Paul C. Tetlock

Columbia Business School - Finance

A. Barton Hepburn Professor of Economics

3022 Broadway

New York, NY 10027

United States

http://www0.gsb.columbia.edu/faculty/ptetlock/

  • Columbia Business School - Finance

SCHOLARLY PAPERS

24

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21,319

SSRN CITATIONS
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Top 1,252

in Total Papers Citations

718

CROSSREF CITATIONS

263

Scholarly Papers (24)

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1.

Giving Content to Investor Sentiment: The Role of Media in the Stock Market

Journal of Finance, Forthcoming
Number of pages: 51 Posted: 21 Mar 2005
Paul C. Tetlock
Columbia Business School - Finance
Downloads 4,295 (2,637)
Citation 219

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Investor sentiment, financial news media, content analysis, efficient markets

2.

Statement on Prediction Markets

AEI-Brookings Joint Center Related Publication No. 07-11
Number of pages: 8 Posted: 07 May 2007
Kenneth J. Arrow, Shyam Sunder, Robert Forsythe, Robert E. Litan, Eric Zitzewitz, Michael Gorham, Robert W. Hahn, Robin Hanson, Daniel Kahneman, John O. Ledyard, Saul Levmore, Paul R. Milgrom, Forrest D. Nelson, George R. Neumann, Marco Ottaviani, Charles R. Plott, Thomas C. Schelling, Robert J. Shiller, Vernon L. Smith, Erik C. Snowberg, Cass R. Sunstein, Paul C. Tetlock, Philip E. Tetlock, Hal R. Varian and Justin Wolfers
Stanford University - Department of Economics, Yale University - School of Management, University of South Florida - College of Business, Council on Foreign Relations (CFR) - Council on Foreign Relations- Washington D.C., Dartmouth College, Illinois Institute of Technology, Technology Policy Institute, George Mason University, Princeton University, California Institute of Technology - Division of the Humanities and Social Sciences, University of Chicago Law School, Stanford University, University of Iowa - Henry B. Tippie College of Business - Department of Economics, University of Iowa - Henry B. Tippie College of Business - Department of Economics, Bocconi University - Department of Economics, California Institute of Technology - Division of the Humanities and Social Sciences, University of Maryland, Yale University - Cowles Foundation, Chapman University - Economic Science Institute, Independent, Harvard Law School, Columbia Business School - Finance, University of California, Berkeley - Organizational Behavior & Industrial Relations Group, School of Information and University of Michigan at Ann Arbor - Department of Economics
Downloads 3,907 (3,105)
Citation 28

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prediction markets, public policy, forecasting, regulation

3.

More than Words: Quantifying Language to Measure Firms' Fundamentals

9th Annual Texas Finance Festival
Number of pages: 48 Posted: 13 Aug 2006
Paul C. Tetlock, Maytal Saar-Tsechansky and Sofus Macskassy
Columbia Business School - Finance, University of Texas at Austin and Fetch Technologies, Inc
Downloads 1,750 (11,808)
Citation 197

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Market Efficiency, Underreaction, News Media, Qualitative Information, Language

4.

Does Public Financial News Resolve Asymmetric Information?

Downloads 1,291 ( 18,966)
Citation 66

Does Public Financial News Resolve Asymmetric Information?

AFA 2010 Atlanta Meetings Paper
Number of pages: 52 Posted: 21 Nov 2008 Last Revised: 30 Aug 2011
Paul C. Tetlock
Columbia Business School - Finance
Downloads 1,115 (23,218)
Citation 11

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media coverage, news, asymmetric information, liquidity, return momentum, return reversal

Does Public Financial News Resolve Asymmetric Information?

Review of Financial Studies, Vol. 23, No. 9, pp. 3520-3557, 2010
Number of pages: 52 Posted: 27 Oct 2011
Paul C. Tetlock
Columbia Business School - Finance
Downloads 176 (208,858)
Citation 51

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5.

Has Economic Analysis Improved Regulatory Decisions?

AEI-Brookings Joint Center Working Paper No. 07-08
Number of pages: 31 Posted: 23 Apr 2007
Robert W. Hahn and Paul C. Tetlock
Technology Policy Institute and Columbia Business School - Finance
Downloads 1,209 (20,943)
Citation 23

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6.

All the News That's Fit to Reprint: Do Investors React to Stale Information?

Downloads 1,157 ( 22,386)
Citation 124

All the News That's Fit to Reprint: Do Investors React to Stale Information?

AFA 2009 San Francisco Meetings Paper
Number of pages: 48 Posted: 03 Oct 2007 Last Revised: 30 Aug 2011
Paul C. Tetlock
Columbia Business School - Finance
Downloads 1,014 (26,703)
Citation 19

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public news, media coverage, stale information, overreaction, return reversal

All the News That's Fit to Reprint: Do Investors React to Stale Information?

Review of Financial Studies, Forthcoming
Number of pages: 49 Posted: 27 Oct 2011
Paul C. Tetlock
Columbia Business School - Finance
Downloads 143 (249,145)
Citation 31

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7.

Liquidity and Prediction Market Efficiency

Number of pages: 49 Posted: 25 Mar 2008 Last Revised: 30 Aug 2011
Paul C. Tetlock
Columbia Business School - Finance
Downloads 1,073 (24,968)
Citation 14

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Liquidity, Underreaction, Market Efficiency, Prediction Markets, Limits to Arbitrage, Prospect Theory

8.

What Drives Anomaly Returns?

Columbia Business School Research Paper No. 16-50, 8th Miami Behavioral Finance Conference 2017, Journal of Finance, Forthcoming
Number of pages: 88 Posted: 13 Jul 2016 Last Revised: 22 Aug 2019
Lars A. Lochstoer and Paul C. Tetlock
University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School - Finance
Downloads 1,013 (27,153)
Citation 11

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anomalies, expected stock returns, efficient portfolio, present value, return decomposition, cash flow news, discount rate news

9.

How Wise Are Crowds? Insights from Retail Orders and Stock Returns

Journal of Finance, Forthcoming
Number of pages: 85 Posted: 31 Aug 2010 Last Revised: 24 Jan 2012
Eric K. Kelley and Paul C. Tetlock
University of Tennessee, Knoxville and Columbia Business School - Finance
Downloads 871 (33,601)
Citation 24

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market efficiency, retail investor behavior, return predictability, liquidity provision, financial news, private information

10.

Asset Pricing in the Dark: The Cross Section of OTC Stocks

Downloads 845 ( 35,058)
Citation 5

Asset Pricing in the Dark: The Cross Section of OTC Stocks

Netspar Discussion Paper No. 11/2010-093
Number of pages: 76 Posted: 21 Apr 2011 Last Revised: 02 Aug 2013
Andrew Ang, Assaf A. Shtauber and Paul C. Tetlock
BlackRock, Inc, Columbia University - Columbia Business School and Columbia Business School - Finance
Downloads 574 (57,900)
Citation 4

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Illiquidity Premium, Limits to Arbitrage, Disclosure, Over-the-counter Markets, OTC Stocks, Pink Sheets, Bulletin Board, Return Anomalies

Asset Pricing in the Dark: The Cross Section of OTC Stocks

Number of pages: 76 Posted: 26 Nov 2010 Last Revised: 02 Aug 2013
Andrew Ang, Assaf A. Shtauber and Paul C. Tetlock
BlackRock, Inc, Columbia University - Columbia Business School and Columbia Business School - Finance
Downloads 271 (138,332)
Citation 1

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Illiquidity Premium, Limits to Arbitrage, Over-the-Counter Markets, OTC Stocks, Pink Sheets, Bulletin Board, Disclosure, Return Anomalies

11.

Short Selling and the News: A Preliminary Report on an Empirical Study

Downloads 671 ( 47,954)
Citation 5

Short Selling and the News: A Preliminary Report on an Empirical Study

Columbia Law and Economics Working Paper No. 364
Number of pages: 66 Posted: 28 Jan 2010 Last Revised: 17 Jul 2011
Merritt B. Fox, Lawrence R. Glosten and Paul C. Tetlock
Columbia University - Law School, Columbia Business School - Finance and Economics and Columbia Business School - Finance
Downloads 550 (61,150)
Citation 5

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Short Selling

Short Selling and the News: A Preliminary Report on an Empirical Study

New York Law School Law Review, Vol. 54, No. 3, pp. 645-686, 2009-2010
Number of pages: 42 Posted: 27 Oct 2011
Lawrence R. Glosten, Merritt B. Fox and Paul C. Tetlock
Columbia Business School - Finance and Economics, Columbia University - Law School and Columbia Business School - Finance
Downloads 86 (357,040)

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Short Selling and the News: A Preliminary Report on an Empirical Study

New York Law School Law Review, Vol. 54, No. 3, pp. 645-686, 2010
Number of pages: 42 Posted: 22 Oct 2011
Lawrence R. Glosten, Merritt B. Fox and Paul C. Tetlock
Columbia Business School - Finance and Economics, Columbia University - Law School and Columbia Business School - Finance
Downloads 35 (548,994)

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12.

Using Information Markets to Improve Public Decision Making

Harvard Journal of Law and Public Policy, Summer 2003, AEI-Brookings Joint Center Working Paper No. 04-18
Number of pages: 80 Posted: 20 Jan 2005
Robert W. Hahn and Paul C. Tetlock
Technology Policy Institute and Columbia Business School - Finance
Downloads 487 (71,888)

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Information markets, policy decisions, efficiency

13.

Biased Beliefs, Asset Prices, and Investment: A Structural Approach

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 12 May 2011 Last Revised: 31 Oct 2013
Aydogan Alti and Paul C. Tetlock
University of Texas at Austin - Department of Finance and Columbia Business School - Finance
Downloads 440 (81,221)
Citation 23

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mispricing, market efficiency, behavioral biases, overconfidence, extrapolation, investment efficiency

14.

Why Do Investors Trade?

Number of pages: 65 Posted: 22 May 2012 Last Revised: 21 May 2013
Eric K. Kelley and Paul C. Tetlock
University of Tennessee, Knoxville and Columbia Business School - Finance
Downloads 395 (92,101)

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structural estimation, overconfidence, news arrival, extended hours

15.

Retail Short Selling and Stock Prices

Columbia Business School Research Paper No. 13-70
Number of pages: 59 Posted: 11 Sep 2013 Last Revised: 23 Aug 2016
Eric K. Kelley and Paul C. Tetlock
University of Tennessee, Knoxville and Columbia Business School - Finance
Downloads 352 (105,038)
Citation 7

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short selling, retail investor, informed trading, return predictability, market efficiency

16.

Information Markets: A New Way of Making Decisions

Downloads 314 (119,064)
Citation 13

Information Markets: A New Way of Making Decisions

Reg-Markets Books and Monographs 06-03
Number of pages: 212 Posted: 16 Apr 2009
Robert W. Hahn and Paul C. Tetlock
Technology Policy Institute and Columbia Business School - Finance
Downloads 314 (118,347)
Citation 13

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17.

The Economics of Regulating Cellular Phones in Vehicles

Number of pages: 43 Posted: 21 Dec 1999
Robert W. Hahn and Paul C. Tetlock
Technology Policy Institute and Columbia Business School - Finance
Downloads 270 (139,530)
Citation 4

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cellular phones, driving, individuals, accidents, fatalities

18.

A New Approach for Regulating Information Markets

Journal of Regulatory Economics, Forthcoming, AEI-Brookings Joint Center Working Paper
Number of pages: 25 Posted: 18 Oct 2005
Robert W. Hahn and Paul C. Tetlock
Technology Policy Institute and Columbia Business School - Finance
Downloads 220 (170,495)

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19.

Designing Information Markets for Decision Making

AEI-Brookings Joint Center Working Paper No. 05-23
Number of pages: 48 Posted: 08 Dec 2005
Paul C. Tetlock, Robert W. Hahn and Donald D. Lien
Columbia Business School - Finance, Technology Policy Institute and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 202 (184,735)
Citation 1

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information markets, decision markets

20.

Harnessing the Power of Information: A New Approach to Economic Development

Number of pages: 20 Posted: 30 Dec 2004
Robert W. Hahn and Paul C. Tetlock
Technology Policy Institute and Columbia Business School - Finance
Downloads 199 (187,295)

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Economic development, information markets, development decisions

21.

Optimal Liquidity Provision for Decision Makers

AEI-Brookings Joint Center Working Paper No. 06-18
Number of pages: 50 Posted: 25 Mar 2008 Last Revised: 30 Aug 2011
Paul C. Tetlock and Robert W. Hahn
Columbia Business School - Finance and Technology Policy Institute
Downloads 172 (212,937)
Citation 4

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Liquidity, Prediction Markets, Information Markets, Subsidy

22.

Big Ideas: The Market's Last Frontier

Milken Institute Review, Vol. 7, No. 1, pp. 83-89, 2005, AEI-Brookings Joint Center Working Paper No. 04-17
Number of pages: 9 Posted: 18 Oct 2005
Robert W. Hahn and Paul C. Tetlock
Technology Policy Institute and Columbia Business School - Finance
Downloads 146 (244,325)

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23.

Asset Pricing in the Dark: The Cross Section of OTC Stocks

NBER Working Paper No. w19309
Number of pages: 77 Posted: 10 Aug 2013 Last Revised: 05 Apr 2021
Andrew Ang, Assaf A. Shtauber and Paul C. Tetlock
BlackRock, Inc, Columbia University - Columbia Business School and Columbia Business School - Finance
Downloads 40 (511,930)
Citation 14

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24.

Information Transmission in Finance

Annual Review of Financial Economics, Vol. 6, pp. 365-384, 2014
Posted: 25 Nov 2014
Paul C. Tetlock
Columbia Business School - Finance

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