Research

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

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

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

Analyst Recommendations and Anomalies Across the Globe (with Sebastian Müller), 2020