Robert J. Trulaske Sr., College of Business, University of Missouri

People Directory

Michael O'Doherty

Publications

Journal Articles

Brown, David C., Scott Cederburg, and Michael S. O'Doherty, 2016, Tax uncertainty and retirement savings diversification, Forthcoming in Journal of Financial Economics.

O'Doherty, Michael S., N. E. Savin, and Ashish Tiwari, 2016, Hedge fund replication: A model combination approach, Forthcoming in Review of Finance.

Cederburg, Scott, and Michael S. O'Doherty, 2016, Does it pay to bet against beta? On the conditional performance of the beta anomalyJournal of Finance 71 (2), 737-774.

O'Doherty, Michael S., N. E. Savin, and Ashish Tiwari, 2016, Evaluating hedge funds with pooled benchmarks, Management Science 62 (1), 69-89.

Cederburg, Scott, and Michael S. O'Doherty, 2015, Asset-pricing anomalies at the firm level, Journal of Econometrics 186 (1), 113-128.

O'Doherty, Michael S., N. E. Savin, and Ashish Tiwari, 2012, Modeling the cross section of stock returns:  A model pooling approach, Journal of Financial and Quantitative Analysis 47(6), 1331-1360.

O'Doherty, Michael S., 2012, On the conditional risk and performance of financially distressed stocks, Management Science 58(8), 1502-1520.