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

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Top 8,382

in Total Papers Downloads

10,179

SSRN CITATIONS
Rank 1,461

SSRN RANKINGS

Top 1,461

in Total Papers Citations

458

CROSSREF CITATIONS

667

Scholarly Papers (26)

1.
Downloads 2,028 ( 6,758)
Citation 63

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 1,736 (18,761)
Citation 11

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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 196 (285,147)
Citation 3

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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 96 (506,594)

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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 637 (77,620)
Citation 9

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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 373 (148,304)
Citation 11

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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 270 (209,360)
Citation 2

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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

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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

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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 902 (48,965)
Citation 12

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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 110 (459,890)

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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 73 (600,997)

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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 63 (651,676)

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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 57 (685,720)

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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 854 (52,794)
Citation 60

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How Investors Interpret Past Fund Returns

Posted: 13 Oct 2003
Anthony W. Lynch and David K. Musto
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department

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5.

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 801 (58,366)
Citation 1

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

6.

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 796 (58,914)
Citation 13

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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 512 (102,198)
Citation 7

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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 109 (463,001)

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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 65 (640,896)

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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 58 (679,909)
Citation 1

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8.

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 436 (125,192)

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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 368 (150,542)
Citation 1

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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 42 (786,074)
Citation 19

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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 192 (291,264)

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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 85 (548,088)

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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 43 (778,631)

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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 37 (825,233)

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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 University of Melbourne - Department of Finance
Downloads 125 (417,206)
Citation 3

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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 Last Revised: 26 Apr 2023
Anthony W. Lynch and Oliver Randall
New York University (NYU) - Department of Finance and University of Melbourne - Department of Finance
Downloads 37 (825,233)

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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 158 (345,354)
Citation 26

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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

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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 2022
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 58 (679,909)
Citation 8

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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 52 (716,500)

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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 35 (841,629)

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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 Last Revised: 16 Jan 2022
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 65 (640,896)
Citation 10

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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 63 (651,676)

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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 47 (749,976)
Citation 1

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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 42 (786,074)
Citation 1

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Using Samples of Unequal Length in Generalized Method of Moments Estimation

NBER Working Paper No. w14411
Number of pages: 47 Posted: 23 Oct 2008 Last Revised: 18 Nov 2022
Anthony W. Lynch and Jessica A. Wachter
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 37 (825,233)

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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 114 (445,399)
Citation 35

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18.
Downloads 103 (479,481)

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 61 (662,798)

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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 42 (786,074)

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19.

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 Fordham University - Gabelli School of Business
Downloads 100 (489,096)

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mutual funds, redemption fees, portfolio choice, transaction costs

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 65 (640,896)
Citation 8

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21.

Does Mutual Fund Performance Vary Over the Business Cycle?

NBER Working Paper No. w18137
Number of pages: 70 Posted: 16 Jun 2012 Last Revised: 22 Jan 2023
André de Souza and Anthony W. Lynch
Fordham University - Finance Area and New York University (NYU) - Department of Finance
Downloads 45 (745,985)
Citation 1

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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 43 (759,643)

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23.

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 41 (773,946)

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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 38 (795,832)
Citation 40

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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

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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

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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

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