|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
Рецензия на статью Leahy J. V., Whited T. M. (1996) "The Effects of Uncertainty on Investment: Some Stylized Facts"
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.