Christian L. Goulding, Ph.D.
Department of Finance
Harbert College of Business
Auburn University
christian.goulding@auburn.edu
Publications:
1. "Breaking Bad Trends." (with C. Harvey and M. Mazzoleni) 2023. Financial Analysts Journal, Forthcoming
Honors: Best Investment Writing, 2021 (Meb Faber Research, Volume 5)
2. "Momentum Turning Points." (with C. Harvey and M. Mazzoleni) 2023. Journal of Financial Economics 149 (3): 378-406.
3. "Pricing Implications of Noise." (with S. Santosh and X. Zhang) 2023. Review of Financial Studies 36 (6): 2468-2508.
4. “Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence.” (with S. Dayanik) 2009. IEEE Transactions on Information Theory 55 (7): 3323-3345.
5. “Bayesian Sequential Change Diagnosis.” (with S. Dayanik and H. V. Poor) 2008. Mathematics of Operations Research 33 (2): 475-496.
Honors: Best Interactive Presentation, 2006 (INFORMS Annual Conference)
6. “Joint Detection and Identification of an Unobservable Change in a Random Sequence.” (with S. Dayanik and H. V. Poor) 2007. Information Science and Systems, CISS ’07 41st Annual Conference, Johns Hopkins University.
Working Papers:
1. "Disagreement of Disagreement." (with C. Harvey and H. Kurtovic).
2. "Disagreement, Skewness, and Asset Prices." (with S. Santosh and X. Zhang).
Honors: Roger F. Murray Prize, 2022 (Q Group)
3. "The Value of Scattered Information." (with X. Zhang).
4. "Decoding Systematic Relative Investing: A Pairs Approach." (with C. Harvey and A. Pickard).
Honors: Roger F. Murray Prize, 2021 (Q Group)
5. "Revisiting Asset Pricing with Uncertainty in Future Risk Aversion."