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Murray Carlson
Murray Carlson
Sauder School of Business
在 sauder.ubc.ca 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
9892004
Why constrain your mutual fund manager?
A Almazan, KC Brown, M Carlson, DA Chapman
Journal of Financial Economics 73 (2), 289-321, 2004
7052004
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
4632006
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
1492011
Equilibrium exhaustible resource price dynamics
M Carlson, Z Khokher, S Titman
The Journal of Finance 62 (4), 1663-1703, 2007
1282007
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
562014
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
532016
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
532012
The returns of private and public real estate
M Carlson, S Titman, C Tiu
Real Estate Research Institute (RERI) WP 174, 2010
252010
Project risk choices under privately guaranteed debt financing
P Angoua, I Soumaré
The Quarterly Review of Economics and Finance 48 (1), 123-152, 2008
242008
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Unpublished Paper, University of British Columbia, Sauder School of Business, 2011
232011
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
112023
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
92019
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
82011
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
62001
Household Wealth and Portfolio Choice When Tail Events Are Salient
M Carlson, A Lazrak
http://ssrn.com/abstract=2498296, 2014
52014
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
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