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Details about Jeffrey Wurgler

E-mail:
Homepage:http://www.stern.nyu.edu/~jwurgler
Phone:212-998-0367
Postal address:NYU Stern Finance 44 West 4th St., Suite 9-190 New York, NY 10012
Workplace:Finance Department, Stern School of Business, New York University (NYU), (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Jeffrey Wurgler.

Last updated 2013-05-31. Update your information in the RePEc Author Service.

Short-id: pwu8


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Working Papers

2018

  1. Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)

2017

  1. Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2016

  1. The Risk Anomaly Tradeoff of Leverage
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2013

  1. Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)

2012

  1. Dividends as Reference Points: A Behavioral Signaling Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

2011

  1. Behavioral Corporate Finance: An Updated Survey
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)

2010

  1. On the Economic Consequences of Index-Linked Investing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2009

  1. A Reference Point Theory of Mergers and Acquisitions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  2. Global, local, and contagious investor sentiment
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (3)
    See also Journal Article in Journal of Financial Economics (2012)
  3. The Equity Share in New Issues and Aggregate Stock Returns
    Yale School of Management Working Papers, Yale School of Management Downloads
    See also Journal Article in Journal of Finance (2000)

2008

  1. Catering Through Nominal Share Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Finance (2009)

2007

  1. Investor Sentiment in the Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (574)
    See also Journal Article in Journal of Economic Perspectives (2007)

2006

  1. The Effect of Dividends on Consumption
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Brookings Papers on Economic Activity (2007)

2004

  1. Behavioral Corporate Finance: A Survey
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (52)
  2. Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2010)
  3. Investor Sentiment and the Cross-Section of Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Journal of Finance (2006)
  4. Pseudo Market Timing and Predictive Regressions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  5. The Stock Market and Investment: Evidence from FDI Flows
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

2003

  1. A Catering Theory of Dividends
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  2. Appearing and Disappearing Dividends: The Link to Catering Incentives
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2004)

2002

  1. Comovement
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (3)

    See also Journal Article in Journal of Financial Economics (2005)
  2. When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) Downloads View citations (9)

2001

  1. Does Arbitrage Flatten Demand Curves for Stocks?
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (11)
    See also Journal Article in The Journal of Business (2002)
  2. Financial Markets And The Allocation Of Capital
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (15)
    See also Journal Article in Journal of Financial Economics (2000)
  3. Market Timing and Capital Structure
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (16)

Journal Articles

2012

  1. Global, local, and contagious investor sentiment
    Journal of Financial Economics, 2012, 104, (2), 272-287 Downloads View citations (178)
    See also Working Paper (2009)
  2. The effect of reference point prices on mergers and acquisitions
    Journal of Financial Economics, 2012, 106, (1), 49-71 Downloads View citations (60)

2010

  1. Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements
    Journal of Financial and Quantitative Analysis, 2010, 45, (5), 1111-1131 Downloads View citations (54)
    See also Working Paper (2004)

2009

  1. Catering through Nominal Share Prices
    Journal of Finance, 2009, 64, (6), 2559-2590 Downloads View citations (42)
    See also Working Paper (2008)
  2. Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment
    Review of Financial Studies, 2009, 22, (1), 337-369 Downloads View citations (60)

2007

  1. Investor Sentiment in the Stock Market
    Journal of Economic Perspectives, 2007, 21, (2), 129-152 Downloads View citations (581)
    See also Working Paper (2007)
  2. The Effect of Dividends on Consumption
    Brookings Papers on Economic Activity, 2007, 38, (1), 231-292 Downloads View citations (16)
    See also Working Paper (2006)

2006

  1. Investor Sentiment and the Cross‐Section of Stock Returns
    Journal of Finance, 2006, 61, (4), 1645-1680 Downloads View citations (918)
    See also Working Paper (2004)
  2. Predicting Returns with Managerial Decision Variables: Is There a Small‐Sample Bias?
    Journal of Finance, 2006, 61, (4), 1711-1730 Downloads View citations (24)

2005

  1. Comovement
    Journal of Financial Economics, 2005, 75, (2), 283-317 Downloads
    See also Working Paper (2002)

2004

  1. Appearing and disappearing dividends: The link to catering incentives
    Journal of Financial Economics, 2004, 73, (2), 271-288 Downloads View citations (98)
    See also Working Paper (2003)

2003

  1. The maturity of debt issues and predictable variation in bond returns
    Journal of Financial Economics, 2003, 70, (2), 261-291 Downloads View citations (83)

2002

  1. Comment on: Investor psychology in capital markets
    Journal of Monetary Economics, 2002, 49, (1), 211-214 Downloads
  2. Does Arbitrage Flatten Demand Curves for Stocks?
    The Journal of Business, 2002, 75, (4), 583-608 Downloads View citations (209)
    See also Working Paper (2001)

2000

  1. Financial markets and the allocation of capital
    Journal of Financial Economics, 2000, 58, (1-2), 187-214 Downloads View citations (623)
    See also Working Paper (2001)
  2. The Equity Share in New Issues and Aggregate Stock Returns
    Journal of Finance, 2000, 55, (5), 2219-2257 Downloads View citations (250)
    See also Working Paper (2009)

Chapters

 
Page updated 2020-09-18