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Macroeconomic news and bond market volatility

Jones, Charles M.; Lamont, Owen; Lumsdaine, Robin L. - In: Journal of Financial Economics 47 (1998) 3, pp. 315-337

Persistent link: https://www.econbiz.de/10005362905

Short-sale constraints and stock returns

Jones, Charles M.; Lamont, Owen A. - In: Journal of Financial Economics 66 (2002) 2-3, pp. 207-239

Persistent link: https://www.econbiz.de/10005362597

Information, trading, and volatility

Jones, Charles M.; Kaul, Gautam; Lipson, Marc L. - In: Journal of Financial Economics 36 (1994) 1, pp. 127-154

Persistent link: https://www.econbiz.de/10005376579

Sixteenths: direct evidence on institutional execution costs

Jones, Charles M.; Lipson, Marc L. - In: Journal of Financial Economics 59 (2001) 2, pp. 253-278

Persistent link: https://www.econbiz.de/10005376865

Dumb money: Mutual fund flows and the cross-section of stock returns

Frazzini, Andrea; Lamont, Owen A. - In: Journal of Financial Economics 88 (2008) 2, pp. 299-322

We use mutual fund flows as a measure of individual investor sentiment for different stocks, and find that high sentiment predicts low future returns. Fund flows are dumb money-by reallocating across different mutual funds, retail investors reduce their wealth in the long run. This dumb money...

Persistent link: https://www.econbiz.de/10005376594

Does diversification destroy value? Evidence from the industry shocks

Lamont, Owen A.; Polk, Christopher - In: Journal of Financial Economics 63 (2002) 1, pp. 51-77

Persistent link: https://www.econbiz.de/10005376623