“What Drives Anomaly Returns?” Lochstoer, Lars A., and Paul C. Tetlock, 2020, Journal of Finance 75, 1417-1455.
- Version above includes Internet Appendix
“Retail Short Selling and Stock Prices,” Kelley, Eric K., and Paul C. Tetlock, 2017, Review of Financial Studies 30, 801-834.
- Version above includes Internet Appendix
“Biased Beliefs, Asset Prices, and Investment: A Structural Approach,” Alti, Aydogan and Paul C. Tetlock, 2014, Journal of Finance 69, 325-361.
“Asset Pricing in the Dark: The Cross Section of OTC Stocks,” Ang, Andrew, Assaf A. Shtauber, and Paul C. Tetlock, 2013, Review of Financial Studies 26, 2985-3028. (Lead article)
“How Wise Are Crowds? Insights from Retail Orders and Stock Returns,” Kelley, Eric K. and Paul C. Tetlock, 2013, Journal of Finance 68, 1229-1265.
- Version above includes Internet 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)
“The Implied Equity Premium” Tetlock, Paul C., 2023, Columbia University working paper.
“Model-Free Mispricing Factors” Lochstoer, Lars A., and Paul C. Tetlock, 2023, Columbia University working paper.
“Why Do Investors Trade?” Kelley, Eric K., and Paul C. Tetlock, 2013, revision requested by the Journal of Finance.
“Liquidity and Prediction Market Efficiency?” Tetlock, Paul C., 2009, revision requested by the Review of Financial Studies.
“Optimal Liquidity Provision for Decision Makers,” Tetlock, Paul C. and Robert W. Hahn, 2008.
