Andrew Detzel, PhD, FRM

Mayo McBride Associate Professor of Finance

Baylor University - Hankamer School of Business

andrew_detzel@baylor.edu

CV | Google Scholar



About:

Publications

Profession-focused Publications

Working Papers

Awards

Presentations


The Volatility Puzzle of the Beta Anomaly


Model Comparison with Transaction Costs


Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios


Bitcoin: Predictability and Profitability by Technical Analysis


Expected vs Ex Post Profitability in the Cross-section of Industry Returns


There are Two Very Different Accruals Anomalies


The Dog has Barked for a Long Time: Dividend Growth is Predictable


Monetary Policy Surprises, Investment Opportunities, and Asset Prices


The Asset Pricing Implications of Government Economic Policy Uncertainty


(*Done by coauthor)

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