Tyler Shumway
  Professor of Finance
  Georgia White Fellow
  Marriott School of Business
  Brigham Young University
  Provo, Utah   84602

  622 Tanner Building

  Google Scholar Page

  Ph.D., University of Chicago Graduate School of Business, 1996
  B.A., Brigham Young University (Economics), 1991
  Professor of Finance, University of Michigan, 1995-2020
  Finance Department Editor, Management Science, 2017-2019
  Smith Breeden Prize for Best Investments Paper in Journal of Finance, 2005

    Research Articles:

          Can Individual Investors Beat the Market? 2021, with Joshua Coval and David Hirshleifer, forthcoming, Review of Asset Pricing Studies

          Are Monthly Market Returns Predictable? 2021, with Jussi Keppo and Daniel Weagley, forthcoming, Review of Asset Pricing Studies

          Portfolio Rebalancing in General Equilibrium, 2020, with Miles S. Kimball, Matthew D. Shapiro, and Jing Zhang, Journal of Financial Economics

          Priciing Kernel Monotonicity and Conditional Information, 2018, with Matthew Linn and Sophie Shive, Review of Financial Studies

          Peer Effects in Risk Aversion and Trust, 2014, with Kenneth R. Ahern and Ran Duchin, Review of Financial Studies

          Learning by Trading, 2010, with Amit Seru and Noah Stoffman, Review of Financial Studies

          Forecasting Default with the Merton Distance to Default Model, 2008, with Sreedhar Bharath, Review of Financial Studies

          Do Behavioral Biases Affect Prices? 2005, with Joshua Coval, Journal of Finance

          Good Day Sunshine: Stock Returns and the Weather, 2003, with David Hirshleifer, Journal of Finance

          Is Sound Just Noise? 2001, with Joshua Coval, Journal of Finance

          Expected Option Returns, 2001, with Joshua Coval, Journal of Finance

          Forecasting Bankruptcy More Accurately: A Simple Hazard Model 2001, Journal of Business

          The Delisting Bias in CRSP's Nasdaq Data and its Implications for the Size Effect, 1999, Journal of Finance

          The Delisting Bias in CRSP Data, 1997, Journal of Finance





    Slides for an Introduction to Modern Investing





    Ice Climbing Photos from 2011

    Ice Climbing Photos from 2010

    Ice Climbing Photos from 2009