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Murray D. Carlson · Study
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Author
Murray D. Carlson
12 works
· latest 2016
· 2 institutions
cluster: provisional
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11
Citations
2,321
Works here
12
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16
Most cited in this library
Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns
2004 · 778 citations
Why constrain your mutual fund manager?
2004 · 569 citations
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance
2006 · 375 citations
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
2011 · 144 citations
SEO Risk Dynamics
2010 · 90 citations
Works
12 shown
Horizon Effects in Average Returns: The Role of Slow Information Diffusion
Review of Financial Studies
·
2016
·
4 authors
·
Open access
59
citations
Leaders, Followers, and Risk Dynamics in Industry Equilibrium
Journal of Financial and Quantitative Analysis
·
2014
·
4 authors
·
Open access
55
citations
Household Wealth and Portfolio Choice When Tail Events Are Salient
SSRN Electronic Journal
·
2014
·
1 author
·
preprint
·
Open access
1
citations
Leverage and the Limits of Arbitrage Pricing: Implications for Dividend Strips and the Term Structure of Equity Risk Premia
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
53
citations
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
Journal of Financial Economics
·
2011
·
4 authors
·
Open access
144
citations
Leverage Choice and Credit Spreads when Managers Risk Shift
The Journal of Finance
·
2010
·
2 authors
79
citations
SEO Risk Dynamics
Review of Financial Studies
·
2010
·
3 authors
90
citations
Equilibrium Exhaustible Resource Price Dynamics
The Journal of Finance
·
2007
·
3 authors
·
Open access
86
citations
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance
The Journal of Finance
·
2006
·
3 authors
·
Open access
375
citations
Equilibrium Exhaustible Resource Price Dynamics
National Bureau of Economic Research
·
2006
·
3 authors
·
report
·
Open access
32
citations
Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns
The Journal of Finance
·
2004
·
3 authors
·
Open access
778
citations
Why constrain your mutual fund manager?
Journal of Financial Economics
·
2004
·
4 authors
·
Open access
569
citations