Details about David Hirshleifer
Access statistics for papers by David Hirshleifer.
Last updated 2022-05-29. Update your information in the RePEc Author Service.
Short-id: phi20
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Working Papers
2022
- Do Sell-Side Analysts Say “Buy” While Whispering “Sell”?
NBER Working Papers, National Bureau of Economic Research, Inc 
2021
- Attention, Social Interaction, and Investor Attraction to Lottery Stocks
NBER Working Papers, National Bureau of Economic Research, Inc
- Information Cascades and Social Learning
MPRA Paper, University Library of Munich, Germany View citations (2)
Also in Papers, arXiv.org (2021) View citations (2)
NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (2)
- Macro News and Micro News: Complements or Substitutes?
NBER Working Papers, National Bureau of Economic Research, Inc
Also in MPRA Paper, University Library of Munich, Germany (2021)
2020
- Moonshots, Investment Booms, and Selection Bias in the Transmission of Cultural Traits
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
See also Journal Article in Proceedings of the National Academy of Sciences (2021)
- Social Finance: Cultural Evolution, Transmission Bias and Market Dynamics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
See also Journal Article in Proceedings of the National Academy of Sciences (2021)
2019
- Do Trade Creditors Possess Private Information? Stock Returns Evidence
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
- Naïve *Buying* Diversification and Narrow Framing by Individual Investors
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
- Visibility Bias in the Transmission of Consumption Beliefs and Undersaving
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
2018
- Decision Fatigue and Heuristic Analyst Forecasts
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in Journal of Financial Economics (2019)
- Mood Betas and Seasonalities in Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
See also Journal Article in Journal of Financial Economics (2020)
- Shared Analyst Coverage: Unifying Momentum Spillover Effects
NBER Working Papers, National Bureau of Economic Research, Inc
See also Journal Article in Journal of Financial Economics (2020)
- Social Transmission Bias and Investor Behavior
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
See also Journal Article in Journal of Financial and Quantitative Analysis (2022)
2017
- Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
- Innovative Originality, Profitability, and Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
See also Journal Article in Review of Financial Studies (2018)
- Misvaluation and Corporate Inventiveness
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
See also Journal Article in Journal of Financial and Quantitative Analysis (2021)
- Short- and Long-Horizon Behavioral Factors
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article in Review of Financial Studies (2020)
- The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in Journal of Finance (2020)
2016
- Overconfident Investors, Predictable Returns, and Excessive Trading
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article in Journal of Economic Perspectives (2015)
2015
- Overconfident investors, predictable returns, and excessive trading
MPRA Paper, University Library of Munich, Germany View citations (47)
2014
- Behavioral Finance
MPRA Paper, University Library of Munich, Germany View citations (8)
See also Journal Article in Annual Review of Financial Economics (2015)
- Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns
MPRA Paper, University Library of Munich, Germany View citations (1)
- Superstition and financial decision making
MPRA Paper, University Library of Munich, Germany View citations (3)
See also Journal Article in Management Science (2018)
2012
- Overvalued equity and financing decisions
MPRA Paper, University Library of Munich, Germany View citations (35)
See also Journal Article in Review of Financial Studies (2012)
2011
- Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics
2010
- A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns
MPRA Paper, University Library of Munich, Germany View citations (36)
See also Journal Article in Review of Financial Studies (2010)
- A theory of Fads, Fashion, Custom and cultural change as informational Cascades
Levine's Working Paper Archive, David K. Levine View citations (109)
See also Journal Article in Journal of Political Economy (1992)
- Are Overconfident CEOs Better Innovators?
MPRA Paper, University Library of Munich, Germany View citations (12)
See also Journal Article in Journal of Finance (2012)
- Investor Overconfidence and the Forward Discount Puzzle
2010 Meeting Papers, Society for Economic Dynamics View citations (1)
Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2005) View citations (2)
MPRA Paper, University Library of Munich, Germany (2007) View citations (2)
- Investor Overconfidence and the Forward Premium Puzzle
Working Papers, Duke University, Department of Economics View citations (7)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (5)
See also Journal Article in Review of Economic Studies (2011)
2009
- An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness
Yale School of Management Working Papers, Yale School of Management View citations (1)
Also in Yale School of Management Working Papers, Yale School of Management (2009)
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001) View citations (2)
See also Journal Article in Journal of Economics & Management Strategy (2002)
- Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns
MPRA Paper, University Library of Munich, Germany View citations (2)
- Learning to Fail? Evidence from Frequent IPO Investors
MPRA Paper, University Library of Munich, Germany
- SHORT ARBITRAGE, RETURN ASYMMETRY AND THE ACCRUAL ANOMALY
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article in Review of Financial Studies (2011)
- The Psychological Attraction Approach to Accounting and Disclosure Policy
MPRA Paper, University Library of Munich, Germany View citations (9)
See also Journal Article in Contemporary Accounting Research (2009)
2008
- Thought and Behavior Contagion in Capital Markets
MPRA Paper, University Library of Munich, Germany View citations (3)
Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (4)
2007
- Accruals and Aggregate Stock Market Returns
MPRA Paper, University Library of Munich, Germany View citations (1)
- Do short-sellers arbrtrage accrual-based return anomalies?
MPRA Paper, University Library of Munich, Germany
- Driven to distraction: Extraneous events and underreaction to earnings news
MPRA Paper, University Library of Munich, Germany View citations (11)
See also Journal Article in Journal of Finance (2009)
- Fear of the Unknown: Familiarity and Economic Decisions
MPRA Paper, University Library of Munich, Germany View citations (7)
See also Journal Article in Review of Finance (2011)
- Promotion Tournaments and Capital Rationing
MPRA Paper, University Library of Munich, Germany
Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2005)
See also Journal Article in Review of Financial Studies (2009)
- Prospect Theory and Reference Point Adaptation: Evidence from the US, China, and Korea
MPRA Paper, University Library of Munich, Germany
- Psychological Bias as a Driver of Financial Regulation
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article in European Financial Management (2008)
- Stock market misvaluation and corporate investment
MPRA Paper, University Library of Munich, Germany View citations (7)
- The Accrual Anomaly: Risk or Mispricing?
MPRA Paper, University Library of Munich, Germany View citations (3)
Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2006) View citations (10)
See also Journal Article in Management Science (2012)
2006
- Reference Point Adaptation: Tests in the Domain of Security Trading
MPRA Paper, University Library of Munich, Germany View citations (32)
See also Journal Article in Organizational Behavior and Human Decision Processes (2008)
2005
- Aggregate Accruals and Stock Market Returns
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics
- Information Cascades and Observational Learning
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (1)
- Investor Psychology and Tests of Factor Pricing Models
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (16)
- Limited Investor Attention and Stock Market Misreactions to Accounting Information
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (4)
See also Journal Article in Review of Asset Pricing Studies (2011)
2004
- A Generalized Earnings-Based Stock Valuation Model
Finance, University Library of Munich, Germany
See also Journal Article in Manchester School (2005)
- A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions
Finance, University Library of Munich, Germany View citations (28)
- Can Individual Investors Beat the Market?
Finance, University Library of Munich, Germany View citations (10)
See also Journal Article in Review of Asset Pricing Studies (2021)
- Disclosure to a Credulous Audience: The Role of Limited Attention
MPRA Paper, University Library of Munich, Germany View citations (6)
- Disclosure to an Audience with Limited Attention
Game Theory and Information, University Library of Munich, Germany View citations (20)
Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2004) View citations (21)
- Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades
Finance, University Library of Munich, Germany View citations (18)
- Do Investors Overvalue Firms With Bloated Balance Sheets?
Finance, University Library of Munich, Germany View citations (186)
Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2004) View citations (191)
See also Journal Article in Journal of Accounting and Economics (2004)
- Do Tender Offers Create Value? New Methods and Evidence
Finance, University Library of Munich, Germany View citations (3)
See also Journal Article in Journal of Financial Economics (2005)
- Does Investor Misvaluation Drive the Takeover Market?
Finance, University Library of Munich, Germany View citations (21)
See also Journal Article in Journal of Finance (2006)
- Feedback and the Success of Irrational Investors
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (2)
Also in University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2002) View citations (3)
See also Journal Article in Journal of Financial Economics (2006)
- Good Day Sunshine: Stock Returns and the Weather
Finance, University Library of Munich, Germany View citations (10)
See also Journal Article in Journal of Finance (2003)
- Taking the Road Less Traveled: Does Conversation Eradicate Pernicious Cascades?
Game Theory and Information, University Library of Munich, Germany View citations (3)
See also Journal Article in Journal of Economic Theory (2011)
2001
- Herd Behavior and Cascading in Capital Markets: A Review and Synthesis
MPRA Paper, University Library of Munich, Germany View citations (42)
See also Journal Article in European Financial Management (2003)
- Investor Psychology and Asset Pricing
MPRA Paper, University Library of Munich, Germany View citations (805)
See also Journal Article in Journal of Finance (2001)
2000
- Covariance Risk, Mispricing, and the Cross Section of Security Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
- On the Survival of Overconfident Traders in a Competitive Securities Market
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article in Journal of Financial Markets (2001)
1993
- The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades
University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA View citations (3)
1992
- Market-Based Estimates of Value Gains from Takeovers: An Intervention Approach
University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA
1990
- FUTURES VERSUS SHARE CONTRACTING AS MEANS OF DIVERSIFING OUTPUT RISK
Working Papers, Columbia - Graduate School of Business
See also Journal Article in Economic Journal (1993)
- Resolution Preference and Project Choice
University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA View citations (1)
1989
- Facilitation of Competing Bids and the Price of a Takeover Target
University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA View citations (35)
1983
- A Model of Hedging and Futures Price Bias
University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA
Undated
- Institutional Memory, Inertia and Impulsiveness
Finance, University of California at Los Angeles
Journal Articles
2022
- Social Transmission Bias and Investor Behavior
Journal of Financial and Quantitative Analysis, 2022, 57, (1), 390-412
See also Working Paper (2018)
- The Exploratory Mindset and Corporate Innovation
Journal of Financial and Quantitative Analysis, 2022, 57, (1), 127-169
2021
- Can Individual Investors Beat the Market?
Review of Asset Pricing Studies, 2021, 11, (3), 552-579
See also Working Paper (2004)
- Misvaluation and Corporate Inventiveness
Journal of Financial and Quantitative Analysis, 2021, 56, (8), 2605-2633
See also Working Paper (2017)
- Moonshots, investment booms, and selection bias in the transmission of cultural traits
Proceedings of the National Academy of Sciences, 2021, 118, (26), e2015571118
See also Working Paper (2020)
- Social finance as cultural evolution, transmission bias, and market dynamics
Proceedings of the National Academy of Sciences, 2021, 118, (26), e2015568118
See also Working Paper (2020)
2020
- Mood beta and seasonalities in stock returns
Journal of Financial Economics, 2020, 137, (1), 272-295 View citations (9)
See also Working Paper (2018)
- Presidential Address: Social Transmission Bias in Economics and Finance
Journal of Finance, 2020, 75, (4), 1779-1831 View citations (12)
- Shared analyst coverage: Unifying momentum spillover effects
Journal of Financial Economics, 2020, 136, (3), 649-675 View citations (10)
See also Working Paper (2018)
- Short- and Long-Horizon Behavioral Factors
(Financial intermediaries and the cross-section of asset returns)
Review of Financial Studies, 2020, 33, (4), 1673-1736 View citations (20)
See also Working Paper (2017)
- The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies
Journal of Finance, 2020, 75, (5), 2631-2672 View citations (10)
See also Working Paper (2017)
2019
- Decision fatigue and heuristic analyst forecasts
Journal of Financial Economics, 2019, 133, (1), 83-98 View citations (13)
See also Working Paper (2018)
2018
- American Finance Association
Journal of Finance, 2018, 73, (1), 468-468 View citations (1)
Also in Journal of Finance, 2017, 72, (6), 2889-2889 (2017)
- Innovative Originality, Profitability, and Stock Returns
Review of Financial Studies, 2018, 31, (7), 2553-2605 View citations (14)
See also Working Paper (2017)
- Superstition and Financial Decision Making
Management Science, 2018, 64, (1), 235-252 View citations (9)
See also Working Paper (2014)
2017
- How psychological bias shapes accounting and financial regulation
Behavioural Public Policy, 2017, 1, (1), 87-105
- How to Write an Effective Referee Report and Improve the Scientific Review Process
Journal of Economic Perspectives, 2017, 31, (1), 231-44 View citations (10)
- Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct
Journal of Financial Economics, 2017, 126, (3), 490-515 View citations (26)
2015
- Asset pricing in production economies with extrapolative expectations
Journal of Monetary Economics, 2015, 76, (C), 87-106 View citations (44)
- Behavioral Finance
Annual Review of Financial Economics, 2015, 7, (1), 133-159 View citations (9)
See also Working Paper (2014)
- Editor's Choice Editorial: Cosmetic Surgery in the Academic Review Process
Review of Financial Studies, 2015, 28, (3), 637-649 View citations (8)
- Overconfident Investors, Predictable Returns, and Excessive Trading
Journal of Economic Perspectives, 2015, 29, (4), 61-88 View citations (56)
See also Working Paper (2016)
2013
- Innovative efficiency and stock returns
Journal of Financial Economics, 2013, 107, (3), 632-654 View citations (180)
- Joint Editorial
Review of Financial Studies, 2013, 26, (11), 2685-2686 View citations (1)
2012
- Are Investors Really Reluctant to Realize Their Losses? Trading Responses to Past Returns and the Disposition Effect
Review of Financial Studies, 2012, 25, (8), 2485-2532 View citations (81)
- Are Overconfident CEOs Better Innovators?
Journal of Finance, 2012, 67, (4), 1457-1498 View citations (363)
See also Working Paper (2010)
- Overvalued Equity and Financing Decisions
Review of Financial Studies, 2012, 25, (12), 3645-3683 View citations (34)
See also Working Paper (2012)
- The Accrual Anomaly: Risk or Mispricing?
Management Science, 2012, 58, (2), 320-335 View citations (38)
See also Working Paper (2007)
2011
- Do Investors Learn from Experience? Evidence from Frequent IPO Investors
Review of Financial Studies, 2011, 24, (5), 1560-1589 View citations (76)
- Fear of the Unknown: Familiarity and Economic Decisions
Review of Finance, 2011, 15, (1), 173-206 View citations (34)
See also Working Paper (2007)
- Investor Overconfidence and the Forward Premium Puzzle
Review of Economic Studies, 2011, 78, (2), 523-558 View citations (53)
See also Working Paper (2010)
- Limited Investor Attention and Stock Market Misreactions to Accounting Information
Review of Asset Pricing Studies, 2011, 1, (1), 35-73 View citations (89)
See also Working Paper (2005)
- Short Arbitrage, Return Asymmetry, and the Accrual Anomaly
Review of Financial Studies, 2011, 24, (7), 2429-2461 View citations (58)
See also Working Paper (2009)
- Taking the road less traveled by: Does conversation eradicate pernicious cascades?
Journal of Economic Theory, 2011, 146, (4), 1418-1436 View citations (14)
See also Working Paper (2004)
2010
- A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns
Review of Financial Studies, 2010, 23, (9), 3401-3436 View citations (36)
See also Working Paper (2010)
- A cross-cultural study of reference point adaptation: Evidence from China, Korea, and the US
Organizational Behavior and Human Decision Processes, 2010, 112, (2), 99-111 View citations (33)
2009
- Accruals, cash flows, and aggregate stock returns
Journal of Financial Economics, 2009, 91, (3), 389-406 View citations (53)
- Driven to Distraction: Extraneous Events and Underreaction to Earnings News
Journal of Finance, 2009, 64, (5), 2289-2325 View citations (342)
See also Working Paper (2007)
- Promotion Tournaments and Capital Rationing
Review of Financial Studies, 2009, 22, (1), 219-255 View citations (2)
See also Working Paper (2007)
- Richard A. Lanham, The Economics of Attention: Style and Substance in the Age of Information
Journal of Bioeconomics, 2009, 11, (1), 99-102
- Systemic risk, coordination failures, and preparedness externalities: Applications to tax and accounting policy
Journal of Financial Economic Policy, 2009, 1, (2), 128-142 View citations (2)
- The Psychological Attraction Approach to Accounting and Disclosure Policy*
Contemporary Accounting Research, 2009, 26, (4), 1067-1090 View citations (6)
See also Working Paper (2009)
2008
- Psychological Bias as a Driver of Financial Regulation
European Financial Management, 2008, 14, (5), 856-874 View citations (29)
See also Working Paper (2007)
- Reference point adaptation: Tests in the domain of security trading
Organizational Behavior and Human Decision Processes, 2008, 105, (1), 67-81 View citations (60)
See also Working Paper (2006)
2006
- Does Investor Misvaluation Drive the Takeover Market?
Journal of Finance, 2006, 61, (2), 725-762 View citations (256)
See also Working Paper (2004)
- Feedback and the success of irrational investors
Journal of Financial Economics, 2006, 81, (2), 311-338 View citations (47)
See also Working Paper (2004)
2005
- A GENERALIZED EARNINGS‐BASED STOCK VALUATION MODEL
Manchester School, 2005, 73, (s1), 1-31 View citations (2)
See also Working Paper (2004)
- Do tender offers create value? New methods and evidence
Journal of Financial Economics, 2005, 76, (1), 3-60 View citations (82)
See also Working Paper (2004)
2004
- Do investors overvalue firms with bloated balance sheets?
Journal of Accounting and Economics, 2004, 38, (1), 297-331 View citations (191)
See also Working Paper (2004)
2003
- Good Day Sunshine: Stock Returns and the Weather
Journal of Finance, 2003, 58, (3), 1009-1032 View citations (484)
See also Working Paper (2004)
- Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis
European Financial Management, 2003, 9, (1), 25-66 View citations (215)
See also Working Paper (2001)
- Limited attention, information disclosure, and financial reporting
Journal of Accounting and Economics, 2003, 36, (1-3), 337-386 View citations (424)
2002
- An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness
Journal of Economics & Management Strategy, 2002, 11, (3), 379-421 View citations (33)
See also Working Paper (2009)
- Investor psychology in capital markets: evidence and policy implications
Journal of Monetary Economics, 2002, 49, (1), 139-209 View citations (203)
- Sidelined Investors, Trading-Generated News, and Security Returns
Review of Financial Studies, 2002, 15, (2), 615-648 View citations (34)
2001
- Investor Psychology and Asset Pricing
Journal of Finance, 2001, 56, (4), 1533-1597 View citations (704)
See also Working Paper (2001)
- On the survival of overconfident traders in a competitive securities market
Journal of Financial Markets, 2001, 4, (1), 73-84 View citations (93)
See also Working Paper (2000)
- Overconfidence, Arbitrage, and Equilibrium Asset Pricing
Journal of Finance, 2001, 56, (3), 921-965 View citations (232)
1998
- Corporate Control Through Board Dismissals and Takeovers
Journal of Economics & Management Strategy, 1998, 7, (4), 489-520 View citations (27)
- Learning from the Behavior of Others: Conformity, Fads, and Informational Cascades
Journal of Economic Perspectives, 1998, 12, (3), 151-170 View citations (538)
1994
- Managerial performance, boards of directors and takeover bidding
Journal of Corporate Finance, 1994, 1, (1), 63-90 View citations (33)
- Security Analysis and Trading Patterns When Some Investors Receive Information before Others
Journal of Finance, 1994, 49, (5), 1665-98 View citations (254)
1993
- Futures versus Share Contracting as Means of Diversifying Output Risk
Economic Journal, 1993, 103, (418), 620-38 View citations (10)
See also Working Paper (1990)
- Managerial Reputation and Corporate Investment Decisions
Financial Management, 1993, 22, (2) View citations (50)
1992
- A Theory of Fads, Fashion, Custom, and Cultural Change in Informational Cascades
Journal of Political Economy, 1992, 100, (5), 992-1026 View citations (1894)
See also Working Paper (2010)
- Managerial Conservatism, Project Choice, and Debt
Review of Financial Studies, 1992, 5, (3), 437-70 View citations (147)
- Risk, managerial effort, and project choice
Journal of Financial Intermediation, 1992, 2, (3), 308-345 View citations (66)
1991
- Seasonal patterns of futures hedging and the resolution of output uncertainty
Journal of Economic Theory, 1991, 53, (2), 304-327 View citations (5)
1990
- Hedging Pressure and Futures Price Movements in a General Equilibrium Model
Econometrica, 1990, 58, (2), 411-28 View citations (76)
- Share Tendering Strategies and the Success of Hostile Takeover Bids
Journal of Political Economy, 1990, 98, (2), 295-324 View citations (99)
1989
- Determinants of Hedging and Risk Premia in Commodity Futures Markets
Journal of Financial and Quantitative Analysis, 1989, 24, (3), 313-331 View citations (41)
- Futures Trading, Storage, and the Division of Risk: A Multiperiod Analysis
Economic Journal, 1989, 99, (397), 700-719 View citations (19)
1988
- Residual Risk, Trading Costs, and Commodity Futures Risk Premia
Review of Financial Studies, 1988, 1, (2), 173-193 View citations (124)
- Risk, Futures Pricing, and the Organization of Production in Commodity Markets
Journal of Political Economy, 1988, 96, (6), 1206-20 View citations (32)
1987
- Price Discrimination through Offers to Match Price
The Journal of Business, 1987, 60, (3), 365-83 View citations (64)
Books
2005
- Price Theory and Applications
Cambridge Books, Cambridge University Press View citations (17)
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