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Doron Avramov
Doron Avramov
Professor of Finance, Reichman University (IDC Herzliya), Israel
Geverifieerd e-mailadres voor runi.ac.il - Homepage
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Sustainable investing with ESG rating uncertainty
D Avramov, S Cheng, A Lioui, A Tarelli
Journal of financial economics 145 (2), 642-664, 2022
7782022
Stock return predictability and model uncertainty
D Avramov
Journal of Financial Economics 64 (3), 423-458, 2002
7692002
Asset pricing models and financial market anomalies
D Avramov, T Chordia
The Review of Financial Studies 19 (3), 1001-1040, 2006
7132006
Liquidity and autocorrelations in individual stock returns
D Avramov, T Chordia, A Goyal
The Journal of finance 61 (5), 2365-2394, 2006
6372006
Momentum and credit rating
D Avramov, T Chordia, G Jostova, A Philipov
The journal of Finance 62 (5), 2503-2520, 2007
5702007
Anomalies and financial distress
D Avramov, T Chordia, G Jostova, A Philipov
Journal of Financial Economics 108 (1), 139-159, 2013
4552013
Investing in mutual funds when returns are predictable
D Avramov, R Wermers
Journal of Financial Economics 81 (2), 339-377, 2006
4272006
The impact of trades on daily volatility
D Avramov, T Chordia, A Goyal
The Review of Financial Studies 19 (4), 1241-1277, 2006
3922006
Credit ratings and the cross-section of stock returns
D Avramov, T Chordia, G Jostova, A Philipov
Journal of Financial Markets 12 (3), 469-499, 2009
3262009
Predicting stock returns
D Avramov, T Chordia
Journal of Financial Economics 82 (2), 387-415, 2006
2672006
Dispersion in analysts’ earnings forecasts and credit rating
D Avramov, T Chordia, G Jostova, A Philipov
Journal of Financial Economics 91 (1), 83-101, 2009
2592009
Understanding changes in corporate credit spreads
D Avramov, G Jostova, A Philipov
Financial Analysts Journal 63 (2), 90-105, 2007
2482007
Stock return predictability and asset pricing models
D Avramov
The Review of Financial Studies 17 (3), 699-738, 2004
2052004
Bayesian portfolio analysis
D Avramov, G Zhou
Annu. Rev. Financ. Econ. 2 (1), 25-47, 2010
1962010
Machine learning vs. economic restrictions: Evidence from stock return predictability
D Avramov, S Cheng, L Metzker
Management Science 69 (5), 2587-2619, 2023
1932023
Hedge funds, managerial skill, and macroeconomic variables
D Avramov, R Kosowski, NY Naik, M Teo
Journal of Financial Economics 99 (3), 672-692, 2011
1812011
Hedge funds, managerial skill, and macroeconomic variables
D Avramov, R Kosowski, NY Naik, M Teo
Journal of Financial Economics 99 (3), 672-692, 2011
1812011
Time-varying liquidity and momentum profits
D Avramov, S Cheng, A Hameed
Journal of Financial and Quantitative Analysis 51 (6), 1897-1923, 2016
1742016
Hedge fund return predictability under the magnifying glass
D Avramov, L Barras, R Kosowski
Journal of Financial and Quantitative Analysis 48 (4), 1057-1083, 2013
892013
Scaling up market anomalies
D Avramov, S Cheng, A Schreiber, K Shemer
SSRN, 2019
702019
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Artikelen 1–20