Lior Menzly

University of Chicago - Booth School of Business

1101 East 58th Street

c/o PhD Office

Chicago, IL 60637

United States

  • University of Chicago - Booth School of Business

    • Email
    • Tel: (773) 702-7420
    • Fax: (773) 702-5257
SCHOLARLY PAPERS

6

DOWNLOADS
Rank 12,099

SSRN RANKINGS

Top 12,099

in Total Papers Downloads

4,864

SSRN CITATIONS
Rank 11,908

SSRN RANKINGS

Top 11,908

in Total Papers Citations

32

CROSSREF CITATIONS

69

Scholarly Papers (6)

Actions:
Email selected abstracts
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 2,365 (7,127)
Citation 22

Abstract:

Loading...

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 1,526 (14,408)
Citation 40

Abstract:

Loading...

3.

The Time Series of the Cross Section of Asset Prices

Downloads 605 ( 54,159)

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 570 (57,667)

Abstract:

Loading...

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 2021
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 35 (543,151)

Abstract:

Loading...

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 368 (98,663)
Citation 10

Abstract:

Loading...

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:

Loading...

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

Abstract:

Loading...