Concepedia

Tyler Shumway

TS

Statistics

Publications

34

Citations

13.5K

H-Index

28

Active since

1996

Affiliations

University of Michigan(Current)

National Bureau of Economic Research

University of Colorado System

University of Colorado Boulder

Tyler Shumway is an author at University of Michigan specializing in finance, business, and financial economics.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsManagementAsset PricingEmpirical FinanceAccountingEconomic AnalysisMarket Microstructure

Publications per year

1996–2021

34

Publications

34

Forecasting Bankruptcy More Accurately: A Simple Hazard Model

Tyler Shumway · The Journal of Business · 2001 · 2.4K citations

Empirical Finance, Simple Hazard Model, Financial Risk Management +17

Forecasting Default with the Merton Distance to Default Model

Sreedhar T. Bharath, Tyler Shumway · Review of Financial Studies · 2008 · 2.2K citations

Good Day Sunshine: Stock Returns and the Weather

David Hirshleifer, Tyler Shumway · The Journal of Finance · 2003 · 1.7K citations

Empirical Finance, Market Microstructure, Economics +14

The Delisting Bias in CRSP Data

Tyler Shumway · The Journal of Finance · 1997 · 1.1K citations

Empirical Finance, Engineering, Securities Law +19

Expected Option Returns

Joshua D. Coval, Tyler Shumway · The Journal of Finance · 2001 · 810 citations · Full text

Empirical Finance, Volatility Modeling, Strike Price +16

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