Researcher interests: Stock return predictability. Asset pricing models. Decision making under model uncertainty. Portfolio selection. Market anomalies. Mutual funds; hedge funds. Financial econometrics.
Contact Business Development: Anna Pellivert

Selected Publications

Doron Avramov, guy kaplanski, haim levy
talking numbers technical versus fundamental investment recommendations (2018)| Journal of Banking and Finance| Read more
avanidhar subrahmanyam, Doron Avramov, guy kaplanski
stock return predictability new evidence from moving averages of prices and firm fundamentals (2018)| | Read more
Doron Avramov, hao wang, minwen
downside risk and corporate policies a text based analysis (2018)| | Read more
Doron Avramov, katarina lucivjanska, scott cederburg
are stocks riskier over the long run taking cues from economic theory (2018)| Review of Financial Studies| Read more
amnon schreiber, Doron Avramov, cheng, koby shemer
scaling up market anomalies (2017)| The Journal of Investing| Read more
Doron Avramov, satadru hore
cross sectional factor dynamics and momentum returns (2017)| Journal of Financial Markets| Read more
Alexander Philipov, Doron Avramov, Gergana Jostova, Tarun Chordia
bonds stocks and sources of mispricing (2017)| Social Science Research Network| Read more
risk shocks and corporate policies a text based analysis ()| | Read more
mutual funds and mispriced stocks ()| | Read more

Contact for more information:

Anna Pellivert
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