Details about Gur Huberman

Access statistics for papers by Gur Huberman.

Last updated 2019-06-09. Update your information in the RePEc Author Service.

Short-id: phu98

Working Papers

2017

1. Monopoly Without a Monopolist: An Economic Analysis of the Bitcoin Payment System
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (70)

2014

2. Moral Hazard and Debt Maturity
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) View citations (6)
   Working Papers, CEMFI (2013) View citations (2)
3. Shortfall Aversion
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2010

4. Performance Maximization of Actively Managed Funds
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Staff Reports, Federal Reserve Bank of New York (2010)
   See also Journal Article Performance maximization of actively managed funds, Journal of Financial Economics, Elsevier (2011) View citations (3) (2011)

2007

5. Correlated Trading and Returns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   See also Journal Article Correlated Trading and Returns, Journal of Finance, American Finance Association (2008) View citations (85) (2008)
6. Is the Price of Money Managers Too Low?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
7. Preferred Risk Habitat of Individual Investors
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Preferred risk habitat of individual investors, Journal of Financial Economics, Elsevier (2010) View citations (53) (2010)

2005

8. Arbitrage pricing theory
   Staff Reports, Federal Reserve Bank of New York View citations (8)

2004

9. Do Stock Price Bubbles Influence Corporate Investment?
   2004 Meeting Papers, Society for Economic Dynamics View citations (18)
   Also in Staff Reports, Federal Reserve Bank of New York (2004) View citations (14)
   NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (17)
   See also Journal Article Do stock price bubbles influence corporate investment?, Journal of Monetary Economics, Elsevier (2005) View citations (122) (2005)

2001

10. Arbitrage-Free Price-Update and Price-Impact Functions
    Yale School of Management Working Papers, Yale School of Management View citations (2)
11. Optimal Liquidity Trading
    Yale School of Management Working Papers, Yale School of Management View citations (5)
    See also Journal Article Optimal Liquidity Trading, Review of Finance, Springer (2005) View citations (50) (2005)

2000

12. Correct Belief, Wrong Action and a Puzzling Gender Difference
    Working Papers, Tel Aviv View citations (5)
    Also in Working Papers, Tel Aviv (2000) View citations (5)

1999

13. Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar
    Working Papers, Columbia - Graduate School of Business
14. Systematic Liquidity
    Working Papers, Columbia - Graduate School of Business View citations (31)
    See also Journal Article SYSTEMATIC LIQUIDITY, Journal of Financial Research, Southern Finance Association (2001) View citations (143) (2001)

1992

15. Market Response to Mutual Fund Performance
    Working Papers, Columbia - Graduate School of Business View citations (2)
16. Returns Volatilities Drop Following Large Dividend Payments
    Working Papers, Columbia - Graduate School of Business

1991

17. On the Incentives for Money Nanagers: A Signalling Approach
    Working Papers, Columbia - Graduate School of Business
    See also Journal Article On the incentives for money managers: A signalling approach, European Economic Review, Elsevier (1993) View citations (10) (1993)

Journal Articles

2019

1. An Economist's Perspective on the Bitcoin Payment System
   AEA Papers and Proceedings, 2019, 109, 93-96 View citations (5)

2018

2. Economic Expectations, Voting, and Economic Decisions around Elections
   AEA Papers and Proceedings, 2018, 108, 597-602 View citations (4)

2011

3. Performance maximization of actively managed funds
   Journal of Financial Economics, 2011, 101, (3), 574-595 View citations (3)
   See also Working Paper Performance Maximization of Actively Managed Funds, CEPR Discussion Papers (2010) (2010)

2010

4. Preferred risk habitat of individual investors
   Journal of Financial Economics, 2010, 97, (1), 155-173 View citations (53)
   See also Working Paper Preferred Risk Habitat of Individual Investors, CEPR Discussion Papers (2007) View citations (1) (2007)

2008

5. Correlated Trading and Returns
   Journal of Finance, 2008, 63, (2), 885-920 View citations (85)
   See also Working Paper Correlated Trading and Returns, CEPR Discussion Papers (2007) View citations (2) (2007)

2007

6. Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates
   Journal of Financial Services Research, 2007, 31, (1), 1-32 View citations (68)

2006

7. Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds
   Journal of Finance, 2006, 61, (2), 763-801 View citations (111)

2005

8. Do stock price bubbles influence corporate investment?
   Journal of Monetary Economics, 2005, 52, (4), 805-827 View citations (122)
   See also Working Paper Do Stock Price Bubbles Influence Corporate Investment?, 2004 Meeting Papers (2004) View citations (18) (2004)
9. Optimal Liquidity Trading
   Review of Finance, 2005, 9, (2), 165-200 View citations (50)
   Also in Review of Finance, 2005, 9, (2), 165-200 (2005) View citations (48)
   See also Working Paper Optimal Liquidity Trading, Yale School of Management Working Papers (2001) View citations (5) (2001)
10. Talk and Action: What Individual Investors Say and What They Do
    Review of Finance, 2005, 9, (4), 437-481 View citations (151)
    Also in Review of Finance, 2005, 9, (4), 437-481 (2005) View citations (143)

2004

11. Performance and Employer Stock in 401(k) Plans
    Review of Finance, 2004, 8, (3), 403-443 View citations (11)
    Also in Review of Finance, 2004, 8, (3), 403-443 (2004) View citations (28)
12. Price Manipulation and Quasi-Arbitrage
    Econometrica, 2004, 72, (4), 1247-1275 View citations (129)

2001

13. Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar
    Journal of Finance, 2001, 56, (1), 387-396 View citations (346)
14. Familiarity Breeds Investment
    The Review of Financial Studies, 2001, 14, (3), 659-80 View citations (651)
15. SYSTEMATIC LIQUIDITY
    Journal of Financial Research, 2001, 24, (2), 161-178 View citations (143)
    See also Working Paper Systematic Liquidity, Working Papers (1999) View citations (31) (1999)

1997

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

1993

17. On the incentives for money managers: A signalling approach
    European Economic Review, 1993, 37, (5), 1065-1081 View citations (10)
    See also Working Paper On the Incentives for Money Nanagers: A Signalling Approach, Working Papers (1991) (1991)

1990

18. Dividend Neutrality with Transaction Costs
    The Journal of Business, 1990, 63, (1), S93-106 View citations (1)
19. Market Efficiency and Value Line's Record
    The Journal of Business, 1990, 63, (2), 187-216 View citations (6)

1989

20. Firms' fiscal years, size and industry
    Economics Letters, 1989, 29, (1), 69-75 View citations (5)

1988

21. Limited Contract Enforcement and Strategic Renegotiation
    American Economic Review, 1988, 78, (3), 471-84 View citations (62)
22. Optimality of Periodicity
    The Review of Economic Studies, 1988, 55, (1), 127-138 View citations (1)
23. Strategic renegotiation
    Economics Letters, 1988, 28, (2), 117-121 View citations (11)
24. Two-sided Uncertainty and "Up-or-Out" Contracts
    Journal of Labor Economics, 1988, 6, (4), 423-44 View citations (91)

1987

25. Mean-Variance Spanning
    Journal of Finance, 1987, 42, (4), 873-88 View citations (225)
26. Mimicking Portfolios and Exact Arbitrage Pricing
    Journal of Finance, 1987, 42, (1), 1-9 View citations (70)
27. Value Line Rank and Firm Size
    The Journal of Business, 1987, 60, (4), 577-89 View citations (9)

1985

28. Information Aggregation, Inflation, and the Pricing of Indexed Bonds
    Journal of Political Economy, 1985, 93, (1), 92-114 View citations (17)

1984

29. Capital asset pricing in an overlapping generations model
    Journal of Economic Theory, 1984, 33, (2), 232-248 View citations (3)
30. External Financing and Liquidity
    Journal of Finance, 1984, 39, (3), 895-908 View citations (17)

1983

31. Optimal Insurance Policy Indemnity Schedules
    Bell Journal of Economics, 1983, 14, (2), 415-426 View citations (95)
32. Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
    Econometrica, 1983, 51, (5), 1345-61 View citations (22)

1982

33. A simple approach to arbitrage pricing theory
    Journal of Economic Theory, 1982, 28, (1), 183-191 View citations (62)
    See also Chapter A Simple Approach to Arbitrage Pricing Theory, World Scientific Book Chapters, 2005, 289-308 (2005) View citations (1) (2005)
34. Optimal Locations on a Line Are Interleaved
    Operations Research, 1982, 30, (4), 745-759 View citations (3)

Chapters

2005

1. A Simple Approach to Arbitrage Pricing Theory
   Chapter 9 in Theory Of Valuation, 2005, pp 289-308 View citations (1)
   See also Journal Article A simple approach to arbitrage pricing theory, Elsevier (1982) View citations (62) (1982)