Daniel Andrei

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

ORCID: 0000-0002-2195-4781

McGill University, Desautels Faculty of Management, 1001 Sherbrooke Street, West, Office 549, Montreal, Quebec H3A 1G5, Canada

Publications

• Investor learning about monetary-policy transmission and the stock market — Journal of Financial Economics 2025
• The Lost Capital Asset Pricing Model — The Review of Economic Studies 2023
• Economic uncertainty and investor attention — Journal of Financial Economics 2023
• Dynamic Attention Behavior Under Return Predictability — Management Science 2020
• Why did the q theory of investment start working? — Journal of Financial Economics 2019
• Asset Pricing with Persistence Risk — The Review of Financial Studies 2019
• Information percolation, momentum and reversal — Journal of Financial Economics 2017
• Investor Attention and Stock Market Volatility — The Review of Financial Studies 2015