Details about Gur Huberman

Access statistics for papers by Gur Huberman.

Last updated 2008-10-30. Update your information in the RePEc Author Service.

Short-id: phu98

Working Papers

2007

1. Correlated Trading and Returns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in
   DNB Working Papers, Netherlands Central Bank, Research Department (2005)
   See Also Journal Article in Journal of Finance (2008)
2. Is the Price of Money Managers Too Low?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
3. Preferred Risk Habitat of Individual Investors
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2005

4. Arbitrage pricing theory
   Staff Reports, Federal Reserve Bank of New York View citations

2004

5. Do Stock Price Bubbles Influence Corporate Investment?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in
   2004 Meeting Papers, Society for Economic Dynamics (2004) View citations
   Staff Reports, Federal Reserve Bank of New York (2004) View citations
   See Also Journal Article in Journal of Monetary Economics (2005)

2000

6. Arbitrage-Free Price-Update and Price-Impact Functions
   Yale School of Management Working Papers, Yale School of Management View citations
7. Correct Belief, Wrong Action and a Puzzling Gender Difference
   Working Papers, Tel Aviv View citations
   Also in
   Working Papers, Tel Aviv (2000) View citations
8. Optimal Liquidity Trading
   Yale School of Management Working Papers, Yale School of Management View citations
   See Also Journal Article in Review of Finance (2005)

1999

9. Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar
   Working Papers, Columbia - Graduate School of Business

1992

10. Returns Volatilities Drop Following Large Dividend Payments
    Working Papers, Columbia - Graduate School of Business

1991

11. On the Incentives for Money Nanagers: A Signalling Approach
    Working Papers, Columbia - Graduate School of Business
    See Also Journal Article in European Economic Review (1993)

Journal Articles

2008

1. Correlated Trading and Returns
   Journal of Finance, 2008, 63, (2), 885-920
   See Also Working Paper (2007)

2007

2. Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates
   Journal of Financial Services Research, 2007, 31, (1), 1-32 View citations

2006

3. Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds
   Journal of Finance, 2006, 61, (2), 763-801 View citations

2005

4. Do stock price bubbles influence corporate investment?
   Journal of Monetary Economics, 2005, 52, (4), 805-827 View citations
   See Also Working Paper (2004)
5. Optimal Liquidity Trading
   Review of Finance, 2005, 9, (2), 165-200
   See Also Working Paper (2000)
6. Talk and Action: What Individual Investors Say and What They Do
   Review of Finance, 2005, 9, (4), 437-481 View citations

2004

7. Price Manipulation and Quasi-Arbitrage
   Econometrica, 2004, 72, (4), 1247-1275 View citations

2001

8. Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar
   Journal of Finance, 2001, 56, (1), 387-396 View citations
9. Familiarity Breeds Investment
   Review of Financial Studies, 2001, 14, (3), 659-80 View citations

1997

10. Corporate risk management to reduce borrowing costs
    Economics Letters, 1997, 54, (3), 265-269

1993

11. On the incentives for money managers: A signalling approach
    European Economic Review, 1993, 37, (5), 1065-1081 View citations
    See Also Working Paper (1991)

1990

12. Dividend Neutrality with Transaction Costs
    Journal of Business, 1990, 63, (1), S93-106
13. Market Efficiency and Value Line's Record
    Journal of Business, 1990, 63, (2), 187-216 View citations

1989

14. Firms' fiscal years, size and industry
    Economics Letters, 1989, 29, (1), 69-75 View citations

1988

15. Limited Contract Enforcement and Strategic Renegotiation
    American Economic Review, 1988, 78, (3), 471-84 View citations
16. Optimality of Periodicity
    Review of Economic Studies, 1988, 55, (1), 127-38
17. Strategic renegotiation
    Economics Letters, 1988, 28, (2), 117-121 View citations
18. Two-sided Uncertainty and "Up-or-Out" Contracts
    Journal of Labor Economics, 1988, 6, (4), 423-44 View citations

1987

19. Mean-Variance Spanning
    Journal of Finance, 1987, 42, (4), 873-88 View citations
20. Mimicking Portfolios and Exact Arbitrage Pricing
    Journal of Finance, 1987, 42, (1), 1-9 View citations
21. Value Line Rank and Firm Size
    Journal of Business, 1987, 60, (4), 577-89

1985

22. Information Aggregation, Inflation, and the Pricing of Indexed Bonds
    Journal of Political Economy, 1985, 93, (1), 92-114 View citations

1984

23. Capital asset pricing in an overlapping generations model
    Journal of Economic Theory, 1984, 33, (2), 232-248
24. External Financing and Liquidity
    Journal of Finance, 1984, 39, (3), 895-908 View citations

1983

25. Optimal Insurance Policy Indemnity Schedules
    Bell Journal of Economics, 1983, 14, (2), 415-426 View citations
26. Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
    Econometrica, 1983, 51, (5), 1345-61 View citations

1982

27. A simple approach to arbitrage pricing theory
    Journal of Economic Theory, 1982, 28, (1), 183-191 View citations