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Economics and Finance

D-Index
55
Citations
48212
World Ranking
1024
National Ranking
634

Overview

Malcolm P. Baker is affiliated with Harvard University in the United States. Their research primarily covers the fields of economics, econometrics, and finance, with a focus on several interconnected subfields and topics. The main subfields of study include economics and econometrics as well as finance.

The research topics prominently addressed by Malcolm P. Baker include:

  • Sustainable Finance and Green Bonds
  • Financial Markets and Investment Strategies
  • Housing Market and Economics
  • Market Dynamics and Volatility
  • Climate Change Policy and Economics
  • Energy, Environment, Economic Growth

Their recent scholarly output consists of several papers published in notable venues, emphasizing themes such as green bonds, environmental, social, and governance (ESG) valuation, and financial economics. Among these are:

  • "The Pricing and Ownership of US Green Bonds," published in 2022 in the Annual Review of Financial Economics
  • "How Do Investors Value ESG?" published twice in 2022 in the SSRN Electronic Journal

Malcolm P. Baker collaborates frequently with other researchers, identifying key co-authors who have contributed jointly to their work. These frequent collaborators include:

  • Mark Egan
  • Suproteem K. Sarkar
  • Daniel Bergstresser
  • George Serafeim
  • Jeffrey Wurgler

The scholar's publications commonly appear in the SSRN Electronic Journal and the Annual Review of Financial Economics, which are among the principal venues for their research dissemination.

Best Publications

  • INVESTOR SENTIMENT AND THE CROSS-SECTION OF STOCK RETURNS

    Malcolm Baker;Jeffrey Wurgler

  • Market Timing and Capital Structure

    Malcolm Baker;Jeffrey Wurgler

  • Investor Sentiment in the Stock Market

    Malcolm Baker;Jeffrey Wurgler

  • Investor Sentiment in the Stock Market

    Malcolm Baker;Jeffrey Wurgler

  • A Catering Theory of Dividends

    Malcolm Baker;Jeffrey Wurgler

  • Market liquidity as a sentiment indicator

    Malcolm Baker;Jeremy C. Stein;Jeremy C. Stein

  • When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms

    Malcolm Baker;Jeremy C. Stein;Jeffrey Wurgler

  • The Equity Share in New Issues and Aggregate Stock Returns

    Malcolm Baker;Jeffrey Wurgler

  • Global, local, and contagious investor sentiment

    Malcolm Baker;Jeffrey Wurgler;Yu Yuan

  • Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly

    Malcolm Baker;Brendan Bradley;Jeffrey Wurgler

  • Behavioral Corporate Finance: A Survey

    Malcolm Baker;Richard S. Ruback;Jeffrey Wurgler

  • The Determinants of Board Structure at the Initial Public Offering

    Malcolm Baker;Paul A. Gompers

  • Behavioral Corporate Finance

    Malcolm Baker;Richard S. Ruback;Jeffrey Wurgler

  • Investor Sentiment and the Cross-Section of Stock Returns

    Malcolm P. Baker;Malcolm P. Baker;Jeffrey Wurgler;Jeffrey Wurgler

  • Appearing and disappearing dividends: The link to catering incentives ∗

    Malcolm Baker;Jeffrey Wurgler

  • Market Timing and Capital Structure

    Malcolm P. Baker;Malcolm P. Baker;Jeffrey Wurgler;Jeffrey Wurgler

  • Investor Sentiment in the Stock Market

    Malcolm P. Baker;Malcolm P. Baker;Jeffrey Wurgler;Jeffrey Wurgler

  • The effect of reference point prices on mergers and acquisitions

    Malcolm P. Baker;Xin Pan;Jeffrey Wurgler

  • Behavioral Corporate Finance: An Updated Survey

    Malcolm Baker;Jeffrey Wurgler

  • When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms

    Malcolm P. Baker;Malcolm P. Baker;Jeffrey Wurgler;Jeffrey Wurgler;Jeremy C. Stein;Jeremy C. Stein

  • Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements

    Malcolm Baker;Lubomir Litov;Jessica A. Wachter;Jeffrey Wurgler

  • The maturity of debt issues and predictable variation in bond returns

    Malcolm Baker;Robin Greenwood;Jeffrey Wurgler

Frequent Co-Authors

Jeffrey Wurgler
Jeffrey Wurgler New York University
Jeremy C. Stein
Jeremy C. Stein Harvard University
C. Fritz Foley
C. Fritz Foley Harvard University
Robin Greenwood
Robin Greenwood Harvard University
Viral V. Acharya
Viral V. Acharya New York University
Jessica A. Wachter
Jessica A. Wachter University of Pennsylvania
Heitor Almeida
Heitor Almeida University of Illinois at Urbana-Champaign
Stefan Nagel
Stefan Nagel University of Chicago
Paul A. Gompers
Paul A. Gompers Harvard University
Samuel Gregory Hanson
Samuel Gregory Hanson Harvard University

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