User profiles for Mehrshad Motahari

Mehrshad Motahari

Lecturer (Assistant Professor) in Finance, Bayes Business School (formerly Cass)
Verified email at city.ac.uk
Cited by 105

[BOOK][B] Artificial intelligence in asset management

SM Bartram, J Branke, M Motahari - 2020 - books.google.com
Artificial intelligence (AI) has grown in presence in asset management and has revolutionized
the sector in many ways. It has improved portfolio management, trading, and risk …

[PDF][PDF] Machine learning for active portfolio management

…, J Branke, G De Rossi, M Motahari - The Journal of …, 2021 - wrap.warwick.ac.uk
Abstract Machine learning (ML) methods are attracting considerable attention among academics
in the field of finance. However, it is commonly perceived that ML has not transformed …

Skewness sentiment and market anomalies

A Kumar, M Motahari, RJ Taffler - Management Science, 2023 - pubsonline.informs.org
This study demonstrates that skewness preference of investors is an important driver of
various market anomalies. Using a combined measure of mispricing based on 11 prominent …

Skewness preference and market anomalies

A Kumar, M Motahari, R Taffler - University of Miami Business …, 2022 - papers.ssrn.com
This study demonstrate that skewness preference of investors is an important driver of
various market anomalies. Using a combined measure of mispricing based on 11 prominent …

[HTML][HTML] Do firm locations affect stock prices?

M Motahari - jbs.cam.ac.uk
A large body of literature documents how firms’ geographical locations can affect their stock
returns. For example, Pirinsky and Wang (2006) show that the stock returns of firms …

Star Firms, Information Externalities, and Predictability

V Chhaochharia, A Kumar, M Motahari… - University of Miami …, 2023 - papers.ssrn.com
We study information externalities of industry “star firms”(Gutiérrez and Philippon, 2019). Our
results indicate that earnings shocks to star firms contain useful information about the future …

[HTML][HTML] Climate finance

M Motahari - jbs.cam.ac.uk
The risk of climate change and its potentially drastic consequences has reshaped many
industries in recent years. The financial industry has been no exception to this trend. Laurence D…

Mispricing, market anomalies, and investor behaviour

M Motahari - 2019 - wrap.warwick.ac.uk
In Chapters 2 and 3, I focus on investors preference for skewness. There is an emerging line
of behavioural finance research showing that there is a group of investors in the market that …

[HTML][HTML] Market gamblers to blame?

M Motahari - jbs.cam.ac.uk
The Nobel Prize–winning Cumulative Prospect Theory of Tversky and Kahneman (1992) has
revolutionised our understanding of how humans make economic decisions in the face of …

Geographic Heterogeneity, Local Sentiment, and Market Anomalies

M Motahari - Local Sentiment, and Market Anomalies (April 29 …, 2022 - papers.ssrn.com
This study shows that market anomalies are stronger for stocks of firms headquartered in
states with a history of better anomaly performance. Using a combined measure of mispricing …