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Owen A. Lamont

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This is information that was supplied by Owen Lamont in registering through RePEc. If you are Owen A. Lamont , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Owen
Middle Name: A.
Last Name: Lamont
Suffix:

RePEc Short-ID: pla600

Email: [This author has chosen not to make the email address public]
Homepage: http://www.economics.harvard.edu/faculty/lamont
Postal Address:
Phone:

Affiliation

Department of Economics
Harvard University
Location: Cambridge, Massachusetts (United States)
Homepage: http://www.economics.harvard.edu/
Email:
Phone: 617-495-2144
Fax: 617-495-7730
Postal: Littauer Center, Cambridge, MA 02138
Handle: RePEc:edi:deharus (more details at EDIRC)

Works

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Working papers

  1. Owen Lamont & Andrea Frazzini, 2007. "The Earnings Announcement Premium and Trading Volume," NBER Working Papers 13090, National Bureau of Economic Research, Inc.
  2. Andrea Frazzini & Owen A. Lamont, 2005. "Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns," NBER Working Papers 11526, National Bureau of Economic Research, Inc.
  3. Owen A. Lamont & Jeremy C. Stein, 2005. "Investor Sentiment and Corporate Finance: Micro and Macro," NBER Working Papers 11882, National Bureau of Economic Research, Inc.
  4. Owen Lamont, 2004. "Go Down Fighting: Short Seller vs. Firms," Yale School of Management Working Papers, Yale School of Management amz2521, Yale School of Management, revised 01 Aug 2004.
  5. Owen A. Lamont & Jeremy C. Stein, 2004. "Aggregate Short Interest and Market Valuations," NBER Working Papers 10218, National Bureau of Economic Research, Inc.
  6. Owen A. Lamont, 2002. "Evaluating Value Weighting: Corporate Events and Market Timing," NBER Working Papers 9049, National Bureau of Economic Research, Inc.
  7. Owen A. Lamont & Richard H. Thaler, 2001. "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs," NBER Working Papers 8302, National Bureau of Economic Research, Inc.
  8. Charles M. Jones & Owen A. Lamont, 2001. "Short Sale Constraints and Stock Returns," NBER Working Papers 8494, National Bureau of Economic Research, Inc.
  9. Owen Lamont, 1999. "Investment Plans and Stock Returns," NBER Working Papers 6973, National Bureau of Economic Research, Inc.
  10. Owen Lamont & Christopher Polk, 1999. "The Diversification Discount: Cash Flows vs. Returns," NBER Working Papers 7396, National Bureau of Economic Research, Inc.
  11. Owen Lamont & Jeremy C. Stein, 1997. "Leverage and House-Price Dynamics in U.S. Cities," NBER Working Papers 5961, National Bureau of Economic Research, Inc.
  12. Owen Lamont & Christopher Polk & Jesus Saa-Requejo, 1997. "Financial Constraints and Stock Returns," NBER Working Papers 6210, National Bureau of Economic Research, Inc.
  13. Charles M. Jones & Owen Lamont & Robin Lumsdaine, 1996. "Public Information and the Persistence of Bond Market Volatility," NBER Working Papers 5446, National Bureau of Economic Research, Inc.
  14. Peter Klibanoff & Owen Lamont & Thierry A. Wizman, 1996. "Investor Reaction to Salient News in Closed-End Country Funds," NBER Working Papers 5588, National Bureau of Economic Research, Inc.
  15. Guy Debelle & Owen Lamont, 1996. "Relative Price Variability and Inflation: Evidence from US Cities," NBER Working Papers 5627, National Bureau of Economic Research, Inc.
  16. Owen Lamont, 1996. "Cash Flow and Investment: Evidence from Internal Capital Markets," NBER Working Papers 5499, National Bureau of Economic Research, Inc.
  17. Charles M. Jones & Owen Lamont & Robin Lumsdaine, 1996. "Macroeconomic News and Bond Market Volatility," Home Pages, Princeton University, Department of Economics _005, Princeton University, Department of Economics.
  18. Owen Lamont, 1995. "Do "Shortages" Cause Inflation?," NBER Working Papers 5402, National Bureau of Economic Research, Inc.
  19. Owen Lamont, 1995. "Macroeconomics Forecasts and Microeconomic Forecasters," NBER Working Papers 5284, National Bureau of Economic Research, Inc.
  20. Anil K. Kashyap & Owen A. Lamont & Jeremy C. Stein, 1993. "Credit conditions and the cyclical behavior of inventories," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago 93-7, Federal Reserve Bank of Chicago.
  21. Anil K Kashyap & Owen A. Lamont & Jeremy C. Stein, 1992. "Credit Conditions and the Cyclical Behavior of Inventories: A Case Studyof the 1981-82 Recession," NBER Working Papers 4211, National Bureau of Economic Research, Inc.
  22. Owen Lamont, . "Earnings and Expected Returns," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 345, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  23. Owen A. Lamont & Christopher Polk, . "Does Diversification Destroy Value? Evidence from Industry Shocks."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 521, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  24. Owen Lamont, . "Economic Tracking Portfolios."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 489, Center for Research in Security Prices, Graduate School of Business, University of Chicago.

Articles

  1. Frazzini, Andrea & Lamont, Owen A., 2008. "Dumb money: Mutual fund flows and the cross-section of stock returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 88(2), pages 299-322, May.
  2. Owen A. Lamont & Jeremy C. Stein, 2006. "Investor Sentiment and Corporate Finance: Micro and Macro," American Economic Review, American Economic Association, American Economic Association, vol. 96(2), pages 147-151, May.
  3. Owen A. Lamont & Jeremy C. Stein, 2004. "Aggregate Short Interest and Market Valuations," American Economic Review, American Economic Association, American Economic Association, vol. 94(2), pages 29-32, May.
  4. Owen A. Lamont & Richard H. Thaler, 2003. "Anomalies: The Law of One Price in Financial Markets," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 17(4), pages 191-202, Fall.
  5. Owen A. Lamont & Richard H. Thaler, 2003. "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 111(2), pages 227-268, April.
  6. Lamont, Owen A. & Polk, Christopher, 2002. "Does diversification destroy value? Evidence from the industry shocks," Journal of Financial Economics, Elsevier, Elsevier, vol. 63(1), pages 51-77, January.
  7. Lamont, Owen A., 2002. "Macroeconomic forecasts and microeconomic forecasters," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 48(3), pages 265-280, July.
  8. Jones, Charles M. & Lamont, Owen A., 2002. "Short-sale constraints and stock returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 66(2-3), pages 207-239.
  9. Lamont, Owen A., 2001. "Economic tracking portfolios," Journal of Econometrics, Elsevier, Elsevier, vol. 105(1), pages 161-184, November.
  10. Lamont, Owen & Polk, Christopher & Saa-Requejo, Jesus, 2001. "Financial Constraints and Stock Returns," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 14(2), pages 529-54.
  11. Owen A. Lamont, 2001. "The Diversification Discount: Cash Flows Versus Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 56(5), pages 1693-1721, October.
  12. Owen A. Lamont, 2000. "Investment Plans and Stock Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 55(6), pages 2719-2745, December.
  13. Owen Lamont & Jeremy C. Stein, 1999. "Leverage and House-Price Dynamics in U.S. Cities," RAND Journal of Economics, The RAND Corporation, vol. 30(3), pages 498-514, Autumn.
  14. Owen Lamont, 1998. "Earnings and Expected Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 53(5), pages 1563-1587, October.
  15. Peter Klibanoff & Owen Lamont & Thierry A. Wizman, 1998. "Investor Reaction to Salient News in Closed-End Country Funds," Journal of Finance, American Finance Association, American Finance Association, vol. 53(2), pages 673-699, 04.
  16. Jones, Charles M. & Lamont, Owen & Lumsdaine, Robin L., 1998. "Macroeconomic news and bond market volatility," Journal of Financial Economics, Elsevier, Elsevier, vol. 47(3), pages 315-337, March.
  17. Debelle, Guy & Lamont, Owen, 1997. "Relative Price Variability and Inflation: Evidence from U.S. Cities," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 105(1), pages 132-52, February.
  18. Lamont, Owen, 1997. " Cash Flow and Investment: Evidence from Internal Capital Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 52(1), pages 83-109, March.
  19. Lamont, Owen, 1995. "Corporate-Debt Overhang and Macroeconomic Expectations," American Economic Review, American Economic Association, American Economic Association, vol. 85(5), pages 1106-17, December.
  20. Kashyap, Anil K & Lamont, Owen A & Stein, Jeremy C, 1994. "Credit Conditions and the Cyclical Behavior of Inventories," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 109(3), pages 565-92, August.

Chapters

  1. Owen Lamont, 1997. "Do “Shortages” Cause Inflation?," NBER Chapters, in: Reducing Inflation: Motivation and Strategy, pages 281-306 National Bureau of Economic Research, Inc.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-01-01
  2. NEP-CFN: Corporate Finance (3) 1999-03-01 1999-11-08 2000-07-27. Author is listed
  3. NEP-FIN: Finance (4) 1999-04-27 2004-01-12 2005-08-13 2006-01-01. Author is listed
  4. NEP-FMK: Financial Markets (6) 1999-03-01 2001-06-08 2001-10-01 2004-01-12 2005-08-13 2006-01-01. Author is listed
  5. NEP-IND: Industrial Organization (1) 2000-07-27
  6. NEP-MST: Market Microstructure (1) 2007-05-19
  7. NEP-RMG: Risk Management (1) 2004-01-12
  8. NEP-TID: Technology & Industrial Dynamics (1) 2000-07-27

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Breadth of citations across fields
  26. Wu-Index

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