Owen A. Lamont

Harvard University - Department of Economics

Littauer Center

Cambridge, MA 02138

United States

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SCHOLARLY PAPERS

24

DOWNLOADS

18,492

SSRN CITATIONS

553

CROSSREF CITATIONS

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Scholarly Papers (24)

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1.

Short Sale Constraints and Stock Returns

Downloads 2,260 (11,179)

Citation 304

2

Short Sale Constraints and Stock Returns

Number of pages: 56 Posted: 20 Sep 2001

Charles M. Jones and Owen A. Lamont

Columbia University and Harvard University - Department of Economics

Downloads 2,124 (12,113)

Citation 14

Abstract:

Short Sale Constraints and Stock Returns

NBER Working Paper No. w8494

Number of pages: 55 Posted: 29 Sep 2001 Last Revised: 18 Sep 2022

Charles M. Jones and Owen A. Lamont

Columbia University and Harvard University - Department of Economics

Downloads 136 (349,499)

Citation 102

Abstract:

2.

The Earnings Announcement Premium and Trading Volume

NBER Working Paper No. w13090

Number of pages: 53 Posted: 27 Jun 2007 Last Revised: 09 Oct 2022

Andrea Frazzini and Owen A. Lamont

AQR Capital Management, LLC and Harvard University - Department of Economics

Downloads 1,906 (14,668)

Citation 4

Abstract:

3.

Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs

Downloads 1,790 (16,162)

Citation 98

3

Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs

Number of pages: 61 Posted: 16 Dec 2000

Owen A. Lamont and Richard H. Thaler

Harvard University - Department of Economics and University of Chicago - Booth School of Business

Downloads 1,564 (19,534)

Citation 23

Abstract:

Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs

NBER Working Paper No. w8302

Number of pages: 60 Posted: 17 May 2001 Last Revised: 10 Mar 2022

Owen A. Lamont and Richard H. Thaler

Harvard University - Department of Economics and University of Chicago - Booth School of Business

Downloads 226 (223,901)

Citation 5

Abstract:

Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs

Posted: 16 Jun 2003

Owen A. Lamont and Richard H. Thaler

Harvard University - Department of Economics and University of Chicago - Booth School of Business

Abstract:

4.

Evaluating Value Weighting: Corporate Events and Market Timing

Downloads 1,784 (16,248)

2

Evaluating Value Weighting: Corporate Events and Market Timing

Number of pages: 52 Posted: 08 Jul 2002

Owen A. Lamont

Harvard University - Department of Economics

Downloads 1,695 (17,321)

Abstract:

Evaluating Value Weighting: Corporate Events and Market Timing

NBER Working Paper No. w9049

Number of pages: 52 Posted: 11 Jul 2002 Last Revised: 24 Sep 2022

Owen A. Lamont

Harvard University - Department of Economics

Downloads 89 (474,411)

Abstract:

5.

Financial Constraints and Stock Returns

Downloads 1,475 (21,813)

Citation 106

3

Financial Constraints and Stock Returns

Number of pages: 54 Posted: 27 Aug 1998

Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo

Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC

Downloads 1,373 (23,846)

Citation 107

Abstract:

Financial Constraints and Stock Returns

NBER Working Paper No. w6210

Number of pages: 52 Posted: 29 Aug 2000 Last Revised: 22 Dec 2022

Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo

Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC

Downloads 102 (433,205)

Abstract:

Financial Constraints and Stock Returns

Posted: 19 Jul 2000

Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo

Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC

Abstract:

6.

Economic Tracking Portfolios

Downloads 1,270 (27,194)

Citation 44

2

Economic Tracking Portfolios

Number of pages: 58 Posted: 09 Jul 1999

Owen A. Lamont

Harvard University - Department of Economics

Downloads 1,051 (35,182)

Citation 34

Abstract:

Economic Tracking Portfolios

NBER Working Paper No. w7055

Number of pages: 57 Posted: 18 Aug 2000 Last Revised: 13 Oct 2022

Owen A. Lamont

Harvard University - Department of Economics

Downloads 219 (230,748)

Abstract:

7.

Does Diversification Destroy Value? Evidence from Industry Shocks

Downloads 1,246 (27,973)

Citation 21

2

Does Diversification Destroy Value? Evidence from Industry Shocks

Number of pages: 43 Posted: 24 Jul 2000

Owen A. Lamont and Christopher Polk

Harvard University - Department of Economics and London School of Economics

Downloads 1,194 (29,310)

Citation 11

Abstract:

Does Diversification Destroy Value? Evidence from Industry Shocks

NBER Working Paper No. w7803

Number of pages: 42 Posted: 02 May 2011 Last Revised: 29 Oct 2022

Owen A. Lamont and Christopher Polk

Harvard University - Department of Economics and London School of Economics

Downloads 52 (638,229)

Abstract:

8.

Go Down Fighting: Short Seller vs. Firms

Number of pages: 50 Posted: 20 Jul 2004

Owen A. Lamont

Harvard University - Department of Economics

Downloads 941 (41,762)

Citation 1

Abstract:

9.

Go Down Fighting: Short Sellers vs. Firms

NBER Working Paper No. w10659

Number of pages: 49 Posted: 30 Aug 2004 Last Revised: 18 Aug 2022

Owen A. Lamont

Harvard University - Department of Economics

Downloads 912 (43,611)

Citation 4

Abstract:

10.

The Diversification Discount: Cash Flows vs. Returns

Downloads 819 (50,610)

Citation 33

2

The Diversification Discount: Cash Flows vs. Returns

Number of pages: 46 Posted: 09 Jan 2000

Owen A. Lamont and Christopher Polk

Harvard University - Department of Economics and London School of Economics

Downloads 755 (55,565)

Citation 1

Abstract:

The Diversification Discount: Cash Flows vs. Returns

NBER Working Paper No. w7396

Number of pages: 51 Posted: 26 Jun 2000 Last Revised: 18 Sep 2022

Owen A. Lamont and Christopher Polk

Harvard University - Department of Economics and London School of Economics

Downloads 64 (575,803)

Citation 7

Abstract:

11.

Investment Plans and Stock Returns

Downloads 790 (53,047)

Citation 47

2

Investment Plans and Stock Returns

Number of pages: 49 Posted: 11 Feb 1999

Owen A. Lamont

Harvard University - Department of Economics

Downloads 738 (57,332)

Citation 27

Abstract:

Investment Plans and Stock Returns

NBER Working Paper No. w6973

Number of pages: 32 Posted: 30 Apr 2000 Last Revised: 23 Jul 2022

Owen A. Lamont

Harvard University - Department of Economics

Downloads 52 (638,229)

Abstract:

12.

Aggregate Short Interest and Market Valuations

Downloads 752 (56,684)

Citation 47

2

Aggregate Short Interest and Market Valuations

Number of pages: 12 Posted: 30 Jul 2004

Owen A. Lamont and Jeremy C. Stein

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 664 (65,855)

Citation 17

Abstract:

Aggregate Short Interest and Market Valuations

NBER Working Paper No. w10218

Number of pages: 12 Posted: 20 Jan 2004 Last Revised: 04 Dec 2022

Owen A. Lamont and Jeremy C. Stein

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 88 (477,909)

Citation 21

Abstract:

13.

Leverage and House-Price Dynamics in U.S. Cities

Downloads 674 (65,542)

Citation 20

3

Leverage and House-Price Dynamics in U.S. Cities

Number of pages: 32 Posted: 09 Feb 1999

Owen A. Lamont and Jeremy C. Stein

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 614 (72,798)

Citation 15

Abstract:

Leverage and House-Price Dynamics in U.S. Cities

NBER Working Paper No. w5961

Number of pages: 40 Posted: 26 Jul 2000 Last Revised: 17 Apr 2022

Owen A. Lamont and Jeremy C. Stein

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 60 (595,063)

Abstract:

Leverage and House-Price Dynamics in U.S. Cities

Posted: 17 Jun 1999

Owen A. Lamont and Jeremy C. Stein

Harvard University - Department of Economics and Harvard University - Department of Economics

Abstract:

14.

Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns

NBER Working Paper No. w11526

Number of pages: 60 Posted: 15 Sep 2005 Last Revised: 07 Apr 2023

Andrea Frazzini and Owen A. Lamont

AQR Capital Management, LLC and Harvard University - Department of Economics

Downloads 580 (79,146)

Citation 36

Abstract:

15.

Investor Sentiment and Corporate Finance: Micro and Macro

Downloads 535 (87,521)

Citation 29

2

Investor Sentiment and Corporate Finance: Micro and Macro

National Bureau of Economic Research (NBER)

Number of pages: 12 Posted: 07 Dec 2005

Owen A. Lamont and Jeremy C. Stein

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 456 (105,163)

Abstract:

Investor Sentiment and Corporate Finance: Micro and Macro

NBER Working Paper No. w11882

Number of pages: 14 Posted: 04 Apr 2006 Last Revised: 21 Dec 2022

Owen A. Lamont and Jeremy C. Stein

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 79 (510,746)

Citation 6

Abstract:

16.

Cash Flow and Investment: Evidence from Internal Capital Markets

Downloads 198 (253,816)

Citation 89

3

Cash Flow and Investment: Evidence from Internal Capital Markets

NBER Working Paper No. w5499

Number of pages: 47 Posted: 20 Jul 2000 Last Revised: 13 Jul 2022

Owen A. Lamont

Harvard University - Department of Economics

Downloads 198 (253,394)

Citation 74

Abstract:

Cash Flow and Investment: Evidence from Internal Capital Markets

Posted: 15 Apr 1996

Owen A. Lamont

Harvard University - Department of Economics

Abstract:

Cash Flow and Investment: Evidence from Internal Capital Markets

J. OF FINANCE, Vol. 52 No. 1, March 1997

Posted: 03 Feb 1997

Owen A. Lamont

Harvard University - Department of Economics

Abstract:

17.

Earnings and Expected Returns

NBER Working Paper No. w5671

Number of pages: 49 Posted: 23 Oct 1996 Last Revised: 01 Jan 2023

Owen A. Lamont

Harvard University - Department of Economics

Downloads 143 (335,103)

Citation 31

Abstract:

18.

Investor Reaction to Salient News in Closed-End Country Funds

NBER Working Paper No. w5588

Number of pages: 40 Posted: 26 Jul 2000 Last Revised: 18 Apr 2022

Peter Klibanoff, Owen A. Lamont and Thierry A. Wizman

Northwestern University - Kellogg School of Management, Harvard University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 104 (424,430)

Citation 1

Abstract:

19.

Credit Conditions and the Cyclical Behavior of Inventories: A Case Studyof the 1981-82 Recession

NBER Working Paper No. w4211

Number of pages: 46 Posted: 24 Jan 2007 Last Revised: 06 Jul 2022

Anil K. Kashyap, Owen A. Lamont and Jeremy C. Stein

University of Chicago, Booth School of Business, Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 89 (470,259)

Citation 55

Abstract:

20.

Macroeconomics Forecasts and Microeconomic Forecasters

NBER Working Paper No. w5284

Number of pages: 37 Posted: 25 Jul 2000 Last Revised: 11 Dec 2022

Owen A. Lamont

Harvard University - Department of Economics

Downloads 66 (558,008)

Abstract:

21.

Public Information and the Persistence of Bond Market Volatility

NBER Working Paper No. w5446

Number of pages: 28 Posted: 13 Jul 2000 Last Revised: 20 Nov 2022

Charles M. Jones, Owen A. Lamont and Robin L. Lumsdaine

Columbia University, Harvard University - Department of Economics and American University - Department of Finance and Real Estate

Downloads 65 (562,557)

Citation 2

Abstract:

22.

Relative Price Variability and Inflation: Evidence from Us Cities

NBER Working Paper No. w5627

Number of pages: 33 Posted: 19 Aug 1996 Last Revised: 18 Nov 2022

Guy Debelle and Owen A. Lamont

Reserve Bank of Australia and Harvard University - Department of Economics

Downloads 54 (615,285)

Citation 5

Abstract:

23.

Do "Shortages" Cause Inflation?

NBER Working Paper No. w5402

Number of pages: 28 Posted: 25 May 2006 Last Revised: 10 Oct 2022

Owen A. Lamont

Harvard University - Department of Economics

Downloads 39 (702,958)

Abstract:

24.

Relative Price Variability and Inflation: Evidence from U.S. Cities

JOURNAL OF POLITICAL ECONOMY, Vol. 105, No. 1, February 1997

Posted: 24 Feb 1997

Guy Debelle and Owen A. Lamont

Reserve Bank of Australia and Harvard University - Department of Economics

Abstract:

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