NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Owen Lamont

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

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

Published: Lamont, Owen A. and Jeremy C. Stein. "Investor Sentiment And Corporate Finance: Micro And Macro," American Economic Review, 2005, v95(4,Sep), 147-151. citation courtesy of

August 2005Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
with Andrea Frazzini: w11526

Published: Frazzini, Andrea & Lamont, Owen A., 2008. "Dumb money: Mutual fund flows and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 88(2), pages 299-322, May. citation courtesy of

July 2004Go Down Fighting: Short Sellers vs. Firms
w10659
January 2004Aggregate Short Interest and Market Valuations
with Jeremy C. Stein: w10218

Published: Lamont, Owen A. and Jeremy C. Stein. "Aggregate Short Interest And Market Valuations," American Economic Review, 2004, v94(2,May), 29-32. citation courtesy of

July 2002Evaluating Value Weighting: Corporate Events and Market Timing
w9049
October 2001Short Sale Constraints and Stock Returns
with Charles M. Jones: w8494

Published: Jones, Charles M. and Owen A. Lamont. "Short-Sale Constraints and Stock Returns." Journal of Financial Economics 66, 2-3 (November-December 2002): 207-39. citation courtesy of

May 2001Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs
with Richard H. Thaler: w8302

Published: Lamont, Owen A. and Richard H. Thaler. "Can The Market Add And Subtract? Mispricing In Tech Stock Carve-Outs," Journal of Political Economy, 2003, v111(2,Apr), 227-268. citation courtesy of

July 2000Does Diversification Destroy Value? Evidence From Industry Shocks
with Christopher Polk: w7803

Published: Lamont, Owen A. and Christopher Polk. "Does Diversification Destroy Value? Evidence From The Industry Shocks," Journal of Financial Economics, 2002, v63(1,Jan), 51-77.

October 1999The Diversification Discount: Cash Flows vs. Returns
with Christopher Polk: w7396

Published: Lamont, Owen A. and Christopher Polk. "The Diversification Discount: Cash Flows Versus Returns," Journal of Finance, 2001, v56(5,Oct), 1693-1721.

March 1999Economic Tracking Portfolios
w7055

Published: Lamont, Owen A. "Economic Tracking Portfolios," Journal of Econometrics, 2001, v105(1,Nov), 161-184. citation courtesy of

February 1999Investment Plans and Stock Returns
w6973

Published: Lamont, Owen A. "Investment Plans And Stock Returns," Journal of Finance, 2000, v55(6,Dec), 2719-2745. citation courtesy of

October 1997Financial Constraints and Stock Returns
with Christopher Polk, Jesus Saa-Requejo: w6210

Published: Lamont, O., C. Polk and J. Saa-Requejo. "Financial Constraints And Stock Returns," Review of Financial Studies, 2001, v14(2,Jun), 529-554. citation courtesy of

March 1997Leverage and House-Price Dynamics in U.S. Cities
with Jeremy C. Stein: w5961

Published: RAND Journal of Economics, Vol. 30, no. 3 (Autumn 1999): 498-514. citation courtesy of

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

Published: Journal of Finance, Vol. 53, no. 5 (October 1998): 1563-1587. citation courtesy of

June 1996Relative Price Variability and Inflation: Evidence from US Cities
with Guy Debelle: w5627

Published: Journal of Political Economy Feb.1997, Vol. 105, No. 1, pp. 132-152 citation courtesy of

May 1996Investor Reaction to Salient News in Closed-End Country Funds
with Peter Klibanoff, Thierry A. Wizman: w5588

Published: Journal of Finance, Vol. 53, no. 2 (April 1998): 673-699. citation courtesy of

March 1996Cash Flow and Investment: Evidence from Internal Capital Markets
w5499

Published: Journal of Finance, March 1997, Vol. 52, No. 1, pp. 57-82 citation courtesy of

January 1996Public Information and the Persistence of Bond Market Volatility
with Charles M. Jones, Robin Lumsdaine: w5446

Published: Journal of Financial Economics, Vol. 47, no. 3 (March 1998): 315-337.

December 1995Do "Shortages" Cause Inflation?
w5402

Published:

October 1995Macroeconomics Forecasts and Microeconomic Forecasters
w5284

Published: Lamont, Owen A. "Macroeconomic Forecasts And Microeconomic Forecasters," Journal of Economic Behavior and Organization, 2002, v48(3,Jul), 265-280. citation courtesy of

November 1992Credit Conditions and the Cyclical Behavior of Inventories: A Case Studyof the 1981-82 Recession
with Anil K Kashyap, Jeremy C. Stein: w4211

Published: Quarterly Journal of Economics, 1994, vol CIX, no 3, pp 566-592

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us