 | Up a level |
Andrei, Daniel; Cujean, Julien; Wilson, Mungo (2023). The Lost Capital Asset Pricing Model. Review of Economic Studies, 90(6), pp. 2703-2762. Oxford University Press 10.1093/restud/rdad013
Cujean, Julien (2020). Idea sharing and the performance of mutual funds. Journal of financial economics, 135(1), pp. 88-119. Elsevier 10.1016/j.jfineco.2019.05.015
Cujean, Julien; Hasler, Michael (2017). Why Does Return Predictability Concentrate in Bad Times? Journal of Finance, 72(6), pp. 2717-2758. Wiley 10.1111/jofi.12544
Andrei, Daniel; Cujean, Julien (2017). Information percolation, momentum and reversal. Journal of financial economics, 123(3), pp. 617-645. Elsevier 10.1016/j.jfineco.2016.05.012
