| Consumption volatility risk O Boguth, LA Kuehn The Journal of Finance 68 (6), 2589-2615, 2013 | 207 | 2013 |
| 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 | 149 | 2011 |
| Leverage constraints and asset prices: Insights from mutual fund risk taking O Boguth, M Simutin Journal of Financial Economics 127 (2), 325-341, 2018 | 118 | 2018 |
| 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 | 116 | 2019 |
| Idiosyncratic Cash Flows and Systematic Risk I Babenko, O Boguth, Y Tserlukevich | 103 | 2013 |
| 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 | 71* | 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 | 66* | 2016 |
| The fragility of organization capital O Boguth, D Newton, M Simutin Journal of financial and quantitative analysis 57 (3), 857-887, 2022 | 20 | 2022 |
| Dissecting conglomerate valuations O Boguth, R Duchin, M Simutin The Journal of Finance 77 (2), 1097-1131, 2022 | 19* | 2022 |
| 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 | 12 | 2023 |
| 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 | 10 | 2019 |
| Noisy fomc returns O Boguth, V Grégoire, C Martineau Available at SSRN, 2022 | 7 | 2022 |
| Price pressure and efficiency on FOMC announcements O Boguth, V Gregoire, C Martineau Available at SSRN 3350687, 2019 | 5 | 2019 |
| Competition, no-arbitrage, and systematic risk I Babenko, Y Tserlukevich, O Boguth Working Paper, 2020 | 3 | 2020 |
| Noisy FOMC Returns? Information, Price Pressure, and Post-Announcement Reversals O Boguth, AJ Fisher, V Gregoire, C Martineau Information, Price Pressure, and Post-Announcement Reversals (October 5, 2023), 2023 | 2 | 2023 |
| Stochastic idiosyncratic volatility, portfolio constraints, and the cross-section of stock returns O Boguth Working paper, University of British Columbia, 2009 | 2 | 2009 |
| Dynamic competition and expected returns I Babenko, O Boguth, Y Tserlukevich SSRN, 2019 | 1 | 2019 |
| 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 | 1 | 2012 |
| 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 | 1 | 2012 |
Mikhail SimutinProfessor of Finance, University of Toronto在 rotman.utoronto.ca 的电子邮件经过验证
