Discussion paper DP19460 Recovering Price Informativeness from "Nonfundamental" Shocks Julien Cujean Samuel Jaeger 8 Sep 2024 Asset Pricing D82 G12 G14
Discussion paper DP14152 Knowledge Cycles and Corporate Investment Maria Cecilia Bustamante Julien Cujean Laurent Frésard 28 Nov 2019 Financial Economics
Discussion paper DP14153 The Low-Minus-High Portfolio and the Factor Zoo Daniel Andrei Julien Cujean Mathieu Fournier 28 Nov 2019 Financial Economics
Discussion paper DP13111 Idea Sharing and the Performance of Mutual Funds Julien Cujean 12 Aug 2018 Financial Economics D82 D83 D85 G23
Discussion paper DP12607 The Lost Capital Asset Pricing Model Daniel Andrei Julien Cujean 16 Jan 2018 Financial Economics