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Tyler Shumway |
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