Tyler Shumway

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

ORCID: 0009-0009-4450-153X

University of Michigan, United States

Publications

• Portfolio rebalancing in general equilibrium — Journal of Financial Economics 2020
• Pricing Kernel Monotonicity and Conditional Information — The Review of Financial Studies 2018
• Peer Effects in Risk Aversion and Trust — The Review of Financial Studies 2014
• Learning by Trading — The Review of Financial Studies 2010
• Forecasting Default with the Merton Distance to Default Model — The Review of Financial Studies 2008
• Do Behavioral Biases Affect Prices? — The Journal of Finance 2005
• Good Day Sunshine: Stock Returns and the Weather — The Journal of Finance 2003
• Is Sound Just Noise? — The Journal of Finance 2001
• Expected Option Returns — The Journal of Finance 2001
• The Delisting Bias in CRSP's Nasdaq Data and Its Implications for the Size Effect — The Journal of Finance 1999
• The Delisting Bias in CRSP Data — The Journal of Finance 1997