Brown, David C., Scott Cederburg, and Michael S. O'Doherty, 2016, Tax uncertainty and retirement savings diversification, Forthcoming in Journal of Financial Economics.
Cederburg, Scott, and Michael S. O'Doherty, 2016, Does it pay to bet against beta? On the conditional performance of the beta anomaly, Journal of Finance 71 (2), 737-774.
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, 2016, Evaluating hedge funds with pooled benchmarks, Management Science 62 (1), 69-89.
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.