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Owen A Lamont · Study
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Author
Owen A Lamont
46 works
· latest 2012
· 6 institutions
cluster: provisional
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40
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45
Citations
12,028
Works here
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Most cited in this library
Financial Constraints and Stock Returns
2001 · 1,409 citations
Cash Flow and Investment: Evidence from Internal Capital Markets
1997 · 1,143 citations
Short-sale constraints and stock returns
2002 · 899 citations
Dumb money: Mutual fund flows and the cross-section of stock returns
2008 · 881 citations
Credit Conditions and the Cyclical Behavior of Inventories
1994 · 775 citations
Works
46 shown
Go Down Fighting: Short Sellers vs. Firms
The Review of Asset Pricing Studies
·
2012
·
1 author
174
citations
Dumb money: Mutual fund flows and the cross-section of stock returns
Journal of Financial Economics
·
2008
·
2 authors
881
citations
The Earnings Announcement Premium and Trading Volume
National Bureau of Economic Research
·
2007
·
2 authors
·
report
·
Open access
205
citations
Investor Sentiment and Corporate Finance: Micro and Macro
American Economic Review
·
2006
·
2 authors
104
citations
Inflation and Earnings Uncertainty and Volatility Forecasts
·
2006
·
6 authors
31
citations
Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
National Bureau of Economic Research
·
2005
·
2 authors
·
report
·
Open access
87
citations
Investor Sentiment and Corporate Finance: Micro and Macro
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
31
citations
Go Down Fighting: Short Sellers vs. Firms
National Bureau of Economic Research
·
2004
·
1 author
·
report
·
Open access
76
citations
Aggregate Short Interest and Market Valuations
American Economic Review
·
2004
·
2 authors
208
citations
Anomalies: The Law of One Price in Financial Markets
The Journal of Economic Perspectives
·
2003
·
2 authors
266
citations
Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs
Journal of Political Economy
·
2003
·
2 authors
660
citations
[Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions]: Comment
NBER Macroeconomics Annual
·
2003
·
1 author
6
citations
Short-sale constraints and stock returns
Journal of Financial Economics
·
2002
·
2 authors
899
citations
Macroeconomic forecasts and microeconomic forecasters
Journal of Economic Behavior & Organization
·
2002
·
1 author
288
citations
Does diversification destroy value? Evidence from the industry shocks
Journal of Financial Economics
·
2002
·
2 authors
274
citations
Economic tracking portfolios
Journal of Econometrics
·
2001
·
1 author
270
citations
The Diversification Discount: Cash Flows Versus Returns
The Journal of Finance
·
2001
·
2 authors
·
Open access
178
citations
The diversification discount
·
2001
·
2 authors
76
citations
Short Sale Constraints and Stock Returns
National Bureau of Economic Research
·
2001
·
2 authors
·
report
·
Open access
34
citations
Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs
National Bureau of Economic Research
·
2001
·
2 authors
·
report
·
Open access
51
citations
Financial Constraints and Stock Returns
Review of Financial Studies
·
2001
·
3 authors
1,409
citations
Short Sale Constraints and Stock Returns
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
119
citations
Investment Plans and Stock Returns
The Journal of Finance
·
2000
·
1 author
309
citations
Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
209
citations
Does Diversification Destroy Value? Evidence from Industry Shocks
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
96
citations
The Diversification Discount: Cash Flows vs. Returns
National Bureau of Economic Research
·
1999
·
2 authors
·
report
·
Open access
53
citations
Leverage and House-Price Dynamics in U.S. Cities
The RAND Journal of Economics
·
1999
·
2 authors
197
citations
Investment Plans and Stock Returns
SSRN Electronic Journal
·
1999
·
1 author
·
preprint
·
Open access
48
citations
Economic Tracking Portfolios
SSRN Electronic Journal
·
1999
·
1 author
·
preprint
·
Open access
40
citations
Earnings and Expected Returns
The Journal of Finance
·
1998
·
1 author
635
citations
Investor Reaction to Salient News in Closed‐End Country Funds
The Journal of Finance
·
1998
·
3 authors
432
citations
Macroeconomic news and bond market volatility1We thank Walter Toshi Baily, Bob Korajczyk, Jim Poterba, Mark Watson, seminar participants at the University of Chicago, Columbia University, Cornell University, and the University of Montreal, and especially Ludger Hentschel (the referee) for helpful comments. We also thank Mark Mitchell for supplying data, and Amy C. Ko and Sydney Ludvigson for research assistance. Lamont was supported by the FMC Faculty Research Fund at the Graduate School of Business, University of Chicago. A portion of this research was completed while Lumsdaine was a National Fellow at the Hoover Institution. We also thank the Financial Research Center at Princeton University for support. A previous version of this paper circulated as `Public Information and the Persistence of Bond Market Volatility'.1
Journal of Financial Economics
·
1998
·
3 authors
342
citations
Financial Constraints and Stock Returns
SSRN Electronic Journal
·
1998
·
3 authors
·
preprint
·
Open access
106
citations
Financial Constraints and Stock Returns
National Bureau of Economic Research
·
1997
·
3 authors
·
report
·
Open access
125
citations
Cash Flow and Investment: Evidence from Internal Capital Markets
The Journal of Finance
·
1997
·
1 author
1,143
citations
Cash Flow and Investment: Evidence from Internal Capital Markets
The Journal of Finance
·
1997
·
1 author
·
Open access
373
citations
Leverage and House-Price Dynamics in U.S. Cities
National Bureau of Economic Research
·
1997
·
2 authors
·
report
·
Open access
140
citations
Macroeconomic News and Bond Market Volatility
RePEc: Research Papers in Economics
·
1996
·
3 authors
·
preprint
102
citations
Earnings and Expected Returns
National Bureau of Economic Research
·
1996
·
1 author
·
report
·
Open access
63
citations
Relative Price Variability and Inflation: Evidence from U.S. Cities
Journal of Political Economy
·
1996
·
2 authors
·
Open access
144
citations
Investor Reaction to Salient News in Closed-End Country Funds
National Bureau of Economic Research
·
1996
·
3 authors
·
report
·
Open access
96
citations
Cash Flow and Investment: Evidence from Internal Capital Markets
National Bureau of Economic Research
·
1996
·
1 author
·
report
·
Open access
47
citations
Macroeconomics Forecasts and Microeconomic Forecasters
National Bureau of Economic Research
·
1995
·
1 author
·
report
·
Open access
88
citations
Corporate-Debt Overhang and Macroeconomic Expectations
American Economic Review
·
1995
·
1 author
118
citations
Credit Conditions and the Cyclical Behavior of Inventories
The Quarterly Journal of Economics
·
1994
·
3 authors
775
citations
Credit Conditions and the Cyclical Behavior of Inventories: A Case Studyof the 1981-82 Recession
National Bureau of Economic Research
·
1992
·
3 authors
·
report
·
Open access
20
citations