| Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation AW Lo, H Mamaysky, J Wang The Journal of Finance 55 (4), 1705-1765, 2000 | 1861 | 2000 |
| Asset prices and trading volume under fixed transactions costs AW Lo, H Mamaysky, J Wang Journal of Political Economy 112 (5), 1054-1090, 2004 | 432 | 2004 |
| Estimating the dynamics of mutual fund alphas and betas H Mamaysky, M Spiegel, H Zhang The Review of Financial Studies 21 (1), 233-264, 2008 | 290 | 2008 |
| How news and its context drive risk and returns around the world CW Calomiris, H Mamaysky Journal of Financial Economics 133 (2), 299-336, 2019 | 234 | 2019 |
| Data processor for implementing forecasting algorithms AW Lo, H Mamaysky, J Wang US Patent 7,562,042, 2009 | 157 | 2009 |
| Improved forecasting of mutual fund alphas and betas H Mamaysky, M Spiegel, H Zhang Review of Finance 11 (3), 359-400, 2007 | 150 | 2007 |
| A theory of mutual funds: Optimal fund objectives and industry organization H Mamaysky, M Spiegel Yale School of Management working paper, 2002 | 146 | 2002 |
| Dynamic trading policies with price impact H He, H Mamaysky Journal of Economic Dynamics and Control 29 (5), 891-930, 2005 | 139 | 2005 |
| Does unusual news forecast market stress H Mamaysky, P Glasserman Journal of Financial and Quantitative Analysis 54 (5), 1937-1974, 2016 | 81* | 2016 |
| News and Markets in the Time of COVID-19 H Mamaysky Journal of Financial and Quantitative Analysis, 1-37, 2020 | 64* | 2020 |
| The time horizon of price responses to quantitative easing H Mamaysky Journal of Banking & Finance 90, 32-49, 2018 | 50* | 2018 |
| A model for pricing stocks and bonds H Mamaysky Available at SSRN 307203, 2002 | 39 | 2002 |
| Measuring the cost of regulation: A text-based approach CW Calomiris, H Mamaysky, R Yang National Bureau of Economic Research, 2020 | 35 | 2020 |
| Monetary policy and exchange rate returns: Time-varying risk regimes CW Calomiris, H Mamaysky National Bureau of Economic Research, 2019 | 28 | 2019 |
| Market prices of risk and return predictability in a joint stock-bond pricing model H Mamaysky Available at SSRN 294507, 2002 | 28 | 2002 |
| Investor Information Choice with Macro and Micro Information P Glasserman, H Mamaysky | 24* | 2018 |
| Interest rates and the durability of consumption goods H Mamaysky Available at SSRN 283428, 2001 | 23 | 2001 |
| Choosing news topics to explain stock market returns P Glasserman, K Krstovski, P Laliberte, H Mamaysky Proceedings of ACM International Conference on AI in Finance, 2020 | 17 | 2020 |
| Time Variation in the News–Returns Relationship P Glasserman, F Li, H Mamaysky Journal of Financial and Quantitative Analysis, 1-37, 2019 | 15 | 2019 |
| On the joint pricing of stocks and bonds: Theory and evidence H Mamaysky Yale School of Management Working Papers, 2002 | 15 | 2002 |
Charles W. CalomirisProfessor of Finance and Economics, Columbia University在 columbia.edu 的电子邮件经过验证
