| Factor Momentum and the Momentum Factor S Ehsani, J Linnainmaa The Journal of Finance 77 (3), 1877-1919, 2022 | 207 | 2022 |
| Exchange-traded funds, liquidity and volatility T Krause, S Ehsani, D Lien Applied Financial Economics 24 (24), 1617-1630, 2014 | 96* | 2014 |
| The cross-section of expected returns in the secondary corporate loan market M Beyhaghi, S Ehsani The Review of Asset Pricing Studies 7 (2), 243-277, 2016 | 32 | 2016 |
| Time-series efficient factors S Ehsani, JT Linnainmaa Tuck School of Business Working Paper, 2022 | 18 | 2022 |
| Is sector neutrality in factor investing a mistake? S Ehsani, CR Harvey, F Li Financial Analysts Journal 79 (3), 95-117, 2023 | 9 | 2023 |
| A note on minimum riskiness hedge ratio S Ehsani, D Lien Finance Research Letters 15, 11-17, 2015 | 6 | 2015 |
| Effects of passive intensity on aggregate price dynamics S Ehsani, D Lien Financial Review 50 (3), 363-391, 2015 | 3 | 2015 |
| What does residual momentum tell us about firm-specific momentum S Ehsani, JT Linnainmaa What Does Residual Momentum Tell Us About Firm-Specific Momentum?: Ehsani …, 2022 | 2 | 2022 |
| Compensated and uncompensated risks in global factor investing S Ehsani, M Hunstad, M Mehta Available at SSRN 3631222, 2020 | 2 | 2020 |
| Correcting Asset Pricing Models S Ehsani, JT Linnainmaa Available at SSRN 3855066, 2022 | 1 | 2022 |
| Second Moment Asset Pricing S Ehsani, JL Wang Available at SSRN 4476939, 2023 | | 2023 |
| The Factor Risk in Low-Risk Anomalies S Ehsani Available at SSRN 3480257, 2021 | | 2021 |
Juhani LinnainmaaProfessor of Finance, Tuck School of Business, Dartmouth CollegeVerified email at tuck.dartmouth.edu
