Malcolm Baker - Publications, H-index & Citations

Malcolm Baker

Harvard University

51H指数

166论文数

2.6W被引数

收录论文 21

发表时间

The Pricing and Ownership of US Green Bonds

financial economics

IF5.2

2022-11-01

PREAI

Baker, Malcolm; Bergstresser, Daniel; Serafeim, George; Wurgler, Jeffrey

Leverage and the Beta Anomaly

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2019-04-22

PREAI

Baker, Malcolm; Hoeyer, Mathias F.; Wurgler, Jeffrey

Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-30

427

OAAI

Baker, Malcolm; Bradley, Brendan; Wurgler, Jeffrey

Optimal Tilts: Combining Persistent Characteristic Portfolios

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-26

PREAI

Baker, Makcolm; Taliaferro, Ryan; Burnham, Terence

Under new management: Equity issues and the attribution of past returns

JOURNAL OF FINANCIAL ECONOMICS

IF12

2016-07-01

PREAI

Baker, Malcolm; Xuan, Yuhai

Introduction: New perspectives on corporate capital structures

JOURNAL OF FINANCIAL ECONOMICS

IF12

2015-12-01

PREAI

Acharya, Viral V.; Almeida, Heitor; Baker, Malcolm

Dividends as Reference Points: A Behavioral Signaling Approach

REVIEW OF FINANCIAL STUDIES

IF5.4

2015-10-05

OAAI

Baker, Malcolm; Mendel, Brock; Wurgler, Jeffrey

Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly

AMERICAN ECONOMIC REVIEW

IF11.6

2015-05-01

133

OAAI

Baker, Malcolm; Wurgler, Jeffrey

The effect of reference point prices on mergers and acquisitions

JOURNAL OF FINANCIAL ECONOMICS

IF12

2012-10-01

234

OAAI

Baker, Malcolm; Pan, Xin; Wurgler, Jeffrey

Global, local, and contagious investor sentiment 全球、本地和传染性投资者情绪

JOURNAL OF FINANCIAL ECONOMICS

IF12

2012-05-01

667

OAAI

Baker, Malcolm; Wurgler, Jeffrey; Yuan, Yu

Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2010-08-02

142

OAAI

Baker, Malcolm; Litov, Lubomir; Wachter, Jessica A.; Wurgler, Jeffrey

Catering through Nominal Share Prices

JOURNAL OF FINANCE

IF9.5

2009-11-25

122

OAAI

Baker, Malcolm; Greenwood, Robin; Wurgler, Jeffrey

Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment

REVIEW OF FINANCIAL STUDIES

IF5.4

2008-03-19

117

PREAI

Baker, Malcolm; Foley, C. Fritz; Wurgler, Jeffrey

Investor sentiment in the stock market 股票市场的投资者情绪

JOURNAL OF ECONOMIC PERSPECTIVES

IF8.8

2007-04-01

2.1K

OAAI

Baker, Malcolm; Wurgler, Jeffrey

Predicting returns with managerial decision variables:: Is there a small-sample bias?

JOURNAL OF FINANCE

IF9.5

2006-08-03

OAAI

Baker, Malcolm; Taliaferro, Ryan; Wurgler, Jeffrey

Investor sentiment and the cross-section of stock returns

JOURNAL OF FINANCE

IF9.5

2006-08-03

3.4K

OAAI

Baker, Malcolm; Wurgler, Jeffrey

A catering theory of dividends

JOURNAL OF FINANCE

IF9.5

2005-11-27

712

OAAI

Baker, M; Wurgler, J

Appearing and disappearing dividends: The link to catering incentives

JOURNAL OF FINANCIAL ECONOMICS

IF12

2004-08-01

269

OAAI

Baker, M; Wurgler, J

The maturity of debt issues and predictable variation in bond returns

JOURNAL OF FINANCIAL ECONOMICS

IF12

2003-11-01

139

OAAI

Baker, M; Greenwood, R; Wurgler, J

The equity share in new issues and aggregate stock returns

JOURNAL OF FINANCE

IF9.5

2002-12-17

571

OAAI

Baker, M; Wurgler, J

研究方向