Details about Owen A. Lamont

Access statistics for papers by Owen A. Lamont.

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

Short-id: pla600

Working Papers

2007

1. The Earnings Announcement Premium and Trading Volume
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (72)

2005

2. Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
   See also Journal Article Dumb money: Mutual fund flows and the cross-section of stock returns, Journal of Financial Economics, Elsevier (2008) View citations (282) (2008)
3. Investor Sentiment and Corporate Finance: Micro and Macro
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   See also Journal Article Investor Sentiment and Corporate Finance: Micro and Macro, American Economic Review, American Economic Association (2006) View citations (30) (2006)

2004

4. Aggregate Short Interest and Market Valuations
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (60)
   Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003) View citations (1)
   See also Journal Article Aggregate Short Interest and Market Valuations, American Economic Review, American Economic Association (2004) View citations (60) (2004)
5. Go Down Fighting: Short Sellers vs. Firms
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)

2002

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

2001

7. Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (33)
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (1)
   See also Journal Article Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs, Journal of Political Economy, University of Chicago Press (2003) View citations (262) (2003)
8. Short Sale Constraints and Stock Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
   See also Journal Article Short-sale constraints and stock returns, Journal of Financial Economics, Elsevier (2002) View citations (251) (2002)

2000

9. Does Diversification Destroy Value? Evidence From Industry Shocks
   NBER Working Papers, National Bureau of Economic Research, Inc 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 Does diversification destroy value? Evidence from the industry shocks, Journal of Financial Economics, Elsevier (2002) View citations (103) (2002)

1999

10. Economic Tracking Portfolios
    NBER Working Papers, National Bureau of Economic Research, Inc 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 Economic tracking portfolios, Journal of Econometrics, Elsevier (2001) View citations (111) (2001)
11. Investment Plans and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc 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 Investment Plans and Stock Returns, Journal of Finance, American Finance Association (2000) View citations (104) (2000)
12. The Diversification Discount: Cash Flows vs. Returns
    NBER Working Papers, National Bureau of Economic Research, Inc 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

13. Financial Constraints and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc 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 Financial Constraints and Stock Returns, The Review of Financial Studies, Society for Financial Studies (2001) View citations (496) (2001)
14. Leverage and House-Price Dynamics in U.S. Cities
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article Leverage and House-Price Dynamics in U.S. Cities, RAND Journal of Economics, The RAND Corporation (1999) View citations (97) (1999)

1996

15. Cash Flow and Investment: Evidence from Internal Capital Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    See also Journal Article Cash Flow and Investment: Evidence from Internal Capital Markets, Journal of Finance, American Finance Association (1997) View citations (430) (1997)
16. Earnings and Expected Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
17. Investor Reaction to Salient News in Closed-End Country Funds
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
18. Macroeconomic News and Bond Market Volatility
    Home Pages, Princeton University, Department of Economics 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 Macroeconomic news and bond market volatility, Journal of Financial Economics, Elsevier (1998) View citations (192) (1998)
19. Public Information and the Persistence of Bond Market Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
20. Relative Price Variability and Inflation: Evidence from US Cities
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    See also Journal Article Relative Price Variability and Inflation: Evidence from U.S. Cities, Journal of Political Economy, University of Chicago Press (1997) View citations (87) (1997)

1995

21. Do "Shortages" Cause Inflation?
    NBER Working Papers, National Bureau of Economic Research, Inc
    See also Chapter Do "Shortages" Cause Inflation?, NBER Chapters, National Bureau of Economic Research, Inc (1997) View citations (1) (1997)
22. Macroeconomics Forecasts and Microeconomic Forecasters
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
    See also Journal Article Macroeconomic forecasts and microeconomic forecasters, Journal of Economic Behavior & Organization, Elsevier (2002) View citations (163) (2002)

1993

23. Credit conditions and the cyclical behavior of inventories
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (16)

1992

24. Credit Conditions and the Cyclical Behavior of Inventories: A Case Studyof the 1981-82 Recession
    NBER Working Papers, National Bureau of Economic Research, Inc 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 View citations (282)
   See also Working Paper Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns, NBER Working Papers (2005) View citations (18) (2005)

2006

2. Investor Sentiment and Corporate Finance: Micro and Macro
   American Economic Review, 2006, 96, (2), 147-151 View citations (30)
   See also Working Paper Investor Sentiment and Corporate Finance: Micro and Macro, NBER Working Papers (2005) View citations (5) (2005)

2004

3. Aggregate Short Interest and Market Valuations
   American Economic Review, 2004, 94, (2), 29-32 View citations (60)
   See also Working Paper Aggregate Short Interest and Market Valuations, NBER Working Papers (2004) View citations (60) (2004)

2003

4. Anomalies: The Law of One Price in Financial Markets
   Journal of Economic Perspectives, 2003, 17, (4), 191-202 View citations (90)
5. Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs
   Journal of Political Economy, 2003, 111, (2), 227-268 View citations (262)
   See also Working Paper Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs, NBER Working Papers (2001) View citations (33) (2001)

2002

6. Does diversification destroy value? Evidence from the industry shocks
   Journal of Financial Economics, 2002, 63, (1), 51-77 View citations (103)
   See also Working Paper Does Diversification Destroy Value? Evidence From Industry Shocks, NBER Working Papers (2000) View citations (4) (2000)
7. Macroeconomic forecasts and microeconomic forecasters
   Journal of Economic Behavior & Organization, 2002, 48, (3), 265-280 View citations (163)
   See also Working Paper Macroeconomics Forecasts and Microeconomic Forecasters, NBER Working Papers (1995) View citations (39) (1995)
8. Short-sale constraints and stock returns
   Journal of Financial Economics, 2002, 66, (2-3), 207-239 View citations (251)
   See also Working Paper Short Sale Constraints and Stock Returns, NBER Working Papers (2001) View citations (20) (2001)

2001

9. Economic tracking portfolios
   Journal of Econometrics, 2001, 105, (1), 161-184 View citations (111)
   See also Working Paper Economic Tracking Portfolios, NBER Working Papers (1999) View citations (6) (1999)
10. Financial Constraints and Stock Returns
    The Review of Financial Studies, 2001, 14, (2), 529-54 View citations (496)
    See also Working Paper Financial Constraints and Stock Returns, NBER Working Papers (1997) View citations (2) (1997)
11. The Diversification Discount: Cash Flows Versus Returns
    Journal of Finance, 2001, 56, (5), 1693-1721 View citations (66)

2000

12. Investment Plans and Stock Returns
    Journal of Finance, 2000, 55, (6), 2719-2745 View citations (104)
    See also Working Paper Investment Plans and Stock Returns, NBER Working Papers (1999) View citations (1) (1999)

1999

13. Leverage and House-Price Dynamics in U.S. Cities
    RAND Journal of Economics, 1999, 30, (3), 498-514 View citations (97)
    See also Working Paper Leverage and House-Price Dynamics in U.S. Cities, NBER Working Papers (1997) View citations (4) (1997)

1998

14. Macroeconomic news and bond market volatility
    Journal of Financial Economics, 1998, 47, (3), 315-337 View citations (192)
    See also Working Paper Macroeconomic News and Bond Market Volatility, Home Pages (1996) View citations (1) (1996)

1997

15. Cash Flow and Investment: Evidence from Internal Capital Markets
    Journal of Finance, 1997, 52, (1), 83-109 View citations (430)
    See also Working Paper Cash Flow and Investment: Evidence from Internal Capital Markets, NBER Working Papers (1996) View citations (9) (1996)
16. Relative Price Variability and Inflation: Evidence from U.S. Cities
    Journal of Political Economy, 1997, 105, (1), 132-52 View citations (87)
    See also Working Paper Relative Price Variability and Inflation: Evidence from US Cities, NBER Working Papers (1996) View citations (10) (1996)

1995

17. Corporate-Debt Overhang and Macroeconomic Expectations
    American Economic Review, 1995, 85, (5), 1106-17 View citations (88)

Chapters

1997

1. Do "Shortages" Cause Inflation?
   A chapter in Reducing Inflation: Motivation and Strategy, 1997, pp 281-306 View citations (1)
   See also Working Paper Do "Shortages" Cause Inflation?, National Bureau of Economic Research, Inc (1995) (1995)