Lawrence Schmidt

MIT Sloan School of Management

77 Massachusetts Avenue

Cambridge, MA 02139-4307

United States

http://https://sites.google.com/site/lawrencedwschmidt/home

  • MIT Sloan School of Management

SCHOLARLY PAPERS

10

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11,272

CITATIONS
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Top 8,407

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66

Scholarly Papers (10)

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1.

Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors

Number of pages: 52 Posted: 02 Jan 2019 Last Revised: 11 May 2019
Klakow Akepanidtaworn, Rick Di Mascio, Alex Imas and Lawrence Schmidt
University of Chicago - Booth School of Business, Inalytics Limited, Carnegie Mellon University - Department of Social and Decision Sciences and MIT Sloan School of Management
Downloads 7,200 (782)
Citation 1

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Heuristics, Behavioral Finance, Expert Decision-Making, Limited Attention

2.

Runs on Money Market Mutual Funds

Downloads 1,128 ( 11,425)
Citation 32

Runs on Money Market Mutual Funds

Number of pages: 60 Posted: 14 Mar 2011 Last Revised: 12 Sep 2015
Lawrence Schmidt, Allan Timmermann and Russ Wermers
MIT Sloan School of Management, UCSD and University of Maryland - Robert H. Smith School of Business
Downloads 1,128 (17,449)
Citation 34

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Money market mutual funds; bank runs; strategic complementarities

3.

Climbing and Falling Off the Ladder: Asset Pricing Implications of Labor Market Event Risk

Number of pages: 105 Posted: 26 Jul 2014 Last Revised: 15 Mar 2016
Lawrence Schmidt
MIT Sloan School of Management
Downloads 1,171 (16,841)
Citation 26

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4.

Pockets of Predictability

Downloads 622 ( 41,191)
Citation 6

Pockets of Predictability

Number of pages: 80 Posted: 29 Mar 2018 Last Revised: 19 Apr 2019
Leland Farmer, Lawrence Schmidt and Allan Timmermann
University of Virginia, MIT Sloan School of Management and UCSD
Downloads 622 (40,609)
Citation 6

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Predictability of stock returns; incomplete learning; Markov switching predictive systems; cash flows; affine asset pricing models

Pockets of Predictability

CEPR Discussion Paper No. DP12885
Number of pages: 72 Posted: 23 Apr 2018
Leland Farmer, Lawrence Schmidt and Allan Timmermann
University of Virginia, MIT Sloan School of Management and UCSD
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Predictability of stock returns; incomplete learning; Markov switching predictive systems; cash flows; affine asset pricing models.

5.

Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing

Number of pages: 64 Posted: 20 Feb 2013 Last Revised: 20 Jul 2016
Lawrence Schmidt and Yinchu Zhu
MIT Sloan School of Management and University of Oregon
Downloads 374 (77,548)
Citation 7

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Quantile Regression, Quantile Crossing Problem

6.

Bad News and Robust Comparative Statics for the Elasticity of Intertemporal Substitution

Number of pages: 25 Posted: 04 Jan 2015 Last Revised: 06 May 2018
Lawrence Schmidt and Alexis Akira Toda
MIT Sloan School of Management and University of California, San Diego (UCSD) - Department of Economics
Downloads 353 (82,987)

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elasticity of intertemporal substitution, optimal portfolio problem, recursive preferences

7.

Investor Information Acquisition and Money Market Fund Risk Rebalancing During the 2011-12 Eurozone Crisis

Downloads 196 (152,652)
Citation 2

Investor Information Acquisition and Money Market Fund Risk Rebalancing During the 2011-12 Eurozone Crisis

Robert H. Smith School Research Paper No. RHS 2886171
Number of pages: 78 Posted: 16 Dec 2016 Last Revised: 26 Mar 2019
Emily Gallagher, Lawrence Schmidt, Allan Timmermann and Russ Wermers
University of Colorado at Boulder - Department of Finance, MIT Sloan School of Management, UCSD and University of Maryland - Robert H. Smith School of Business
Downloads 196 (152,514)
Citation 2

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Money market funds, Eurozone crisis, financial fragility, endogenous information acqui- sition, transparency in short-term funding markets

Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing During the 2011-12 Eurozone Crisis

CEPR Discussion Paper No. DP11895
Number of pages: 68 Posted: 16 Mar 2017
Emily Gallagher, Lawrence Schmidt, Allan Timmermann and Russ Wermers
University of Colorado at Boulder - Department of Finance, MIT Sloan School of Management, UCSD and University of Maryland - Robert H. Smith School of Business
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endogenous information acquisition, eurozone crisis, financial fragility, Money market funds, transparency in short-term funding markets

8.

Layoff Risk, the Welfare Cost of Business Cycles, and Monetary Policy

Number of pages: 65 Posted: 14 Sep 2015 Last Revised: 12 Apr 2019
David Berger, Ian Dew-Becker, Lawrence Schmidt and Yuta Takahashi
Northwestern University, Kellogg School of Management - Department of Finance, MIT Sloan School of Management and Northwestern University
Downloads 175 (169,122)
Citation 14

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Layoff risk, monetary policy, heterogeneous agents, business cycles

9.

Real Risk or Paper Risk? Mis-Measured Factors, Granular Measurement Errors, and Empirical Asset Pricing Tests

Number of pages: 90 Posted: 30 Apr 2019
Sung Je Byun and Lawrence Schmidt
Federal Reserve Banks - Federal Reserve Bank of Dallas and MIT Sloan School of Management
Downloads 50 (383,019)

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Risk-Return Trade-Off; Idiosyncratic Risk; Empirical Asset Pricing

10.

Runs on Money Market Funds

CEPR Discussion Paper No. DP9906
Number of pages: 63 Posted: 02 Jun 2014
Lawrence Schmidt, Allan Timmermann and Russ Wermers
MIT Sloan School of Management, UCSD and University of Maryland - Robert H. Smith School of Business
Downloads 3 (619,899)
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bank runs, money market mutual funds, quantile regression, strategic complementarities