Lior Menzly

University of Chicago - Booth School of Business

1101 East 58th Street

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Chicago, IL 60637

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SCHOLARLY PAPERS

6

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32

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69

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 2,477 (7,902)
Citation 23

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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 1,615 (15,683)
Citation 42

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3.

The Time Series of the Cross Section of Asset Prices

Downloads 609 ( 62,067)

The Time Series of the Cross Section of Asset Prices

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 571 (66,562)

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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: 10 Mar 2022
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 38 (590,767)

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4.

Habit Formation and the Cross Section of Stock Returns

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 377 (110,376)
Citation 10

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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 - McDonough School of Business

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Analysts, Forecasts, Overconfidence, Behavioral finance, Behavioral economics, Accounting

6.

Understanding Predictability

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

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