Lawrence Schmidt

MIT Sloan School of Management

77 Massachusetts Avenue

Cambridge, MA 02139-4307

United States

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

SCHOLARLY PAPERS

8

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CITATIONS
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in Total Papers Citations

17

Scholarly Papers (8)

1.
Downloads 1,093 ( 11,532)
Citation 8

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 1,093 (17,637)
Citation 8

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Money market mutual funds; bank runs; strategic complementarities

2.

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 1,106 (17,640)

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3.
Downloads 532 ( 48,822)

Pockets of Predictability

Number of pages: 69 Posted: 29 Mar 2018 Last Revised: 24 Apr 2018
Leland Farmer, Lawrence Schmidt and Allan Timmermann
University of Virginia, MIT Sloan School of Management and UCSD
Downloads 532 (48,241)

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Return Predictability, Learning, Market Efficiency, Nonparametric Regression, Asset Pricing, Forecasting

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.

4.

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 345 (82,514)
Citation 1

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Quantile Regression, Quantile Crossing Problem

5.

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 343 (83,113)

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elasticity of intertemporal substitution, optimal portfolio problem, recursive preferences

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: 73 Posted: 16 Dec 2016 Last Revised: 04 Aug 2018
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 158 (179,613)

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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
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

7.

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

Number of pages: 49 Posted: 02 Jan 2019
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 5,504

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behavioral finance; limited attention; heuristics; performance evaluation

8.

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 (598,936)
Citation 8
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bank runs, money market mutual funds, quantile regression, strategic complementarities