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Details about Owen A. Lamont

Homepage:http://www.economics.harvard.edu/faculty/lamont
Workplace:Department of Economics, Harvard University, (more information at EDIRC)

Access statistics for papers by Owen A. Lamont.

Last updated 2012-05-27. Update your information in the RePEc Author Service.

Short-id: pla600


Jump to Journal Articles Chapters

Working Papers

2007

  1. The Earnings Announcement Premium and Trading Volume
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (63)

2005

  1. Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    See also Journal Article in Journal of Financial Economics (2008)
  2. Investor Sentiment and Corporate Finance: Micro and Macro
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in American Economic Review (2006)

2004

  1. Aggregate Short Interest and Market Valuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (53)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003) Downloads View citations (1)

    See also Journal Article in American Economic Review (2004)
  2. Go Down Fighting: Short Sellers vs. Firms
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)

2002

  1. Evaluating Value Weighting: Corporate Events and Market Timing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

2001

  1. Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (33)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago Downloads View citations (1)

    See also Journal Article in Journal of Political Economy (2003)
  2. Short Sale Constraints and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
    See also Journal Article in Journal of Financial Economics (2002)

2000

  1. Does Diversification Destroy Value? Evidence From Industry Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago

    See also Journal Article in Journal of Financial Economics (2002)

1999

  1. Economic Tracking Portfolios
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (5)

    See also Journal Article in Journal of Econometrics (2001)
  2. Investment Plans and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (29)

    See also Journal Article in Journal of Finance (2000)
  3. The Diversification Discount: Cash Flows vs. Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (17)

1997

  1. Financial Constraints and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago

    See also Journal Article in Review of Financial Studies (2001)
  2. Leverage and House-Price Dynamics in U.S. Cities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in RAND Journal of Economics (1999)

1996

  1. Cash Flow and Investment: Evidence from Internal Capital Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Journal of Finance (1997)
  2. Earnings and Expected Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
  3. Investor Reaction to Salient News in Closed-End Country Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
  4. Macroeconomic News and Bond Market Volatility
    Home Pages, Princeton University, Department of Economics Downloads View citations (1)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago

    See also Journal Article in Journal of Financial Economics (1998)
  5. Public Information and the Persistence of Bond Market Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  6. Relative Price Variability and Inflation: Evidence from US Cities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Journal Article in Journal of Political Economy (1997)

1995

  1. Do "Shortages" Cause Inflation?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Chapter (1997)
  2. Macroeconomics Forecasts and Microeconomic Forecasters
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)
    See also Journal Article in Journal of Economic Behavior & Organization (2002)

1993

  1. Credit conditions and the cyclical behavior of inventories
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (14)

1992

  1. Credit Conditions and the Cyclical Behavior of Inventories: A Case Studyof the 1981-82 Recession
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

Journal Articles

2008

  1. Dumb money: Mutual fund flows and the cross-section of stock returns
    Journal of Financial Economics, 2008, 88, (2), 299-322 Downloads View citations (236)
    See also Working Paper (2005)

2006

  1. Investor Sentiment and Corporate Finance: Micro and Macro
    American Economic Review, 2006, 96, (2), 147-151 Downloads View citations (24)
    See also Working Paper (2005)

2004

  1. Aggregate Short Interest and Market Valuations
    American Economic Review, 2004, 94, (2), 29-32 Downloads View citations (53)
    See also Working Paper (2004)

2003

  1. Anomalies: The Law of One Price in Financial Markets
    Journal of Economic Perspectives, 2003, 17, (4), 191-202 Downloads View citations (81)
  2. Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs
    Journal of Political Economy, 2003, 111, (2), 227-268 Downloads View citations (217)
    See also Working Paper (2001)

2002

  1. Does diversification destroy value? Evidence from the industry shocks
    Journal of Financial Economics, 2002, 63, (1), 51-77 Downloads View citations (89)
    See also Working Paper (2000)
  2. Macroeconomic forecasts and microeconomic forecasters
    Journal of Economic Behavior & Organization, 2002, 48, (3), 265-280 Downloads View citations (155)
    See also Working Paper (1995)
  3. Short-sale constraints and stock returns
    Journal of Financial Economics, 2002, 66, (2-3), 207-239 Downloads View citations (230)
    See also Working Paper (2001)

2001

  1. Economic tracking portfolios
    Journal of Econometrics, 2001, 105, (1), 161-184 Downloads View citations (109)
    See also Working Paper (1999)
  2. Financial Constraints and Stock Returns
    Review of Financial Studies, 2001, 14, (2), 529-54 View citations (416)
    See also Working Paper (1997)
  3. The Diversification Discount: Cash Flows Versus Returns
    Journal of Finance, 2001, 56, (5), 1693-1721 Downloads View citations (62)

2000

  1. Investment Plans and Stock Returns
    Journal of Finance, 2000, 55, (6), 2719-2745 Downloads View citations (96)
    See also Working Paper (1999)

1999

  1. Leverage and House-Price Dynamics in U.S. Cities
    RAND Journal of Economics, 1999, 30, (3), 498-514 Downloads View citations (94)
    See also Working Paper (1997)

1998

  1. Macroeconomic news and bond market volatility
    Journal of Financial Economics, 1998, 47, (3), 315-337 Downloads View citations (182)
    See also Working Paper (1996)

1997

  1. Cash Flow and Investment: Evidence from Internal Capital Markets
    Journal of Finance, 1997, 52, (1), 83-109 Downloads View citations (409)
    See also Working Paper (1996)
  2. Relative Price Variability and Inflation: Evidence from U.S. Cities
    Journal of Political Economy, 1997, 105, (1), 132-52 Downloads View citations (82)
    See also Working Paper (1996)

1995

  1. Corporate-Debt Overhang and Macroeconomic Expectations
    American Economic Review, 1995, 85, (5), 1106-17 Downloads View citations (79)

Chapters

1997

  1. Do "Shortages" Cause Inflation?
    A chapter in Reducing Inflation: Motivation and Strategy, 1997, pp 281-306 Downloads
    See also Working Paper (1995)
 
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