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Julien Cujean
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Why does return predictability concentrate in bad times?
J Cujean, M Hasler
The Journal of Finance 72 (6), 2717-2758, 2017
1642017
Information percolation, momentum and reversal
D Andrei, J Cujean
Journal of Financial Economics 123 (3), 617-645, 2017
1422017
The lost capital asset pricing model
D Andrei, J Cujean, M Wilson
Review of Economic Studies 90 (6), 2703-2762, 2023
432023
Asymmetric information and inventory concerns in over-the-counter markets
J Cujean, R Praz
Available at SSRN 2464399, 2015
222015
Idea sharing and the performance of mutual funds
J Cujean
Journal of financial economics 135 (1), 88-119, 2020
202020
Information percolation in centralized markets
D Andrei, J Cujean
n Manuscript, Anderson School of Management, UCLA, 2013
112013
Information percolation, momentum
D Andrei, J Cujean
and reversal. Working Paper, 2014
62014
Global Public Signals, Heterogeneous Beliefs, and Stock Markets Comovement
D Andrei, J Cujean
22nd Australasian Finance and Banking Conference, 2009
62009
The social dynamics of performance
J Cujean
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, 2012
52012
The low-minus-high portfolio and the factor zoo
D Andrei, J Cujean, M Fournier
CEPR Discussion Paper No. DP14153, 2019
42019
Knowledge cycles and corporate investment
MC Bustamante, J Cujean, L Frésard
CEPR Discussion Paper No. DP14152, 2019
32019
Asset Pricing on FOMC Announcements
J Cujean, S Jaeger
Available at SSRN 4374963, 2023
22023
Social interactions and the performance of mutual funds
J Cujean
Working paper, 2016
22016
Information percolation, momentum, and reversal
J Cujean, D Andrei
2016 Meeting Papers, 2016
22016
Disagreement and predictability over the business cycle
J Cujean, M Hasler
Working paper, University of Maryland, 2014
22014
The Lost Capital Asset Pricing Model
J Cujean, A Daniel, M Wilson
Centre for Economic Policy Research, 2018
2018
Term Structure of Disagreement and Predictability over the Business Cycle
J Cujean, M Hasler
2014
Essays in Equilibrium Asset Pricing
J Cujean
EPFL, 2013
2013
The Social Dynamics of Performance Technical Appendix
J Cujean
2012
Fear of Recessions, Heterogenous Beliefs, and Stock Price Under/Over-Reaction
J Cujean, M Hasler
2011
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Articles 1–20