Research
Articles
Published Articles in Finance
Analyst Recommendations and Mispricing Across the Globe (with Sebastian Müller). Journal of Banking & Finance, Forthcoming
Stock Market Anomalies and Machine Learning Across the Globe (with Sebastian Kaiser and Sebastian Müller). Journal of Asset Management, 2023, 24, 419–441
Analysts’ Underreaction and Momentum Strategies. Journal of Economic Dynamics and Control, 2023, 146, 104560
Enhancing Stock Market Anomalies with Machine Learning (with Christopher Hoegner). Review of Quantitative Finance and Accounting, 2023, 60, 195-230
Earnings Forecasts: The Case for Combining Analysts’ Estimates with a Cross-Sectional Model (with Patrick Bielstein and Manuel Gerhart). Review of Quantitative Finance and Accounting, 2021, 56, 545–579
Investor Sentiment and the Time-Varying Sustainability Premium (with Christoph Kaserer and Lucila M.S. Campos). Journal of Asset Management, 2021, 22, 600–621
Published Articles in Interdisciplinary Projects
CO2 Emissions: A Quantitative Analysis Among the BRICS Nations (with Simone Sartori and Lucila M.S. Campos). Renewable and Sustainable Energy Reviews, 2018, 81, 107–115
Combination of Forecasts for the Price of Crude Oil on the Spot Market (with Lucila M. S. Campos). International Journal of Production Research, 2016, 54, 5219–5235
Corporate Sustainability and Asset Pricing Models: Empirical Evidence for the Brazilian Stock Market (with André A. P. Santos and Lucila M.S. Campos). Production, 2016, 26, 516–526
Working Papers
The Expected Returns on Machine-Learning Strategies (with Christopher Hoegner and Mihail Velikov), 2024
Mispricing Decomposition and Global Mispricing Index (with Minghui Chen, Christoph Kaserer, and Sebastian Müller), 2023