Andreas Neuhierl

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

ORCID: 0000-0002-3596-7356

Mitch Daniels School of Business, Purdue University, West Lafayette, Indiana 47907

Publications

• Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section? — Management Science 2026
• Missing Data in Asset Pricing Panels — The Review of Financial Studies 2025
• Frequency dependent risk — Journal of Financial Economics 2021
• Arbitrage Portfolios — The Review of Financial Studies 2021
• Estimating the anomaly base rate — Journal of Financial Economics 2021
• Dissecting Characteristics Nonparametrically — The Review of Financial Studies 2020
• Market Reaction to Corporate Press Releases — Journal of Financial and Quantitative Analysis 2013