Author Page for Murray Carlson

Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance

7th Annual Texas Finance Festival Paper, Sauder School of Business Working Paper

Number of pages: 33 Posted: 16 May 2005

Murray Carlson, Adlai J. Fisher and Ron Giammarino

University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business

Downloads 1,058 (35,516)

Citation 100

Abstract:

2.

Levered Noise and the Limits of Arbitrage Pricing: Implications for the Term Structure of Equity Risk Premia

Number of pages: 52 Posted: 21 Sep 2011 Last Revised: 02 Apr 2019

Oliver Boguth, Murray Carlson, Adlai J. Fisher and Mikhail Simutin

Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management

Downloads 1,022 (37,272)

Citation 37

Abstract:

3.

Why Constrain Your Mutual Fund Manager?

Sauder School of Business Working Paper

Number of pages: 72 Posted: 23 Aug 2001

Andres Almazan, Keith C. Brown, Murray Carlson and David A. Chapman

University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance, University of British Columbia (UBC) - Sauder School of Business and McIntire School, University of Virginia

Downloads 911 (43,819)

Citation 72

Abstract:

4.

Leaders, Followers, and Risk Dynamics in Industry Equilibrium

AFA 2007 Chicago Meetings Paper, EFA 2009 Bergen Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 47 Posted: 06 Mar 2008 Last Revised: 06 May 2013

Murray Carlson, Engelbert J. Dockner, Adlai J. Fisher and Ron Giammarino

University of British Columbia (UBC) - Sauder School of Business, WU Vienna University of Economics and Business (deceased), University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business

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Citation 10

Abstract:

5.

Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas

Journal of Financial Economics (JFE), 102 (2), 363-389, November 2011.

Number of pages: 54 Posted: 04 Jul 2007 Last Revised: 07 May 2013

Oliver Boguth, Murray Carlson, Adlai J. Fisher and Mikhail Simutin

Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management

Downloads 803 (52,096)

Citation 24

Abstract:

6.

SEO Risk Dynamics

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Citation 8

2

SEO Risk Dynamics

Review of Financial Studies, 23 (11), 4026-4077

Number of pages: 48 Posted: 06 Dec 2005 Last Revised: 07 May 2013

Murray Carlson, Adlai J. Fisher and Ron Giammarino

University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business

Downloads 572 (79,798)

Citation 3

Abstract:

SEO Risk Dynamics

Review of Financial Studies, 23 (11), 4026-4077

Number of pages: 48 Posted: 21 Mar 2007 Last Revised: 07 May 2013

Murray Carlson, Adlai J. Fisher and Ron Giammarino

University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business

Downloads 209 (241,897)

Citation 8

Abstract:

7.

Corporate Investment and Asset Price Dynamics: Implications for the Cross-Section of Returns

AFA 2004 San Diego Meetings, Sauder School of Business Working Paper

Number of pages: 37 Posted: 10 Jun 2003

Murray Carlson, Adlai J. Fisher and Ron Giammarino

University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business

Downloads 748 (57,300)

Citation 185

Abstract:

8.

Horizon Effects in Average Returns: The Role of Slow Information Diffusion

Number of pages: 57 Posted: 16 Mar 2011 Last Revised: 01 Apr 2015

Oliver Boguth, Murray Carlson, Adlai J. Fisher and Mikhail Simutin

Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management

Downloads 723 (59,986)

Citation 9

Abstract:

9.

Leverage Choice and Credit Spread Dynamics When Managers Risk Shift

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Citation 15

2

Leverage Choice and Credit Spread Dynamics When Managers Risk Shift

Sauder School of Business Working Paper, AFA 2007 Chicago Meetings Paper, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 68 Posted: 17 Mar 2006 Last Revised: 14 Oct 2008

Murray Carlson and Ali Lazrak

University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) Sauder School of Business

Downloads 422 (115,594)

Citation 3

Abstract:

Leverage Choice and Credit Spread Dynamics When Managers Risk Shift

EFA 2009 Bergen Meetings Paper

Number of pages: 68 Posted: 17 Feb 2009

Murray Carlson and Ali Lazrak

University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) Sauder School of Business

Downloads 249 (204,376)

Citation 14

Abstract:

10.

On Measuring the Economic Significance of Asset Return Predictability

AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper

Number of pages: 70 Posted: 08 Dec 2001

Murray Carlson, Hong Yan, David A. Chapman and Ron Kaniel

University of British Columbia (UBC) - Sauder School of Business, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), McIntire School, University of Virginia and University of Rochester - Simon Business School

Downloads 296 (172,234)

Citation 1

Abstract:

11.

An Equlibrium Analysis of Exhaustible Resource Investments

Sauder School of Business Working Paper

Number of pages: 49 Posted: 07 Feb 2002

Murray Carlson, Zeigham Khokher and Sheridan Titman

University of British Columbia (UBC) - Sauder School of Business, Tulane University and University of Texas at Austin - Department of Finance

Downloads 279 (183,166)

Abstract:

12.

Household Wealth and Portfolio Choice When Tail Events Are Salient

Number of pages: 33 Posted: 21 Sep 2014

Murray Carlson and Ali Lazrak

University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) Sauder School of Business

Downloads 121 (382,120)

Abstract:

13.

Equilibrium Exhaustible Resource Price Dynamics

NBER Working Paper No. w12000

Number of pages: 61 Posted: 22 Apr 2006 Last Revised: 17 Apr 2022

Murray Carlson, Zeigham Khokher and Sheridan Titman

University of British Columbia (UBC) - Sauder School of Business, Tulane University and University of Texas at Austin - Department of Finance

Downloads 108 (414,899)

Citation 4

Abstract:

14.

Why Divest? The Political and Informational Roles of Institutions in Asset Stranding

Number of pages: 50 Posted: 03 Apr 2023 Last Revised: 13 Apr 2023

Murray Carlson, Adlai J. Fisher and Ali Lazrak

University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) Sauder School of Business

Downloads 96 (449,979)

Abstract:

15.

Municipal Capital Structure

Number of pages: 48 Posted: 16 Feb 2022

Murray Carlson, Ron Giammarino and Robert L. Heinkel

University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and affiliation not provided to SSRN

Downloads 92 (462,597)

Abstract:

16.

Asset Return Predictability in a Heterogeneous Agent Equilibrium Model

CEPR Discussion Paper No. DP10328

Number of pages: 57 Posted: 23 Jan 2015

Murray Carlson, David A. Chapman, Ron Kaniel and Hong Yan

University of British Columbia (UBC) - Sauder School of Business, McIntire School, University of Virginia, University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Murray Carlson

University of British Columbia (UBC) - Sauder School of Business

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Scholarly Papers (16)

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Asset Return Predictability in a Heterogeneous Agent Equilibrium Model

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Other Papers (1)

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