| Consumption volatility risk O Boguth, LA Kuehn The Journal of Finance 68 (6), 2589-2615, 2013 | 146 | 2013 |
| Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas O Boguth, M Carlson, A Fisher, M Simutin Journal of Financial Economics 102 (2), 363-389, 2011 | 112 | 2011 |
| Leverage and the limits of arbitrage pricing: Implications for dividend strips and the term structure of equity risk premia O Boguth, M Carlson, A Fisher, M Simutin manuscript, Arizona State University, 2012 | 61* | 2012 |
| Idiosyncratic Cash Flows and Systematic Risk I Babenko, O Boguth, Y Tserlukevich | 58 | 2013 |
| Leverage constraints and asset prices: Insights from mutual fund risk taking O Boguth, M Simutin Journal of Financial Economics 127 (2), 325-341, 2018 | 52 | 2018 |
| Horizon effects in average returns: The role of slow information diffusion O Boguth, M Carlson, A Fisher, M Simutin The Review of Financial Studies 29 (8), 2241-2281, 2016 | 34* | 2016 |
| Shaping expectations and coordinating attention: The unintended consequences of FOMC press conferences O Boguth, V Grégoire, C Martineau Journal of Financial and Quantitative Analysis 54 (6), 2327-2353, 2019 | 32* | 2019 |
| Dissecting conglomerates O Boguth, R Duchin, M Simutin Rotman School of Management Working Paper, 2018 | 5 | 2018 |
| The fragility of organization capital O Boguth, D Newton, M Simutin Rotman School of Management Working Paper, 2018 | 5 | 2018 |
| Levered noise and the limits of arbitrage pricing: Implications for the term structure of equity risk premia O Boguth, M Carlson, AJ Fisher, M Simutin Available at SSRN 1931105, 2019 | 2 | 2019 |
| Stochastic idiosyncratic volatility, portfolio constraints, and the cross-section of stock returns O Boguth Working paper, University of British Columbia, 2009 | 2 | 2009 |
| Price Pressure and Efficiency on FOMC Announcements O Boguth, V Grégoire, C Martineau Available at SSRN 3350687, 2019 | 1 | 2019 |
| Competition, No-Arbitrage, and Systematic Risk I Babenko, Y Tserlukevich, O Boguth Working Paper, 2018 | 1 | 2018 |
| Tax-Timing Options and the Demand for Idiosyncratic Volatility O Boguth, LCD Stein Available at SSRN 2945779, 2017 | 1* | 2017 |
| More on Levered Noise and Arbitrage Pricing O Boguth, M Carlson, A Fisher, M Simutin Unpublished manuscript, 2012 | 1 | 2012 |
| Levered noise and the limits of arbitrage pricing: implications for dividend strips and the term structure of equity risk premia O Boguth, M Carlson, A Fisher, M Simutin Working Paper (Sauder School of Business, University of British Columbia …, 2012 | 1 | 2012 |
| Dynamic Competition and Expected Returns I Babenko, O Boguth, Y Tserlukevich Available at SSRN 3490319, 2019 | | 2019 |
| Competition, No-Arbitrage, and Equity Returns I Babenko, O Boguth, Y Tserlukevich | | 2018 |
| Internet Appendix to Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences O Boguth, V Grégoire, C Martineau | | 2018 |
| Can Trading Derail Price Discovery? Evidence from FOMC Announcements O Boguth, V Grégoire, C Martineau | | 2018 |
Mikhail SimutinAssociate Professor of Finance, University of TorontoVerified email at rotman.utoronto.ca
