Owen A. Lamont

Harvard University - Department of Economics

Littauer Center

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

24

DOWNLOADS
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Top 2,244

in Total Papers Downloads

14,658

CITATIONS
Rank 182

SSRN RANKINGS

Top 182

in Total Papers Citations

1,858

Scholarly Papers (24)

1.
Downloads 1,961 ( 7,265)
Citation 341

Short Sale Constraints and Stock Returns

CRSP Working Paper No. 533
Number of pages: 56 Posted: 20 Sep 2001
Charles M. Jones and Owen A. Lamont
Columbia Business School and Harvard University - Department of Economics
Downloads 1,880 (7,659)
Citation 341

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mispricing, short selling, short-sale constraints, securities lending.

Short Sale Constraints and Stock Returns

NBER Working Paper No. w8494
Number of pages: 55 Posted: 29 Sep 2001 Last Revised: 24 Oct 2010
Charles M. Jones and Owen A. Lamont
Columbia Business School and Harvard University - Department of Economics
Downloads 81 (299,120)
Citation 341

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

CRSP Working Paper No. 528
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 1,446 (11,718)
Citation 173

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Carve-out, mispricing, arbitrage, put-call parity, short-sale constraints

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: 22 Oct 2014
Owen A. Lamont and Richard H. Thaler
Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 82 (296,881)
Citation 173

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

Journal of Political Economy, Vol. 111, April 2003
Posted: 16 Jun 2003
Owen A. Lamont and Richard H. Thaler
Harvard University - Department of Economics and University of Chicago - Booth School of Business

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Evaluating Value Weighting: Corporate Events and Market Timing

CRSP Working Paper No. 540
Number of pages: 52 Posted: 08 Jul 2002
Owen A. Lamont
Harvard University - Department of Economics
Downloads 1,365 (12,880)
Citation 6

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Evaluating Value Weighting: Corporate Events and Market Timing

NBER Working Paper No. w9049
Number of pages: 52 Posted: 11 Jul 2002 Last Revised: 19 Jul 2002
Owen A. Lamont
Harvard University - Department of Economics
Downloads 50 (386,194)
Citation 6

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4.
Downloads 1,186 ( 16,351)
Citation 154

Financial Constraints and Stock Returns

CRSP Working Paper No. 451
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 1,116 (17,559)
Citation 154

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Financial Constraints and Stock Returns

NBER Working Paper No. w6210
Number of pages: 52 Posted: 29 Aug 2000 Last Revised: 18 Apr 2008
Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo
Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC
Downloads 70 (325,934)
Citation 154

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Financial Constraints and Stock Returns

Review of Financial Studies
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

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Does Diversification Destroy Value? Evidence from Industry Shocks

CRSP Working Paper No. 521
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 1,153 (16,708)
Citation 65

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Does Diversification Destroy Value? Evidence from Industry Shocks

NBER Working Paper No. w7803
Number of pages: 42 Posted: 02 May 2011
Owen A. Lamont and Christopher Polk
Harvard University - Department of Economics and London School of Economics
Downloads 26 (490,435)
Citation 65

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6.

The Earnings Announcement Premium and Trading Volume

NBER Working Paper No. w13090
Number of pages: 53 Posted: 27 Jun 2007 Last Revised: 27 Oct 2007
Andrea Frazzini and Owen A. Lamont
AQR Capital Management, LLC and Harvard University - Department of Economics
Downloads 1,074 (19,002)
Citation 37

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7.
Downloads 1,063 ( 19,251)
Citation 56

Economic Tracking Portfolios

CRSP Working Paper No. 489
Number of pages: 58 Posted: 09 Jul 1999
Owen A. Lamont
Harvard University - Department of Economics
Downloads 1,008 (20,503)
Citation 56

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Economic Tracking Portfolios

NBER Working Paper No. w7055
Number of pages: 57 Posted: 18 Aug 2000 Last Revised: 16 Apr 2008
Owen A. Lamont
Harvard University - Department of Economics
Downloads 55 (369,486)
Citation 56

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8.

Go Down Fighting: Short Seller vs. Firms

Yale ICF Working Paper No. 04-20
Number of pages: 50 Posted: 20 Jul 2004
Owen A. Lamont
Harvard University - Department of Economics
Downloads 884 (25,296)
Citation 32

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mispricing, short selling, short-sale constraints

9.
Downloads 764 ( 30,983)
Citation 56

The Diversification Discount: Cash Flows vs. Returns

AFA 2001 New Orleans Meetings; Center for Research in Security Prices (CRSP) Working Paper No. 504
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 727 (32,639)
Citation 56

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The Diversification Discount: Cash Flows vs. Returns

NBER Working Paper No. w7396
Number of pages: 51 Posted: 26 Jun 2000 Last Revised: 14 Oct 2010
Owen A. Lamont and Christopher Polk
Harvard University - Department of Economics and London School of Economics
Downloads 37 (436,386)
Citation 56

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10.
Downloads 701 ( 34,789)
Citation 66

Investment Plans and Stock Returns

CRSP Working Paper No. 488
Number of pages: 49 Posted: 11 Feb 1999
Owen A. Lamont
Harvard University - Department of Economics
Downloads 663 (36,978)
Citation 66

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Investment Plans and Stock Returns

NBER Working Paper No. w6973
Number of pages: 32 Posted: 30 Apr 2000 Last Revised: 12 Oct 2010
Owen A. Lamont
Harvard University - Department of Economics
Downloads 38 (432,063)
Citation 66

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11.
Downloads 648 ( 38,639)
Citation 50

Aggregate Short Interest and Market Valuations

Harvard Institute of Economic Research Discussion Paper No. 2027
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 582 (44,043)
Citation 50

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Aggregate Short Interest and Market Valuations

NBER Working Paper No. w10218
Number of pages: 12 Posted: 20 Jan 2004
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 66 (336,618)
Citation 50

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12.
Downloads 597 ( 43,132)
Citation 55

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 569 (45,328)
Citation 55

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

NBER Working Paper No. w5961
Number of pages: 40 Posted: 26 Jul 2000
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 28 (479,194)
Citation 55

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

Rand Journal of Economics, Vol. 30, Issue 3
Posted: 17 Jun 1999
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics

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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 432 (64,171)
Citation 17

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Investor sentiment, equity issues, mergers

Investor Sentiment and Corporate Finance: Micro and Macro

NBER Working Paper No. w11882
Number of pages: 14 Posted: 04 Apr 2006
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 55 (369,486)
Citation 17

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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: 01 Jul 2010
Andrea Frazzini and Owen A. Lamont
AQR Capital Management, LLC and Harvard University - Department of Economics
Downloads 359 (80,686)
Citation 96

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15.

Go Down Fighting: Short Sellers vs. Firms

NBER Working Paper No. w10659
Number of pages: 49 Posted: 30 Aug 2004 Last Revised: 04 Apr 2015
Owen A. Lamont
Harvard University - Department of Economics
Downloads 351 (82,807)
Citation 40

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Cash Flow and Investment: Evidence from Internal Capital Markets

NBER Working Paper No. w5499
Number of pages: 47 Posted: 20 Jul 2000 Last Revised: 30 Sep 2010
Owen A. Lamont
Harvard University - Department of Economics
Downloads 124 (223,402)
Citation 255

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Cash Flow and Investment: Evidence from Internal Capital Markets

Posted: 15 Apr 1996
Owen A. Lamont
Harvard University - Department of Economics

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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

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17.

Earnings and Expected Returns

NBER Working Paper No. w5671
Number of pages: 49 Posted: 23 Oct 1996 Last Revised: 02 Oct 2010
Owen A. Lamont
Harvard University - Department of Economics
Downloads 99 (261,247)
Citation 157

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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: 25 Mar 2008
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 65 (335,091)
Citation 56

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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: 19 Jul 2010
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 54 (367,083)
Citation 53

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20.

Public Information and the Persistence of Bond Market Volatility

NBER Working Paper No. w5446
Number of pages: 28 Posted: 13 Jul 2000 Last Revised: 21 Mar 2008
Charles M. Jones, Owen A. Lamont and Robin L. Lumsdaine
Columbia Business School, Harvard University - Department of Economics and American University - Department of Finance and Real Estate
Downloads 38 (422,834)
Citation 3

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21.

Macroeconomics Forecasts and Microeconomic Forecasters

NBER Working Paper No. w5284
Number of pages: 37 Posted: 25 Jul 2000
Owen A. Lamont
Harvard University - Department of Economics
Downloads 35 (434,955)
Citation 54

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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: 14 May 2000
Guy Debelle and Owen A. Lamont
Reserve Bank of Australia and Harvard University - Department of Economics
Downloads 28 (466,380)
Citation 16

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23.

Do "Shortages" Cause Inflation?

NBER Working Paper No. w5402
Number of pages: 28 Posted: 25 May 2006 Last Revised: 10 Jun 2007
Owen A. Lamont
Harvard University - Department of Economics
Downloads 18 (521,137)
Citation 2

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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

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