Oliver Boguth - Concepedia

Author

Oliver Boguth

University of Toronto

Also Known As

Boguth, Oliver, David Newton, OLIVER BOGUTH, Oliver Boguth

Publications

885

Citations

H-Index

Concepts

All Affiliations

University of Toronto Arizona State University University of British Columbia

About

Oliver Boguth is an author at University of Toronto specializing in business, finance, and financial economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	9	9	735
2	Management	6	6	402
3	Accounting	4	4	240
4	Arts	1	1	123
5	Communication	1	1	123

Oliver Boguth

Publications

862

Citations

H-Index

Page 1

	Year	Citations
Consumption Volatility Risk Oliver Boguth, LARS‐ALEXANDER KUEHN The Journal of Finance Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2013	159
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas Oliver Boguth, Murray Carlson, Adlai J. Fisher, Journal of Financial Economics Empirical FinanceConditional RiskVolatility ModelingFinancial EconomicsAsset Pricing	2011	151
Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences Oliver Boguth, Vincent Grégoire, Charles Martineau Journal of Financial and Quantitative Analysis Press ConferenceInvestor AttentionSocial ValueCommunicationPublic Relations	2018	123
Leverage constraints and asset prices: Insights from mutual fund risk taking Oliver Boguth, Mikhail Simutin Journal of Financial Economics EconomicsFinancial EconomicsAsset PricingFinancial Risk ManagementLeverage Constraints	2017	102
Idiosyncratic Cash Flows and Systematic Risk Ilona Babenko, Oliver Boguth, Yuri Tserlukevich The Journal of Finance Empirical FinanceVolatility ModelingFinancial Risk ManagementSize AnomaliesIdiosyncratic Cash Flows	2015	84
Leverage and the Limits of Arbitrage Pricing: Implications for Dividend Strips and the Term Structure of Equity Risk Premia Oliver Boguth, Murray Carlson, Adlai J. Fisher SSRN Electronic Journal	2012	59
Horizon Effects in Average Returns: The Role of Slow Information Diffusion Oliver Boguth, Murray Carlson, Adlai J. Fisher, Review of Financial Studies Empirical FinanceSlow Information DiffusionEconomicsFinancial EconomicsAsset Pricing	2016	59
Consumption Volatility Risk Oliver Boguth, Lars‐Alexander Kuehn SSRN Electronic Journal	2011	37
The Term Structure of Equity Risk Premia: Levered Noise and New Estimates Oliver Boguth, Murray Carlson, Adlai J. Fisher, European Finance Review Empirical FinanceVolatility ModelingFinancial Risk ManagementEquity Risk PremiaAbstract Levered Noise	2022	24
Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas Oliver Boguth, Murray Carlson, Adlai J. Fisher,	2011	21

Page 1