| Stock return predictability and model uncertainty D Avramov Journal of Financial Economics 64 (3), 423-458, 2002 | 737 | 2002 |
| Asset pricing models and financial market anomalies D Avramov, T Chordia The Review of Financial Studies 19 (3), 1001-1040, 2006 | 675 | 2006 |
| Liquidity and autocorrelations in individual stock returns D Avramov, T Chordia, A Goyal The Journal of finance 61 (5), 2365-2394, 2006 | 604 | 2006 |
| Momentum and credit rating D Avramov, T Chordia, G Jostova, A Philipov The journal of Finance 62 (5), 2503-2520, 2007 | 536 | 2007 |
| Anomalies and financial distress D Avramov, T Chordia, G Jostova, A Philipov Journal of Financial Economics 108 (1), 139-159, 2013 | 402 | 2013 |
| Investing in mutual funds when returns are predictable D Avramov, R Wermers Journal of Financial Economics 81 (2), 339-377, 2006 | 399 | 2006 |
| The impact of trades on daily volatility D Avramov, T Chordia, A Goyal The Review of Financial Studies 19 (4), 1241-1277, 2006 | 368 | 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 | 301 | 2009 |
| Sustainable investing with ESG rating uncertainty D Avramov, S Cheng, A Lioui, A Tarelli Journal of Financial Economics 145 (2), 642-664, 2022 | 298 | 2022 |
| Predicting stock returns D Avramov, T Chordia Journal of Financial Economics 82 (2), 387-415, 2006 | 256 | 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 | 241 | 2009 |
| Understanding changes in corporate credit spreads D Avramov, G Jostova, A Philipov Financial Analysts Journal 63 (2), 90-105, 2007 | 237 | 2007 |
| Stock return predictability and asset pricing models D Avramov The Review of Financial Studies 17 (3), 699-738, 2004 | 199 | 2004 |
| Bayesian portfolio analysis D Avramov, G Zhou Annu. Rev. Financ. Econ. 2 (1), 25-47, 2010 | 175 | 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 | 166 | 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 | 166 | 2011 |
| Time-varying liquidity and momentum profits D Avramov, S Cheng, A Hameed Journal of Financial and Quantitative Analysis 51 (6), 1897-1923, 2016 | 150 | 2016 |
| Machine learning vs. economic restrictions: Evidence from stock return predictability D Avramov, S Cheng, L Metzker Management Science 69 (5), 2587-2619, 2023 | 106 | 2023 |
| 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 | 76 | 2013 |
| Scaling up market anomalies D Avramov, S Cheng, A Schreiber, K Shemer The Journal of Investing 26 (3), 89-105, 2017 | 57 | 2017 |
Alexander PhilipovAssociate Professor of Finance, George Mason University School of BusinessVerified email at gmu.edu
