Harry Mamaysky

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

ORCID: 0000-0001-8060-3490

Columbia University Business School

Publications

• Time Variation in the News–Returns Relationship — Journal of Financial and Quantitative Analysis 2025
• Dynamic Information Regimes in Financial Markets — Management Science 2024
• News and Markets in the Time of COVID-19 — Journal of Financial and Quantitative Analysis 2024
• How news and its context drive risk and returns around the world — Journal of Financial Economics 2019
• Does Unusual News Forecast Market Stress? — Journal of Financial and Quantitative Analysis 2019
• Estimating the Dynamics of Mutual Fund Alphas and Betas — The Review of Financial Studies 2008
• Improved Forecasting of Mutual Fund Alphas and Betas — Review of Finance 2007
• Asset Prices and Trading Volume under Fixed Transactions Costs — Journal of Political Economy 2004
• Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation — The Journal of Finance 2000