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 1,797 (12,771)

Citation 4

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 395 (102,150)

Citation 14

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: 14 Mar 2021

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 381 (106,516)

Citation 11

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 309 (134,120)

Abstract:

9.

Behavioral Corporate Finance: An Updated Survey

Downloads 2,671 ( 6,853)

Citation 63

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 1,854 (12,142)

Citation 9

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 525 (72,766)

Citation 27

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 195 (211,250)

Citation 2

Abstract:

Behavioral Corporate Finance: An Updated Survey

NBER Working Paper No. w17333

Number of pages: 107 Posted: 29 Aug 2011 Last Revised: 13 May 2022

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 97 (364,218)

Abstract:

10.

Global, Local, and Contagious Investor Sentiment

Downloads 2,481 ( 7,718)

Citation 90

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 Mingshi Investment Company

Downloads 2,037 (10,423)

Citation 5

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 Mingshi Investment Company

Downloads 444 (89,165)

Citation 22

Abstract:

11.

On the Economic Consequences of Index-Linked Investing

Downloads 2,321 ( 8,568)

Citation 20

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 1,891 (11,770)

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 320 (129,264)

Citation 5

Abstract:

On the Economic Consequences of Index-Linked Investing

NBER Working Paper No. w16376

Number of pages: 28 Posted: 20 Sep 2010 Last Revised: 01 Apr 2022

Jeffrey Wurgler

NYU Stern School of Business

Downloads 110 (334,670)

Abstract:

12.

Comovement

Downloads 2,129 ( 9,024)

Citation 53

4

Comovement

Number of pages: 45 Posted: 06 Apr 2002

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 1,632 (14,888)

Citation 14

Abstract:

Comovement

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

Number of pages: 45 Posted: 05 Nov 2008

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 281 (148,165)

Abstract:

Comovement

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

Number of pages: 38 Posted: 07 Nov 2008

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 126 (303,244)

Abstract:

Comovement

NBER Working Paper No. w8895

Number of pages: 43 Posted: 11 Apr 2002 Last Revised: 23 Apr 2022

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 90 (382,065)

Citation 12

Abstract:

13.

Appearing and Disappearing Dividends: The Link to Catering Incentives

Downloads 2,112 ( 10,004)

Citation 99

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 1,383 (19,084)

Citation 12

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 340 (121,136)

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 235 (177,165)

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 102 (352,350)

Citation 10

Abstract:

Appearing and Disappearing Dividends: The Link to Catering Incentives

NBER Working Paper No. w9995

Number of pages: 25 Posted: 28 Sep 2003 Last Revised: 25 Apr 2021

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 52 (513,422)

Citation 1

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:

14.

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

Downloads 1,841 ( 12,495)

Citation 21

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 University - Business School (HBS) and NYU Stern School of Business

Downloads 1,270 (21,715)

Citation 21

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 University - Business School (HBS) and NYU Stern School of Business

Downloads 240 (173,551)

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 University - Business School (HBS) and NYU Stern School of Business

Downloads 228 (182,391)

Abstract:

The Stock Market and Investment: Evidence from FDI Flows

NBER Working Paper No. w10559

Number of pages: 39 Posted: 04 Jul 2004 Last Revised: 09 May 2022

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

Harvard Business School, Harvard University - Business School (HBS) and NYU Stern School of Business

Downloads 66 (457,045)

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 University - Business School (HBS) and NYU Stern School of Business

Downloads 37 (588,697)

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 University - Business School (HBS) 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 University - Business School (HBS) and NYU Stern School of Business

Abstract:

15.

Does Arbitrage Flatten Demand Curves for Stocks?

Downloads 1,800 ( 12,965)

Citation 68

3

Does Arbitrage Flatten Demand Curves for Stocks?

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 1,639 (14,776)

Citation 74

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 161 (249,508)

Abstract:

Does Arbitrage Flatten Demand Curves for Stocks?

Posted: 24 Apr 2001

Jeffrey Wurgler and Ekaterina Zhuravskaya

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

Abstract:

16.

A Catering Theory of Dividends

Downloads 1,683 ( 14,452)

Citation 266

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 1,242 (22,467)

Citation 3

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 231 (180,138)

Citation 4

Abstract:

A Catering Theory of Dividends

NBER Working Paper No. w9542

Number of pages: 63 Posted: 13 Mar 2003 Last Revised: 28 Jan 2022

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 210 (197,274)

Citation 27

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:

17.

Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds

Downloads 1,647 ( 14,939)

Citation 28

2

Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds

Number of pages: 45 Posted: 13 Nov 2018

Malcolm P. Baker, Daniel Bergstresser, George Serafeim and Jeffrey Wurgler

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

Downloads 1,588 (15,498)

Citation 12

Abstract:

Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds

NBER Working Paper No. w25194

Number of pages: 42 Posted: 29 Oct 2018

Malcolm P. Baker, Daniel Bergstresser, George Serafeim and Jeffrey Wurgler

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

Downloads 59 (484,017)

Citation 20

Abstract:

18.

The Equity Share in New Issues and Aggregate Stock Returns

Downloads 1,636 ( 15,087)

Citation 326

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 1,504 (16,819)

Citation 2

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 132 (292,653)

Citation 47

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:

19.

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

Downloads 1,439 ( 18,315)

Citation 319

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 1,186 (24,021)

Citation 2

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 145 (272,089)

Citation 6

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: 29 Nov 2021

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

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

Downloads 108 (338,946)

Citation 67

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:

20.

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

Downloads 1,414 ( 18,821)

Citation 66

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 488 (79,673)

Citation 9

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 488 (79,673)

Citation 7

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 266 (156,698)

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 129 (297,857)

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 Last Revised: 20 Jun 2021

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 43 (556,392)

Citation 16

Abstract:

21.

Government Bonds and the Cross-Section of Stock Returns

Downloads 1,267 ( 21,033)

Citation 31

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 452 (87,343)

Citation 8

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 264 (157,935)

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 168 (240,661)

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 106 (343,344)

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 80 (410,434)

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 70 (442,938)

Citation 9

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 70 (442,938)

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 57 (492,079)

Abstract:

22.

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

Downloads 1,092 ( 27,604)

Citation 2

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 1,092 (27,176)

Citation 2

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:

23.

The Maturity of Debt Issues and Predictable Variation in Bond Returns

Downloads 793 ( 40,931)

Citation 99

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 683 (52,006)

Citation 7

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 72 (436,049)

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 38 (583,099)

Citation 19

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:

24.

The Risk Anomaly Tradeoff of Leverage

Downloads 692 ( 51,792)

Citation 6

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 460 (85,640)

Citation 2

Abstract:

Leverage and the Beta Anomaly

NYU Working Paper No. 2451/34914

Number of pages: 40 Posted: 31 Aug 2016 Last Revised: 14 Jan 2019

Malcolm P. Baker, Mathias Hoeyer and Jeffrey Wurgler

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

Downloads 195 (211,250)

Citation 2

Abstract:

The Risk Anomaly Tradeoff of Leverage

NBER Working Paper No. w22116

Number of pages: 48 Posted: 28 Mar 2016 Last Revised: 06 Dec 2021

Malcolm P. Baker, Mathias Hoeyer and Jeffrey Wurgler

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

Downloads 37 (588,697)

Citation 2

Abstract:

25.

What Do You Think about Climate Finance?

Downloads 662 ( 54,836)

Citation 3

3

What Do You Think about Climate Finance?

Number of pages: 25 Posted: 04 Aug 2021

Johannes Stroebel and Jeffrey Wurgler

New York University (NYU) - Leonard N. Stern School of Business and NYU Stern School of Business

Downloads 578 (64,407)

Citation 1

Abstract:

What Do You Think About Climate Finance?

CESifo Working Paper No. 9350

Number of pages: 27 Posted: 18 Oct 2021

Johannes Stroebel and Jeffrey Wurgler

New York University (NYU) - Leonard N. Stern School of Business and NYU Stern School of Business

Downloads 64 (464,430)

Abstract:

What Do You Think About Climate Finance?

NBER Working Paper No. w29136

Number of pages: 26 Posted: 09 Aug 2021 Last Revised: 10 Feb 2022

Johannes Stroebel and Jeffrey Wurgler

New York University (NYU) - Leonard N. Stern School of Business and NYU Stern School of Business

Downloads 20 (706,973)

Citation 2

Add to Cart

Abstract:

26.

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

Downloads 603 ( 61,360)

Citation 6

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 393 (102,758)

Citation 1

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 91 (379,476)

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 64 (464,430)

Abstract:

Pseudo Market Timing and Predictive Regressions

NBER Working Paper No. w10823

Number of pages: 38 Posted: 19 Oct 2004 Last Revised: 18 Apr 2022

Malcolm P. Baker, Ryan Taliaferro and Jeffrey Wurgler

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

Downloads 55 (500,275)

Citation 1

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:

27.

Dividends as Reference Points: A Behavioral Signaling Approach

Downloads 506 ( 76,916)

Citation 3

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 343 (119,845)

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 137 (284,512)

Abstract:

Dividends as Reference Points: A Behavioral Signaling Approach

NBER Working Paper No. w18242

Number of pages: 60 Posted: 21 Jul 2012 Last Revised: 07 May 2022

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

Downloads 26 (659,908)

Abstract:

28.

The Effect of Dividends on Consumption

Downloads 476 ( 82,836)

Citation 47

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 342 (120,262)

Citation 2

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 90 (382,065)

Abstract:

The Effect of Dividends on Consumption

NBER Working Paper No. w12288

Number of pages: 50 Posted: 16 Jun 2006 Last Revised: 29 Jan 2022

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 44 (551,307)

Citation 19

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:

29.

Catering Through Nominal Share Prices

Downloads 408 ( 99,296)

Citation 65

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 289 (143,925)

Citation 3

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 94 (371,577)

Citation 14

Abstract:

Catering Through Nominal Share Prices

NBER Working Paper No. w13762

Number of pages: 46 Posted: 30 Jan 2008 Last Revised: 07 Feb 2022

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

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

Downloads 25 (667,315)

Citation 3

Abstract:

30.

Stock Market Stimulus

Downloads 284 (147,272)

2

Stock Market Stimulus

Number of pages: 47 Posted: 28 Mar 2022

Robin M. Greenwood, Toomas Laarits and Jeffrey Wurgler

Harvard Business School - Finance Unit, New York University (NYU) - Department of Finance and NYU Stern School of Business

Downloads 238 (175,007)

Abstract:

Stock Market Stimulus

NBER Working Paper No. w29827

Number of pages: 48 Posted: 14 Mar 2022 Last Revised: 19 Mar 2022

Robin M. Greenwood, Toomas Laarits and Jeffrey Wurgler

Harvard Business School - Finance Unit, New York University (NYU) - Department of Finance and NYU Stern School of Business

Downloads 46 (541,307)

Abstract:

31.

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

Downloads 246 (169,965)

Citation 3

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 - The George L. Argyros School of Business & Economics, Acadian Asset Management and NYU Stern School of Business

Downloads 209 (198,165)

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: 15 May 2022

Terence Burnham, Harry Gakidis and Jeffrey Wurgler

Chapman University - The George L. Argyros School of Business & Economics, Acadian Asset Management and NYU Stern School of Business

Downloads 37 (588,697)

Citation 3

Abstract:

32.

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 188 (218,310)

Citation 1

Abstract:

33.

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 83 (397,617)

Citation 5

Abstract:

34.

What Do You Think About Climate Finance?

CEPR Discussion Paper No. DP16622

Number of pages: 28 Posted: 09 Nov 2021

Johannes Stroebel and Jeffrey Wurgler

New York University (NYU) and NYU Stern School of Business

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Jeffrey Wurgler

NYU Stern School of Business

Nomura Professor of Finance

National Bureau of Economic Research (NBER)

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