Anthony W. Lynch

New York University (NYU) - Department of Finance

Professor

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

26

DOWNLOADS
Rank 3,842

SSRN RANKINGS

Top 3,842

in Total Papers Downloads

8,504

CITATIONS
Rank 715

SSRN RANKINGS

Top 715

in Total Papers Citations

712

Scholarly Papers (26)

1.
Downloads 1,866 ( 2,819)
Citation 57

Mutual Fund Survivorship

Number of pages: 67 Posted: 19 Oct 2000
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 1,642 (7,790)
Citation 57

Abstract:

Mutual Fund Survivorship

NYU Working Paper No. S-AM-00-08
Number of pages: 67 Posted: 13 Nov 2008
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 154 (161,184)
Citation 57

Abstract:

Mutual Fund Survivorship

NYU Working Paper No. FIN-00-038
Number of pages: 67 Posted: 04 Nov 2008
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 70 (282,996)
Citation 57

Abstract:

Credit Ratings, Collateral and Loan Characteristics: Implications for Yield

AFA 2001 New Orleans Meetings
Number of pages: 47 Posted: 21 Sep 2000
Kose John, Anthony W. Lynch and Manju Puri
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Duke University - Fuqua School of Business
Downloads 587 (36,476)
Citation 48

Abstract:

Credit Ratings, Collateral and Loan Characteristics: Implications for Yield

Research Working Paper No. 1748
Number of pages: 60 Posted: 10 Sep 2002
Kose John, Anthony W. Lynch and Manju Puri
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Duke University - Fuqua School of Business
Downloads 326 (75,681)
Citation 48

Abstract:

Credit Ratings, Collateral and Loan Characteristics: Implications for Yield

Number of pages: 59 Posted: 19 Dec 2003
Kose John, Anthony W. Lynch and Manju Puri
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Duke University - Fuqua School of Business
Downloads 217 (117,319)
Citation 48

Abstract:

Credit Ratings, Collateral and Loan Characteristics: Implications for Yield

Forthcoming in Journal of Business
Posted: 09 Sep 2002
Kose John, Anthony W. Lynch and Manju Puri
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Duke University - Fuqua School of Business

Abstract:

Credit Ratings, Collateral and Loan Characteristics: Implications for Yield

Journal of Business, Forthcoming
Posted: 11 Dec 2003
Kose John, Anthony W. Lynch and Manju Puri
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Duke University - Fuqua School of Business

Abstract:

Does Mutual Fund Performance Vary over the Business Cycle?

AFA 2004 San Diego Meetings
Number of pages: 21 Posted: 29 Nov 2003
Anthony W. Lynch, Jessica A. Wachter and Walter Boudry
New York University (NYU) - Department of Finance, University of Pennsylvania - Finance Department and New York University (NYU) - Department of Finance
Downloads 756 (25,819)
Citation 15

Abstract:

Does Mutual Fund Performance Vary Over the Business Cycle?

NYU Working Paper No. S-MF-03-01
Number of pages: 21 Posted: 12 Nov 2008
Anthony W. Lynch, Jessica A. Wachter and Walter Boudry
New York University (NYU) - Department of Finance, University of Pennsylvania - Finance Department and New York University (NYU) - Department of Finance
Downloads 79 (263,498)
Citation 15

Abstract:

Does Mutual Fund Performance Vary Over the Business Cycle?

NYU Working Paper No. FIN-03-005
Number of pages: 22 Posted: 03 Nov 2008
Anthony W. Lynch, Jessica A. Wachter and Walter Boudry
New York University (NYU) - Department of Finance, University of Pennsylvania - Finance Department and New York University (NYU) - Department of Finance
Downloads 48 (342,800)
Citation 15

Abstract:

Does Mutual Fund Performance Vary Over the Business Cycle?

NYU Working Paper No. S-DRP-03-04
Number of pages: 22 Posted: 07 Nov 2008
Walter Boudry, Anthony W. Lynch and Jessica A. Wachter
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 46 (349,098)
Citation 15

Abstract:

Does Mutual Fund Performance Vary Over the Business Cycle?

NYU Working Paper No. SC-AM-03-03
Number of pages: 21 Posted: 04 Nov 2008
Anthony W. Lynch and Jessica A. Wachter
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 33 (397,481)
Citation 15

Abstract:

4.
Downloads 765 ( 25,812)
Citation 94

How Investors Interpret Past Fund Returns

Number of pages: 51 Posted: 28 Mar 2000
Anthony W. Lynch and David K. Musto
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 765 (25,398)
Citation 94

Abstract:

How Investors Interpret Past Fund Returns

Journal of Finance, Vol. 58, pp. 2033-2058, October 2003
Posted: 13 Oct 2003
Anthony W. Lynch and David K. Musto
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department

Abstract:

5.

Why Do Firms Merge and then Divest: A Theory of Financial Synergy

NYU Working Paper No. FIN-98-036
Number of pages: 55 Posted: 07 Nov 2008
Zsuzsanna Fluck and Anthony W. Lynch
Michigan State University - Department of Finance and New York University (NYU) - Department of Finance
Downloads 671 (28,666)
Citation 54

Abstract:

Multiple Risky Assets, Transaction Costs and Return Predictability: Implications for Portfolio Choice

AFA 2005 Philadelphia Meetings; NYU Working Paper Series No. FIN-02-063
Number of pages: 50 Posted: 28 Dec 2004
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 460 (49,989)
Citation 6

Abstract:

dynamic portfolio choice, return predictability, transaction costs, multiple assets

Multiple Risky Assets, Transaction Costs and Return Predictability: Implications for Portfolio Choice

NYU Working Paper No. SC-AM-02-13
Number of pages: 50 Posted: 04 Nov 2008
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 69 (285,326)
Citation 6

Abstract:

Multiple Risky Assets, Transaction Costs and Return Predictability: Implications for Portfolio Choice

NYU Working Paper No. FIN-02-063
Number of pages: 50 Posted: 03 Nov 2008
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 31 (406,147)
Citation 6

Abstract:

Multiple Risky Assets, Transaction Costs and Return Predictability: Implications for Portfolio Choice

NYU Working Paper No. S-MF-02-11
Number of pages: 50 Posted: 12 Nov 2008
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 25 (436,069)
Citation 6

Abstract:

7.

New Evidence on Stock Price Effects Associated with Charges in the S&P 500 Index

NYU Working Paper No. FIN-95-028
Number of pages: 46 Posted: 11 Nov 2008
Anthony W. Lynch and Richard R. Mendenhall
New York University (NYU) - Department of Finance and University of Notre Dame - Department of Finance
Downloads 472 (28,002)
Citation 113

Abstract:

S&P 500 Changes, Stock Demand Curves, Market Efficiency, Volume Price Relationships

Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability

Number of pages: 40 Posted: 29 Oct 1999
Anthony W. Lynch
New York University (NYU) - Department of Finance
Downloads 324 (76,257)
Citation 47

Abstract:

Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability

NYU Working Paper No. S-MF-99-13
Number of pages: 63 Posted: 12 Nov 2008
Anthony W. Lynch
New York University (NYU) - Department of Finance
Downloads 27 (425,278)
Citation 46

Abstract:

9.

Understanding Fee Structures in the Asset Management Business

NYU Working Paper No. FIN-98-050
Number of pages: 49 Posted: 11 Nov 2008
Anthony W. Lynch and David K. Musto
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 301 (74,739)
Citation 5

Abstract:

10.

Generalized Method of Moments for Samples of Unequal Length

AFA 2005 Philadelphia Meetings Paper
Number of pages: 51 Posted: 16 Jan 2005
Anthony W. Lynch and Jessica A. Wachter
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 155 (150,170)
Citation 5

Abstract:

Survivorship Bias and Attrition Effects in Measures of Performance Persistence

NYU Working Paper No. FIN-98-077
Number of pages: 54 Posted: 11 Nov 2008
Jennifer N. Carpenter and Anthony W. Lynch
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 117 (201,416)
Citation 53

Abstract:

Survivorship Bias and Attrition Effects in Measures of Performance Persistence

Posted: 31 Aug 1998
Jennifer N. Carpenter and Anthony W. Lynch
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Abstract:

Why Surplus Consumption in the Habit Model May Be Less Persistent than You Think

AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 18 Mar 2010
Anthony W. Lynch and Oliver Randall
New York University (NYU) - Department of Finance and Emory University - Goizueta Business School
Downloads 99 (227,492)
Citation 4

Abstract:

habit preferences,value premium, fast-moving habit

Why Surplus Consumption in the Habit Model May Be Less Persistent than You Think

NBER Working Paper No. w16950
Number of pages: 48 Posted: 18 Apr 2011
Anthony W. Lynch and Oliver Randall
New York University (NYU) - Department of Finance and Emory University - Goizueta Business School
Downloads 15 (493,760)
Citation 4

Abstract:

Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability

NYU Working Paper No. S-AM-00-09
Number of pages: 55 Posted: 13 Nov 2008
Anthony W. Lynch
New York University (NYU) - Department of Finance
Downloads 51 (333,418)
Citation 5

Abstract:

Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability

NYU Working Paper No. S-MF-00-07
Number of pages: 55 Posted: 12 Nov 2008
Anthony W. Lynch
New York University (NYU) - Department of Finance
Downloads 30 (410,666)
Citation 5

Abstract:

Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability

NYU Working Paper No. FIN-00-039
Number of pages: 55 Posted: 04 Nov 2008
Anthony W. Lynch
New York University (NYU) - Department of Finance
Downloads 24 (441,629)
Citation 5

Abstract:

Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice

NBER Working Paper No. w11010
Number of pages: 57 Posted: 28 Dec 2004 Last Revised: 03 Aug 2010
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 42 (366,237)
Citation 28

Abstract:

Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice

NYU Working Paper No. SC-AM-04-04
Number of pages: 57 Posted: 04 Nov 2008
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 33 (401,716)
Citation 28

Abstract:

Labor Income Dynamics at Business-Cycle Frequencies:Implications for Portfolio Choice

NYU Working Paper No. FIN-05-022
Number of pages: 56 Posted: 03 Nov 2008
Anthony W. Lynch
New York University (NYU) - Department of Finance
Downloads 25 (441,629)
Citation 28

Abstract:

Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs

NBER Working Paper No. w10994
Number of pages: 51 Posted: 19 Jan 2005
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 47 (345,895)
Citation 16

Abstract:

Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs

NYU Working Paper No. FIN-05-020
Number of pages: 51 Posted: 03 Nov 2008
Anthony W. Lynch
New York University (NYU) - Department of Finance
Downloads 44 (355,818)
Citation 16

Abstract:

16.

Do Redemption Fees Hurt Long-Term U.S. Mutual Fund Investors?

Number of pages: 21 Posted: 23 May 2008
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University
Downloads 76 (261,118)
Citation 1

Abstract:

mutual funds, redemption fees, portfolio choice, transaction costs

17.

Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior

NYU Working Paper No. FIN-98-049
Number of pages: 65 Posted: 11 Nov 2008
Anthony W. Lynch and Pierluigi Balduzzi
New York University (NYU) - Department of Finance and Boston College - Carroll School of Management
Downloads 63 (286,727)
Citation 39

Abstract:

Using Samples of Unequal Length in Generalized Method of Moments Estimation

NYU Working Paper No. FIN-08-018
Number of pages: 47 Posted: 09 Mar 2009 Last Revised: 13 Dec 2011
Anthony W. Lynch and Jessica A. Wachter
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 29 (415,465)
Citation 5

Abstract:

Using Samples of Unequal Length in Generalized Method of Moments Estimation

NBER Working Paper No. w14411
Number of pages: 47 Posted: 23 Oct 2008
Anthony W. Lynch and Jessica A. Wachter
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 17 (482,205)
Citation 5

Abstract:

Using Samples of Unequal Length in Generalized Method of Moments Estimation

NYU Working Paper No. FIN-05-021
Number of pages: 63 Posted: 03 Nov 2008
Anthony W. Lynch and Jessica A. Wachter
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 14 (499,730)
Citation 5

Abstract:

19.
Downloads 56 (313,930)
Citation 5

Delegated Monitoring of Fund Managers

NYU Working Paper No. SC-AM-02-01
Number of pages: 30 Posted: 13 Nov 2008
Simon Gervais, Anthony W. Lynch and David K. Musto
Duke University - Fuqua School of Business, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 37 (381,230)
Citation 5

Abstract:

Delegated Monitoring of Fund Managers

NYU Working Paper No. FIN-02-004
Number of pages: 30 Posted: 03 Nov 2008
Simon Gervais, Anthony W. Lynch and David K. Musto
Duke University - Fuqua School of Business, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 19 (470,580)
Citation 5

Abstract:

20.
Downloads 43 (352,637)
Citation 20

Fund Families as Delegated Monitors of Money Managers

NYU Working Paper No. SC-AM-03-14
Number of pages: 38 Posted: 04 Nov 2008
Simon Gervais, Anthony W. Lynch and David K. Musto
Duke University - Fuqua School of Business, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 43 (359,252)
Citation 20

Abstract:

21.

Some Further Asset Pricing Tests Using Information Variables: Portfolios Vs Individual Stocks

NYU Working Paper No. FIN-94-043
Number of pages: 43 Posted: 11 Nov 2008
Anthony W. Lynch
New York University (NYU) - Department of Finance
Downloads 24 (413,838)

Abstract:

22.

Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands

NYU Working Paper No. FIN-99-073
Number of pages: 63 Posted: 11 Nov 2008
Anthony W. Lynch
New York University (NYU) - Department of Finance
Downloads 22 (423,558)
Citation 43

Abstract:

23.

Does Mutual Fund Performance Vary Over the Business Cycle?

NBER Working Paper No. w18137
Posted: 16 Jun 2012
André de Souza and Anthony W. Lynch
Fordham University - Finance Area and New York University (NYU) - Department of Finance
Downloads 11 (470,097)
Citation 16

Abstract:

24.

Decision Frequency and Synchronization Across Agents: Implications for Aggregate Consumption and Equity Return

NYU Working Paper No. FIN-94-042
Number of pages: 53 Posted: 11 Nov 2008
Anthony W. Lynch
New York University (NYU) - Department of Finance
Downloads 10 (480,604)
Citation 33

Abstract:

25.

Why Do Firms Merge and Then Divest? A Theory of Financial Synergy

The Journal of Business, Vol. 72, No. 3, July 1999
Posted: 17 Jan 2000
Zsuzsanna Fluck and Anthony W. Lynch
Michigan State University - Department of Finance and New York University (NYU) - Department of Finance

Abstract:

New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index

J. OF BUSINESS, Vol. 70 No. 3, July 1997
Posted: 16 Jul 1997
Anthony W. Lynch and Richard R. Mendenhall
New York University (NYU) - Department of Finance and University of Notre Dame - Department of Finance

Abstract:

New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index

Posted: 26 Oct 1995
Anthony W. Lynch and Richard R. Mendenhall
New York University (NYU) - Department of Finance and University of Notre Dame - Department of Finance

Abstract: