Why does return predictability concentrate in bad times? J Cujean, M Hasler The Journal of Finance 72 (6), 2717-2758, 2017 | 87 | 2017 |
Information percolation, momentum and reversal D Andrei, J Cujean Journal of Financial Economics 123 (3), 617-645, 2017 | 85 | 2017 |
The lost capital asset pricing model D Andrei, J Cujean, MI Wilson CEPR Discussion Paper No. DP12607, 2018 | 24 | 2018 |
Asymmetric information and inventory concerns in over-the-counter markets J Cujean, R Praz Available at SSRN 2464399, 2015 | 21 | 2015 |
Information percolation in centralized markets D Andrei, J Cujean n Manuscript, Anderson School of Management, UCLA, 2013 | 11 | 2013 |
Idea sharing and the performance of mutual funds J Cujean Journal of Financial Economics 135 (1), 88-119, 2020 | 7 | 2020 |
Information percolation, momentum D Andrei, J Cujean and reversal. Working Paper, 2014 | 7 | 2014 |
The social dynamics of performance J Cujean Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, 2012 | 5 | 2012 |
Global Public Signals, Heterogeneous Beliefs, and Stock Markets Comovement D Andrei, J Cujean 22nd Australasian Finance and Banking Conference, 2009 | 4 | 2009 |
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 |
The Low-Minus-High Portfolio and the Factor Zoo D Andrei, J Cujean, M Fournier CEPR Discussion Paper No. DP14153, 2019 | 1 | 2019 |
Knowledge Cycles and Corporate Investment MC Bustamante, J Cujean, L Frésard Available at SSRN 3418171, 2020 | | 2020 |
Knowledge Cycles and Corporate Investment J Cujean, MC Bustamante, L Frésard | | 2019 |
Endogenous Knowledge Cycles and Corporate Investment MC Bustamante, J Cujean, L Frésard | | 2019 |
DP13111 Idea Sharing and the Performance of Mutual Funds J Cujean | | 2018 |
The Lost Capital Asset Pricing Model J Cujean, D Andrei, M Wilson | | 2018 |
DP12607 The Lost Capital Asset Pricing Model D Andrei, J Cujean, M Wilson | | 2018 |
Term Structure of Disagreement and Predictability over the Business Cycle J Cujean, M Hasler Rotman School of Management Working Paper, 2014 | | 2014 |