Search Results - "O'Doherty, Michael"

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    False Discovery Rates in PET and CT Studies with Texture Features: A Systematic Review by Chalkidou, Anastasia, O'Doherty, Michael J, Marsden, Paul K

    Published in PloS one (04-05-2015)
    “…A number of recent publications have proposed that a family of image-derived indices, called texture features, can predict clinical outcome in patients with…”
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    Journal Article
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    Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly by CEDERBURG, SCOTT, O'DOHERTY, MICHAEL S.

    Published in The Journal of finance (New York) (01-04-2016)
    “…Prior studies find that a strategy that buys high-beta stocks and sells low-beta stocks has a significantly negative unconditional capital asset pricing model…”
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    Stocks for the long run? Evidence from a broad sample of developed markets by Anarkulova, Aizhan, Cederburg, Scott, O’Doherty, Michael S.

    Published in Journal of financial economics (01-01-2022)
    “…We characterize the distribution of long-term equity returns based on the historical record of stock market performance in a broad cross section of 39…”
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    On the performance of volatility-managed portfolios by Cederburg, Scott, O’Doherty, Michael S., Wang, Feifei, Yan, Xuemin (Sterling)

    Published in Journal of financial economics (01-10-2020)
    “…Using a comprehensive set of 103 equity strategies, we analyze the value of volatility-managed portfolios for real-time investors. Volatility-managed…”
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    On the Economic Significance of Stock Return Predictability by Cederburg, Scott, Johnson, Travis L, O’Doherty, Michael S

    Published in Review of Finance (15-03-2023)
    “…Abstract We study the effects of time-varying volatility and investment horizon on the economic significance of stock market return predictability from the…”
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    Tax uncertainty and retirement savings diversification by Brown, David C., Cederburg, Scott, O’Doherty, Michael S.

    Published in Journal of financial economics (01-12-2017)
    “…We investigate the optimal savings decisions for investors with access to pre-tax (traditional) and post-tax (Roth) versions of tax-advantaged retirement…”
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    Job postings and aggregate stock returns by Kothari, Pratik, O’Doherty, Michael S.

    “…The job openings-to-employment ratio (JOE), defined as the number of job postings divided by the employment level, is among the strongest known predictors of…”
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    Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters by Cederburg, Scott, O'Doherty, Michael S.

    Published in Journal of business & economic statistics (02-10-2019)
    “…The ICAPM implies that the market's conditional expected return is proportional to its conditional variance and that the reward-to-risk ratio equals the…”
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    Asset-pricing anomalies at the firm level by Cederburg, Scott, O’Doherty, Michael S.

    Published in Journal of econometrics (01-05-2015)
    “…We introduce a hierarchical Bayes approach to model conditional firm-level alphas as a function of firm characteristics. Our empirical framework is motivated…”
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    Evaluating Hedge Funds with Pooled Benchmarks by O'Doherty, Michael S., Savin, N. E., Tiwari, Ashish

    Published in Management science (01-01-2016)
    “…The evaluation of hedge fund performance is challenging given the flexible nature of hedge funds' strategies and their lack of operational transparency. As a…”
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    On the Conditional Risk and Performance of Financially Distressed Stocks by O'Doherty, Michael S.

    Published in Management science (01-08-2012)
    “…Several recent articles find that stocks with high probabilities of bankruptcy or default earn anomalously low returns and negative unconditional capital asset…”
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    Hedge Fund Replication: A Model Combination Approach by O’Doherty, Michael S., Savin, N. E., Tiwari, Ashish

    Published in Review of Finance (01-07-2017)
    “…Recent years have seen increased demand from institutional investors for passive replication products that track the performance of hedge fund strategies using…”
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