| Consumption volatility risk O Boguth, LA Kuehn The Journal of Finance 68 (6), 2589-2615, 2013 | 111 | 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 | 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 | 36 | 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 | 26 | 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 | 25* | 2016 |
| Shaping expectations and coordinating attention: The unintended consequences of FOMC press conferences O Boguth, V Gregoire, C Martineau | 5 | 2018 |
| The Fragility of Organization Capital O Boguth, D Newton, M Simutin | 3 | 2018 |
| Coordinating Attention: The Unintended Consequences of FOMC Press Conferences O Boguth, V Grégoire, C Martineau Working Paper, Arizona State University, 2016 | 3 | 2016 |
| Stochastic idiosyncratic volatility, portfolio constraints, and the cross-section of stock returns O Boguth Working Paper, Arizona State University, 2010 | 2 | 2010 |
| Dissecting Conglomerates O Boguth, R Duchin, M Simutin | 1 | 2016 |
| What are They Meeting For? A Tale of Two FOMC Announcements O Boguth, V Grégoire, C Martineau | 1 | 2015 |
| More on Levered Noise and Arbitrage Pricing O Boguth, M Carlson, A Fisher, M Simutin | 1 | 2012 |
| 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, ... | | |
Mikhail SimutinAssociate Professor of Finance, University of TorontoVerified email at rotman.utoronto.ca
