Juhani Linnainmaa

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

ORCID: 0000-0001-7319-5652

Dartmouth College, NBER, and Kepos Capital

Publications

• Man versus Machine Learning Revisited — The Review of Financial Studies 2025
• Factor Momentum — The Review of Financial Studies 2023
• Factor Momentum and the Momentum Factor — The Journal of Finance 2022
• Long-term discount rates do not vary across firms — Journal of Financial Economics 2021
• Asset Managers: Institutional Performance and Factor Exposures — The Journal of Finance 2021
• The Misguided Beliefs of Financial Advisors — The Journal of Finance 2021
• Are return seasonalities due to risk or mispricing? — Journal of Financial Economics 2021
• Decomposing Value — The Review of Financial Studies 2018
• The History of the Cross-Section of Stock Returns — The Review of Financial Studies 2018
• Retail Financial Advice: Does One Size Fit All? — The Journal of Finance 2017
• Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors — Journal of Financial Economics 2016
• Return Seasonalities — The Journal of Finance 2016
• Reverse Survivorship Bias — The Journal of Finance 2013
• Lack of Anonymity and the Inference from Order Flow — The Review of Financial Studies 2012
• Do Investors Buy What They Know? Product Market Choices and Investment Decisions — The Review of Financial Studies 2012
• IQ, trading behavior, and performance⋆ — Journal of Financial Economics 2012
• Why Do (Some) Households Trade So Much? — The Review of Financial Studies 2011
• IQ and Stock Market Participation — The Journal of Finance 2011
• Do Limit Orders Alter Inferences about Investor Performance and Behavior? — The Journal of Finance 2010