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Murray D. Carlson

Observed names: Carlson, Murray, MURRAY CARLSON, Murray Carlson
OpenAlex ID: A5084190848
Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns
2004 · MURRAY CARLSON, ADLAI FISHER, et al. · The Journal of Finance · 778
Why constrain your mutual fund manager?
2004 · Andres Almazan, Keith C. Brown, et al. · Journal of Financial Economics · 568
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance
2006 · MURRAY CARLSON, ADLAI FISHER, et al. · The Journal of Finance · 374
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
2011 · Oliver Boguth, Murray Carlson, et al. · Journal of Financial Economics · 144
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SEO Risk Dynamics
2010 · Murray Carlson, Adlai Fisher, et al. · Review of Financial Studies · 90
Equilibrium Exhaustible Resource Price Dynamics
2007 · MURRAY CARLSON, ZEIGHAM KHOKHER, et al. · The Journal of Finance · 86
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Leverage Choice and Credit Spreads when Managers Risk Shift
2010 · MURRAY CARLSON, ALI LAZRAK · The Journal of Finance · 78
Horizon Effects in Average Returns: The Role of Slow Information Diffusion
2016 · Oliver Boguth, Murray Carlson, et al. · Review of Financial Studies · 59
Leaders, Followers, and Risk Dynamics in Industry Equilibrium
2014 · Murray Carlson, Engelbert J. Dockner, et al. · Journal of Financial and Quantitative Analysis · 55
Leverage and the Limits of Arbitrage Pricing: Implications for Dividend Strips and the Term Structure of Equity Risk Premia
2012 · Oliver Boguth, Murray D. Carlson, et al. · SSRN Electronic Journal · 53
Equilibrium Exhaustible Resource Price Dynamics
2006 · Murray Carlson, Zeigham Khokher, et al. · National Bureau of Economic Research · 32
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The Term Structure of Equity Risk Premia: Levered Noise and New Estimates
2022 · Oliver Boguth, Murray Carlson, et al. · European Finance Review · 24
SEO's, Real Options, and Risk Dynamics: Empirical Evidence
2005 · Murray Carlson, Adlai J. Fisher, et al. · 16
Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas
2009 · Oliver Boguth, Murray Carlson, et al. · 14
SEO Risk Dynamics
2009 · Murray D. Carlson, Adlai J. Fisher, et al. · SSRN Electronic Journal · 13
Why Divest? The Political and Informational Roles of Institutions in Asset Stranding
2023 · Murray D. Carlson, Adlai J. Fisher, et al. · SSRN Electronic Journal · 12
Leverage Choice and Credit Spread Dynamics When Managers Risk Shift
2006 · Murray D. Carlson, Ali Lazrak · SSRN Electronic Journal · 6
Municipal Capital Structure
2022 · Murray D. Carlson, Ronald Giammarino, et al. · SSRN Electronic Journal · 4
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
2015 · Murray Carlson, David A. Chapman, et al. · Quarterly Journal of Finance · 3
SEO Risk Dynamics
2005 · Murray D. Carlson, Adlai J. Fisher, et al. · SSRN Electronic Journal · 3
Leverage Choice and Credit Spread Dynamics When Managers Risk Shift
2009 · Murray D. Carlson, Ali Lazrak · SSRN Electronic Journal · 2
Leverage Choice and Credit Spread Dynamics when Managers Risk Shift
2009 · Lazrak, Ali, Carlson, Murray · HAL (Le Centre pour la Communication Scientifique Directe) · 2
Specification Error, Estimation Risk, and Conditional Portfolio Rules
2016 · Murray Carlson, David A. Chapman, et al. · International Review of Finance · 1
Household Wealth and Portfolio Choice When Tail Events Are Salient
2014 · Murray D. Carlson, Ali Lazrak · SSRN Electronic Journal · 1
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance
2004 · Ron Giammarino, Murray Carlson, et al. · RePEc: Research Papers in Economics · 1
Works count: 50
Citation count: 2,419
H-index: 14
I10-index: 16
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