Follow
Andrew L Detzel
Andrew L Detzel
Verified email at baylor.edu - Homepage
Title
Cited by
Cited by
Year
The asset-pricing implications of government economic policy uncertainty
J Brogaard, A Detzel
Management science 61 (1), 3-18, 2015
14382015
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
130*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
632021
Model comparison with transaction costs
AL Detzel, R Novy-Marx, M Velikov
Proceedings of Paris December 2021 Finance Meeting EUROFIDAI-ESSEC, 2021
61*2021
The volatility puzzle of the low-risk anomaly
P Barroso, AL Detzel, P Maio
Available at SSRN, 2021
31*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
222018
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
102019
Monetary policy surprises, investment opportunities, and asset prices
A Detzel
Journal of Financial Research 40 (3), 315-348, 2017
92017
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
72019
There are two very different accruals anomalies
A Detzel, P Schaberl, J Strauss
European Financial Management 24 (4), 581-609, 2018
72018
Inequality and risk premia
J Brogaard, A Detzel, PTH Ngo
Available at SSRN, 2015
52015
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
22023
The dog has barked for a long time: Dividend growth is predictable
AL Detzel, J Strauss
Available at SSRN 2981491, 2016
22016
Practice What You Preach: Strategy Consistency and Mutual Fund Performance
AL Detzel, CT Howard
The Journal of Investing, 2024
12024
The volatility puzzle of the beta anomaly
P Barroso, AL Detzel, PF Maio
Available at SSRN 3882108, 2023
12023
Differences in short-term performance persistence by mutual fund equity class
A Detzel, L Detzel
Banking and Finance Review 8 (1), 39-67, 2016
12016
Practice What You Preach: Strategy Consistency and Mutual Fund Performance
CT Howard, AL Detzel
2022
The system can't perform the operation now. Try again later.
Articles 1–17