NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Owen Lamont

Working Papers and Chapters

May 2007The Earnings Announcement Premium and Trading Volume
with Andrea Frazzini: w13090
December 2005Investor Sentiment and Corporate Finance: Micro and Macro
with Jeremy C. Stein: w11882
August 2005Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
with Andrea Frazzini: w11526
July 2004Go Down Fighting: Short Sellers vs. Firms
w10659
January 2004Aggregate Short Interest and Market Valuations
with Jeremy C. Stein: w10218
July 2002Evaluating Value Weighting: Corporate Events and Market Timing
w9049
October 2001Short Sale Constraints and Stock Returns
with Charles M. Jones: w8494
May 2001Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs
with Richard H. Thaler: w8302
July 2000Does Diversification Destroy Value? Evidence From Industry Shocks
with Christopher Polk: w7803
October 1999The Diversification Discount: Cash Flows vs. Returns
with Christopher Polk: w7396
March 1999Economic Tracking Portfolios
w7055
February 1999Investment Plans and Stock Returns
w6973
October 1997Financial Constraints and Stock Returns
with Christopher Polk, Jesus Saa-Requejo: w6210
March 1997Leverage and House-Price Dynamics in U.S. Cities
with Jeremy C. Stein: w5961
January 1997Do “Shortages” Cause Inflation?
in Reducing Inflation: Motivation and Strategy, Christina D. Romer and David H. Romer, Editors
July 1996Earnings and Expected Returns
w5671
June 1996Relative Price Variability and Inflation: Evidence from US Cities
with Guy Debelle: w5627
May 1996Investor Reaction to Salient News in Closed-End Country Funds
with Peter Klibanoff, Thierry A. Wizman: w5588
March 1996Cash Flow and Investment: Evidence from Internal Capital Markets
w5499
January 1996Public Information and the Persistence of Bond Market Volatility
with Charles M. Jones, Robin Lumsdaine: w5446
December 1995Do "Shortages" Cause Inflation?
w5402
October 1995Macroeconomics Forecasts and Microeconomic Forecasters
w5284
November 1992Credit Conditions and the Cyclical Behavior of Inventories: A Case Studyof the 1981-82 Recession
with Anil K Kashyap, Jeremy C. Stein: w4211

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