| Forecasting bankruptcy more accurately: A simple hazard model T Shumway The journal of business 74 (1), 101-124, 2001 | 3918 | 2001 |
| Good day sunshine: Stock returns and the weather D Hirshleifer, T Shumway The journal of Finance 58 (3), 1009-1032, 2003 | 2558 | 2003 |
| Forecasting default with the Merton distance to default model ST Bharath, T Shumway The Review of Financial Studies 21 (3), 1339-1369, 2008 | 2494 | 2008 |
| The delisting bias in CRSP data T Shumway The Journal of Finance 52 (1), 327-340, 1997 | 1493 | 1997 |
| Expected option returns JD Coval, T Shumway The journal of Finance 56 (3), 983-1009, 2001 | 1009 | 2001 |
| Do behavioral biases affect prices? JD Coval, T Shumway The Journal of Finance 60 (1), 1-34, 2005 | 1003 | 2005 |
| The delisting bias in CRSP's Nasdaq data and its implications for the size effect T Shumway, VA Warther The Journal of Finance 54 (6), 2361-2379, 1999 | 701 | 1999 |
| Learning by trading A Seru, T Shumway, N Stoffman The Review of Financial Studies 23 (2), 705-739, 2010 | 694 | 2010 |
| Forecasting default with the KMV-Merton model ST Bharath, T Shumway AFA 2006 Boston Meetings Paper, 2004 | 351 | 2004 |
| Can individual investors beat the market? JD Coval, DA Hirshleifer, T Shumway HBS finance working paper, 2005 | 277 | 2005 |
| Peer effects in risk aversion and trust KR Ahern, R Duchin, T Shumway The Review of Financial Studies 27 (11), 3213-3240, 2014 | 186 | 2014 |
| Is sound just noise? JD Coval, T Shumway The Journal of Finance 56 (5), 1887-1910, 2001 | 174 | 2001 |
| Does disposition drive momentum? T Shumway, G Wu AFA 2006 Boston meetings paper, 2005 | 170 | 2005 |
| Investor sophistication, and the participation, home bias, diversification, and employer stock puzzles M Kimball, T Shumway Unpublished Manuscript, University of Michigan, 2006 | 161 | 2006 |
| Investor sophistication and the home bias, diversification, and employer stock puzzles MS Kimball, T Shumway Diversification, and Employer Stock Puzzles (January 29, 2010), 2010 | 140 | 2010 |
| Pricing kernel monotonicity and conditional information M Linn, S Shive, T Shumway The Review of Financial Studies 31 (2), 493-531, 2018 | 90 | 2018 |
| Explaining returns with loss aversion T Shumway Available at SSRN 58442, 1997 | 81 | 1997 |
| The information content of revealed beliefs in portfolio holdings T Shumway, M Szefler, K Yuan January) University of Michigan working paper, 2009 | 42 | 2009 |
| The premium for default risk in stock returns T Shumway (No Title), 1996 | 27 | 1996 |
| Size, overreaction, and book-to-market effects as default premia T Shumway Available at SSRN 7996, 1996 | 25 | 1996 |
