Author Page for Matthew I. Spiegel

1.

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

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Citation 147

2

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings

Number of pages: 48 Posted: 22 Mar 2002

William N. Goetzmann, Jonathan E. Ingersoll, Matthew I. Spiegel and Ivo Welch

Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)

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Citation 147

Abstract:

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

The Review of Financial Studies, Vol. 20, Issue 5, pp. 1503-1546, 2007

Posted: 26 Jun 2008

Jonathan E. Ingersoll, Matthew I. Spiegel, William N. Goetzmann and Ivo Welch

Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA)

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2.

Estimating the Dynamics of Mutual Fund Alphas and Betas

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Citation 14

2

Estimating the Dynamics of Mutual Fund Alphas and Betas

Number of pages: 40 Posted: 10 Mar 2005

Matthew I. Spiegel, Harry Mamaysky and Hong Zhang

Yale University - Yale School of Management, International Center for Finance, Columbia University - Columbia Business School and Singapore Management University - Lee Kong Chian School of Business

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Citation 14

Abstract:

Estimating the Dynamics of Mutual Fund Alphas and Betas

The Review of Financial Studies, Vol. 21, Issue 1, pp. 233-264, 2008

Posted: 26 Jun 2008

Harry Mamaysky, Matthew I. Spiegel and Hong Zhang

Columbia University - Columbia Business School, Yale University - Yale School of Management, International Center for Finance and Singapore Management University - Lee Kong Chian School of Business

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3.

Cross-Sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk

Yale ICF Working Paper No. 05-13, EFA 2005 Moscow Meetings Paper

Number of pages: 51 Posted: 23 Apr 2005

Matthew I. Spiegel and Xiaotong Wang

Yale University - Yale School of Management, International Center for Finance and Yale University - International Center for Finance

Downloads 5,289 (3,551)

Citation 1

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4.

Improved Forecasting of Mutual Fund Alphas and Betas

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Citation 3

2

Improved Forecasting of Mutual Fund Alphas and Betas

Yale ICF Working Paper No. 04-23, EFA 2005 Moscow Meetings

Number of pages: 42 Posted: 27 Jul 2005

Matthew I. Spiegel, Harry Mamaysky and Hong Zhang

Yale University - Yale School of Management, International Center for Finance, Columbia University - Columbia Business School and Singapore Management University - Lee Kong Chian School of Business

Downloads 3,999 (5,545)

Citation 3

Abstract:

Improved Forecasting of Mutual Fund Alphas and Betas

Review of Finance, Vol. 11, Issue 3, pp. 359-400, 2007

Posted: 14 Jul 2008

Harry Mamaysky, Matthew I. Spiegel and Hong Zhang

Columbia University - Columbia Business School, Yale University - Yale School of Management, International Center for Finance and Singapore Management University - Lee Kong Chian School of Business

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5.

Home Equity Insurance: A Pilot Project

Number of pages: 33 Posted: 28 May 2003

William N. Goetzmann, Andrew Caplin, Eric Hangen, Barry J. Nalebuff, Elisabeth Prentice, John Rodkin, Matthew I. Spiegel and Tom Skinner

Yale School of Management - International Center for Finance, New York University (NYU) - Department of Economics, Neighborhood Reinvestment Corporation, Yale University - Yale School of Management, Neighborhood Reinvestment Corporation, University of Chicago - Law School, Yale University - Yale School of Management, International Center for Finance and Real Liquidity

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6.

Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version)

Number of pages: 43 Posted: 09 Apr 2002

William N. Goetzmann, Andrey Ukhov and Matthew I. Spiegel

Yale School of Management - International Center for Finance, Cornell University and Yale University - Yale School of Management, International Center for Finance

Downloads 2,123 (15,680)

Citation 7

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7.

A Theory of Mutual Funds: Optimal Fund Objectives and Industry Organization

Yale ICF Working Paper No. 00-50

Number of pages: 65 Posted: 04 Sep 2001

Matthew I. Spiegel and Harry Mamaysky

Yale University - Yale School of Management, International Center for Finance and Columbia University - Columbia Business School

Downloads 1,987 (17,414)

Citation 8

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8.

Business Restrictions and COVID Fatalities

Number of pages: 63 Posted: 10 Nov 2020 Last Revised: 28 Aug 2021

Matthew I. Spiegel and Heather Tookes

Yale University - Yale School of Management, International Center for Finance and Yale University - Yale School of Management

Downloads 1,874 (19,145)

Citation 14

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9.

Why Does an IPO Impact Rival Firms?

Review of Financial Studies, Forthcoming

Number of pages: 63 Posted: 14 Jun 2014 Last Revised: 24 Jul 2019

Matthew I. Spiegel and Heather Tookes

Yale University - Yale School of Management, International Center for Finance and Yale University - Yale School of Management

Downloads 1,147 (39,820)

Citation 3

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10.

Dynamic Competition, Innovation and Strategic Financing

Number of pages: 64 Posted: 17 Jul 2008 Last Revised: 01 Mar 2015

Matthew I. Spiegel and Heather Tookes

Yale University - Yale School of Management, International Center for Finance and Yale University - Yale School of Management

Downloads 930 (53,574)

Citation 37

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11.

Toehold Strategies, Takeover Laws and Rival Bidders

Downloads 756 (70,900)

Citation 6

2

Toehold Strategies, Takeover Laws and Rival Bidders

Number of pages: 41 Posted: 14 Feb 1999

S. Abraham Ravid and Matthew I. Spiegel

Yeshiva University - Syms School of Business and Yale University - Yale School of Management, International Center for Finance

Downloads 756 (69,778)

Citation 6

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Toehold Strategies, Takeover Laws and Rival Bidders

Journal of Banking and Finance

Posted: 14 Feb 1999

S. Abraham Ravid and Matthew I. Spiegel

Yeshiva University - Syms School of Business and Yale University - Yale School of Management, International Center for Finance

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12.

Closed-End Fund Discounts in a Rational Agent Economy

Number of pages: 41 Posted: 08 Jan 1998

Matthew I. Spiegel

Yale University - Yale School of Management, International Center for Finance

Downloads 735 (73,566)

Citation 13

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13.

Sharpening Sharpe Ratios

NBER Working Paper No. w9116

Number of pages: 51 Posted: 23 Aug 2002 Last Revised: 30 Nov 2022

William N. Goetzmann, Jonathan E. Ingersoll, Matthew I. Spiegel and Ivo Welch

Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)

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14.

Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988)

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Citation 5

2

Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988)

Number of pages: 33 Posted: 12 May 1997

Utpal Bhattacharya and Matthew I. Spiegel

HKUST Business School and Yale University - Yale School of Management, International Center for Finance

Downloads 649 (85,014)

Citation 5

Abstract:

Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988)

Posted: 25 Aug 1998

Utpal Bhattacharya and Matthew I. Spiegel

HKUST Business School and Yale University - Yale School of Management, International Center for Finance

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15.

Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version)

Number of pages: 43 Posted: 13 Jul 2003

Matthew I. Spiegel, William N. Goetzmann and Andrey Ukhov

Yale University - Yale School of Management, International Center for Finance, Yale School of Management - International Center for Finance and Cornell University

Downloads 648 (86,340)

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16.

The Policy Implications of Portfolio Choice in Underserved Mortgage Markets

Number of pages: 29 Posted: 02 Nov 2000

Matthew I. Spiegel and William N. Goetzmann

Yale University - Yale School of Management, International Center for Finance and Yale School of Management - International Center for Finance

Downloads 626 (90,285)

Citation 14

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17.

Housing Return and Construction Cycles

Number of pages: 49 Posted: 09 Mar 1999

Matthew I. Spiegel

Yale University - Yale School of Management, International Center for Finance

Downloads 611 (93,160)

Citation 2

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18.

Dynamic Competition, Valuation and Merger Activity

Journal of Finance, Forthcoming

Number of pages: 69 Posted: 16 Sep 2010 Last Revised: 26 Sep 2011

Matthew I. Spiegel and Heather Tookes

Yale University - Yale School of Management, International Center for Finance and Yale University - Yale School of Management

Downloads 541 (108,537)

Citation 6

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19.

Mutual Fund Risk and Market Share Adjusted Fund Flows

Journal of Financial Economics (JFE), Vol. 108, No. 2, 2013

Number of pages: 48 Posted: 22 Sep 2010 Last Revised: 31 Oct 2014

Matthew I. Spiegel and Hong Zhang

Yale University - Yale School of Management, International Center for Finance and Singapore Management University - Lee Kong Chian School of Business

Downloads 525 (112,678)

Citation 116

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20.

Are Chads Democrats? An Analysis of the Florida Presidential Recount

Number of pages: 32 Posted: 12 Dec 2000

Matthew I. Spiegel

Yale University - Yale School of Management, International Center for Finance

Downloads 459 (132,477)

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21.

Do Cities and Suburbs Cluster?

Number of pages: 12 Posted: 05 Apr 1999

William N. Goetzmann, Matthew I. Spiegel and Susan M. Wachter

Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of Pennsylvania - Wharton School, Department of Real Estate

Downloads 434 (141,642)

Citation 3

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22.

Better Bond Indices and Liquidity Gaming the Rest

Number of pages: 58 Posted: 27 Oct 2017 Last Revised: 17 Nov 2017

Adriana Robertson and Matthew I. Spiegel

University of Chicago Law School and Yale University - Yale School of Management, International Center for Finance

Downloads 407 (152,529)

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23.

Optimal Financial Contracts for a Start-Up with Unlimited Operating Discretion

Downloads 347 (182,074)

Citation 5

2

Optimal Financial Contracts for a Start-Up with Unlimited Operating Discretion

Number of pages: 29 Posted: 10 Mar 1998

Matthew I. Spiegel and S. Abraham Ravid

Yale University - Yale School of Management, International Center for Finance and Yeshiva University - Syms School of Business

Downloads 347 (180,459)

Citation 5

Abstract:

Optimal Financial Contracts for a Start-Up with Unlimited Operating Discretion

Journal of Financial and Quantitative Analysis, Vol. 32 No. 3, September 1997

Posted: 10 Mar 1998

Matthew I. Spiegel and S. Abraham Ravid

Yale University - Yale School of Management, International Center for Finance and Yeshiva University - Syms School of Business

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24.

Dynamic Corporate Capital Stocks: Cross-sectional and Inter-temporal Stock Return Patterns

AFA 2011 Denver Meetings Paper

Number of pages: 54 Posted: 26 Jul 2009 Last Revised: 27 Jan 2013

Jacob S. Sagi, Matthew I. Spiegel and Masahiro Watanabe

University of North Carolina (UNC) at Chapel Hill - Finance Area, Yale University - Yale School of Management, International Center for Finance and University of Alberta - School of Business

Downloads 290 (220,512)

Citation 1

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25.

All or Nothing? Partial Business Shutdowns and COVID-19 Fatality Growth

Number of pages: 36 Posted: 05 May 2021

Matthew I. Spiegel and Heather Tookes

Yale University - Yale School of Management, International Center for Finance and Yale University - Yale School of Management

Downloads 174 (360,429)

Citation 6

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26.

An Anatomy of Characteristics in Dynamic Trading

Number of pages: 47 Posted: 02 Aug 2021

Tao Huang, Matthew I. Spiegel and Hong Zhang

BNU-HKBU United International College, Yale University - Yale School of Management, International Center for Finance and Singapore Management University - Lee Kong Chian School of Business

Downloads 167 (373,543)

Citation 1

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27.

COVID NPIs and Lockdown Time Limits

Number of pages: 72 Posted: 13 May 2023 Last Revised: 01 May 2024

Matthew I. Spiegel

Yale University - Yale School of Management, International Center for Finance

Downloads 115 (504,095)

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28.

Towards A Better CPI – Adjusting for Technological Change and Increased Housing Consumption

Yale ICF Working Paper No. 2019-13

Number of pages: 69 Posted: 20 Jun 2019 Last Revised: 18 May 2020

Anthony Cheng and Matthew I. Spiegel

Everascend Footwear and Yale University - Yale School of Management, International Center for Finance

Downloads 109 (524,441)

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29.

Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares

NBER Working Paper No. w9469

Number of pages: 43 Posted: 07 Feb 2003 Last Revised: 17 Nov 2022

William N. Goetzmann, Andrey Ukhov and Matthew I. Spiegel

Yale School of Management - International Center for Finance, Cornell University and Yale University - Yale School of Management, International Center for Finance

Downloads 101 (554,239)

Abstract:

30.

The Impact of COVID Restrictions on Business Dynamics

Number of pages: 59 Posted: 22 May 2024

Andra C. Ghent, Paige Rowberry and Matthew I. Spiegel

University of Utah - David Eccles School of Business, University of Utah - David Eccles School of Business and Yale University - Yale School of Management, International Center for Finance

Downloads 95 (577,053)

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31.

For Corporate Finance to Truly Advance We Need More Genuinely Testable Models

The Financial Review, Forthcoming

Number of pages: 10 Posted: 09 May 2023

Matthew I. Spiegel

Yale University - Yale School of Management, International Center for Finance

Downloads 91 (592,903)

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32.

COVID-19 NPIs and Nonnatural Deaths from 2020 to 2022

Number of pages: 38 Posted: 14 Sep 2023 Last Revised: 22 Sep 2023

Matthew I. Spiegel

Yale University - Yale School of Management, International Center for Finance

Downloads 89 (600,955)

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33.

Toehold Strategies and Rival Bidders

NYU Working Paper No. FIN-98-053

Number of pages: 37 Posted: 11 Nov 2008

S. Abraham Ravid and Matthew I. Spiegel

Yeshiva University - Syms School of Business and Yale University - Yale School of Management, International Center for Finance

Downloads 74 (668,307)

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34.

An Experimental Comparison of Dispute Rates in Alternative Arbitration Systems

NBER Working Paper No. w3417

Number of pages: 52 Posted: 09 May 2011 Last Revised: 04 Nov 2022

Orley Ashenfelter, Janet Currie, Henry S. Farber and Matthew I. Spiegel

Princeton University - Industrial Relations Section, Princeton University, Princeton University and Yale University - Yale School of Management, International Center for Finance

Downloads 58 (757,029)

Citation 1

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35.

Forecasting the Equity Premium: Where We Stand Today

The Review of Financial Studies, Vol. 21, Issue 4, pp. 1453-1454, 2008

Posted: 08 Aug 2008

Matthew I. Spiegel

Yale University - Yale School of Management, International Center for Finance

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36.

Note from the Editor

The Review of Financial Studies, Vol. 19, Issue 2, pp. 357-357, 2006

Posted: 29 Feb 2008

Matthew I. Spiegel

Yale University - Yale School of Management, International Center for Finance

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37.

Asymmetric Information and News Disclosure Rules

Posted: 12 Oct 2000

Matthew I. Spiegel and Avanidhar Subrahmanyam

Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA) - Finance Area

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38.

Stock Price Volatility in a Multiple Security Overlapping

Posted: 06 Nov 1997

Matthew I. Spiegel

Yale University - Yale School of Management, International Center for Finance

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39.

A Spatial Model of Housing Returns and Neighborhood Substitutability

Posted: 06 Jun 1997

Matthew I. Spiegel and William N. Goetzmann

Yale University - Yale School of Management, International Center for Finance and Yale School of Management - International Center for Finance

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40.

Suburbs and Cities

Posted: 15 Nov 1996

William N. Goetzmann, Matthew I. Spiegel and Susan M. Wachter

Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of Pennsylvania - Wharton School, Department of Real Estate

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41.

Machine Learning as Arbitrage: Can Economics Help Explain AI?

Number of pages: 93

Huahao Lu, Matthew I. Spiegel and Hong Zhang

PBCSF, Tsinghua University, Yale University - Yale School of Management, International Center for Finance and Singapore Management University - Lee Kong Chian School of Business

Downloads 0

Matthew I. Spiegel

Yale University - Yale School of Management, International Center for Finance

Professor of Finance

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Scholarly Papers (41)

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