Non-Standard Errors A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ... CEPR Discussion Paper No. DP16751, 2021 | 53* | 2021 |
Corporate Investment and Growth Opportunities: The Role of R&D Capital Complementarity A Sanford, MJ Yang Journal of Corporate Finance 72, 2021 | 18 | 2021 |
Recovery theorem with a multivariate markov chain A Sanford SSRN, 2019 | 11 | 2019 |
Does perception matter in asset pricing? Modeling volatility jumps using Twitter-based sentiment indices A Sanford Journal of Behavioral Finance 23 (3), 262-280, 2022 | 9 | 2022 |
Optimized portfolio using a forward-looking expected tail loss A Sanford Finance Research Letters 46, 102421, 2022 | 7 | 2022 |
State price density estimation with an application to the recovery theorem A Sanford Studies in Nonlinear Dynamics & Econometrics, 2021 | 7 | 2021 |
Information content of option prices: Comparing analyst forecasts to option-based forecasts A Sanford The North American Journal of Economics and Finance 73, 102197, 2024 | 1 | 2024 |
Investor reactions to board changes: does gender matter? A Sanford, J Tremblay-Boire Applied Economics Letters, 1-4, 2023 | 1 | 2023 |
Size distortions in robust estimators: implications for asset pricing N Harvie, V Gregoire, A Sanford Available at SSRN 4640678, 2023 | | 2023 |
A tale of two risks: the role of time in the decomposition of total risk into systematic and idiosyncratic risks Y Ma, A Sanford | | 2023 |
Portfolio Optimization: The Case for Rank and Sign in Expected Returns A Sanford Available at SSRN 4525782, 2023 | | 2023 |