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Details about Gur Huberman

Homepage:http://www0.gsb.columbia.edu/faculty/ghuberman/
Workplace:Finance and Economics Department, Graduate School of Business, Columbia University, (more information at EDIRC)

Access statistics for papers by Gur Huberman.

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

Short-id: phu98


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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 Downloads View citations (35)
    Also in Research Discussion Papers, Bank of Finland (2017) Downloads View citations (35)

2014

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

2010

  1. Performance Maximization of Actively Managed Funds
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2010) Downloads

    See also Journal Article in Journal of Financial Economics (2011)

2007

  1. Correlated Trading and Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2005) Downloads View citations (4)

    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 Downloads
  3. Preferred Risk Habitat of Individual Investors
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Financial Economics (2010)

2005

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

2004

  1. Do Stock Price Bubbles Influence Corporate Investment?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (16)
    Staff Reports, Federal Reserve Bank of New York (2004) Downloads View citations (13)

    See also Journal Article in Journal of Monetary Economics (2005)

2001

  1. Arbitrage-Free Price-Update and Price-Impact Functions
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (2)
  2. Optimal Liquidity Trading
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (2)
    See also Journal Article in Review of Finance (2005)

2000

  1. Correct Belief, Wrong Action and a Puzzling Gender Difference
    Working Papers, Tel Aviv View citations (2)
    Also in Working Papers, Tel Aviv (2000) View citations (3)

1999

  1. Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar
    Working Papers, Columbia - Graduate School of Business
  2. Systematic Liquidity
    Working Papers, Columbia - Graduate School of Business View citations (31)
    See also Journal Article in Journal of Financial Research (2001)

1992

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

1991

  1. 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

2019

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

2018

  1. Economic Expectations, Voting, and Economic Decisions around Elections
    AEA Papers and Proceedings, 2018, 108, 597-602 Downloads View citations (1)

2011

  1. Performance maximization of actively managed funds
    Journal of Financial Economics, 2011, 101, (3), 574-595 Downloads View citations (2)
    See also Working Paper (2010)

2010

  1. Preferred risk habitat of individual investors
    Journal of Financial Economics, 2010, 97, (1), 155-173 Downloads View citations (33)
    See also Working Paper (2007)

2008

  1. Correlated Trading and Returns
    Journal of Finance, 2008, 63, (2), 885-920 Downloads View citations (52)
    See also Working Paper (2007)

2007

  1. Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates
    Journal of Financial Services Research, 2007, 31, (1), 1-32 Downloads View citations (53)

2006

  1. Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds
    Journal of Finance, 2006, 61, (2), 763-801 Downloads View citations (83)

2005

  1. Do stock price bubbles influence corporate investment?
    Journal of Monetary Economics, 2005, 52, (4), 805-827 Downloads View citations (85)
    See also Working Paper (2004)
  2. Optimal Liquidity Trading
    Review of Finance, 2005, 9, (2), 165-200 Downloads View citations (22)
    Also in Review of Finance, 2005, 9, (2), 165-200 (2005) Downloads View citations (34)

    See also Working Paper (2001)
  3. Talk and Action: What Individual Investors Say and What They Do
    Review of Finance, 2005, 9, (4), 437-481 Downloads View citations (74)
    Also in Review of Finance, 2005, 9, (4), 437-481 (2005) Downloads View citations (102)

2004

  1. Performance and Employer Stock in 401(k) Plans
    Review of Finance, 2004, 8, (3), 403-443 Downloads View citations (24)
    Also in Review of Finance, 2004, 8, (3), 403-443 (2004) Downloads View citations (7)
  2. Price Manipulation and Quasi-Arbitrage
    Econometrica, 2004, 72, (4), 1247-1275 Downloads View citations (87)

2001

  1. Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar
    Journal of Finance, 2001, 56, (1), 387-396 Downloads View citations (212)
  2. Familiarity Breeds Investment
    Review of Financial Studies, 2001, 14, (3), 659-80 View citations (451)
  3. SYSTEMATIC LIQUIDITY
    Journal of Financial Research, 2001, 24, (2), 161-178 Downloads View citations (103)
    See also Working Paper (1999)

1997

  1. Corporate risk management to reduce borrowing costs
    Economics Letters, 1997, 54, (3), 265-269 Downloads View citations (2)

1993

  1. On the incentives for money managers: A signalling approach
    European Economic Review, 1993, 37, (5), 1065-1081 Downloads View citations (9)
    See also Working Paper (1991)

1990

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

1989

  1. Firms' fiscal years, size and industry
    Economics Letters, 1989, 29, (1), 69-75 Downloads View citations (3)

1988

  1. Limited Contract Enforcement and Strategic Renegotiation
    American Economic Review, 1988, 78, (3), 471-84 Downloads View citations (56)
  2. Optimality of Periodicity
    Review of Economic Studies, 1988, 55, (1), 127-138 Downloads View citations (1)
  3. Strategic renegotiation
    Economics Letters, 1988, 28, (2), 117-121 Downloads View citations (11)
  4. Two-sided Uncertainty and "Up-or-Out" Contracts
    Journal of Labor Economics, 1988, 6, (4), 423-44 Downloads View citations (81)

1987

  1. Mean-Variance Spanning
    Journal of Finance, 1987, 42, (4), 873-88 Downloads View citations (165)
  2. Mimicking Portfolios and Exact Arbitrage Pricing
    Journal of Finance, 1987, 42, (1), 1-9 Downloads View citations (60)
  3. Value Line Rank and Firm Size
    The Journal of Business, 1987, 60, (4), 577-89 Downloads View citations (7)

1985

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

1984

  1. Capital asset pricing in an overlapping generations model
    Journal of Economic Theory, 1984, 33, (2), 232-248 Downloads View citations (2)
  2. External Financing and Liquidity
    Journal of Finance, 1984, 39, (3), 895-908 Downloads View citations (11)

1983

  1. Optimal Insurance Policy Indemnity Schedules
    Bell Journal of Economics, 1983, 14, (2), 415-426 Downloads View citations (46)
  2. Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
    Econometrica, 1983, 51, (5), 1345-61 Downloads View citations (19)

1982

  1. A simple approach to arbitrage pricing theory
    Journal of Economic Theory, 1982, 28, (1), 183-191 Downloads View citations (56)
    See also Chapter (2005)
  2. Optimal Locations on a Line Are Interleaved
    Operations Research, 1982, 30, (4), 745-759 Downloads

Chapters

2005

  1. A Simple Approach to Arbitrage Pricing Theory
    Chapter 9 in Theory Of Valuation, 2005, pp 289-308 Downloads
    See also Journal Article in Journal of Economic Theory (1982)
 
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