Tyler Shumway
Finance · 2001–2014
A researcher in the Science corpus: 9 papers; trusts 19 researchers and is trusted by 176 researchers here, as inferred from the citation graph.
Subfields
- Finance — 64 citations into it; #155 of 10,518 by trust here, #207 by citations
- Economics and Econometrics — 55 citations into it; #360 of 23,481 by trust here, #590 by citations
- Accounting — 52 citations into it; #1,945 of 8,970 by trust here, #1,635 by citations
- General Decision Sciences — 16 citations into it
- Safety Research — 13 citations into it
- Demography — 8 citations into it
Whom Tyler Shumway trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Shlomo Benartzi
- Darrell Duffie
- Mark Grinblatt
- Eugene F. Fama
- Brad M. Barber
- Edwin J. Elton
- Lei Feng
- John Y. Campbell
- Kenneth J. Singleton
- Matti Keloharju
Who trusts Tyler Shumway overall
- Diego García
- Simon Gilchrist
- David S. Bates
- A. Wood
- Marie D. Connolly
- Radhakrishnan Gopalan
- Sreedhar T. Bharath
- Han Xia
- Michael Schwert
- Yigitcan Karabulut
Papers from Tyler Shumway's perspective
Ordered by how strongly the researchers Tyler Shumway trusts endorse each paper. Same corpus, a different order for every researcher.
- Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock
- Multi-Period Corporate Default Prediction With Stochastic Covariates
- Trust, Risk and Betrayal
- Explaining the Rate Spread on Corporate Bonds
- Portfolio Concentration and the Performance of Individual Investors (Journal of Financial and Quantitative Analysis)
- Risk Aversion and Incentive Effects
- Why Do Individual Investors Hold Under-Diversified Portfolios?
- Do Investor Sophistication and Trading Experience Eliminate Behavioral Biases in Financial Markets
- The Intergenerational Transmission of Risk and Trust Attitudes (Social Science Research Network)
- Mental Accounting, Loss Aversion, and Individual Stock Returns
Their papers
- Expected Option Returns (2001) — 762 citations
- Forecasting Default with the Merton Distance to Default Model (2008) — 1,971 citations
- Good Day Sunshine: Stock Returns and the Weather (2003) — 1,738 citations
- Do Behavioral Biases Affect Prices (2005) — 624 citations
- Is Sound Just Noise (2001) — 122 citations
- Investor Sophistication and the Home Bias, Diversification, and Employer Stock Puzzles (2010) — 135 citations
- Learning By Trading (2010) — 481 citations
- PEER EFFECTS IN ECONOMIC ATTITUDES (2014) — 131 citations
- Forecasting Default with the Kmv-Merton Model (2004) — 253 citations