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Jeffrey WurglerResearch Professor of Finance Phone: (212) 998-0367 Fax : Email: jwurgler@stern.nyu.edu Office: KMEC 9-76 44 West Fourth Street Suite 9-190 New York, NY 10012-1126 |
Teaching
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Corporate Finance |
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Behavioral Finance |
Research
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Catering through nominal share prices,
with Malcolm Baker and Robin Greenwood,
Journal of Finance,
forthcoming |
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Investor sentiment in the stock market,
with Malcolm Baker, Journal of Economic Perspectives,
2007 |
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The effect of dividends on consumption,
with Malcolm Baker and Stefan Nagel, Brookings Papers on Economic Activity,
forthcoming |
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Behavioral Corporate Finance: A Survey,
with Malcolm Baker and Richard S. Ruback, Handbook of Corporate Finance: Empirical Corporate Finance,
2007 |
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Can mutual fund managers pick stocks?
Evidence from their trades prior to earnings announcements, with
Malcolm Baker, Lubomir Litov, and Jessica Wachter, 2005 |
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Multinationals as arbitrageurs: The effect of valuations on foreign direct investment, with Malcolm Baker and C. Fritz Foley, Review of Financial Studies, forthcoming |
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Predictive regressions based on managerial decision variables: Is
there a small-sample bias?, with Malcolm Baker and Ryan Taliaferro, Journal of Finance,
August 2006 |
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Investor sentiment and the cross-section
of stock returns, with Malcolm Baker, Journal of Finance,
August 2006 |
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Comovement, with Nicholas Barberis
and Andrei Shleifer, Journal of Financial Economics, February
2005 |
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Appearing and Disappearing Dividends: The
Link to Catering Incentives, with Malcolm Baker, Journal of
Financial Economics, August 2004 |
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A Catering Theory of Dividends, with
Malcolm Baker, Journal of Finance, June 2004 |
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When Does the Market Matter? Stock
Prices and the Investment of Equity-Dependent Firms, with Malcolm
Baker and Jeremy Stein, Quarterly Journal of Economics, August
2003 |
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The Maturity of Debt Issues and
Predictable Variation in Bond Returns, with Malcolm Baker and Robin
Marc Greenwood, Journal of Financial Economics, November 2003 |
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Does Arbitrage Flatten Demand Curves for
Stocks?, with Ekaterina Zhuravskaya, Journal of Business,
October 2002 |
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Market Timing and Capital Structure,
with Malcolm Baker, Journal of Finance, February 2002 |
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Financial Markets and the Allocation
of Capital, Journal of Financial Economics, October 2000 |
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The Equity Share in New Issues and
Aggregate Stock Returns, with Malcolm Baker, Journal of Finance,
October 2000 |
Data
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Investor
sentiment data (annual and monthly), 1934-2005 |
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S&P
500 additions and deletions, 1976-2000 |
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Equity
share in new issues, 1927-2004 |
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Long-term
share in total debt issues, 1945-2004 |
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Industry
investment - value added elasticity, 65 countries |