Follow
jonathan lewellen
jonathan lewellen
tuck school of business
Verified email at dartmouth.edu
Title
Cited by
Cited by
Year
Predicting returns with financial ratios
J Lewellen
Journal of Financial Economics 74 (2), 209-235, 2004
1875*2004
A skeptical appraisal of asset pricing tests
J Lewellen, S Nagel, J Shanken
Journal of Financial economics 96 (2), 175-194, 2010
16652010
The conditional CAPM does not explain asset-pricing anomalies
J Lewellen, S Nagel
Journal of financial economics 82 (2), 289-314, 2006
12532006
Momentum and autocorrelation in stock returns
J Lewellen
The Review of Financial Studies 15 (2), 533-564, 2002
7202002
Stock returns, aggregate earnings surprises, and behavioral finance
SP Kothari, J Lewellen, JB Warner
Journal of Financial Economics 79 (3), 537-568, 2006
6002006
Learning, asset‐pricing tests, and market efficiency
J Lewellen, J Shanken
The Journal of finance 57 (3), 1113-1145, 2002
4982002
The cross section of expected stock returns
J Lewellen
Forthcoming in Critical Finance Review, Tuck School of Business Working Paper, 2014
4672014
Institutional investors and the limits of arbitrage
J Lewellen
Journal of Financial Economics 102 (1), 62-80, 2011
3322011
Investment and cash flow: New evidence
J Lewellen, K Lewellen
Journal of Financial and Quantitative Analysis 51 (4), 1135-1164, 2016
2462016
Institutional investors and corporate governance: The incentive to be engaged
J Lewellen, K Lewellen
The Journal of Finance 77 (1), 213-264, 2022
1732022
Accounting anomalies and fundamental analysis: An alternative view
J Lewellen
Journal of Accounting and Economics 50 (2-3), 455-466, 2010
1412010
The behavior of aggregate corporate investment
SP Kothari, J Lewellen, JB Warner
Simon Business School Working Paper No. FR 14-18, Tuck School of Business …, 2014
1122014
Why do accruals predict earnings?
J Lewellen, RJ Resutek
Journal of Accounting and Economics 67 (2-3), 336-356, 2019
472019
Taxes and financing decisions
J Lewellen, K Lewellen
Available at SSRN 647847, 2004
422004
The predictive power of investment and accruals
J Lewellen, RJ Resutek
Review of Accounting Studies 21, 1046-1080, 2016
382016
Internal equity, taxes, and capital structure
J Lewellen, K Lewellen
Unpublished Working Paper, Dartmouth College, 2006
372006
Estimation risk, market efficiency, and the predictability of returns
J Lewellen, JA Shanken
National bureau of economic research, 2000
312000
Temporary movements in stock prices
J Lewellen
Available at SSRN 307339, 2001
272001
Market efficiency, rational expectations, and estimation risk
J Lewellen, JA Shanken
Rational Expectations, and Estimation Risk (June 1998), 1998
191998
Discussion of “The Internet downturn: Finding valuation factors in Spring 2000”
J Lewellen
Journal of Accounting and Economics 34 (1-3), 237-247, 2003
182003
The system can't perform the operation now. Try again later.
Articles 1–20