Owen A. Lamont

Harvard University - Department of Economics

Littauer Center

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 2,259

SSRN RANKINGS

Top 2,259

in Total Papers Downloads

14,796

CITATIONS
Rank 521

SSRN RANKINGS

Top 521

in Total Papers Citations

1,048

Scholarly Papers (24)

1.
Downloads 1,966 ( 7,366)
Citation 221

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 1,884 (7,775)
Citation 2

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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 82 (301,940)
Citation 13

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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 1,452 (11,873)
Citation 6

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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 84 (297,428)

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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 1,381 (12,897)

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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 51 (389,436)

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4.
Downloads 1,194 ( 16,483)
Citation 12

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 1,122 (17,762)
Citation 9

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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 72 (326,123)

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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 1,156 (16,985)
Citation 2

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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 28 (488,108)

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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 1,110 (18,421)
Citation 2

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7.
Downloads 1,072 ( 19,385)
Citation 21

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 1,010 (20,804)
Citation 2

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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 62 (353,862)

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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 886 (25,656)
Citation 1

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mispricing, short selling, short-sale constraints

9.
Downloads 767 ( 31,345)
Citation 38

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 729 (33,049)
Citation 3

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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 38 (439,882)
Citation 10

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10.
Downloads 708 ( 34,945)
Citation 6

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 668 (37,217)
Citation 6

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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 40 (431,207)

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11.
Downloads 653 ( 38,923)
Citation 35

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 585 (44,518)
Citation 15

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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 68 (336,839)
Citation 17

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12.
Downloads 603 ( 43,356)
Citation 1

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 572 (45,833)
Citation 1

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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 31 (472,215)

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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 434 (64,962)

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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 57 (369,340)
Citation 1

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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 367 (80,014)
Citation 10

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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 352 (83,918)

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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 125 (225,738)
Citation 86

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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 101 (262,005)
Citation 6

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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 66 (338,201)
Citation 16

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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 56 (367,054)
Citation 66

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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 41 (418,470)
Citation 7

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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 38 (430,425)
Citation 16

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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 29 (469,893)
Citation 19

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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 19 (525,235)

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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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