Oliver Boguth
Oliver Boguth
Verified email at asu.edu - Homepage
Title
Cited by
Cited by
Year
Consumption volatility risk
O Boguth, LA Kuehn
The Journal of Finance 68 (6), 2589-2615, 2013
1462013
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
1122011
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
582013
Leverage constraints and asset prices: Insights from mutual fund risk taking
O Boguth, M Simutin
Journal of Financial Economics 127 (2), 325-341, 2018
522018
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
52018
The fragility of organization capital
O Boguth, D Newton, M Simutin
Rotman School of Management Working Paper, 2018
52018
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
22019
Stochastic idiosyncratic volatility, portfolio constraints, and the cross-section of stock returns
O Boguth
Working paper, University of British Columbia, 2009
22009
Price Pressure and Efficiency on FOMC Announcements
O Boguth, V Grégoire, C Martineau
Available at SSRN 3350687, 2019
12019
Competition, No-Arbitrage, and Systematic Risk
I Babenko, Y Tserlukevich, O Boguth
Working Paper, 2018
12018
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Unpublished manuscript, 2012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
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
12012
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
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Articles 1–20