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Matthew Spiegel
Matthew Spiegel
Professor of Finance, Yale School of Management
Verified email at yale.edu - Homepage
Title
Cited by
Cited by
Year
Portfolio performance manipulation and manipulation-proof performance measures
W Goetzmann, J Ingersoll, M Spiegel, I Welch
The Review of Financial Studies 20 (5), 1503-1546, 2007
7592007
Cross-sectional variation in stock returns: Liquidity and idiosyncratic risk
MI Spiegel, X Wang
Yale ICF working paper, 2005
4842005
Insiders, outsiders, and market breakdowns
U Bhattacharya, M Spiegel
The Review of Financial Studies 4 (2), 255-282, 1991
3761991
Informed speculation and hedging in a noncompetitive securities market
M Spiegel, A Subrahmanyam
The Review of Financial Studies 5 (2), 307-329, 1992
3301992
Estimating the dynamics of mutual fund alphas and betas
H Mamaysky, M Spiegel, H Zhang
The Review of Financial Studies 21 (1), 233-264, 2008
2852008
Estimating the dynamics of mutual fund alphas and betas
H Mamaysky, M Spiegel, H Zhang
The Review of Financial Studies 21 (1), 233-264, 2008
2852008
Is the risk of sea level rise capitalized in residential real estate?
J Murfin, M Spiegel
The Review of Financial Studies 33 (3), 1217-1255, 2020
2742020
Sharpening sharpe ratios
WN Goetzmann, JE Ingersoll Jr, M Spiegel, I Welch
National bureau of economic research, 2002
2642002
Mutual fund risk and market share-adjusted fund flows
M Spiegel, H Zhang
Journal of Financial Economics 108 (2), 506-528, 2013
2532013
A further test of noncooperative bargaining theory: Comment
J Neelin, H Sonnenschein, M Spiegel
The American Economic Review 78 (4), 824-836, 1988
2381988
An experimental comparison of dispute rates in alternative arbitration systems
OC Ashenfelter, J Currie, HS Farber, M Spiegel
National Bureau of Economic Research, 1990
2321990
Improved forecasting of mutual fund alphas and betas
H Mamaysky, M Spiegel, H Zhang
Review of Finance 11 (3), 359-400, 2007
1502007
Improved forecasting of mutual fund alphas and betas
H Mamaysky, M Spiegel, H Zhang
Review of Finance 11 (3), 359-400, 2007
1502007
Non-temporal components of residential real estate appreciation
WN Goetzmann, M Spiegel
The Review of Economics and Statistics, 199-206, 1995
1491995
On intraday risk premia
M Spiegel, A Subrahmanyam
The Journal of Finance 50 (1), 319-339, 1995
1461995
A theory of mutual funds: Optimal fund objectives and industry organization
H Mamaysky, M Spiegel
Yale School of Management working paper, 2002
1422002
Stock price volatility in a multiple security overlapping generations model
M Spiegel
The Review of Financial Studies 11 (2), 419-447, 1998
1381998
A spatial model of housing returns and neighborhood substitutability
WN Goetzmann, M Spiegel
The Journal of Real Estate Finance and Economics 14, 11-31, 1997
1311997
Toehold strategies, takeover laws and rival bidders
SA Ravid, M Spiegel
Journal of Banking & Finance 23 (8), 1219-1242, 1999
1001999
The policy implications of portfolio choice in underserved mortgage markets
WN Goetzmann, MI Spiegel
Joint Center for Housing Studies of Harvard University, 2001
982001
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