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Scott H Cederburg

  • Professor, Finance
  • Member of the Graduate Faculty
Contact
  • cederburg@arizona.edu
  • Bio
  • Interests
  • Courses
  • Scholarly Contributions

Degrees

  • Ph.D. Business Administration (Finance)
    • University of Iowa
  • M.B.A. Business Administration
    • University of Nebraska-Lincoln
  • B.B.A. Finance and Accounting
    • University of Nebraska-Lincoln

Awards

  • Eller Dean's Research Award for Associate Professors
    • Eller College of Management, Spring 2019
  • Paul A. Samuelson Award
    • TIAA, Spring 2019
  • Eller Outstanding Honors Thesis Advisor
    • Eller College of Management, Spring 2018
    • Eller College of Management, Spring 2017
  • Best Paper Award
    • Wellington Finance Summit, Fall 2017

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Interests

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Courses

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Scholarly Contributions

Journals/Publications

  • Cederburg, S. H., Johnson, T. L., & O'Doherty, M. S. (2022). On the Economic Significance of Stock Return Predictability. Review of Finance.
  • Anarkulova, A., Cederburg, S. H., & O'Doherty, M. S. (2022). Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets. Journal of Financial Economics.
  • DeVault, L., Cederburg, S. H., & Wang, K. (2022). Is 'Not Trading' Informative? Evidence from Corporate Insiders' Portfolios. Financial Analysts Journal.
  • Cederburg, S. H., O'Doherty, M. S., Wang, F., & Yan, X. (. (2020). On the Performance of Volatility-Managed Portfolios. Journal of Financial Economics.
  • Cederburg, S. H. (2019). Pricing Intertemporal Risk When Investment Opportunities Are Unobservable. Journal of Financial and Quantitative Analysis, 54(4), 1759-1789.
  • Cederburg, S. H., & O'Doherty, M. S. (2017). Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters. Journal of Business and Economic Statistics.
  • Avramov, D., Cederburg, S. H., & Lucivjanska, K. (2018). Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory. Review of Financial Studies, 31(2), 556-594.
  • Cederburg, S. H., O'Doherty, M. S., Savin, N. E., & Tiwari, A. (2018). Conditional Benchmarks and the Identification of Skill in Active Management. Critical Finance Review, 7(2), 331-372.
  • Brown, D. C., Cederburg, S. H., & O'Doherty, M. S. (2017). Tax Uncertainty and Retirement Savings Diversification. Journal of Financial Economics, 126, 689-712.
  • Cederburg, S., & O'Doherty, M. S. (2016). Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly. Journal of Finance, 71, 737-774.
  • Cederburg, S., & O'Doherty, M. S. (2015). Asset-Pricing Anomalies at the Firm Level. Journal of Econometrics, 186(1), 113-128.

Presentations

  • Cederburg, S. H. (2021). Dominated ETFs. Sao Paulo School of Economics Seminar Series.
  • Cederburg, S. H. (2021). Dominated ETFs. Virginia Tech Seminar Series.
  • Cederburg, S. H. (2021). The Long-Horizon Returns of Stocks, Bonds, and Bills: Evidence from a Broad Sample of Developed Markets. University of Kansas Seminar Series.
  • Anarkulova, A., Cederburg, S. H., & O'Doherty, M. S. (2020, Fall). Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets. Florida International University Seminar Series.
  • Anarkulova, A., Cederburg, S. H., & O'Doherty, M. S. (2020, Fall). Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets. Rutgers University Seminar Series.
  • Anarkulova, A., Cederburg, S. H., & O'Doherty, M. S. (2020, Fall). Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets. University of Iowa Seminar Series.
  • Cederburg, S. H., & Stoughton, N. (2020, Fall). Discretionary NAVs. Conference on Financial Market Regulation.
  • Cederburg, S. H., Johnson, T. L., & O'Doherty, M. S. (2019, Fall). On the Economic Value of Stock Market Return Predictors. European Finance Association Annual Meeting.
  • Cederburg, S. H., Johnson, T. L., & O'Doherty, M. S. (2019, Fall). On the Economic Value of Stock Market Return Predictors. Melbourne Asset Pricing Meeting.
  • Cederburg, S. H. (2018, Fall). On the Economic Value of Stock Market Return Predictors. University of Nebraska-Lincoln.
  • Cederburg, S. H., & Stoughton, N. (2018, Fall). Discretionary NAVs. TCU Finance Conference.
  • Cederburg, S. H., O'Doherty, M., & Brown, D. C. (2017, February). Tax Uncertainty and Retirement Savings Diversification. Academic Research Colloquim for Financial Planning and Related Disciplines. Washington D.C..
  • Cederburg, S. H. (2016, Fall). On the Identification of Skill in Active Mutual Fund Management. Utah State University.
  • Avramov, D., & Cederburg, S. (2014, September). The Idiosyncratic Volatility-Expected Return Relation: Reconciling the Conflicting Evidence. Northern Finance Association.

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