Does it pay to bet against beta? On the conditional performance of the beta anomaly S Cederburg, MS O'Doherty Journal of Finance 71 (2), 737-774, 2016 | 139 | 2016 |
On the performance of volatility-managed portfolios S Cederburg, MS O’Doherty, F Wang, XS Yan Journal of Financial Economics 138 (1), 95-117, 2020 | 117 | 2020 |
Asset-pricing anomalies at the firm level S Cederburg, MS O’Doherty Journal of Econometrics 186 (1), 113-128, 2015 | 56 | 2015 |
Tax Uncertainty and Retirement Savings Diversification DC Brown, S Cederburg, MS O'Doherty Journal of Financial Economics 126 (3), 689-712, 2017 | 46 | 2017 |
Stocks for the long run? Evidence from a broad sample of developed markets A Anarkulova, S Cederburg, MS O’Doherty Journal of Financial Economics 143 (1), 409-433, 2022 | 43 | 2022 |
Are stocks riskier over the long run? Taking cues from economic theory D Avramov, S Cederburg, K Lučivjanská The Review of Financial Studies 31 (2), 556-594, 2018 | 36 | 2018 |
Cross-sectional asset pricing puzzles: An equilibrium perspective D Avramov, S Cederburg, S Hore Unpublished manuscript, 2010 | 33* | 2010 |
Mutual fund investor behavior across the business cycle S Cederburg Available at SSRN 1107014, 2008 | 30 | 2008 |
On the Economic Significance of Stock Return Predictability S Cederburg, TL Johnson, MS O'Doherty Review of Finance, 2023 | 13 | 2023 |
Dominated ETFs DC Brown, S Cederburg, M Towner Available at SSRN 3694592, 2021 | 13 | 2021 |
Discretionary navs S Cederburg, N Stoughton Unpublished working paper, 2018 | 13 | 2018 |
Pricing Intertemporal Risk when Investment Opportunities Are Unobservable S Cederburg Journal of Financial and Quantitative Analysis 54 (4), 1759-1789, 2019 | 12* | 2019 |
Conditional Benchmarks and Predictors of Mutual Fund Performance S Cederburg, MS O’Doherty, NE Savin, A Tiwari Critical Finance Review 7 (2), 331-372, 2018 | 9 | 2018 |
Understanding the risk-return relation: The aggregate wealth proxy actually matters S Cederburg, MS O’Doherty Journal of Business & Economic Statistics 37 (4), 721-735, 2019 | 6 | 2019 |
Long-Run Risk in the Cross Section S Cederburg, S Hore Available at SSRN 1108006, 2008 | 4 | 2008 |
The Safe Withdrawal Rate: Evidence from a Broad Sample of Developed Markets A Anarkulova, S Cederburg, MS O'Doherty, RW Sias Available at SSRN 4227132, 2023 | 3 | 2023 |
Is "not trading" informative? Evidence from corporate insiders' portfolios L DeVault, S Cederburg, K Wang Financial Analysts Journal 78 (1), 79-100, 2022 | 3* | 2022 |
The idiosyncratic volatility–expected return relation: Reconciling the conflicting evidence D Avramov, S Cederburg Unpublished manuscript, 2014 | 3 | 2014 |
Implications of long-run risk for asset allocation decisions D Avramov, S Cederburg Netspar Discussion Paper, 2012 | 3 | 2012 |
Beyond the Status Quo: A Critical Assessment of Lifecycle Investment Advice A Anarkulova, S Cederburg, MS O'Doherty Available at SSRN, 2023 | 1 | 2023 |