Oliver Boguth
Oliver Boguth
Verified email at asu.edu - Homepage
TitleCited byYear
Consumption volatility risk
O Boguth, LA Kuehn
The Journal of Finance 68 (6), 2589-2615, 2013
1112013
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
71*2011
Leverage and the limits of arbitrage pricing: Implications for dividend strips and the term structure of equity risk premia
O Boguth, M Carlson, AJ Fisher, M Simutin
51*2012
Idiosyncratic Cash Flows and Systematic Risk
I Babenko, O Boguth, Y Tserlukevich
362013
Leverage constraints and asset prices: Insights from mutual fund risk taking
O Boguth, M Simutin
Journal of Financial Economics 127 (2), 325-341, 2018
262018
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
25*2016
Shaping expectations and coordinating attention: The unintended consequences of FOMC press conferences
O Boguth, V Gregoire, C Martineau
52018
The Fragility of Organization Capital
O Boguth, D Newton, M Simutin
32018
Coordinating Attention: The Unintended Consequences of FOMC Press Conferences
O Boguth, V Grégoire, C Martineau
Working Paper, Arizona State University, 2016
32016
Stochastic idiosyncratic volatility, portfolio constraints, and the cross-section of stock returns
O Boguth
Working Paper, Arizona State University, 2010
22010
Dissecting Conglomerates
O Boguth, R Duchin, M Simutin
12016
What are They Meeting For? A Tale of Two FOMC Announcements
O Boguth, V Grégoire, C Martineau
12015
More on Levered Noise and Arbitrage Pricing
O Boguth, M Carlson, A Fisher, M Simutin
12012
Competition, No-Arbitrage, and Systematic Risk
I Babenko, O Boguth, Y Tserlukevich
2018
Competition, No-Arbitrage, and Equity Returns
I Babenko, O Boguth, Y Tserlukevich
2018
Tax-Timing Options and the Demand for Idiosyncratic Volatility
O Boguth, LCD Stein
2017
Internet Appendix to “Horizon Effects in Average Returns: The Role of Slow Information Diffusion”
O Boguth, M Carlson, A Fisher, M Simutin
2015
paper previously circulated under the title “On Horizon Effects and Microstructure Bias in Average Returns
PM Carlson, O Boguth, M Carlson, A Fisher, M Simutin
2013
Essays on volatility risk premia in asset pricing
O Boguth
University of British Columbia, 2010
2010
Holdup by Junior Claimholders: Evidence from the Mortgage Market Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet, and Yan Zhang Liquidity Transformation …
V Agarwal, GO Aragon, Z Shi, S Ahmed, Z Bu, D Tsvetanov, S Ahn, ...
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