Daniel Andrei
Daniel Andrei
確認したメール アドレス: mcgill.ca - ホームページ
タイトル
引用先
引用先
Investor attention and stock market volatility
D Andrei, M Hasler
The review of financial studies 28 (1), 33-72, 2015
3222015
Information percolation, momentum and reversal
D Andrei, J Cujean
Journal of Financial Economics 123 (3), 617-645, 2017
942017
The redistributive effects of monetary policy
O Ledoit
University of Zurich Department of Economics Working Paper, 2011
422011
Why did the q theory of investment start working?
D Andrei, W Mann, N Moyen
Journal of Financial Economics 133 (2), 251-272, 2019
412019
The lost capital asset pricing model
D Andrei, J Cujean, MI Wilson
Available at SSRN 2922598, 2020
282020
Dynamic attention behavior under return predictability
D Andrei, M Hasler
Management Science 66 (7), 2906-2928, 2020
182020
Asset pricing with persistence risk
D Andrei, M Hasler, A Jeanneret
The Review of Financial Studies 32 (7), 2809-2849, 2019
182019
Asset pricing with disagreement and uncertainty about the length of business cycles
D Andrei, B Carlin, M Hasler
Management Science 65 (6), 2900-2923, 2019
172019
Economic uncertainty and investor attention
D Andrei, HL Friedman, NB Ozel
Available at SSRN 3128673, 2020
152020
Information percolation driving volatility
D Andrei
Available at SSRN 2022967, 2012
152012
Information percolation in centralized markets
D Andrei, J Cujean
n Manuscript, Anderson School of Management, UCLA, 2013
112013
Model disagreement and economic outlook
D Andrei, B Carlin, M Hasler
National Bureau of Economic Research, 2014
102014
The Risks of Schumpeterian Competition
D Andrei, BI Carlin
Available at SSRN 3073436, 2020
72020
The redistributive effects of monetary policy
D Andrei, B Herskovic, O Ledoit
Available at SSRN 2938163, 2017
72017
Information percolation, momentum
D Andrei, J Cujean
and reversal. Working Paper, 2014
72014
Optimal asset and attention allocation
D Andrei, M Hasler
Available at SSRN, 2014
62014
Model disagreement, volatility, and trading volume
D Andrei, B Carlin, M Hasler
Working paper 6, 13-14, 2013
52013
Learning and the improving relationship between investment and q
D Andrei, W Mann, N Moyen
Working paper, University of California, Los Angeles, 2018
42018
Information percolation, momentum and reversal R
D Andrei, J Cujean
42016
Structural uncertainty and stock market volatility
D Andrei, B Carlin, M Hasler
Technical report, Working Paper, University of Toronto, 2015
42015
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