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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18,637

CITATIONS
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Top 1,189

in Total Papers Citations

460

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 3,714 (2,349)
Citation 2

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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 3,062 (3,279)
Citation 183

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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 1,579 (10,011)
Citation 133

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

4.

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 1,186 (15,782)
Citation 14

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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 1,059 (18,345)
Citation 31

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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 123 (219,013)
Citation 31

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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 901 (23,313)
Citation 37

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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 118 (225,977)
Citation 37

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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 1,008 (20,103)
Citation 3

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

8.

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 805 (27,932)
Citation 15

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

9.

What Drives Anomaly Returns?

Columbia Business School Research Paper No. 16-50, 8th Miami Behavioral Finance Conference 2017
Number of pages: 74 Posted: 13 Jul 2016 Last Revised: 19 Apr 2018
Lars A. Lochstoer and Paul C. Tetlock
University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School - Finance
Downloads 794 (28,437)

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Anomalies, expected stock returns, efficient portfolio, present value, return decomposition

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 505 (51,187)
Citation 8

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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 250 (115,795)
Citation 8

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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 522 (49,088)
Citation 2

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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 68 (323,068)
Citation 2

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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 (457,845)
Citation 2

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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 465 (57,436)
Citation 12

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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 416 (65,777)
Citation 1

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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 323 (88,284)

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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 275 (105,092)
Citation 1

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

16.
Downloads 264 (109,757)
Citation 2

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 264 (109,267)
Citation 2

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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 255 (113,847)
Citation 2

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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 212 (136,679)
Citation 3

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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 195 (147,908)

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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 176 (162,327)

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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 163 (173,572)
Citation 3

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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 141 (195,812)

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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 28 (455,349)
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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