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Scott Cederburg
Scott Cederburg
Associate Professor of Finance, University of Arizona
Verified email at email.arizona.edu - Homepage
Title
Cited by
Cited by
Year
Does it pay to bet against beta? On the conditional performance of the beta anomaly
S Cederburg, MS O'Doherty
Journal of Finance 71 (2), 737-774, 2016
1022016
On the performance of volatility-managed portfolios
S Cederburg, MS O’Doherty, F Wang, XS Yan
Journal of Financial Economics 138 (1), 95-117, 2020
532020
Asset-pricing anomalies at the firm level
S Cederburg, MS O’Doherty
Journal of Econometrics 186 (1), 113-128, 2015
452015
Cross-sectional asset pricing puzzles: An equilibrium perspective
D Avramov, S Cederburg, S Hore
Unpublished manuscript, 2010
32*2010
Tax Uncertainty and Retirement Savings Diversification
DC Brown, S Cederburg, MS O'Doherty
Journal of Financial Economics 126 (3), 689-712, 2017
312017
Mutual fund investor behavior across the business cycle
S Cederburg
Available at SSRN 1107014, 2008
292008
Are stocks riskier over the long run? Taking cues from economic theory
D Avramov, S Cederburg, K Lučivjanská
The Review of Financial Studies 31 (2), 556-594, 2018
252018
Pricing Intertemporal Risk when Investment Opportunities Are Unobservable
S Cederburg
Journal of Financial and Quantitative Analysis 54 (4), 1759-1789, 2019
12*2019
Discretionary navs
S Cederburg, N Stoughton
Unpublished working paper, 2018
92018
Stocks for the long run? Evidence from a broad sample of developed markets
A Anarkulova, S Cederburg, MS O’Doherty
Journal of Financial Economics 143 (1), 409-433, 2022
82022
Conditional Benchmarks and Predictors of Mutual Fund Performance
S Cederburg, MS O’Doherty, NE Savin, A Tiwari
Critical Finance Review 7 (2), 331-372, 2018
52018
Dominated ETFs
DC Brown, S Cederburg, M Towner
Available at SSRN 4164263, 2022
4*2022
Long-Run Risk in the Cross Section
S Cederburg, S Hore
Available at SSRN 1108006, 2008
42008
The idiosyncratic volatility–expected return relation: Reconciling the conflicting evidence
D Avramov, S Cederburg
Unpublished manuscript, 2014
32014
Implications of long-run risk for asset allocation decisions
D Avramov, S Cederburg
Netspar Discussion Paper, 2012
32012
On the Economic Significance of Stock Return Predictability
S Cederburg, TL Johnson, MS O'Doherty
Review of Finance, 2022
22022
Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters
S Cederburg, MS O’Doherty
Journal of Business & Economic Statistics 37 (4), 721-735, 2019
22019
Is "not trading" informative? Evidence from corporate insiders' portfolios
L DeVault, S Cederburg, K Wang
Financial Analysts Journal 78 (1), 79-100, 2022
1*2022
Essays in cross-sectional asset pricing
SH Cederburg
University of Iowa, 2011
12011
The Long-Horizon Returns of Stocks, Bonds, and Bills: Evidence from a Broad Sample of Developed Markets
A Anarkulova, S Cederburg, MS O'Doherty
Bonds, and Bills: Evidence from a Broad Sample of Developed Markets …, 2021
2021
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