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Andrei, Daniel; Cujean, Julien; Wilson, Mungo (2022). The Lost Capital Asset Pricing Model (In Press). Review of Economic Studies Oxford University Press
Cujean, Julien (2020). Idea sharing and the performance of mutual funds. Journal of financial economics, 135(1), pp. 88-119. Elsevier 10.1016/j.jfineco.2019.05.015
Cujean, Julien; Hasler, Michael (2017). Why Does Return Predictability Concentrate in Bad Times? Journal of Finance, 72(6), pp. 2717-2758. Wiley 10.1111/jofi.12544
Andrei, Daniel; Cujean, Julien (2017). Information percolation, momentum and reversal. Journal of financial economics, 123(3), pp. 617-645. Elsevier 10.1016/j.jfineco.2016.05.012
