Details about Tony Berrada

Access statistics for papers by Tony Berrada.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pbe693

Working Papers

2024

1. Investments and Asset Pricing in a World of Satisficing Agents
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)

2023

2. Volatility during the COVID-19 Pandemic
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2022

3. The Economics of Sustainability Linked Bonds
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)

2021

4. Can the variance after-effect distort stock returns?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2013

5. Asset Pricing with Regime-Dependent Preferences and Learning
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (11)

2008

6. Incomplete information, idiosyncratic volatility and stock returns
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   See also Journal Article Incomplete information, idiosyncratic volatility and stock returns, Journal of Banking & Finance, Elsevier (2013) View citations (9) (2013)

2006

7. Bounded Rationality and Asset Pricing
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (7)

2005

8. Trading Volumes in Dynamically Efficient Markets
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering

Journal Articles

2018

1. Asset pricing with beliefs-dependent risk aversion and learning
   Journal of Financial Economics, 2018, 128, (3), 504-534 View citations (10)

2015

2. Beta-arbitrage strategies: when do they work, and why?
   Quantitative Finance, 2015, 15, (2), 185-203 View citations (1)

2013

3. Incomplete information, idiosyncratic volatility and stock returns
   Journal of Banking & Finance, 2013, 37, (2), 448-462 View citations (9)
   See also Working Paper Incomplete information, idiosyncratic volatility and stock returns, Swiss Finance Institute Research Paper Series (2008) (2008)

2009

4. Bounded Rationality and Asset Pricing with Intermediate Consumption
   Review of Finance, 2009, 13, (4), 693-725 View citations (17)

2007

5. Heterogeneous preferences and equilibrium trading volume
   Journal of Financial Economics, 2007, 83, (3), 719-750 View citations (9)

2006

6. Incomplete Information, Heterogeneity, and Asset Pricing
   Journal of Financial Econometrics, 2006, 4, (1), 136-160 View citations (18)

Chapters

2005

1. Valuing American Contingent Claims when Time to Maturity is Uncertain
   Springer