Paul C. Tetlock

Columbia Business School - Finance

A. Barton Hepburn Professor of Economics

665 W 130th St

Kravis Hall

New York, NY 10027

United States

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

  • Columbia Business School - Finance

SCHOLARLY PAPERS

26

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25,705

SSRN CITATIONS
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Top 836

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1,384

CROSSREF CITATIONS

261

Scholarly Papers (26)

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1.

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 5,577 (2,604)
Citation 432

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

2.

Statement on Prediction Markets

AEI-Brookings Joint Center Related Publication No. 07-11
Number of pages: 8 Posted: 07 May 2007
Kenneth J. Arrow, Shyam Sunder, Robert Forsythe, Robert E. Litan, Eric Zitzewitz, Michael Gorham, Robert W. Hahn, Robin Hanson, Daniel Kahneman, John O. Ledyard, Saul Levmore, Paul R. Milgrom, Forrest D. Nelson, George R. Neumann, Marco Ottaviani, Charles R. Plott, Thomas C. Schelling, Robert J. Shiller, Vernon L. Smith, Erik C. Snowberg, Cass R. Sunstein, Paul C. Tetlock, Philip E. Tetlock, Hal R. Varian and Justin Wolfers
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, Technology Policy Institute, 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, School of Information and University of Michigan at Ann Arbor - Department of Economics
Downloads 4,197 (4,261)
Citation 28

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prediction markets, public policy, forecasting, regulation

3.

More than Words: Quantifying Language to Measure Firms' Fundamentals

9th Annual Texas Finance Festival
Number of pages: 48 Posted: 13 Aug 2006
Paul C. Tetlock, Maytal Saar-Tsechansky and Sofus Macskassy
Columbia Business School - Finance, University of Texas at Austin and Fetch Technologies, Inc
Downloads 1,939 (14,793)
Citation 331

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

4.

Does Public Financial News Resolve Asymmetric Information?

Downloads 1,408 (24,156)
Citation 108

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 1,186 (30,583)
Citation 11

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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 222 (234,452)
Citation 51

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5.

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

Downloads 1,406 (24,209)
Citation 180

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 1,207 (29,789)
Citation 19

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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 199 (259,587)
Citation 31

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6.

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
Technology Policy Institute and Columbia Business School - Finance
Downloads 1,264 (28,349)
Citation 23

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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 1,159 (32,145)
Citation 20

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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 1,109 (34,226)
Citation 28

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

9.

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

Downloads 1,027 (38,168)
Citation 5

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 632 (72,446)
Citation 4

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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 395 (128,325)
Citation 1

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

10.

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 999 (39,689)
Citation 24

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

11.

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

Downloads 812 (52,841)
Citation 6

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 University and Columbia Business School - Finance
Downloads 593 (78,387)
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 University, Columbia University - Law School and Columbia Business School - Finance
Downloads 153 (326,911)

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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 University, Columbia University - Law School and Columbia Business School - Finance
Downloads 66 (583,354)

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12.

The Implied Equity Premium

Number of pages: 63 Posted: 04 Mar 2023 Last Revised: 19 Jun 2023
Paul C. Tetlock
Columbia Business School - Finance
Downloads 609 (76,928)

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equity premium, variance premium, return predictability, recovery, pricing kernel, stock market, expected returns

13.

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 535 (90,318)

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structural estimation, overconfidence, news arrival, extended hours

14.

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
Technology Policy Institute and Columbia Business School - Finance
Downloads 530 (91,343)

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Information markets, policy decisions, efficiency

15.

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 499 (98,277)
Citation 29

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

16.

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 441 (114,192)
Citation 7

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

17.

Information Markets: A New Way of Making Decisions

Downloads 397 (128,723)
Citation 15

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
Technology Policy Institute and Columbia Business School - Finance
Downloads 397 (127,590)
Citation 15

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18.

The Economics of Regulating Cellular Phones in Vehicles

Number of pages: 43 Posted: 21 Dec 1999
Robert W. Hahn and Paul C. Tetlock
Technology Policy Institute and Columbia Business School - Finance
Downloads 312 (167,317)
Citation 5

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cellular phones, driving, individuals, accidents, fatalities

19.

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
Technology Policy Institute and Columbia Business School - Finance
Downloads 266 (197,164)

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20.

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

Number of pages: 20 Posted: 30 Dec 2004
Robert W. Hahn and Paul C. Tetlock
Technology Policy Institute and Columbia Business School - Finance
Downloads 256 (204,865)

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Economic development, information markets, development decisions

21.

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, Technology Policy Institute and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 244 (214,683)
Citation 1

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information markets, decision markets

22.

Model-Free Mispricing Factors

Number of pages: 64 Posted: 20 May 2022
Lars A. Lochstoer and Paul C. Tetlock
University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School - Finance
Downloads 217 (241,242)

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mispricing, closed-end funds, stock prices, discount rates, investor clientele, investor beliefs, behavioral biases, overreaction, factor models

23.

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 Technology Policy Institute
Downloads 211 (246,531)
Citation 4

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Liquidity, Prediction Markets, Information Markets, Subsidy

24.

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
Technology Policy Institute and Columbia Business School - Finance
Downloads 187 (274,969)

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25.

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: 06 Apr 2023
Andrew Ang, Assaf A. Shtauber and Paul C. Tetlock
BlackRock, Inc, Columbia University - Columbia Business School and Columbia Business School - Finance
Downloads 104 (437,148)
Citation 19

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26.

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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