Concepedia

Harry Mamaysky

HM

Statistics

Publications

21

Citations

1.5K

H-Index

15

Active since

2001

Affiliations

Columbia University(Current)

Yale University

National Bureau of Economic Research

INSEAD

Massachusetts Institute of Technology

Harry Mamaysky is an author at Columbia University specializing in financial economics, economics, and finance.

ORCID

Publications per year

2001–2023

21

Publications

21

Asset Prices and Trading Volume under Fixed Transactions Costs

Andrew W. Lo, Harry Mamaysky, Jiang Wang · Journal of Political Economy · 2004 · 362 citations

, , +17

Estimating the Dynamics of Mutual Fund Alphas and Betas

Harry Mamaysky, Matthew Spiegel, Hong Zhang · Review of Financial Studies · 2007 · 245 citations · Full text

, , +13

How news and its context drive risk and returns around the world

Charles W. Calomiris, Harry Mamaysky · Journal of Financial Economics · 2019 · 244 citations

, , +12

Improved Forecasting of Mutual Fund Alphas and Betas

Harry Mamaysky, Matthew Spiegel, Hong Zhang · European Finance Review · 2007 · 140 citations · Full text

, , +17

Asset Prices and Trading Volume Under Fixed Transactions Costs

Andrew W. Lo, Harry Mamaysky, Jiang Wang · SSRN Electronic Journal · 2001 · 112 citations · Full text

, , +17

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