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Lior Menzly

University of Chicago - Booth School of Business

1101 East 58th Street

c/o PhD Office

Chicago, IL 60637

United States

SCHOLARLY PAPERS

6

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4,195

CITATIONS

55

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Scholarly Papers (6)

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1.

Cross-Industry Momentum

AFA 2005 Philadelphia Meetings

Number of pages: 37 Posted: 18 Mar 2004

Lior Menzly and Oguzhan Ozbas

University of Chicago - Booth School of Business and University of Southern California - Marshall School of Business - Finance and Business Economics Department

Downloads 1,795 (5,421)

Citation 14

Abstract:

2.

Market Segmentation and Cross-Predictability of Returns

Journal of Finance, Forthcoming

Number of pages: 65 Posted: 25 May 2007 Last Revised: 02 Nov 2009

Lior Menzly and Oguzhan Ozbas

University of Chicago - Booth School of Business and University of Southern California - Marshall School of Business - Finance and Business Economics Department

Downloads 946 (12,970)

Citation 23

Abstract:

3.

The Time Series of the Cross Section of Asset Prices

Downloads 594 ( 36,437)

Citation 8

2

The Time Series of the Cross Section of Asset Prices

CRSP Working Paper No. 541

Number of pages: 64 Posted: 25 Oct 2002

Lior Menzly, Pietro Veronesi and Tano Santos

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School

Downloads 562 (38,652)

Citation 8

Abstract:

The Time Series of the Cross Section of Asset Prices

NBER Working Paper No. w9217

Number of pages: 65 Posted: 20 Sep 2002 Last Revised: 29 Oct 2010

Lior Menzly, Pietro Veronesi and Tano Santos

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School

Downloads 32 (401,506)

Citation 8

Abstract:

4.

Habit Formation and the Cross Section of Stock Returns

CRSP Working Paper No. 534

Number of pages: 74 Posted: 15 Dec 2001

Lior Menzly, Pietro Veronesi and Tano Santos

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School

Downloads 343 (70,194)

Citation 10

Abstract:

5.

Does Past Success Lead Analysts to Become Overconfident?

Management Science, Forthcoming

Posted: 28 Nov 2005

Lior Menzly and Gilles Hilary

University of Chicago - Booth School of Business and Georgetown University - Department of Accounting and Business Law

Abstract:

6.

Understanding Predictability

Journal of Political Economy, Vol. 112, No. 1, Pt. 1, pp. 1-47, February 2004

Posted: 26 Jan 2004

Lior Menzly, Pietro Veronesi and Tano Santos

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School

Abstract:

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