Andrew Detzel
Associate Professor - Finance
Contact Information
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Email:
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Andrew_Detzel@baylor.edu
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Mailing Address:
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One Bear Place #98004
Waco, TX 76706
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Office Location:
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Paul L. Foster Campus for Business and Innovation 320.40
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Office Hours
T 2:00-4:00
Awards and Honors
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Courtesy Associate Professor, University of Oregon (December 16, 2023)
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Mayo McBride Professorship, Mayo McBride (August 2023)
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Daniels College of Business Distinguished Scholar Award, University of Denver Daniels College of Business (May 14, 2021)
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Shmuel Kandel Award for an Outstanding PhD Student in Financial Economics, University of Utah David Eccles School of Business via Utah Winter Finance Conference (February 7, 2015)
Licensures and Certifications
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Financial Risk Manager (FRM), Global Association of Risk Professionals (GARP) (September 11, 2017 - Present)
Professional Memberships
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Macro Finance Society (May 5, 2022 - Present)
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European Finance Association (January 1, 2013 - Present)
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Financial Management Association (September 30, 2012 - Present)
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American Finance Association (September 30, 2010 - Present)
Publications
Basic or Discovery Scholarship
"The cross-section of volatility and expected returns: Then and now,"
Critical Finance Review, Vol. 12, (August 2023) (coauthors: Jefferson Duarte, Avraham Kamara, Stephan Siegel, Celine Sun).
"Model Comparison with Transaction Costs,"
Journal of Finance, Vol. 78, No. 3, (June 2023), pp. 1743-1775 (coauthors: Robert Novy-Marx, Mihail Velikov).
"Do limits to arbitrage explain the benefits of volatility-managed portfolios?,"
Journal of Financial Economics, Vol. 140, No. 3, (June 2021), pp. 744-767 (coauthors: Pedro Barroso).
"Learning and predictability via technical analysis: Evidence from Bitcoin and stocks with hard-to-value fundamentals,"
Financial Management, Vol. 50, No. 1, (March 2021), pp. 107-137 (coauthors: Hong Liu, Jack Strauss, Guofu Zhou, Yingzi Zhu).
"Expected vs. ex‐post profitability in the cross‐section of industry returns,"
Financial Management, Vol. 48, No. 2, (June 2019), pp. 505-536 (coauthors: Philipp Schaberl, Jack Strauss).
"There are two very different accruals anomalies,"
European Financial Management, Vol. 24, No. 4, (September 2018), pp. 581-609 (coauthors: Philipp Schaberl, Jack Strauss).
"Combination return forecasts and portfolio allocation with the cross-section of book-to-market ratios,"
Review of Finance, Vol. 22, No. 5, (July 2018), pp. 1949-1973 (coauthors: Jack Strauss).
"Monetary policy surprises, investment opportunities, and asset prices,"
Journal of Financial Research, The, Vol. 40, No. 3, (September 2017), pp. 315-348.
"The asset-pricing implications of government economic policy uncertainty,"
Management Science, Vol. 61, No. 1, (January 2015), pp. 3-18 (coauthors: Jonathan Brogaard).