Concepedia

Julien Cujean

JC

7

Publications

410

Citations

7

H-Index

2014

Active since

Affiliations

McGill University(Current)

École Polytechnique Fédérale de Lausanne

University of Bern

University of Oxford

Julien Cujean is an author at McGill University specializing in business, finance, and financial economics.

Top concepts

FinanceBusinessEconomicsFinancial EconomicsEntropyManagementStatisticsEngineeringForecastingProbability

Publications per year

2014–2023

7

Publications

7

Why Does Return Predictability Concentrate in Bad Times?

Julien Cujean, Michael Hasler · The Journal of Finance · 2017 · 166 citations

Different Forecasting Models, Bad Times, Stock Return Predictability +19

Information percolation, momentum and reversal

Daniel Andrei, Julien Cujean · Journal of Financial Economics · 2016 · 138 citations

Engineering, Entropy, Information Percolation +3

The Lost Capital Asset Pricing Model

Daniel Andrei, Julien Cujean, Mungo Ivor Wilson · The Review of Economic Studies · 2023 · 38 citations

Empirical Finance, Empirical Failure, Economics +12

Idea sharing and the performance of mutual funds

Julien Cujean · Journal of Financial Economics · 2019 · 20 citations

Fund Management, Business, Business Strategy +5

Asymmetric Information and Inventory Concerns in Over-the-Counter Markets

Julien Cujean, Rémy Praz · SSRN Electronic Journal · 2014 · 20 citations · Full text

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