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Oliver Boguth
Oliver Boguth
Verified email at asu.edu - Homepage
Title
Cited by
Cited by
Year
Consumption volatility risk
O Boguth, LA Kuehn
The Journal of Finance 68 (6), 2589-2615, 2013
2042013
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
O Boguth, M Carlson, A Fisher, M Simutin
Journal of Financial Economics 102 (2), 363-389, 2011
1462011
Shaping expectations and coordinating attention: The unintended consequences of FOMC press conferences
O Boguth, V Grégoire, C Martineau
Journal of Financial and Quantitative Analysis 54 (6), 2327-2353, 2019
1132019
Leverage constraints and asset prices: Insights from mutual fund risk taking
O Boguth, M Simutin
Journal of Financial Economics 127 (2), 325-341, 2018
1102018
Idiosyncratic Cash Flows and Systematic Risk
I Babenko, O Boguth, Y Tserlukevich
962013
Leverage and the limits of arbitrage pricing: Implications for dividend strips and the term structure of equity risk premia
O Boguth, M Carlson, AJ Fisher, M Simutin
manuscript, Arizona State University, 2012
70*2012
Horizon effects in average returns: The role of slow information diffusion
O Boguth, M Carlson, A Fisher, M Simutin
The Review of Financial Studies 29 (8), 2241-2281, 2016
61*2016
Dissecting conglomerate valuations
O Boguth, R Duchin, M Simutin
The Journal of Finance 77 (2), 1097-1131, 2022
17*2022
The fragility of organization capital
O Boguth, D Newton, M Simutin
Journal of financial and quantitative analysis 57 (3), 857-887, 2022
162022
Levered noise and the limits of arbitrage pricing: Implications for the term structure of equity risk premia
O Boguth, M Carlson, AJ Fisher, M Simutin
Available at SSRN 1931105, 2019
92019
The term structure of equity risk premia: Levered noise and new estimates
O Boguth, M Carlson, A Fisher, M Simutin
Review of Finance 27 (4), 1155-1182, 2023
72023
Noisy fomc returns
O Boguth, V Grégoire, C Martineau
Available at SSRN, 2022
62022
Price Pressure and Efficiency on FOMC Announcements
O Boguth, V Gregoire, C Martineau
Available at SSRN 3350687, 2019
52019
Competition, no-arbitrage, and systematic risk
I Babenko, Y Tserlukevich, O Boguth
Working Paper, 2020
32020
Price Informativeness and FOMC Return Reversals
O Boguth, AJ Fisher, V Gregoire, C Martineau
Available at SSRN 4131740, 2022
22022
Stochastic idiosyncratic volatility, portfolio constraints, and the cross-section of stock returns
O Boguth
Working paper, University of British Columbia, 2009
22009
Dynamic competition and expected returns
I Babenko, O Boguth, Y Tserlukevich
SSRN, 2019
12019
Tax-Timing Options and the Demand for Idiosyncratic Volatility
O Boguth, LCD Stein
Available at SSRN 2945779, 2017
1*2017
More on Levered Noise and Arbitrage Pricing
O Boguth, M Carlson, A Fisher, M Simutin
Unpublished manuscript, 2012
12012
Levered noise and the limits of arbitrage pricing: implications for dividend strips and the term structure of equity risk premia
O Boguth, M Carlson, A Fisher, M Simutin
Working Paper (Sauder School of Business, University of British Columbia …, 2012
12012
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