Research output per year
Research output per year
Personal profile
Research interests
My research is in empirical asset pricing. My focus is on the effect of behavioral biases on aggregate and cross-sectional equity prices. I am also interested in the role of institutional investors, financial intermediation, and regulation in financial markets.
Current courses
Click here for my courses.
External positions
Research (Purdue University)
1 Jan 2024 → 5 May 2024
Keywords
- Asset Pricing
- Equity Market
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Collaborations and top research areas from the last five years
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Research output
- 3 Article
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Contrarians, extrapolators, and stock market momentum and reversal
Atmaz, A., Cassella, S., Gulen, H. & Ruan, F., Oct 2023, (E-pub ahead of print) In: Management Science.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile53 Downloads (Pure) -
Horizon bias and the term structure of equity returns
Cassella, S., Golez, B., Gulen, H. & Kelly, P., Mar 2023, In: Review of Financial Studies. 36, 3, p. 1253-1288 36 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile4 Citations (Scopus)54 Downloads (Pure) -
Extrapolation bias and the predictability of stock returns by price-scaled variables
Cassella, S. & Gulen, H., Nov 2018, In: Review of Financial Studies. 31, 11, p. 4345-4397Research output: Contribution to journal › Article › Scientific › peer-review
34 Citations (Scopus)
Datasets
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Data for "Extracting Extrapolative Beliefs from Market Prices: An Augmented Present-Value Approach"
Cassella, S. (Creator), Chen, T. F. (Creator), Gulen, H. (Creator) & Liu, Y. (Creator), Mendeley Data, 5 Sept 2024
DOI: 10.17632/3gcssvpmxh.1, https://data.mendeley.com/datasets/3gcssvpmxh
Dataset