Jonathan W. Lewellen


Working Papers

Professor Lewellen's research focuses on the behavior of stock prices and the performance of investment strategies, with additional interests in corporate finance. He currently studies tests of the CAPM, herding and price pressure in stock markets, and the impact of cashflow on firms' investment decisions.

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  1. The predictive power of accruals and investment, with R Resutek, 2013.
  2. The cross section of expected stock returns, 2013.
  3. The behavior of aggregate corporate investment, with SP Kothari and J Warner, 2013.
  4. Investment and cashflow: New evidence, with K Lewellen, 2013.
  5. Internal equity, taxes, and capital structure, with K Lewellen, 2005.
  6. Herding, feedback trading, and stock returns: Evidence from Korea, with J. Chae, 2005.
  7. Temporary movements in stock prices, 2002.

Tuck School of Business at Dartmouth
100 Tuck Hall
Hanover, NH 03755
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Fax: 603-646-1698