Tyler Shumway
Tyler Shumway
Professor of Finance, Brigham Young University
Verified email at byu.edu - Homepage
Title
Cited by
Cited by
Year
Forecasting bankruptcy more accurately: A simple hazard model
T Shumway
The journal of business 74 (1), 101-124, 2001
31482001
Good day sunshine: Stock returns and the weather
D Hirshleifer, T Shumway
The Journal of Finance 58 (3), 1009-1032, 2003
20332003
Forecasting default with the Merton distance to default model
ST Bharath, T Shumway
The Review of Financial Studies 21 (3), 1339-1369, 2008
17272008
The delisting bias in CRSP data
T Shumway
The Journal of Finance 52 (1), 327-340, 1997
12381997
Do behavioral biases affect prices?
JD Coval, T Shumway
The Journal of Finance 60 (1), 1-34, 2005
8492005
Expected option returns
JD Coval, T Shumway
The journal of Finance 56 (3), 983-1009, 2001
8442001
The delisting bias in CRSP's Nasdaq data and its implications for the size effect
T Shumway, VA Warther
The Journal of Finance 54 (6), 2361-2379, 1999
5951999
Learning by trading
A Seru, T Shumway, N Stoffman
The Review of Financial Studies 23 (2), 705-739, 2010
5222010
Forecasting default with the KMV-Merton model
ST Bharath, T Shumway
AFA 2006 Boston Meetings Paper, 2004
3142004
Can individual investors beat the market?
JD Coval, DA Hirshleifer, T Shumway
HBS finance working paper, 2005
2442005
Does disposition drive momentum?
T Shumway, G Wu
AFA 2006 Boston Meetings Paper, 2005
1552005
Is sound just noise?
JD Coval, T Shumway
The Journal of Finance 56 (5), 1887-1910, 2001
1542001
Investor sophistication, and the participation, home bias, diversification, and employer stock puzzles
M Kimball, T Shumway
Unpublished Manuscript, University of Michigan, 2006
1482006
Peer effects in risk aversion and trust
KR Ahern, R Duchin, T Shumway
The Review of Financial Studies 27 (11), 3213-3240, 2014
1112014
Investor sophistication and the home bias, diversification, and employer stock puzzles
MS Kimball, T Shumway
Diversification, and Employer Stock Puzzles (January 29, 2010), 2010
1092010
Explaining returns with loss aversion
T Shumway
Available at SSRN 58442, 1997
801997
Pricing kernel monotonicity and conditional information
M Linn, S Shive, T Shumway
The Review of Financial Studies 31 (2), 493-531, 2018
552018
The information content of revealed beliefs in portfolio holdings
T Shumway, M Szefler, K Yuan
January) University of Michigan working paper, 2009
332009
The premium for default risk in stock returns
TG Shumway
University of Chicago Graduate School of Business, 1996
251996
Size, overreaction, and book-to-market effects as default premia
T Shumway
Available at SSRN 7996, 1996
211996
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