Concepedia

Jonathan Lewellen

JL

Statistics

Publications

29

Citations

7.3K

H-Index

22

Active since

1999

Affiliations

Dartmouth College(Current)

National Bureau of Economic Research

Massachusetts Institute of Technology

University of Rochester

Emory University

Jonathan Lewellen is an author at Dartmouth College specializing in finance, business, and financial economics.

Publications per year

1999–2022

29

Publications

29

A skeptical appraisal of asset pricing tests☆

Jonathan Lewellen, Stefan Nagel, Jay Shanken · Journal of Financial Economics · 2009 · 1.3K citations

, , +11

Predicting returns with financial ratios

Jonathan Lewellen · Journal of Financial Economics · 2004 · 1K citations

, , +15

The conditional CAPM does not explain asset-pricing anomalies☆

Jonathan Lewellen, Stefan Nagel · Journal of Financial Economics · 2006 · 965 citations

, , +13

Momentum and Autocorrelation in Stock Returns

Jonathan Lewellen · Review of Financial Studies · 2002 · 516 citations

, , +17

Stock returns, aggregate earnings surprises, and behavioral finance

S.P. Kothari, Jonathan Lewellen, Jerold B. Warner · Journal of Financial Economics · 2005 · 411 citations

, , +11

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