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
1262013
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
86*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
Available at SSRN 1931105, 2012
56*2012
Idiosyncratic Cash Flows and Systematic Risk
I Babenko, O Boguth, Y Tserlukevich
452013
Leverage constraints and asset prices: Insights from mutual fund risk taking
O Boguth, M Simutin
Journal of Financial Economics 127 (2), 325-341, 2018
382018
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
29*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, 1-27, 2018
92018
The fragility of organization capital
O Boguth, D Newton, M Simutin
Rotman School of Management Working Paper, 2018
52018
Dissecting Conglomerates
O Boguth, R Duchin, M Simutin
Rotman School of Management Working Paper, 2018
22018
What are they meeting for? a tale of two FOMC announcements
O Boguth, V Grégoire, C Martineau
Unpublished Manuscript, Arizona State University, 2017
22017
Coordinating Attention: The Unintended Consequences of FOMC Press Conferences
O Boguth, V Grégoire, C Martineau
Working Paper, Arizona State University, 2016
22016
Stochastic idiosyncratic volatility, portfolio constraints, and the cross-section of stock returns
O Boguth
Working paper, University of British Columbia, 2009
22009
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Unpublished manuscript, 2012
12012
Price Pressure and Efficiency on FOMC Announcements
O Boguth, V Gregoire, C Martineau
Available at SSRN, 2019
2019
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
Internet Appendix to “Horizon Effects in Average Returns: The Role of Slow Information Diffusion”
O Boguth, M Carlson, A Fisher, M Simutin
2015
Essays on volatility risk premia in asset pricing
O Boguth
University of British Columbia, 2010
2010
Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds Vikas Agarwal, George O. Aragon, and Zhen Shi Best of the Best: A Comparison of Factor Models
S Ahmed, Z Bu, D Tsvetanov, S Ahn, KJ Choi, BH Lim, F Akbas, E Genc, ...
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Articles 1–20