Follow
Anthony W. Lynch
Title
Cited by
Cited by
Year
New evidence on stock price effects associated with changes in the S&P 500 index
AW Lynch, RR Mendenhall
The Journal of Business 70 (3), 351-383, 1997
7771997
How investors interpret past fund returns
AW Lynch, DK Musto
The Journal of Finance 58 (5), 2033-2058, 2003
5932003
Transaction costs and predictability: Some utility cost calculations
P Balduzzi, AW Lynch
Journal of Financial Economics 52 (1), 47-78, 1999
5731999
Mutual fund survivorship
MM Carhart, JN Carpenter, AW Lynch, DK Musto
The review of financial studies 15 (5), 1439-1463, 2002
4662002
Why do firms merge and then divest? A theory of financial synergy
Z Fluck, AW Lynch
The journal of business 72 (3), 319-346, 1999
4281999
Survivorship bias and attrition effects in measures of performance persistence
JN Carpenter, AW Lynch
Journal of financial economics 54 (3), 337-374, 1999
3711999
Credit ratings, collateral, and loan characteristics: Implications for yield
K John, AW Lynch, M Puri
The Journal of Business 76 (3), 371-409, 2003
2822003
Portfolio choice and equity characteristics: Characterizing the hedging demands induced by return predictability
AW Lynch
Journal of Financial Economics 62 (1), 67-130, 2001
2342001
Predictability and transaction costs: The impact on rebalancing rules and behavior
AW Lynch, P Balduzzi
The Journal of Finance 55 (5), 2285-2309, 2000
2132000
Predictability and transaction costs: The impact on rebalancing rules and behavior
AW Lynch, P Balduzzi
The Journal of Finance 55 (5), 2285-2309, 2000
2132000
Labor income dynamics at business-cycle frequencies: Implications for portfolio choice
AW Lynch, S Tan
Journal of Financial Economics 101 (2), 333-359, 2011
1652011
Decision frequency and synchronization across agents: Implications for aggregate consumption and equity return
AW Lynch
The Journal of Finance 51 (4), 1479-1497, 1996
1401996
Multiple risky assets, transaction costs, and return predictability: Allocation rules and implications for us investors
AW Lynch, S Tan
Journal of Financial and Quantitative Analysis 45 (4), 1015-1053, 2010
1122010
Multiple risky assets, transaction costs, and return predictability: Allocation rules and implications for us investors
AW Lynch, S Tan
Journal of Financial and Quantitative Analysis 45 (4), 1015-1053, 2010
1092010
Centralized clearing for credit derivatives
V Acharya, R Engle, S Figlewski, A Lynch, M Subrahmanyam
Financial Markets, Institutions+ Instruments 18 (2), 168, 2009
972009
Fund families as delegated monitors of money managers
S Gervais, AW Lynch, DK Musto
The Review of Financial Studies 18 (4), 1139-1169, 2005
972005
Explaining the magnitude of liquidity premia: The roles of return predictability, wealth shocks, and state‐dependent transaction costs
AW Lynch, S Tan
The journal of finance 66 (4), 1329-1368, 2011
932011
Does mutual fund performance vary over the business cycle?
AW Lynch, JA Wachter, W Boudry
AFA 2004 San Diego Meetings, 2002
792002
Mortgage origination and securitization in the financial crisis
D Jaffee, A Lynch, M Richardson, S Vannieuwerburgh
Financial Markets, Institutions+ Instruments 18 (2), 141, 2009
672009
Derivatives: the ultimate financial innovation
VV Acharya, M Brenner, RF Engle, AW Lynch, M Richardson
Restoring financial stability: How to repair a failed system 233, 241, 2009
512009
The system can't perform the operation now. Try again later.
Articles 1–20