Malcolm P. Baker

发表

Investor Sentiment and the Cross-Section of Stock Returns

Malcolm P. Baker, Jeffrey Wurgler, 2003 .

Improving business performance

Malcolm P. Baker, V. Prabhu, 1986 .

Behavioral Corporate Finance: An Updated Survey

Jeffrey Wurgler, Malcolm P. Baker, Jeffrey Wurgler, 2011 .

Global, Local, and Contagious Investor Sentiment

Malcolm P. Baker, Jeffrey Wurgler, Yu Yuan, 2009 .

Market Timing and Capital Structure

Jeffrey Wurgler, Malcolm P. Baker, Jeffrey Wurgler, 2001 .

Estimating Industry Multiples

Richard S. Ruback, Malcolm P. Baker, 1999 .

Investor Sentiment in the Stock Market

Jeffrey Wurgler, Malcolm P. Baker, Jeffrey Wurgler, 2011 .

The effect of reference point prices on mergers and acquisitions

Xin Pan, Jeffrey Wurgler, Malcolm P. Baker, 2012 .

The Determinants of Board Structure at the Initial Public Offering*

Paul A. Gompers, Malcolm P. Baker, 2003, The Journal of Law and Economics.

The Determinants of Board Structure at the Initial Public Offering

Paul A. Gompers, Malcolm P. Baker, Paul A. Gompers, 2002 .

Executive Ownership and Control in Newly Public Firms: The Role of Venture Capitalists

Paul A. Gompers, Malcolm P. Baker, 1999 .

Appearing and Disappearing Dividends: The Link to Catering Incentives

Malcolm P. Baker, Jeffrey Wurgler, 2003 .

The Risk Microstructure of Corporate Bonds : A Bayesian Analysis of the German Corporate Bond Market ∗

R. Greenwood, J. Campbell, Malcolm P. Baker, 2008 .

Alternative Models of Uncertain Commodity Prices for Use with Modern Asset Pricing Methods

John Parsons, Malcolm P. Baker, J. Parsons, 1998 .

The Stock Market and Investment: Evidence from FDI Flows

Malcolm P. Baker, Jeffrey Wurgler, C. Foley, 2004 .

Stock Market Valuations and Foreign Direct Investment

Malcolm P. Baker, Jeffrey Wurgler, C. Foley, 2004 .

The Equity Share in New Issues and Aggregate Stock Returns

Jeffrey Wurgler, Malcolm P. Baker, Jeffrey Wurgler, 1999 .

Global , Local , and Contagious Investor Sentiment 1

Malcolm P. Baker, 2015 .

Managing Global Brands to Meet Consumer Expectations

Malcolm P. Baker, E. Taylor, Greet Sterenberg, 2015 .

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

Jeffrey Wurgler, Malcolm P. Baker, Jeffrey Wurgler, 2004 .

Nber Working Paper Series Generalized Agency Problems I Am Grateful for Suggestions From

N. Barberis, A. Shleifer, R. Morck, 2011 .

Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly

Malcolm P. Baker, Jeffrey Wurgler, 2013 .

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

Malcolm P. Baker, Jeffrey Wurgler, Brendan O. Bradley, 2010 .

When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms

Jeffrey Wurgler, Malcolm P. Baker, Jeffrey Wurgler, 2001 .

Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds

Malcolm P. Baker, Jeffrey Wurgler, George Serafeim, 2018 .

Global, Local, and Contagious Investor Sentiment

Malcolm P. Baker, Jeffrey Wurgler, Yu Yuan, 2009 .

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

Malcolm P. Baker, Jeffrey Wurgler, 2015 .

Behavioral Corporate Finance: A Current Survey

Malcolm P. Baker, Jeffrey Wurgler, 2012 .

Capital Market-Driven Corporate Finance

Malcolm P. Baker, 2009 .

Market-Driven Corporate Finance

Malcolm P. Baker, 2009 .

Limited Arbitrage in Mergers and Acquisitions

Malcolm P. Baker, Serkan Savasoglu, 2002 .

Career Concerns and Staged Investment: Evidence from the Venture Capital Industry

Malcolm P. Baker, 2000 .

The Maturity of Debt Issues and Predictable Variation in Bond Returns

R. Greenwood, Malcolm P. Baker, Jeffrey Wurgler, 2003 .

Real Earnings Management and Subsequent Stock Returns

Amy Y. Zang, J. Siegel, Malcolm P. Baker, 2011 .

Risk Neglect in Equity Markets

Malcolm P. Baker, 2016, The Journal of Portfolio Management.

Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly

Malcolm P. Baker, Jeffrey Wurgler, 2013 .

Do Firms Borrow at the Lowest-Cost Maturity? The Long-Term Share in Debt Issues and Predictable Variation in Bond Returns

R. Greenwood, Malcolm P. Baker, Jeffrey Wurgler, 2001 .

Leverage and the Beta Anomaly

Malcolm P. Baker, Jeffrey Wurgler, Mathias F. Hoeyer, 2020, Journal of Financial and Quantitative Analysis.

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

Jessica A. Wachter, Jeffrey Wurgler, Malcolm P. Baker, 2004, Journal of Financial and Quantitative Analysis.

Appearing and Disappearing Dividends: The Link to Catering Incentives

Malcolm P. Baker, Jeffrey Wurgler, 2003 .

Market Liquidity as a Sentiment Indicator Market Liquidity as a Sentiment Indicator

Malcolm P. Baker, 2002 .

Comovement and Predictability Relationships between Bonds and Thecross-Section of Stocks

Malcolm P. Baker, Jeffrey Wurgler, 2010 .

Government Bonds and the Cross-Section of Stock Returns

Malcolm P. Baker, Jeffrey Wurgler, 2009 .

Dividends as Reference Points: A Behavioral Signaling Approach

Malcolm P. Baker, Jeffrey Wurgler, Brock Mendel, 2012 .

Catering Through Nominal Share Prices

R. Greenwood, Malcolm P. Baker, Jeffrey Wurgler, 2007 .

Under New Management: Equity Issues and the Attribution of Past Returns

Malcolm P. Baker, Yuhai Xuan, 2015 .

Dividends as Reference Points: A Behavioral Signaling Model

Malcolm P. Baker, Jeffrey Wurgler, 2011 .

A conditional characteristics model of stock returns

Malcolm P. Baker, Jeffrey Wurgler, 2003 .

How Do Investors Value ESG?

Suproteem K. Sarkar, Malcolm P. Baker, Mark Egan, 2022, SSRN Electronic Journal.

The Risk Anomaly Tradeoff of Leverage

Malcolm P. Baker, Jeffrey Wurgler, Mathias F. Hoeyer, 2015 .

Under New Management: Equity Issues and the Attribution of Past Returns

Malcolm P. Baker, M. Pullmann, T. Osher, 2015 .

A Behavioral Finance Explanation for the Success of Low Volatility Portfolios

Malcolm P. Baker, Jeffrey Wurgler, Brendan O. Bradley, 2010 .

The Low-Risk Anomaly

Malcolm P. Baker, Brendan O. Bradley, Ryan Taliaferro, 2014 .

Detecting Anomalies: The Relevance and Power of Standard Asset Pricing Tests

Malcolm P. Baker, Patrick Luo, Ryan Taliaferro, 2017 .

Government Bonds and the Cross-Section of Stock Returns

Malcolm P. Baker, Jeffrey Wurgler, Jeffrey Wurgler, 2005 .

Government Bonds and the Cross-Section of Stock Returns

Malcolm P. Baker, Jeffrey Wurgler, 2005 .

Optimal Tilts: Combining Persistent Characteristic Portfolios

Malcolm P. Baker, T. Burnham, Ryan Taliaferro, 2017 .

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

Malcolm P. Baker, Jeffrey Wurgler, 2015 .

The Effect of Dividends on Consumption

Malcolm P. Baker, Jeffrey Wurgler, Stefan Nagel, 2005 .

The Effect of Dividends on Consumption the Effect of Dividends on Consumption Evidence from the Consumer Expenditure Survey

Malcolm P. Baker, Jeffrey Wurgler, Stefan Nagel, 2022 .

Under New Management: Equity Issues and the Attribution of Past Returns

Malcolm P. Baker, Yuhai Xuan, 2015 .

How Does Investor Sentiment Affect the Cross-Section of Stock Returns?

Malcolm P. Baker, Jeffrey Wurgler, John Wang, 2007 .

A Reference Point Theory of Mergers and Acquisitions

Malcolm P. Baker, Jeffrey Wurgler, Xin Pan, 2009 .

Corporate Financing Decisions When Investors Take the Path of Least Resistance

Malcolm P. Baker, Joshua D. Coval, J. Stein, 2007 .

Leverage and the Beta Anomaly 1

Malcolm P. Baker, 2019 .

Optimal Tilts

Malcolm P. Baker, T. Burnham, Ryan Taliaferro, 2016 .