Andrea Tamoni

16 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7017-7624

University of Notre Dame

Publications

• Which investors drive anomaly returns and how? — Journal of Financial Economics 2026
• Tradable Risk Factors for Institutional and Retail Investors — Review of Finance 2025
• Monetary Policy and Bond Prices with Drifting Equilibrium Rates — Journal of Financial and Quantitative Analysis 2024
• Persistent and transitory components of firm characteristics: Implications for asset pricing — Journal of Financial Economics 2024
• When It Rains It Pours: Cascading Uncertainty Shocks — Journal of Political Economy 2024
• Dynamic asset (mis)pricing: Build-up versus resolution anomalies — Journal of Financial Economics 2023
• The Real Response to Uncertainty Shocks: The Risk Premium Channel — Management Science 2023
• Return predictability with endogenous growth — Journal of Financial Economics 2023
• Value Return Predictability across Asset Classes and Commonalities in Risk Premia — Review of Finance 2021
• Mind the (Convergence) Gap: Bond Predictability Strikes Back! — Management Science 2021
• Spectral factor models — Journal of Financial Economics 2021
• Bond Risk Premiums with Machine Learning — The Review of Financial Studies 2021
• Corrigendum: Bond Risk Premiums with Machine Learning — The Review of Financial Studies 2021
• Fiscal policy driven bond risk premia — Journal of Financial Economics 2020
• Long-Run Risk and the Persistence of Consumption Shocks — The Review of Financial Studies 2013
• Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns — Journal of Financial and Quantitative Analysis 2011