Paul C. Tetlock

Columbia Business School - Finance

A. Barton Hepburn Professor of Economics

3022 Broadway

New York, NY 10027

United States

http://www0.gsb.columbia.edu/faculty/ptetlock/

SCHOLARLY PAPERS

24

DOWNLOADS
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SSRN RANKINGS

Top 1,547

in Total Papers Downloads

19,400

SSRN CITATIONS
Rank 1,706

SSRN RANKINGS

Top 1,706

in Total Papers Citations

326

CROSSREF CITATIONS

268

Scholarly Papers (24)

1.

Statement on Prediction Markets

AEI-Brookings Joint Center Related Publication No. 07-11
Number of pages: 8 Posted: 07 May 2007
Stanford University - Department of Economics, Yale University - School of Management, University of South Florida - College of Business, Council on Foreign Relations (CFR) - Council on Foreign Relations- Washington D.C., Dartmouth College, Illinois Institute of Technology, University of Oxford, Smith School, George Mason University, Princeton University, California Institute of Technology - Division of the Humanities and Social Sciences, University of Chicago Law School, Stanford University, University of Iowa - Henry B. Tippie College of Business - Department of Economics, University of Iowa - Henry B. Tippie College of Business - Department of Economics, Bocconi University - Department of Economics, California Institute of Technology - Division of the Humanities and Social Sciences, University of Maryland, Yale University - Cowles Foundation, Chapman University - Economic Science Institute, Independent, Harvard Law School, Columbia Business School - Finance, University of California, Berkeley - Organizational Behavior & Industrial Relations Group, University of California, Berkeley - School of Information and University of Michigan at Ann Arbor - Department of Economics
Downloads 3,765 (2,481)
Citation 19

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prediction markets, public policy, forecasting, regulation

2.

Giving Content to Investor Sentiment: The Role of Media in the Stock Market

Journal of Finance, Forthcoming
Number of pages: 51 Posted: 21 Mar 2005
Paul C. Tetlock
Columbia Business School - Finance
Downloads 3,399 (2,956)
Citation 42

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Investor sentiment, financial news media, content analysis, efficient markets

3.

More than Words: Quantifying Language to Measure Firms' Fundamentals

9th Annual Texas Finance Festival
Number of pages: 48 Posted: 13 Aug 2006
Columbia Business School - Finance, University of Texas at Austin and Fetch Technologies, Inc
Downloads 1,640 (10,164)
Citation 116

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Market Efficiency, Underreaction, News Media, Qualitative Information, Language

Does Public Financial News Resolve Asymmetric Information?

AFA 2010 Atlanta Meetings Paper
Number of pages: 52 Posted: 21 Nov 2008 Last Revised: 30 Aug 2011
Paul C. Tetlock
Columbia Business School - Finance
Downloads 1,069 (19,387)
Citation 8

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media coverage, news, asymmetric information, liquidity, return momentum, return reversal

Does Public Financial News Resolve Asymmetric Information?

Review of Financial Studies, Vol. 23, No. 9, pp. 3520-3557, 2010
Number of pages: 52 Posted: 27 Oct 2011
Paul C. Tetlock
Columbia Business School - Finance
Downloads 142 (206,296)
Citation 38

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5.

Has Economic Analysis Improved Regulatory Decisions?

AEI-Brookings Joint Center Working Paper No. 07-08
Number of pages: 31 Posted: 23 Apr 2007
Robert W. Hahn and Paul C. Tetlock
University of Oxford, Smith School and Columbia Business School - Finance
Downloads 1,197 (16,673)
Citation 19

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All the News That's Fit to Reprint: Do Investors React to Stale Information?

AFA 2009 San Francisco Meetings Paper
Number of pages: 48 Posted: 03 Oct 2007 Last Revised: 30 Aug 2011
Paul C. Tetlock
Columbia Business School - Finance
Downloads 932 (23,730)
Citation 16

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public news, media coverage, stale information, overreaction, return reversal

All the News That's Fit to Reprint: Do Investors React to Stale Information?

Review of Financial Studies, Forthcoming
Number of pages: 49 Posted: 27 Oct 2011
Paul C. Tetlock
Columbia Business School - Finance
Downloads 128 (224,348)
Citation 8

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7.

Liquidity and Prediction Market Efficiency

Number of pages: 49 Posted: 25 Mar 2008 Last Revised: 30 Aug 2011
Paul C. Tetlock
Columbia Business School - Finance
Downloads 1,021 (21,128)
Citation 12

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Liquidity, Underreaction, Market Efficiency, Prediction Markets, Limits to Arbitrage, Prospect Theory

8.

What Drives Anomaly Returns?

Columbia Business School Research Paper No. 16-50, 8th Miami Behavioral Finance Conference 2017, Journal of Finance, Forthcoming
Number of pages: 88 Posted: 13 Jul 2016 Last Revised: 22 Aug 2019
Lars A. Lochstoer and Paul C. Tetlock
University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School - Finance
Downloads 865 (26,868)
Citation 6

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anomalies, expected stock returns, efficient portfolio, present value, return decomposition, cash flow news, discount rate news

9.

How Wise Are Crowds? Insights from Retail Orders and Stock Returns

Journal of Finance, Forthcoming
Number of pages: 85 Posted: 31 Aug 2010 Last Revised: 24 Jan 2012
Eric K. Kelley and Paul C. Tetlock
University of Tennessee, Knoxville and Columbia Business School - Finance
Downloads 819 (29,015)
Citation 10

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market efficiency, retail investor behavior, return predictability, liquidity provision, financial news, private information

Asset Pricing in the Dark: The Cross Section of OTC Stocks

Netspar Discussion Paper No. 11/2010-093
Number of pages: 76 Posted: 21 Apr 2011 Last Revised: 02 Aug 2013
Andrew Ang, Assaf A. Shtauber and Paul C. Tetlock
BlackRock, Inc, Columbia University - Columbia Business School and Columbia Business School - Finance
Downloads 539 (50,108)
Citation 5

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Illiquidity Premium, Limits to Arbitrage, Disclosure, Over-the-counter Markets, OTC Stocks, Pink Sheets, Bulletin Board, Return Anomalies

Asset Pricing in the Dark: The Cross Section of OTC Stocks

Number of pages: 76 Posted: 26 Nov 2010 Last Revised: 02 Aug 2013
Andrew Ang, Assaf A. Shtauber and Paul C. Tetlock
BlackRock, Inc, Columbia University - Columbia Business School and Columbia Business School - Finance
Downloads 254 (120,549)
Citation 1

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Illiquidity Premium, Limits to Arbitrage, Over-the-Counter Markets, OTC Stocks, Pink Sheets, Bulletin Board, Disclosure, Return Anomalies

Short Selling and the News: A Preliminary Report on an Empirical Study

Columbia Law and Economics Working Paper No. 364
Number of pages: 66 Posted: 28 Jan 2010 Last Revised: 17 Jul 2011
Merritt B. Fox, Lawrence R. Glosten and Paul C. Tetlock
Columbia University - Law School, Columbia Business School - Finance and Economics and Columbia Business School - Finance
Downloads 531 (51,074)
Citation 5

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Short Selling

Short Selling and the News: A Preliminary Report on an Empirical Study

New York Law School Law Review, Vol. 54, No. 3, pp. 645-686, 2009-2010
Number of pages: 42 Posted: 27 Oct 2011
Lawrence R. Glosten, Merritt B. Fox and Paul C. Tetlock
Columbia Business School - Finance and Economics, Columbia University - Law School and Columbia Business School - Finance
Downloads 74 (325,000)

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Short Selling and the News: A Preliminary Report on an Empirical Study

New York Law School Law Review, Vol. 54, No. 3, pp. 645-686, 2010
Number of pages: 42 Posted: 22 Oct 2011
Lawrence R. Glosten, Merritt B. Fox and Paul C. Tetlock
Columbia Business School - Finance and Economics, Columbia University - Law School and Columbia Business School - Finance
Downloads 30 (483,042)

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12.

Using Information Markets to Improve Public Decision Making

Harvard Journal of Law and Public Policy, Summer 2003, AEI-Brookings Joint Center Working Paper No. 04-18
Number of pages: 80 Posted: 20 Jan 2005
Robert W. Hahn and Paul C. Tetlock
University of Oxford, Smith School and Columbia Business School - Finance
Downloads 474 (59,746)

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Information markets, policy decisions, efficiency

13.

Biased Beliefs, Asset Prices, and Investment: A Structural Approach

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 12 May 2011 Last Revised: 31 Oct 2013
Aydogan Alti and Paul C. Tetlock
University of Texas at Austin - Department of Finance and Columbia Business School - Finance
Downloads 423 (68,510)
Citation 12

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mispricing, market efficiency, behavioral biases, overconfidence, extrapolation, investment efficiency

14.

Why Do Investors Trade?

Number of pages: 65 Posted: 22 May 2012 Last Revised: 21 May 2013
Eric K. Kelley and Paul C. Tetlock
University of Tennessee, Knoxville and Columbia Business School - Finance
Downloads 334 (90,234)

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structural estimation, overconfidence, news arrival, extended hours

15.

Retail Short Selling and Stock Prices

Columbia Business School Research Paper No. 13-70
Number of pages: 59 Posted: 11 Sep 2013 Last Revised: 23 Aug 2016
Eric K. Kelley and Paul C. Tetlock
University of Tennessee, Knoxville and Columbia Business School - Finance
Downloads 291 (104,946)
Citation 4

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short selling, retail investor, informed trading, return predictability, market efficiency

16.
Downloads 275 (111,468)
Citation 13

Information Markets: A New Way of Making Decisions

Reg-Markets Books and Monographs 06-03
Number of pages: 212 Posted: 16 Apr 2009
Robert W. Hahn and Paul C. Tetlock
University of Oxford, Smith School and Columbia Business School - Finance
Downloads 275 (110,895)
Citation 13

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17.

The Economics of Regulating Cellular Phones in Vehicles

AEI-Brookings Joint Center Working Paper No. 99-09
Number of pages: 43 Posted: 21 Dec 1999
Robert W. Hahn and Paul C. Tetlock
University of Oxford, Smith School and Columbia Business School - Finance
Downloads 261 (117,679)
Citation 3

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cellular phones, driving, individuals, accidents, fatalities

18.

A New Approach for Regulating Information Markets

Journal of Regulatory Economics, Forthcoming, AEI-Brookings Joint Center Working Paper
Number of pages: 25 Posted: 18 Oct 2005
Robert W. Hahn and Paul C. Tetlock
University of Oxford, Smith School and Columbia Business School - Finance
Downloads 216 (142,213)

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19.

Designing Information Markets for Decision Making

AEI-Brookings Joint Center Working Paper No. 05-23
Number of pages: 48 Posted: 08 Dec 2005
Paul C. Tetlock, Robert W. Hahn and Donald D. Lien
Columbia Business School - Finance, University of Oxford, Smith School and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 198 (154,317)
Citation 1

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information markets, decision markets

20.

Harnessing the Power of Information: A New Approach to Economic Development

AEI-Brookings Joint Center Working Paper No. 04-21
Number of pages: 20 Posted: 30 Dec 2004
Robert W. Hahn and Paul C. Tetlock
University of Oxford, Smith School and Columbia Business School - Finance
Downloads 185 (164,209)

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Economic development, information markets, development decisions

21.

Optimal Liquidity Provision for Decision Makers

AEI-Brookings Joint Center Working Paper No. 06-18
Number of pages: 50 Posted: 25 Mar 2008 Last Revised: 30 Aug 2011
Paul C. Tetlock and Robert W. Hahn
Columbia Business School - Finance and University of Oxford, Smith School
Downloads 166 (180,685)
Citation 4

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Liquidity, Prediction Markets, Information Markets, Subsidy

22.

Big Ideas: The Market's Last Frontier

Milken Institute Review, Vol. 7, No. 1, pp. 83-89, 2005, AEI-Brookings Joint Center Working Paper No. 04-17
Number of pages: 9 Posted: 18 Oct 2005
Robert W. Hahn and Paul C. Tetlock
University of Oxford, Smith School and Columbia Business School - Finance
Downloads 143 (204,635)

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23.

Asset Pricing in the Dark: The Cross Section of OTC Stocks

NBER Working Paper No. w19309
Number of pages: 77 Posted: 10 Aug 2013 Last Revised: 22 Aug 2013
Andrew Ang, Assaf A. Shtauber and Paul C. Tetlock
BlackRock, Inc, Columbia University - Columbia Business School and Columbia Business School - Finance
Downloads 29 (475,562)
Citation 8

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24.

Information Transmission in Finance

Annual Review of Financial Economics, Vol. 6, pp. 365-384, 2014
Posted: 25 Nov 2014
Paul C. Tetlock
Columbia Business School - Finance

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