Author Page for Jeffrey Wurgler

Harvard Business School, University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and NYU Stern School of Business

Downloads 1,719 (7,853)

Citation 57

Abstract:

Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements

NYU Working Paper No. SC-AM-05-02

Number of pages: 31 Posted: 04 Nov 2008

Malcolm P. Baker, Lubomir P. Litov, Jessica A. Wachter and Jeffrey Wurgler

Harvard Business School, University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and NYU Stern School of Business

Downloads 386 (66,478)

Citation 57

Abstract:

Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements

NBER Working Paper No. w10685

Number of pages: 31 Posted: 08 Sep 2004 Last Revised: 23 Oct 2010

Malcolm P. Baker, Lubomir P. Litov, Jessica A. Wachter and Jeffrey Wurgler

Harvard Business School, University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and NYU Stern School of Business

Downloads 371 (69,662)

Citation 57

Abstract:

Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements

NYU Working Paper No. FIN-04-015

Number of pages: 31 Posted: 03 Nov 2008

Malcolm P. Baker, Lubomir P. Litov, Jessica A. Wachter and Jeffrey Wurgler

Harvard Business School, University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and NYU Stern School of Business

Downloads 304 (87,704)

Citation 57

Abstract:

8.

Investor Sentiment and the Cross-Section of Stock Returns

Downloads 2,767 ( 3,543)

Citation 308

6

Investor Sentiment and the Cross-Section of Stock Returns

Number of pages: 52 Posted: 18 Nov 2003 Last Revised: 13 Jan 2009

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 2,270 (4,885)

Citation 308

Abstract:

Investor Sentiment and the Cross-Section of Stock Returns

NYU Working Paper No. S-MF-03-20

Number of pages: 46 Posted: 12 Nov 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 193 (139,965)

Citation 308

Abstract:

Investor Sentiment and the Cross-Section of Stock Returns

NBER Working Paper No. w10449

Number of pages: 49 Posted: 10 May 2004 Last Revised: 22 Jul 2010

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 114 (218,267)

Citation 308

Abstract:

Investor Sentiment and the Cross-Section of Stock Returns

NYU Working Paper No. FIN-03-030

Number of pages: 47 Posted: 11 Nov 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 97 (245,043)

Citation 308

Abstract:

Investor Sentiment and the Cross-Section of Stock Returns

NYU Working Paper No. SC-AM-03-13

Number of pages: 47 Posted: 04 Nov 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 93 (252,148)

Citation 308

Abstract:

Investor Sentiment and the Cross-Section of Stock Returns

Journal of Finance, Vol. 61, No. 4, pp. 1645-1680, August 2006

Posted: 20 Apr 2005 Last Revised: 13 Jan 2009

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Abstract:

9.

Global, Local, and Contagious Investor Sentiment

Downloads 2,249 ( 5,071)

Citation 22

2

Global, Local, and Contagious Investor Sentiment

Journal of Financial Economics (JFE), Vol. 104, pp 272-287, May 2012, AFA 2010 Atlanta Meetings Paper

Number of pages: 47 Posted: 23 Mar 2009 Last Revised: 11 Mar 2012

Malcolm P. Baker, Jeffrey Wurgler and Yu Yuan

Harvard Business School, NYU Stern School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Downloads 1,862 (6,810)

Citation 22

Abstract:

Global, Local, and Contagious Investor Sentiment

Journal of Financial Economics (JFE), Vol. 104, No. 2, 2012, NYU Working Paper No. FIN-09-002

Number of pages: 47 Posted: 08 Jun 2009 Last Revised: 11 Mar 2012

Malcolm P. Baker, Jeffrey Wurgler and Yu Yuan

Harvard Business School, NYU Stern School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Downloads 387 (66,271)

Citation 22

Abstract:

10.

Behavioral Corporate Finance: An Updated Survey

Downloads 2,126 ( 5,575)

Citation 101

4

Behavioral Corporate Finance: An Updated Survey

HANDBOOK OF THE ECONOMICS OF FINANCE, Vol. 2, George M. Constantinides, Milton Harris, and Rene M. Stulz, eds., Elsevier Press, 2012

Number of pages: 106 Posted: 15 Aug 2011

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 1,456 (10,272)

Citation 101

Abstract:

Behavioral Corporate Finance: An Updated Survey

Handbook of the Economics, George M. Constantinides, Milton Harris, Rene M. Stulz, eds., Vol. 2, Elsevier Press, 2012, NYU Working Paper No. FIN-11-022

Number of pages: 106 Posted: 14 Dec 2011

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 446 (55,807)

Citation 101

Abstract:

Behavioral Corporate Finance: An Updated Survey

NYU Working Paper No. 2451/31355

Number of pages: 106 Posted: 26 Jun 2013

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 151 (175,456)

Citation 101

Abstract:

Behavioral Corporate Finance: An Updated Survey

NBER Working Paper No. w17333

Number of pages: 107 Posted: 29 Aug 2011

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 73 (292,748)

Citation 101

Abstract:

11.

Appearing and Disappearing Dividends: The Link to Catering Incentives

Downloads 1,976 ( 6,279)

Citation 69

6

Appearing and Disappearing Dividends: The Link to Catering Incentives

Number of pages: 25 Posted: 13 Jan 2003 Last Revised: 12 Aug 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 1,356 (11,552)

Citation 59

Abstract:

Why are Dividends Disappearing? An Empirical Analysis

NYU Working Paper No. S-CG-02-09

Number of pages: 65 Posted: 04 Nov 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 300 (89,038)

Citation 68

Abstract:

Why are Dividends Disappearing? An Empirical Analysis

NYU Working Paper No. FIN-02-056

Number of pages: 64 Posted: 03 Nov 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 182 (147,869)

Citation 68

Abstract:

Appearing and Disappearing Dividends: The Link to Catering Incentives

NYU Working Paper No. FIN-03-023

Number of pages: 26 Posted: 11 Nov 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 94 (250,328)

Citation 59

Abstract:

Appearing and Disappearing Dividends: The Link to Catering Incentives

NBER Working Paper No. w9995

Number of pages: 25 Posted: 28 Sep 2003

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 44 (376,295)

Citation 59

Abstract:

Appearing and Disappearing Dividends: The Link to Catering Incentives

Harvard NOM Working Paper No. 03-51

Posted: 18 Sep 2003 Last Revised: 13 Aug 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Abstract:

12.

On the Economic Consequences of Index-Linked Investing

Downloads 1,976 ( 6,284)

Citation 12

3

On the Economic Consequences of Index-Linked Investing

CHALLENGES TO BUSINESSES IN THE TWENTY-FIRST CENTURY: THE WAY FORWARD, W.T. Allen, R. Khurana, J. Lorsch, G. Rosenfeld, eds., 2010

Number of pages: 27 Posted: 30 Aug 2010

Jeffrey Wurgler

NYU Stern School of Business

Downloads 1,734 (7,746)

Citation 12

Abstract:

On the Economic Consequences of Index-Linked Investing

NYU Working Paper No. 2451/31353

Number of pages: 15 Posted: 14 Dec 2011

Jeffrey Wurgler

NYU Stern School of Business

Downloads 144 (181,532)

Citation 12

Abstract:

On the Economic Consequences of Index-Linked Investing

NBER Working Paper No. w16376

Number of pages: 28 Posted: 20 Sep 2010

Jeffrey Wurgler

NYU Stern School of Business

Downloads 98 (243,282)

Citation 12

Abstract:

13.

Comovement

Downloads 1,844 ( 6,525)

Citation 147

4

Comovement

Harvard Institute of Economic Research Paper No. 1953

Number of pages: 45 Posted: 06 Apr 2002

Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 1,571 (9,107)

Citation 147

Abstract:

Comovement

NYU Working Paper No. S-DRP-03-18

Number of pages: 45 Posted: 05 Nov 2008

Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 154 (171,551)

Citation 145

Abstract:

Comovement

NYU Working Paper No. S-DRP-01-19

Number of pages: 38 Posted: 07 Nov 2008

Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 75 (288,126)

Citation 145

Abstract:

Comovement

NBER Working Paper No. w8895

Number of pages: 43 Posted: 11 Apr 2002

Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 44 (376,295)

Citation 147

Abstract:

14.

Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment

Downloads 1,758 ( 7,708)

Citation 33

7

Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment

Number of pages: 63 Posted: 02 Nov 2005 Last Revised: 12 Aug 2008

Malcolm P. Baker, C. Fritz Foley and Jeffrey Wurgler

Harvard Business School, Harvard Business School and NYU Stern School of Business

Downloads 1,241 (13,291)

Citation 26

Abstract:

Stock Market Valuations and Foreign Direct Investment

NYU Working Paper No. SC-AM-04-05

Number of pages: 42 Posted: 04 Nov 2008

Malcolm P. Baker, C. Fritz Foley and Jeffrey Wurgler

Harvard Business School, Harvard Business School and NYU Stern School of Business

Downloads 219 (124,009)

Citation 26

Abstract:

The Stock Market and Investment: Evidence from FDI Flows

NYU Working Paper No. FIN-04-013

Number of pages: 39 Posted: 03 Nov 2008

Malcolm P. Baker, C. Fritz Foley and Jeffrey Wurgler

Harvard Business School, Harvard Business School and NYU Stern School of Business

Downloads 217 (125,140)

Citation 32

Abstract:

The Stock Market and Investment: Evidence from FDI Flows

NBER Working Paper No. w10559

Number of pages: 39 Posted: 04 Jul 2004

Malcolm P. Baker, C. Fritz Foley and Jeffrey Wurgler

Harvard Business School, Harvard Business School and NYU Stern School of Business

Downloads 53 (346,641)

Citation 33

Abstract:

Multinationals as Arbitrageurs: The Effect of Valuations on Foreign Direct Investment

NYU Working Paper No. 2451/31358, NYU Working Paper No. FIN-11-025

Number of pages: 33 Posted: 15 Dec 2011

Malcolm P. Baker, C. Fritz Foley and Jeffrey Wurgler

Harvard Business School, Harvard Business School and NYU Stern School of Business

Downloads 28 (443,255)

Citation 26

Abstract:

Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment

Review of Financial Studies, Forthcoming

Posted: 30 Apr 2007 Last Revised: 12 Jan 2009

Malcolm P. Baker, C. Fritz Foley and Jeffrey Wurgler

Harvard Business School, Harvard Business School and NYU Stern School of Business

Abstract:

Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment

The Review of Financial Studies, Vol. 22, Issue 1, pp. 337-369, 2009

Posted: 03 Jan 2009

Malcolm P. Baker, C. Fritz Foley and Jeffrey Wurgler

Harvard Business School, Harvard Business School and NYU Stern School of Business

Abstract:

15.

Does Arbitrage Flatten Demand Curves for Stocks?

Downloads 1,591 ( 9,103)

Citation 201

3

Does Arbitrage Flatten Demand Curves for Stocks?

Yale SOM Working Paper No. ICF - 99-12

Number of pages: 43 Posted: 03 Aug 2000

Jeffrey Wurgler and Ekaterina Zhuravskaya

NYU Stern School of Business and Paris School of Economics (PSE)

Downloads 1,518 (9,611)

Citation 201

Abstract:

Does Arbitrage Flatten Demand Curves for Stocks?

NYU Working Paper No. 2451/31354

Number of pages: 26 Posted: 14 Dec 2011 Last Revised: 24 Nov 2014

Jeffrey Wurgler and Ekaterina Zhuravskaya

NYU Stern School of Business and Paris School of Economics (PSE)

Downloads 73 (292,748)

Citation 199

Abstract:

Does Arbitrage Flatten Demand Curves for Stocks?

The Journal of Business, Vol. 75, No. 4, October 2002

Posted: 24 Apr 2001

Jeffrey Wurgler and Ekaterina Zhuravskaya

NYU Stern School of Business and Paris School of Economics (PSE)

Abstract:

16.

The Equity Share in New Issues and Aggregate Stock Returns

Downloads 1,503 ( 9,941)

Citation 233

3

The Equity Share in New Issues and Aggregate Stock Returns

Number of pages: 65 Posted: 12 Aug 1999 Last Revised: 13 Jan 2009

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 1,389 (11,086)

Citation 233

Abstract:

The Equity Share in New Issues and Aggregate Stock Returns

NYU Working Paper No. 2451/31362, NYU Working Paper No. FIN-11-029

Number of pages: 40 Posted: 15 Dec 2011

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 114 (218,267)

Citation 233

Abstract:

The Equity Share in New Issues and Aggregate Stock Returns

Journal of Finance, Vol. 55, No. 5, October 2000

Posted: 17 Jun 2008 Last Revised: 13 Jan 2009

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Abstract:

17.

A Catering Theory of Dividends

Downloads 1,425 ( 10,832)

Citation 154

4

A Catering Theory of Dividends

Number of pages: 61 Posted: 15 Nov 2002 Last Revised: 12 Aug 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 1,170 (14,555)

Citation 154

Abstract:

A Catering Theory of Dividends

NYU Working Paper No. FIN-02-012

Number of pages: 63 Posted: 03 Nov 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 188 (143,564)

Citation 154

Abstract:

A Catering Theory of Dividends

NBER Working Paper No. w9542

Number of pages: 63 Posted: 13 Mar 2003 Last Revised: 01 Nov 2010

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 67 (307,330)

Citation 154

Abstract:

A Catering Theory of Dividends

Journal of Finance, Vol. 59, No. 3, pp. 1125-1165, June 2004

Posted: 15 Jul 2003 Last Revised: 13 Aug 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Abstract:

18.

When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms

Downloads 1,284 ( 12,868)

Citation 240

4

When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms

Number of pages: 48 Posted: 04 Jan 2002 Last Revised: 13 Jan 2009

Malcolm P. Baker, Jeffrey Wurgler and Jeremy C. Stein

Harvard Business School, NYU Stern School of Business and Harvard University - Department of Economics

Downloads 1,114 (15,737)

Citation 238

Abstract:

When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms

NYU Working Paper No. FIN-01-031

Number of pages: 39 Posted: 03 Nov 2008

Malcolm P. Baker, Jeremy C. Stein and Jeffrey Wurgler

Harvard Business School, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 126 (202,305)

Citation 238

Abstract:

When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms

NBER Working Paper No. w8750

Number of pages: 44 Posted: 02 Feb 2002 Last Revised: 25 Nov 2002

Malcolm P. Baker, Jeffrey Wurgler and Jeremy C. Stein

Harvard Business School, NYU Stern School of Business and Harvard University - Department of Economics

Downloads 44 (376,295)

Citation 240

Abstract:

When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms

Quarterly Journal of Economics, Vol. 118, No. 3, pp. 969-1006, August 2003

Posted: 29 May 2003 Last Revised: 13 Aug 2008

Malcolm P. Baker, Jeffrey Wurgler and Jeremy C. Stein

Harvard Business School, NYU Stern School of Business and Harvard University - Department of Economics

Abstract:

19.

Government Bonds and the Cross-Section of Stock Returns

Downloads 1,161 ( 14,310)

Citation 9

8

Government Bonds and the Cross-Section of Stock Returns

AFA 2010 Atlanta Meetings Paper

Number of pages: 42 Posted: 22 Mar 2009

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 399 (63,971)

Citation 9

Abstract:

Comovement and Predictability Relationships between Bonds and the Cross-Section of Stocks

NYU Working Paper No. 2451/29604

Number of pages: 45 Posted: 10 Aug 2010

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 250 (108,368)

Citation 3

Abstract:

Comovement and Predictability Relationships between Bonds and the Cross-Section of Stocks

NYU Working Paper No. 2451/29604

Number of pages: 45 Posted: 10 May 2010

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 161 (165,076)

Citation 3

Abstract:

Comovement and Predictability Relationships between Bonds and the Cross-Section of Stocks

NYU Working Paper No. 2451/29604

Number of pages: 45 Posted: 07 Jun 2010

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 102 (236,589)

Citation 3

Abstract:

Government Bonds and the Cross-Section of Stock Returns

NYU Working Paper No. 2451/26644

Number of pages: 39 Posted: 03 Nov 2008

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 75 (288,126)

Citation 9

Abstract:

Comovement and Predictability Relationships between Bonds and the Cross-Section of Stocks

NYU Working Paper No. 2451/29604

Number of pages: 45 Posted: 07 Sep 2010

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 65 (312,341)

Citation 3

Abstract:

Comovement and Predictability Relationships between Bonds and Thecross-Section of Stocks

NYU Working Paper No. FIN-10-003

Number of pages: 45 Posted: 06 Oct 2010

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 59 (328,668)

Citation 3

Abstract:

Comovement and Predictability Relationships between Bonds and the Cross-Section of Stocks

NYU Working Paper No. 2451/29604

Number of pages: 45 Posted: 06 Jul 2010

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 50 (356,101)

Citation 3

Abstract:

20.

Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly

Downloads 1,185 ( 14,566)

Citation 2

5

Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly

Number of pages: 52 Posted: 16 Mar 2013

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 432 (58,027)

Citation 2

Abstract:

Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly

American Economic Review, Forthcoming

Number of pages: 10 Posted: 15 Mar 2015

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 395 (64,716)

Citation 2

Abstract:

Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly

NYU Working Paper No. FIN-13-003

Number of pages: 52 Posted: 17 Mar 2013 Last Revised: 22 Apr 2013

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 238 (113,990)

Citation 2

Abstract:

Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly

NYU Working Paper No. 2451/31748

Number of pages: 52 Posted: 24 Apr 2013

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 91 (255,770)

Citation 2

Abstract:

Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly

NBER Working Paper No. w19018

Number of pages: 53 Posted: 04 May 2013

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 29 (438,231)

Citation 2

Abstract:

21.

How Does Investor Sentiment Affect the Cross-Section of Stock Returns?

Downloads 975 ( 19,613)

2

How Does Investor Sentiment Affect the Cross-Section of Stock Returns?

Number of pages: 27 Posted: 26 Jun 2008 Last Revised: 12 Jan 2009

John Wang, Jeffrey Wurgler and Malcolm P. Baker

affiliation not provided to SSRN, NYU Stern School of Business and Harvard Business School

Downloads 975 (19,262)

Citation 293

Abstract:

How Does Investor Sentiment Affect the Cross-Section of Stock Returns?

Journal of Investment Management, Vol. 6, No. 2, Second Quarter 2008

Posted: 12 May 2008 Last Revised: 12 Jan 2009

Malcolm P. Baker, John Wang and Jeffrey Wurgler

Harvard Business School, affiliation not provided to SSRN and NYU Stern School of Business

Abstract:

22.

The Maturity of Debt Issues and Predictable Variation in Bond Returns

Downloads 760 ( 26,551)

Citation 72

5

The Maturity of Debt Issues and Predictable Variation in Bond Returns

Number of pages: 45 Posted: 15 Aug 2001 Last Revised: 13 Jan 2009

Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler

Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

Downloads 667 (33,057)

Citation 70

Abstract:

Do Firms Borrow at the Lowest-Cost Maturity? The Long-Term Share in Debt Issues and Predictable Variation in Bond Returns

NYU Working Paper No. FIN-01-020

Number of pages: 45 Posted: 03 Nov 2008

Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler

Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

Downloads 60 (325,881)

Citation 72

Abstract:

The Maturity of Debt Issues and Predictable Variation in Bond Returns

NYU Working Paper No. 2451/31361

Number of pages: 31 Posted: 10 Sep 2013

Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler

Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

Downloads 33 (419,780)

Citation 70

Abstract:

The Maturity of Debt Issues and Predictable Variation in Bond Returns

Journal of Financial Economics (JFE), Vol. 70, pp. 261-291, 2003, NYU Working Paper No. FIN-11-028

Posted: 15 Dec 2011

Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler

Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

Abstract:

The Maturity of Debt Issues and Predictable Variation in Bond Returns

Journal of Financial Economics, Vol. 70, No. 2, pp. 261-291, November 2003

Posted: 09 Sep 2002 Last Revised: 13 Aug 2008

Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler

Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

Abstract:

23.

Predicting Returns with Managerial Decisions Variables: Is There a Small-Sample Bias?

Downloads 563 ( 41,759)

Citation 25

5

Predicting Returns with Managerial Decisions Variables: Is There a Small-Sample Bias?

Number of pages: 31 Posted: 28 Sep 2004 Last Revised: 12 Aug 2008

Malcolm P. Baker, Ryan Taliaferro and Jeffrey Wurgler

Harvard Business School, Acadian Asset Management and NYU Stern School of Business

Downloads 375 (68,806)

Citation 20

Abstract:

Pseudo Market Timing and Predictive Regressions

NYU Working Paper No. FIN-04-021

Number of pages: 37 Posted: 03 Nov 2008

Malcolm P. Baker, Ryan Taliaferro and Jeffrey Wurgler

Harvard Business School, Acadian Asset Management and NYU Stern School of Business

Downloads 85 (267,017)

Citation 20

Abstract:

Predictive Regressions Based on Managerial Decision Variables: Is There a Small-Sample Bias?

NYU Working Paper No. 2451/31360, NYU Working Paper No. FIN-11-027

Number of pages: 20 Posted: 15 Dec 2011

Malcolm P. Baker, Jeffrey Wurgler and Ryan Taliaferro

Harvard Business School, NYU Stern School of Business and Acadian Asset Management

Downloads 53 (346,641)

Citation 25

Abstract:

Pseudo Market Timing and Predictive Regressions

NBER Working Paper No. w10823

Number of pages: 38 Posted: 19 Oct 2004 Last Revised: 30 Jul 2010

Malcolm P. Baker, Ryan Taliaferro and Jeffrey Wurgler

Harvard Business School, Acadian Asset Management and NYU Stern School of Business

Downloads 50 (356,101)

Citation 20

Abstract:

Predicting Returns with Managerial Decision Variables: Is There a Small-Sample Bias?

Journal of Finance, Vol. 61, No. 4, pp. 1711-1730, August 2006

Posted: 22 Feb 2006 Last Revised: 12 Aug 2008

Malcolm P. Baker, Ryan Taliaferro and Jeffrey Wurgler

Harvard Business School, Acadian Asset Management and NYU Stern School of Business

Abstract:

24.

The Risk Anomaly Tradeoff of Leverage

Downloads 462 ( 53,980)

3

The Risk Anomaly Tradeoff of Leverage

Number of pages: 47 Posted: 15 Mar 2015

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 409 (62,045)

Abstract:

The Risk Anomaly Tradeoff of Leverage

NYU Working Paper No. 2451/34914

Number of pages: 47 Posted: 31 Aug 2016

Malcolm P. Baker, Mathias Hoeyer and Jeffrey Wurgler

Harvard Business School, University of Oxford and NYU Stern School of Business

Downloads 35 (411,315)

Abstract:

The Risk Anomaly Tradeoff of Leverage

NBER Working Paper No. w22116

Number of pages: 48 Posted: 28 Mar 2016

Malcolm P. Baker, Mathias Hoeyer and Jeffrey Wurgler

Harvard Business School, University of Oxford and NYU Stern School of Business

Downloads 18 (500,641)

Add to Cart

Abstract:

25.

Dividends as Reference Points: A Behavioral Signaling Approach

Downloads 438 ( 57,617)

Citation 4

3

Dividends as Reference Points: A Behavioral Signaling Approach

Review of Financial Studies (Forthcoming), NYU Working Paper No. 2451/31372

Number of pages: 64 Posted: 16 Dec 2011 Last Revised: 05 Dec 2015

Malcolm P. Baker, Brock Mendel and Jeffrey Wurgler

Harvard Business School, Harvard University and NYU Stern School of Business

Downloads 297 (90,090)

Citation 4

Abstract:

Dividends as Reference Points: A Behavioral Signaling Approach

Number of pages: 59 Posted: 16 Jul 2012

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 125 (203,608)

Citation 4

Abstract:

Dividends as Reference Points: A Behavioral Signaling Approach

NBER Working Paper No. w18242

Number of pages: 60 Posted: 21 Jul 2012

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 16 (512,335)

Citation 4

Abstract:

26.

The Effect of Dividends on Consumption

Downloads 433 ( 58,455)

Citation 18

4

The Effect of Dividends on Consumption

Number of pages: 54 Posted: 06 Mar 2006 Last Revised: 12 Aug 2008

Malcolm P. Baker, Stefan Nagel and Jeffrey Wurgler

Harvard Business School, University of Chicago - Booth School of Business and NYU Stern School of Business

Downloads 318 (83,410)

Citation 18

Abstract:

The Effect of Dividends on Consumption

NYU Working Paper No. FIN-05-041

Number of pages: 49 Posted: 03 Nov 2008

Malcolm P. Baker, Stefan Nagel and Jeffrey Wurgler

Harvard Business School, University of Chicago - Booth School of Business and NYU Stern School of Business

Downloads 82 (273,101)

Citation 18

Abstract:

The Effect of Dividends on Consumption

NBER Working Paper No. w12288

Number of pages: 50 Posted: 16 Jun 2006

Malcolm P. Baker, Stefan Nagel and Jeffrey Wurgler

Harvard Business School, University of Chicago - Booth School of Business and NYU Stern School of Business

Downloads 33 (419,780)

Citation 18

Abstract:

The Effect of Dividends on Consumption

Brookings Papers on Economic Activity, pp. 277-291, 2007

Posted: 30 Apr 2007 Last Revised: 12 Jan 2009

Malcolm P. Baker, Stefan Nagel and Jeffrey Wurgler

Harvard Business School, University of Chicago - Booth School of Business and NYU Stern School of Business

Abstract:

27.

Catering Through Nominal Share Prices

Downloads 358 ( 73,337)

Citation 21

3

Catering Through Nominal Share Prices

Number of pages: 46 Posted: 16 Jan 2008 Last Revised: 12 Jan 2009

Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler

Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

Downloads 258 (104,862)

Citation 21

Abstract:

Catering Through Nominal Share Prices

NYU Working Paper No. FIN-07-026

Number of pages: 46 Posted: 03 Nov 2008

Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler

Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

Downloads 86 (265,096)

Citation 21

Abstract:

Catering Through Nominal Share Prices

NBER Working Paper No. w13762

Number of pages: 46 Posted: 30 Jan 2008 Last Revised: 10 Aug 2010

Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler

Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

Downloads 14 (524,282)

Citation 21

Abstract:

28.

Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications

Downloads 138 (187,506)

2

Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications

NYU Working Paper No. 2451/38626

Number of pages: 24 Posted: 11 May 2017 Last Revised: 24 Jun 2017

Terence Burnham, Harry Gakidis and Jeffrey Wurgler

Chapman University - Department of Business and Economics, Acadian Asset Management and NYU Stern School of Business

Downloads 129 (198,565)

Abstract:

Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications

NBER Working Paper No. w23557

Number of pages: 25 Posted: 10 Jul 2017 Last Revised: 18 Jul 2017

Terence Burnham, Harry Gakidis and Jeffrey Wurgler

Chapman University - Department of Business and Economics, Acadian Asset Management and NYU Stern School of Business

Downloads 9 (553,778)

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Abstract:

29.

Dividends as Reference Points: A Behavioral Signaling Approach

NYU Working Paper No. 2451/38627

Number of pages: 42 Posted: 12 May 2017

Malcolm P. Baker, Jeffrey Wurgler and Brock Mendel

Harvard Business School, NYU Stern School of Business and Harvard University

Downloads 33 (409,988)

Citation 4

Abstract:

30.

Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation and the Low Risk Anomaly

NYU Working Paper No. 2451/38628

Number of pages: 59 Posted: 12 May 2017

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 0 (218,687)

Citation 2

Jeffrey Wurgler

NYU Stern School of Business

Nomura Professor of Finance

National Bureau of Economic Research (NBER)

30

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