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

DOWNLOADS
Rank 9,090

SSRN RANKINGS

Top 9,090

in Total Papers Downloads

4,195

CITATIONS
Rank 8,327

SSRN RANKINGS

Top 8,327

in Total Papers Citations

55

Scholarly Papers (6)

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.
Downloads 594 ( 36,437)
Citation 8

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:

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

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: