|Образование||бакалавр: Economics and Government [Oberlin College, 1988]
PhD: Economics [Massachusetts Institute of Technology, 1994]
|Место работы||Graduate School of Business (Chicago GSB) / Associate Professor of Finance|
- Imperfect capital markets,
- Security prices,
- Diversified firms and internal capital markets, Macroeconomic fluctuations and investment.
- Credit Conditions and the Cyclical Behavior of Inventories (with Anil K.
- Kashyap and Jeremy C. Stein), Quarterly Journal of Economics, August 1994
- Corporate Debt Overhang and Macroeconomic Expectations, American Economic Review, December 1995
- Relative Price Variability and Inflation: Evidence from US Cities (with Guy Debelle), Journal of Political Economy, February 1997
- Cash Flow and Investment: Evidence from Internal Capital Markets, Journal of Finance, March 1997 [reprinted in Empirical Corporate Finance, 2001, edited by Michael J. Brennan]
- Macroeconomic News and Bond Market Volatility (with Charles M. Jones and Robin Lumsdaine), Journal of Financial Economics, March 1998
- Investor Reaction to Salient News In Closed-End Country Funds (with Peter Klibanoff and Thierry Wizman), Journal of Finance, April 1998 [reprinted in Behavioral Finance, 2001, edited by Hersh Shefrin]
- Earnings and Expected Returns, Journal of Finance, October 1998
- Leverage and House-Price Dynamics in US Cities (with Jeremy C. Stein), Rand Journal of Economics, Autumn 1999
- Investment Plans and Stock Returns, Journal of Finance, December 2000
- Financial Constraints and Stock Returns (with Christopher Polk and Jesus Saa-Requejo), Review of Financial Studies, Summer 2001
- The Diversification Discount: Cash Flows vs. Returns (with Christopher Polk), Journal of Finance, October 2001
- Economic Tracking Portfolios, Journal of Econometrics, November 2001
- Does Diversification Destroy Value? Evidence from Industry Shocks (with Christopher Polk), Journal of Financial Economics, January 2002
- Macroeconomic Forecasts and Microeconomic Forecasters, Journal of Economic Behavior and Organization, July 2002
- Short Sale Constraints and Stock Returns (with Charles M. Jones), Journal of Financial Economics, November 2002
- Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs (with Richard H. Thaler), Journal of Political Economy, April 2003.
- Do ‘Shortages’ Cause Inflation? in Reducing Inflation: Motivation and Strategy, edited by Christina D. Romer and David H. Romer, University of Chicago Press, 1997
- Comment on “e-Capital: The Link between the Stock Market and the Labor Market in the 1990s” by Robert E. Hall, Brookings Papers on Economic Activity, 2:2000
- Palm and 3Com: A pricing conundrum, Financial Times June 18, 2001, Mastering investment supplement. [reprinted in Mastering investment, 2002, edited by James Pickford, and in Introducing Investments: a personal finance approach, forthcoming, by Keith Redhead]
Публикации на портале:
Owen Lamont, Christopher Polk Does diversification destroy value?: Evidence from industry shocks
// Journal of Financial Economics.
Owen Lamont, Christopher Polk Does diversification destroy value? Evidence from the industry shocks
// Journal of Financial Economics.
Owen Lamont, Christopher Polk, Jesus Saa-Requejo Financial constraints and stock returns
// Review of Financial Studies.
Owen Lamont, Christopher Polk The diversification discount: cash flows vs. returns
// Journal of Finance.
diversified firm imperfect capital market internal capital market investment macroeconomic fluctuations security price
Management Science. 1970. Vol. 16. No. 8. P. B466-B485.
Рецензия на статью Auerbach Alan J. and Hassett Kevin A. (2000) "On the Marginal Source of Investment Funds"
Journal of Business. 1961. Vol. 34. No. 4. P. 411-433.
Рецензия на статью Leahy J. V., Whited T. M. (1996) "The Effects of Uncertainty on Investment: Some Stylized Facts"