Andrew Detzel, PhD, FRM

Mayo McBride Associate Professor of Finance

Baylor University - Hankamer School of Business

CV | Google Scholar



Profession-focused Publications

Working Papers



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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