12 citations · 12 across the 2 of their papers we have counts for
2 papers
q-fin.PM2016
The Excess Returns of "Quality" Stocks: A Behavioral Anomaly
Jean-Philippe Bouchaud, Stefano Ciliberti, Augustin Landier +2
This note investigates the causes of the quality anomaly, which is one of the strongest and most scalable anomalies in equity markets. We explore two potential explanations. The "r…
econ.GN2014★ 12 cited
Instabilities in large economies: aggregate volatility without idiosyncratic shocks
Julius Bonart, Jean-Philippe Bouchaud, Augustin Landier +1
We study a dynamical model of interconnected firms which allows for certain market imperfections and frictions, restricted here to be myopic price forecasts and slow adjustment of…