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 1,752 (9,172)

Citation 3

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 391 (76,466)

Citation 5

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 373 (80,779)

Citation 1

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 307 (100,874)

Abstract:

9.

Behavioral Corporate Finance: An Updated Survey

Downloads 2,400 ( 5,539)

Citation 50

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 1,670 (9,972)

Citation 7

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 477 (60,119)

Citation 18

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 175 (176,751)

Citation 2

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 78 (322,260)

Abstract:

10.

Global, Local, and Contagious Investor Sentiment

Downloads 2,379 ( 5,623)

Citation 65

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 1,951 (7,687)

Citation 3

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 428 (68,665)

Citation 4

Abstract:

11.

On the Economic Consequences of Index-Linked Investing

Downloads 2,165 ( 6,570)

Citation 19

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 1,817 (8,680)

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 246 (127,675)

Citation 2

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 102 (271,249)

Abstract:

12.

Appearing and Disappearing Dividends: The Link to Catering Incentives

Downloads 2,032 ( 7,306)

Citation 93

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 1,368 (13,662)

Citation 11

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 310 (99,842)

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 209 (149,972)

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 99 (276,926)

Citation 4

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 46 (421,801)

Citation 4

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:

13.

Comovement

Downloads 1,923 ( 7,417)

Citation 44

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 1,587 (10,852)

Citation 13

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 192 (162,472)

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 93 (288,630)

Abstract:

Comovement

NBER Working Paper No. w8895

Number of pages: 43 Posted: 11 Apr 2002 Last Revised: 19 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 51 (403,201)

Citation 5

Abstract:

14.

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

Downloads 1,785 ( 9,094)

Citation 13

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 1,254 (15,651)

Citation 13

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 225 (139,599)

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 220 (142,722)

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

Downloads 57 (382,481)

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 29 (499,913)

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 1,683 ( 10,024)

Citation 37

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 1,548 (11,254)

Citation 45

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 135 (220,178)

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 1,522 ( 11,763)

Citation 298

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 1,404 (13,127)

Citation 1

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 118 (244,326)

Citation 17

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 1,500 ( 12,030)

Citation 240

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 1,192 (16,891)

Citation 2

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 200 (156,367)

Citation 1

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 108 (260,430)

Citation 9

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 1,355 ( 14,165)

Citation 274

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 1,143 (18,012)

Citation 1

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 135 (220,178)

Citation 3

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 77 (324,729)

Citation 28

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.

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

Downloads 1,307 ( 14,960)

Citation 57

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 463 (62,370)

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 452 (64,281)

Citation 6

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 252 (124,554)

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 106 (263,998)

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 34 (473,949)

Citation 8

Abstract:

20.

Government Bonds and the Cross-Section of Stock Returns

Downloads 1,201 ( 16,188)

Citation 26

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 416 (71,123)

Citation 6

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 257 (122,036)

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 162 (188,992)

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 104 (267,571)

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 77 (324,729)

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 67 (351,694)

Citation 4

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 66 (354,471)

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 52 (399,600)

Abstract:

21.

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

Downloads 1,024 ( 21,572)

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 1,024 (21,199)

Citation 1

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 775 ( 30,426)

Citation 87

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 674 (38,272)

Citation 5

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 65 (357,362)

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 36 (464,536)

Citation 6

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.

The Risk Anomaly Tradeoff of Leverage

Downloads 598 ( 45,608)

Citation 3

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 442 (65,981)

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 133 (222,895)

Citation 1

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 23 (536,496)

Citation 1

Abstract:

24.

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

Downloads 579 ( 47,244)

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 383 (78,308)

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 87 (301,151)

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 56 (385,884)

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 53 (396,074)

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:

25.

Dividends as Reference Points: A Behavioral Signaling Approach

Downloads 471 ( 61,705)

Citation 1

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 320 (96,397)

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 131 (225,542)

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 20 (556,101)

Abstract:

26.

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

Downloads 446 ( 65,911)

Citation 4

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 University - Harvard Business School and NYU Stern School of Business

Downloads 425 (69,282)

Citation 1

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 University - Harvard Business School and NYU Stern School of Business

Downloads 21 (549,587)

Citation 1

Add to Cart

Abstract:

27.

The Effect of Dividends on Consumption

Downloads 446 ( 65,911)

Citation 34

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 325 (94,678)

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 85 (305,681)

Abstract:

The Effect of Dividends on Consumption

NBER Working Paper No. w12288

Number of pages: 50 Posted: 16 Jun 2006 Last Revised: 31 Jul 2010

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 36 (464,536)

Citation 6

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:

28.

Catering Through Nominal Share Prices

Downloads 378 ( 80,189)

Citation 53

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 273 (114,512)

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 88 (299,032)

Citation 7

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 17 (576,482)

Abstract:

29.

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

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Citation 1

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 180 (172,350)

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 12 (611,295)

Citation 1

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 139 (214,440)

Citation 1

Abstract:

31.

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

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Citation 3

Jeffrey Wurgler

NYU Stern School of Business

Nomura Professor of Finance

National Bureau of Economic Research (NBER)

31

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