Doron Avramov

Cited by

	All	Since 2019
Citations	7367	3269
h-index	29	25
i10-index	35	30

720

360

180

540

200320042005200620072008200920102011201220132014201520162017201820192020202120222023202433 45 52 94 132 190 231 277 271 335 357 376 417 399 370 407 466 398 446 562 681 704

Public access

View all

6 articles

0 articles

available

not available

Based on funding mandates

Co-authors

Si ChengSyracuse UniversityVerified email at syr.edu
Alexander PhilipovAssociate Professor of Finance, George Mason University School of BusinessVerified email at gmu.edu
Gergana JostovaGeorge Washington UniversityVerified email at gwu.edu
Robert KosowskiImperial College LondonVerified email at imperial.ac.uk
Amit GoyalSwiss Finance Institute at HEC at the University of LausanneVerified email at unil.ch
Guy KaplanskiHead of Finance Stud. Bar Ilan UniversityVerified email at biu.ac.il
Melvyn TeoLee Kong Chian Professor of Finance, Singapore Management UniversityVerified email at smu.edu.sg
Scott CederburgAssociate Professor of Finance, University of ArizonaVerified email at email.arizona.edu
Russ WermersProfessor of FinanceVerified email at umd.edu
John C. Chao*Department of Economics, University of MarylandVerified email at econ.umd.edu
Guofu ZhouWashington University in St. LouisVerified email at wustl.edu
amnon schreiberBar Ilan UniversityVerified email at biu.ac.il
Haim LevyThe Hebrew University of JerusalemVerified email at mail.huji.ac.il

Doron Avramov

Professor of Finance, Reichman University (IDC Herzliya), Israel

Verified email at runi.ac.il - Homepage

Financial Economics Asset Pricing Bayesian analysis market anomalies


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Stock return predictability and model uncertainty D Avramov Journal of Financial Economics 64 (3), 423-458, 2002	765	2002
Asset pricing models and financial market anomalies D Avramov, T Chordia The Review of Financial Studies 19 (3), 1001-1040, 2006	706	2006
Sustainable investing with ESG rating uncertainty D Avramov, S Cheng, A Lioui, A Tarelli Journal of financial economics 145 (2), 642-664, 2022	693	2022
Liquidity and autocorrelations in individual stock returns D Avramov, T Chordia, A Goyal The Journal of finance 61 (5), 2365-2394, 2006	629	2006
Momentum and credit rating D Avramov, T Chordia, G Jostova, A Philipov The journal of Finance 62 (5), 2503-2520, 2007	564	2007
Anomalies and financial distress D Avramov, T Chordia, G Jostova, A Philipov Journal of Financial Economics 108 (1), 139-159, 2013	442	2013
Investing in mutual funds when returns are predictable D Avramov, R Wermers Journal of Financial Economics 81 (2), 339-377, 2006	422	2006
The impact of trades on daily volatility D Avramov, T Chordia, A Goyal The Review of Financial Studies 19 (4), 1241-1277, 2006	388	2006
Credit ratings and the cross-section of stock returns D Avramov, T Chordia, G Jostova, A Philipov Journal of Financial Markets 12 (3), 469-499, 2009	321	2009
Predicting stock returns D Avramov, T Chordia Journal of Financial Economics 82 (2), 387-415, 2006	266	2006
Dispersion in analysts’ earnings forecasts and credit rating D Avramov, T Chordia, G Jostova, A Philipov Journal of Financial Economics 91 (1), 83-101, 2009	254	2009
Understanding changes in corporate credit spreads D Avramov, G Jostova, A Philipov Financial Analysts Journal 63 (2), 90-105, 2007	246	2007
Stock return predictability and asset pricing models D Avramov The Review of Financial Studies 17 (3), 699-738, 2004	205	2004
Bayesian portfolio analysis D Avramov, G Zhou Annu. Rev. Financ. Econ. 2 (1), 25-47, 2010	193	2010
Hedge funds, managerial skill, and macroeconomic variables D Avramov, R Kosowski, NY Naik, M Teo Journal of Financial Economics 99 (3), 672-692, 2011	179	2011
Hedge funds, managerial skill, and macroeconomic variables D Avramov, R Kosowski, NY Naik, M Teo Journal of Financial Economics 99 (3), 672-692, 2011	179	2011
Machine learning vs. economic restrictions: Evidence from stock return predictability D Avramov, S Cheng, L Metzker Management Science 69 (5), 2587-2619, 2023	178	2023
Time-varying liquidity and momentum profits D Avramov, S Cheng, A Hameed Journal of Financial and Quantitative Analysis 51 (6), 1897-1923, 2016	172	2016
Hedge fund return predictability under the magnifying glass D Avramov, L Barras, R Kosowski Journal of Financial and Quantitative Analysis 48 (4), 1057-1083, 2013	87	2013
Scaling up market anomalies D Avramov, S Cheng, A Schreiber, K Shemer SSRN, 2019	67	2019

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors