Owen A. Lamont

Harvard University - Department of Economics

Littauer Center

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 2,606

SSRN RANKINGS

Top 2,606

in Total Papers Downloads

16,342

SSRN CITATIONS
Rank 694

SSRN RANKINGS

Top 694

in Total Papers Citations

553

CROSSREF CITATIONS

970

Scholarly Papers (24)

1.
Downloads 2,121 ( 8,514)
Citation 253

Short Sale Constraints and Stock Returns

Number of pages: 56 Posted: 20 Sep 2001
Charles M. Jones and Owen A. Lamont
Columbia Business School and Harvard University - Department of Economics
Downloads 2,030 (8,982)
Citation 14

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mispricing, short selling, short-sale constraints, securities lending.

Short Sale Constraints and Stock Returns

NBER Working Paper No. w8494
Number of pages: 55 Posted: 29 Sep 2001 Last Revised: 19 Mar 2021
Charles M. Jones and Owen A. Lamont
Columbia Business School and Harvard University - Department of Economics
Downloads 91 (341,129)
Citation 51

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Evaluating Value Weighting: Corporate Events and Market Timing

Number of pages: 52 Posted: 08 Jul 2002
Owen A. Lamont
Harvard University - Department of Economics
Downloads 1,573 (13,517)

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Evaluating Value Weighting: Corporate Events and Market Timing

NBER Working Paper No. w9049
Number of pages: 52 Posted: 11 Jul 2002 Last Revised: 25 Mar 2021
Owen A. Lamont
Harvard University - Department of Economics
Downloads 64 (418,828)

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Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs

Number of pages: 61 Posted: 16 Dec 2000
Owen A. Lamont and Richard H. Thaler
Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 1,518 (14,286)
Citation 46

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Carve-out, mispricing, arbitrage, put-call parity, short-sale constraints

Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs

NBER Working Paper No. w8302
Number of pages: 60 Posted: 17 May 2001 Last Revised: 10 Mar 2021
Owen A. Lamont and Richard H. Thaler
Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 105 (310,351)
Citation 5

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Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs

Posted: 16 Jun 2003
Owen A. Lamont and Richard H. Thaler
Harvard University - Department of Economics and University of Chicago - Booth School of Business

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4.

The Earnings Announcement Premium and Trading Volume

NBER Working Paper No. w13090
Number of pages: 53 Posted: 27 Jun 2007 Last Revised: 09 Apr 2021
Andrea Frazzini and Owen A. Lamont
AQR Capital Management, LLC and Harvard University - Department of Economics
Downloads 1,365 (17,214)
Citation 4

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5.
Downloads 1,270 ( 19,197)
Citation 54

Financial Constraints and Stock Returns

Number of pages: 54 Posted: 27 Aug 1998
Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo
Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC
Downloads 1,188 (20,846)
Citation 53

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Financial Constraints and Stock Returns

NBER Working Paper No. w6210
Number of pages: 52 Posted: 29 Aug 2000 Last Revised: 18 Apr 2008
Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo
Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC
Downloads 82 (364,068)

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Financial Constraints and Stock Returns

Posted: 19 Jul 2000
Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo
Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC

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Does Diversification Destroy Value? Evidence from Industry Shocks

Number of pages: 43 Posted: 24 Jul 2000
Owen A. Lamont and Christopher Polk
Harvard University - Department of Economics and London School of Economics
Downloads 1,176 (21,195)
Citation 11

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Does Diversification Destroy Value? Evidence from Industry Shocks

NBER Working Paper No. w7803
Number of pages: 42 Posted: 02 May 2011 Last Revised: 29 Apr 2021
Owen A. Lamont and Christopher Polk
Harvard University - Department of Economics and London School of Economics
Downloads 34 (549,216)

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7.
Downloads 1,139 ( 22,603)
Citation 29

Economic Tracking Portfolios

Number of pages: 58 Posted: 09 Jul 1999
Owen A. Lamont
Harvard University - Department of Economics
Downloads 1,026 (25,908)
Citation 34

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Economic Tracking Portfolios

NBER Working Paper No. w7055
Number of pages: 57 Posted: 18 Aug 2000 Last Revised: 12 Apr 2021
Owen A. Lamont
Harvard University - Department of Economics
Downloads 113 (294,692)

Abstract:

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8.

Go Down Fighting: Short Seller vs. Firms

Number of pages: 50 Posted: 20 Jul 2004
Owen A. Lamont
Harvard University - Department of Economics
Downloads 918 (30,882)
Citation 1

Abstract:

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mispricing, short selling, short-sale constraints

9.
Downloads 781 ( 38,550)
Citation 28

The Diversification Discount: Cash Flows vs. Returns

Number of pages: 46 Posted: 09 Jan 2000
Owen A. Lamont and Christopher Polk
Harvard University - Department of Economics and London School of Economics
Downloads 740 (40,936)
Citation 1

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The Diversification Discount: Cash Flows vs. Returns

NBER Working Paper No. w7396
Number of pages: 51 Posted: 26 Jun 2000 Last Revised: 19 Mar 2021
Owen A. Lamont and Christopher Polk
Harvard University - Department of Economics and London School of Economics
Downloads 41 (512,719)
Citation 2

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10.

Go Down Fighting: Short Sellers vs. Firms

NBER Working Paper No. w10659
Number of pages: 49 Posted: 30 Aug 2004 Last Revised: 15 Feb 2021
Owen A. Lamont
Harvard University - Department of Economics
Downloads 762 (39,880)
Citation 4

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11.
Downloads 734 ( 42,072)
Citation 26

Investment Plans and Stock Returns

Number of pages: 49 Posted: 11 Feb 1999
Owen A. Lamont
Harvard University - Department of Economics
Downloads 691 (44,963)
Citation 27

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Investment Plans and Stock Returns

NBER Working Paper No. w6973
Number of pages: 32 Posted: 30 Apr 2000 Last Revised: 12 Oct 2010
Owen A. Lamont
Harvard University - Department of Economics
Downloads 43 (503,205)

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12.
Downloads 698 ( 44,912)
Citation 40

Aggregate Short Interest and Market Valuations

Number of pages: 12 Posted: 30 Jul 2004
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 629 (50,871)
Citation 17

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Aggregate Short Interest and Market Valuations

NBER Working Paper No. w10218
Number of pages: 12 Posted: 20 Jan 2004 Last Revised: 04 Jun 2021
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 69 (402,318)
Citation 21

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13.
Downloads 626 ( 51,866)
Citation 15

Leverage and House-Price Dynamics in U.S. Cities

Number of pages: 32 Posted: 09 Feb 1999
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 580 (56,514)
Citation 15

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Leverage and House-Price Dynamics in U.S. Cities

NBER Working Paper No. w5961
Number of pages: 40 Posted: 26 Jul 2000 Last Revised: 17 Apr 2021
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 46 (489,270)

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Leverage and House-Price Dynamics in U.S. Cities

Posted: 17 Jun 1999
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics

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Investor Sentiment and Corporate Finance: Micro and Macro

National Bureau of Economic Research (NBER)
Number of pages: 12 Posted: 07 Dec 2005
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 443 (78,925)

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Investor sentiment, equity issues, mergers

Investor Sentiment and Corporate Finance: Micro and Macro

NBER Working Paper No. w11882
Number of pages: 14 Posted: 04 Apr 2006
Owen A. Lamont and Jeremy C. Stein
Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 65 (415,392)
Citation 2

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15.

Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns

NBER Working Paper No. w11526
Number of pages: 60 Posted: 15 Sep 2005 Last Revised: 01 Jul 2010
Andrea Frazzini and Owen A. Lamont
AQR Capital Management, LLC and Harvard University - Department of Economics
Downloads 425 (83,675)
Citation 36

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Cash Flow and Investment: Evidence from Internal Capital Markets

NBER Working Paper No. w5499
Number of pages: 47 Posted: 20 Jul 2000 Last Revised: 30 Sep 2010
Owen A. Lamont
Harvard University - Department of Economics
Downloads 135 (258,294)
Citation 33

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Cash Flow and Investment: Evidence from Internal Capital Markets

Posted: 15 Apr 1996
Owen A. Lamont
Harvard University - Department of Economics

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Cash Flow and Investment: Evidence from Internal Capital Markets

J. OF FINANCE, Vol. 52 No. 1, March 1997
Posted: 03 Feb 1997
Owen A. Lamont
Harvard University - Department of Economics

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17.

Earnings and Expected Returns

NBER Working Paper No. w5671
Number of pages: 49 Posted: 23 Oct 1996 Last Revised: 02 Oct 2010
Owen A. Lamont
Harvard University - Department of Economics
Downloads 111 (296,752)
Citation 15

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18.

Investor Reaction to Salient News in Closed-End Country Funds

NBER Working Paper No. w5588
Number of pages: 40 Posted: 26 Jul 2000 Last Revised: 10 Apr 2021
Peter Klibanoff, Owen A. Lamont and Thierry A. Wizman
Northwestern University - Kellogg School of Management, Harvard University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 71 (391,371)
Citation 1

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19.

Credit Conditions and the Cyclical Behavior of Inventories: A Case Studyof the 1981-82 Recession

NBER Working Paper No. w4211
Number of pages: 46 Posted: 24 Jan 2007 Last Revised: 19 Jul 2010
Anil K. Kashyap, Owen A. Lamont and Jeremy C. Stein
University of Chicago, Booth School of Business, Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 60 (426,913)
Citation 24

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20.

NBER Working Paper No. w5284
Number of pages: 37 Posted: 25 Jul 2000 Last Revised: 15 Jun 2020
Owen A. Lamont
Harvard University - Department of Economics
Downloads 47 (476,126)

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21.

Public Information and the Persistence of Bond Market Volatility

NBER Working Paper No. w5446
Number of pages: 28 Posted: 13 Jul 2000 Last Revised: 21 Mar 2008
Charles M. Jones, Owen A. Lamont and Robin L. Lumsdaine
Columbia Business School, Harvard University - Department of Economics and American University - Department of Finance and Real Estate
Downloads 47 (476,126)
Citation 2

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22.

Relative Price Variability and Inflation: Evidence from Us Cities

NBER Working Paper No. w5627
Number of pages: 33 Posted: 19 Aug 1996 Last Revised: 19 May 2021
Guy Debelle and Owen A. Lamont
Reserve Bank of Australia and Harvard University - Department of Economics
Downloads 32 (546,772)
Citation 20

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23.

Do "Shortages" Cause Inflation?

NBER Working Paper No. w5402
Number of pages: 28 Posted: 25 May 2006 Last Revised: 07 Apr 2021
Owen A. Lamont
Harvard University - Department of Economics
Downloads 22 (607,965)

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24.

Relative Price Variability and Inflation: Evidence from U.S. Cities

JOURNAL OF POLITICAL ECONOMY, Vol. 105, No. 1, February 1997
Posted: 24 Feb 1997
Guy Debelle and Owen A. Lamont
Reserve Bank of Australia and Harvard University - Department of Economics

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