Anthony Lynch

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5266-009X

New York University Stern School of Business and NBER, Asset Pricing Group

Publications

• Fast-Moving Habit: Implications for Equity Returns — Journal of Financial and Quantitative Analysis 2023
• Using Samples of Unequal Length in Generalized Method of Moments Estimation — Journal of Financial and Quantitative Analysis 2013
• Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs — The Journal of Finance 2011
• Labor income dynamics at business-cycle frequencies: Implications for portfolio choice — Journal of Financial Economics 2011
• Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors — Journal of Financial and Quantitative Analysis 2010
• Fund Families as Delegated Monitors of Money Managers — The Review of Financial Studies 2005
• How Investors Interpret Past Fund Returns — The Journal of Finance 2003
• Mutual Fund Survivorship — The Review of Financial Studies 2002
• Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability — Journal of Financial Economics 2001
• Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior — The Journal of Finance 2000
• Survivorship bias and attrition effects in measures of performance persistence — Journal of Financial Economics 1999
• Decision Frequency and Synchronization Across Agents: Implications for Aggregate Consumption and Equity Return — The Journal of Finance 1996