Corporate investment and asset price dynamics: Implications for the cross‐section of returns M Carlson, A Fisher, R Giammarino The Journal of Finance 59 (6), 2577-2603, 2004 | 989 | 2004 |
Why constrain your mutual fund manager? A Almazan, KC Brown, M Carlson, DA Chapman Journal of Financial Economics 73 (2), 289-321, 2004 | 705 | 2004 |
Corporate investment and asset price dynamics: Implications for SEO event studies and long‐run performance M Carlson, A Fisher, R Giammarino The Journal of Finance 61 (3), 1009-1034, 2006 | 463 | 2006 |
SEO risk dynamics M Carlson, A Fisher, R Giammarino The Review of Financial Studies 23 (11), 4026-4077, 2010 | 157* | 2010 |
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas O Boguth, M Carlson, A Fisher, M Simutin Journal of Financial Economics 102 (2), 363-389, 2011 | 149 | 2011 |
Equilibrium exhaustible resource price dynamics M Carlson, Z Khokher, S Titman The Journal of Finance 62 (4), 1663-1703, 2007 | 128 | 2007 |
Leverage choice and credit spreads when managers risk shift M Carlson, A Lazrak The Journal of Finance 65 (6), 2323-2362, 2010 | 103* | 2010 |
Leaders, followers, and risk dynamics in industry equilibrium M Carlson, EJ Dockner, A Fisher, R Giammarino Journal of Financial and Quantitative Analysis 49 (2), 321-349, 2014 | 56 | 2014 |
Horizon effects in average returns: The role of slow information diffusion O Boguth, M Carlson, A Fisher, M Simutin The Review of Financial Studies 29 (8), 2241-2281, 2016 | 53 | 2016 |
Leverage and the limits of arbitrage pricing: Implications for dividend strips and the term structure of equity risk premia O Boguth, M Carlson, AJ Fisher, M Simutin manuscript, Arizona State University, 2012 | 53 | 2012 |
The returns of private and public real estate M Carlson, S Titman, C Tiu Real Estate Research Institute (RERI) WP 174, 2010 | 25 | 2010 |
Project risk choices under privately guaranteed debt financing P Angoua, I Soumaré The Quarterly Review of Economics and Finance 48 (1), 123-152, 2008 | 24 | 2008 |
Dividend strips and the term structure of equity risk premia: A case study of the limits of arbitrage O Boguth, M Carlson, A Fisher, M Simutin Unpublished Paper, University of British Columbia, Sauder School of Business, 2011 | 23 | 2011 |
Chapman, 2004 A Almazan, KC Brown, M Carlson, A David Why constrain, 0 | 16 | |
The term structure of equity risk premia: Levered noise and new estimates O Boguth, M Carlson, A Fisher, M Simutin Review of Finance 27 (4), 1155-1182, 2023 | 11 | 2023 |
Levered noise and the limits of arbitrage pricing: Implications for the term structure of equity risk premia O Boguth, M Carlson, AJ Fisher, M Simutin Available at SSRN 1931105, 2019 | 9 | 2019 |
On horizon effects and microstructure bias in average returns and alphas O Boguth, M Carlson, A Fisher, M Simutin Unpublished working paper, University of British Columbia, British Columbia …, 2011 | 8 | 2011 |
On measuring the economic significance of asset return predictability M Carlson, H Yan, DA Chapman, R Kaniel AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper, 2001 | 6 | 2001 |
Household Wealth and Portfolio Choice When Tail Events Are Salient M Carlson, A Lazrak http://ssrn.com/abstract=2498296, 2014 | 5 | 2014 |
Specification error, estimation risk, and conditional portfolio rules M Carlson, DA Chapman, R Kaniel, H Yan Unpublished working paper, University Texas at Austin, 2004 | 5* | 2004 |