Julien Cujean
Title
Cited by
Cited by
Year
Why does return predictability concentrate in bad times?
J Cujean, M Hasler
The Journal of Finance 72 (6), 2717-2758, 2017
982017
Information percolation, momentum and reversal
D Andrei, J Cujean
Journal of Financial Economics 123 (3), 617-645, 2017
832017
The lost capital asset pricing model
D Andrei, J Cujean, MI Wilson
CEPR Discussion Paper No. DP12607, 2018
262018
Asymmetric information and inventory concerns in over-the-counter markets
J Cujean, R Praz
Working Paper, 2013
202013
Information percolation in centralized markets
D Andrei, J Cujean
n Manuscript, Anderson School of Management, UCLA, 2013
112013
Idea sharing and the performance of mutual funds
J Cujean
Journal of Financial Economics 135 (1), 88-119, 2020
92020
Information percolation, momentum
D Andrei, J Cujean
and reversal. Working Paper, 2014
72014
The social dynamics of performance
J Cujean
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, 2012
52012
Information percolation, momentum and reversal R
D Andrei, J Cujean
42016
Global Public Signals, Heterogeneous Beliefs, and Stock Markets Comovement
D Andrei, J Cujean
22nd Australasian Finance and Banking Conference, 2009
42009
The low-minus-high portfolio and the factor zoo
D Andrei, J Cujean, M Fournier
CEPR Discussion Paper No. DP14153, 2019
22019
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
Knowledge Cycles and Corporate Investment
MC Bustamante, J Cujean, L Frésard
Available at SSRN 3418171, 2020
2020
Knowledge Cycles and Corporate Investment
J Cujean, MC Bustamante, L Frésard
2019
DP13111 Idea Sharing and the Performance of Mutual Funds
J Cujean
2018
The Lost Capital Asset Pricing Model
J Cujean, D Andrei, M Wilson
2018
DP12607 The Lost Capital Asset Pricing Model
D Andrei, J Cujean, M Wilson
2018
Term Structure of Disagreement and Predictability over the Business Cycle
J Cujean, M Hasler
2014
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Articles 1–20