Forthcoming and Conditionally Accepted Papers

• Lynch, A. and Tan, S., 2009. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-dependent Transaction Costs. Conditionally accepted, the Journal of Finance.

• Lynch, A. and Tan,S., 2009. Labor Income Dynamics at Business-cycle Frequencies: Implications for Portfolio Choice. Conditionally accepted, the Journal of Financial Economics.
  
  
• Lynch, A. and Tan, S., 2009. Multiple Risky Assets, Transaction Costs and Return Predictability: Allocation Rules & Implications for U.S. Investors. Forthcoming, the Journal of Financial and Quantitative Analysis.

Working Papers

• Lynch, A. and Randall, O., 2009. Why Surplus Consumption in the Habit Model May be Less Persistent than You Think.

• Lynch, A. and Wachter, J., 2008. Using Samples of Unequal Length in Generalized Method of Moments Estimation. Under revision for the Journal of Financial and Quantitative Analysis (2nd Round).

• Lynch, A. and Tan, S., 2008. Do Redemption Fees Hurt Long-term U.S. Mutual Fund Investors?

• Lynch, A. and Wachter, J., 2007. Does Mutual Fund Performance Vary over the Business Cycle? Under revision.

• Lynch, A., 2003. Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability. Under revision.