Published Finance Research

Biased Beliefs, Asset Prices, and Investment: A Structural Approach,” Alti, Aydogan and Paul C. Tetlock, 2013, Journal of Finance, forthcoming.

How Wise Are Crowds? Insights from Retail Orders and Stock Returns,” Kelley, Eric K. and Paul C. Tetlock, 2012, Journal of Finance, forthcoming.
   - Version above includes Supplemental Technical Appendix

All the News That’s Fit to Reprint: Do Investors React to Stale Information?” Tetlock, Paul C., 2011, Review of Financial Studies 24, 1481-1512.

Does Public Financial News Resolve Asymmetric Information?,” Tetlock, Paul C., 2010, Review of Financial Studies 23, 3520-3557.

More Than Words: Quantifying Language to Measure Firms’ Fundamentals,” Tetlock, Paul C., Maytal Saar-Tsechansky, and Sofus Macskassy, 2008, Journal of Finance 63, 1437-1467.

Giving Content to Investor Sentiment: The Role of Media in the Stock Market,” Tetlock, Paul C., 2007, Journal of Finance 62, 1139-1168. (Winner of the Smith Breeden Prize)

Finance Working Papers

Asset Pricing in the Dark: The Cross Section of OTC Stocks,” Ang, Andrew, Assaf A. Shtauber, and Paul C. Tetlock, 2011, revise and resubmit at the Review of Financial Studies.

Liquidity and Prediction Market Efficiency?” Tetlock, Paul C., 2009, revise and resubmit at the Review of Financial Studies.

“Optimal Liquidity Provision for Decision Makers,” Tetlock, Paul C. and Robert W. Hahn

Current Projects

“Why Do Investors Trade?” with Eric K. Kelley