatility-managed portfolios? P Barroso, A Detzel Journal of Financial Economics 140 (3), 744-767, 2021 | 91 | 2021 |
Model comparison with transaction costs AL Detzel, R Novy-Marx, M Velikov Proceedings of Paris December 2021 Finance Meeting EUROFIDAI-ESSEC, 2021 | 76* | 2021 |
The volatility puzzle of the low-risk anomaly P Barroso, AL Detzel, PF Maio Available at SSRN, 2021 | 42* | 2021 |
Combination return forecasts and portfolio allocation with the cross-section of book-to-market ratios A Detzel, J Strauss Review of Finance 22 (5), 1949-1973, 2018 | 23 | 2018 |
Expected versus ex post profitability in the cross‐section of industry returns A Detzel, P Schaberl, J Strauss Financial Management 48 (2), 505-536, 2019 | 10 | 2019 |
The cross-section of volatility and expected returns: Then and now AL Detzel, J Duarte, A Kamara, S Siegel, C Sun Available at SSRN 3455609, 2019 | 10 | 2019 |
Monetary policy surprises, investment opportunities, and asset prices A Detzel Journal of Financial Research 40 (3), 315-348, 2017 | 8 | 2017 |
Inequality and risk premia J Brogaard, A Detzel, PTH Ngo Available at SSRN, 2015 | 8 | 2015 |
The volatility puzzle of the beta anomaly P Barroso, AL Detzel, PF Maio Available at SSRN 3882108, 2023 | 6 | 2023 |
There are two very different accruals anomalies A Detzel, P Schaberl, J Strauss European Financial Management 24 (4), 581-609, 2018 | 6 | 2018 |
The cross-section of volatility and expected returns: Then and now A Detzel, J Duarte, A Kamara, S Siegel, C Sun Critical Finance Review 12 (1-4), 9-56, 2023 | 3 | 2023 |
An investment strategy based on news sentiment words and its empirical performance YT Chen, CY Yu, SY Lin The Journal of Investing 33 (5), 55-67, 2024 | 2 | 2024 |
The dog has barked for a long time: Dividend growth is predictable AL Detzel, J Strauss Available at SSRN 2981491, 2016 | 2 | 2016 |
Can allocation strategies create superior alpha DK Malhotra, E Hadad, R Kashyap, JB Guerard Jr, CF Lee, C Geczy, ... J Invest. https://www. pm-research. com/content/iijinvest/early/2024/04/08 …, 2024 | 1 | 2024 |
Practice What You Preach: Strategy Consistency and Mutual Fund Performance AL Detzel, CT Howard, JB Guerard Jr, CF Lee, C Geczy, B Bruce, S Todd, ... Working Paper (May), 2021 | 1 | 2021 |
Differences in Short-Term Performance Persistence by Mutual Fund Equity Class. A Detzel, L Detzel Banking & Finance Review 8 (1), 2016 | 1 | 2016 |
The volatility puzzle of the beta anomaly P Barroso, A Detzel, PFM Maio Journal of Financial Economics 165, 103994, 2025 | | 2025 |
Additive Determination of an Investor’s Risk Tolerance in Asset Allocation S Patel, B Bruce, R Kashyap, DK Malhotra, E Hadad, R Brown, AL Detzel, ... Portfolio Management Research, 34, 2024 | | 2024 |