Lior Menzly, Ph.D.
Affiliations: | 2004 | University of Chicago, Chicago, IL |
Area:
FinanceGoogle:
"Lior Menzly"Parents
Sign in to add mentorGeorge M. Constantinides | grad student | 2004 | Chicago | |
(Influential quarters in cross -sectional asset -pricing tests.) |
BETA: Related publications
See more...
Publications
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
Menzly L, Ozbas O. (2010) Market segmentation and cross-predictability of returns Journal of Finance. 65: 1555-1580 |
Hilary G, Menzly L. (2006) Does past success lead analysts to become overconfident? Management Science. 52: 489-500 |
Menzly L, Santos T, Veronesi P. (2004) Understanding predictability Journal of Political Economy. 112: 1-47 |
Menzly L, Santos T, Veronesi P. (2002) The Time Series of the Cross Section of Asset Prices National Bureau of Economic Research |