Doron Avramov

Best Publications

• Sustainable investing with ESG rating uncertainty

  Doron Avramov;Si Cheng;Abraham Lioui;Andrea Tarelli

  1028
  Citations

• Asset Pricing Models and Financial Market Anomalies

  Doron Avramov;Tarun Chordia

  800
  Citations

• Liquidity and Autocorrelations in Individual Stock Returns

  Doron Avramov;Tarun Chordia;Amit Goyal

  740
  Citations

• Momentum and Credit Rating

  Doron Avramov;Tarun Chordia;Gergana Jostova;Alexander Philipov

  653
  Citations

• Anomalies and financial distress

  Doron Avramov;Tarun Chordia;Gergana Jostova;Alexander Philipov

  459
  Citations

• The Impact of Trades on Daily Volatility

  Doron Avramov;Tarun Chordia;Amit Goyal

  392
  Citations

• Credit ratings and the cross-section of stock returns

  Doron Avramov;Tarun Chordia;Gergana Jostova;Alexander Philipov

  377
  Citations

• Dispersion in analysts' earnings forecasts and credit rating

  Doron Avramov;Tarun Chordia;Gergana Jostova;Alexander Philipov

  309
  Citations

• Understanding Changes in Corporate Credit Spreads

  Doron Avramov;Gergana Jostova;Alexander Philipov

  264
  Citations

• Hedge funds, managerial skill, and macroeconomic variables ☆

  Doron Avramov;Doron Avramov;Robert Kosowski;Narayan Y. Naik;Melvyn Teo

  260
  Citations

• Stock Return Predictability and Asset Pricing Models

  Doron Avramov

  227
  Citations

• Bayesian Portfolio Analysis

  Doron Avramov;Guofu Zhou

  217
  Citations

• Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability

  Unknown

  174
  Citations

• Time-Varying Liquidity and Momentum Profits

  Doron Avramov;Si Cheng;Allaudeen Hameed

  172
  Citations

• Stock Return Predictability and Model Uncertainty

  Doron Avramov

  134
  Citations

• Asset Pricing Models and Financial Market Anomalies

  Doron Avramov;Tarun Chordia

  110
  Citations

• Liquidity and Autocorrelations in Individual Stock Returns

  Doron Avramov;Tarun Chordia;Amit Goyal;Amit Goyal

  107
  Citations

• Momentum and Credit Rating

  Doron Avramov;Tarun Chordia;Gergana Jostova;Alexander Philipov

  102
  Citations

• Hedge Fund Return Predictability Under the Magnifying Glass

  Doron Avramov;Laurent Barras;Robert Kosowski

  99
  Citations

• Investing in Mutual Funds when Returns are Predictable

  Doron Avramov;Russ Wermers

  84
  Citations