| New evidence on stock price effects associated with changes in the S&P 500 index AW Lynch, RR Mendenhall The Journal of Business 70 (3), 351-383, 1997 | 864 | 1997 |
| How investors interpret past fund returns AW Lynch, DK Musto The Journal of Finance 58 (5), 2033-2058, 2003 | 670 | 2003 |
| Transaction costs and predictability: Some utility cost calculations P Balduzzi, AW Lynch Journal of Financial Economics 52 (1), 47-78, 1999 | 598 | 1999 |
| Mutual fund survivorship MM Carhart, JN Carpenter, AW Lynch, DK Musto The review of financial studies 15 (5), 1439-1463, 2002 | 500 | 2002 |
| Why do firms merge and then divest? A theory of financial synergy Z Fluck, AW Lynch The journal of business 72 (3), 319-346, 1999 | 467 | 1999 |
| Survivorship bias and attrition effects in measures of performance persistence JN Carpenter, AW Lynch Journal of financial economics 54 (3), 337-374, 1999 | 405 | 1999 |
| Credit ratings, collateral, and loan characteristics: Implications for yield K John, AW Lynch, M Puri The Journal of Business 76 (3), 371-409, 2003 | 313 | 2003 |
| Portfolio choice and equity characteristics: Characterizing the hedging demands induced by return predictability AW Lynch Journal of Financial Economics 62 (1), 67-130, 2001 | 252 | 2001 |
| Predictability and transaction costs: The impact on rebalancing rules and behavior AW Lynch, P Balduzzi The Journal of Finance 55 (5), 2285-2309, 2000 | 231 | 2000 |
| Labor income dynamics at business-cycle frequencies: Implications for portfolio choice AW Lynch, S Tan Journal of Financial Economics 101 (2), 333-359, 2011 | 178 | 2011 |
| Decision frequency and synchronization across agents: Implications for aggregate consumption and equity return AW Lynch The Journal of Finance 51 (4), 1479-1497, 1996 | 155 | 1996 |
| Explaining the magnitude of liquidity premia: The roles of return predictability, wealth shocks, and state‐dependent transaction costs AW Lynch, S Tan The journal of finance 66 (4), 1329-1368, 2011 | 131 | 2011 |
| Multiple risky assets, transaction costs, and return predictability: Allocation rules and implications for us investors AW Lynch, S Tan Journal of Financial and Quantitative Analysis 45 (4), 1015-1053, 2010 | 124 | 2010 |
| Fund families as delegated monitors of money managers S Gervais, AW Lynch, DK Musto The Review of Financial Studies 18 (4), 1139-1169, 2005 | 105 | 2005 |
| Centralized clearing for credit derivatives V Acharya, R Engle, S Figlewski, A Lynch, M Subrahmanyam Financial Markets, Institutions+ Instruments 18 (2), 168, 2009 | 103 | 2009 |
| Does mutual fund performance vary over the business cycle? AW Lynch, J Wachter, W Boudry | 82 | 2003 |
| Mortgage origination and securitization in the financial crisis D Jaffee, AW Lynch, M Richardson, S Van Nieuwerburgh Restoring financial stability: How to repair a failed system, 2009 | 72 | 2009 |
| Derivatives: the ultimate financial innovation VV Acharya, M Brenner, RF Engle, AW Lynch, M Richardson Restoring financial stability: How to repair a failed system 233, 241, 2009 | 63 | 2009 |
| Using samples of unequal length in generalized method of moments estimation AW Lynch, JA Wachter Journal of Financial and Quantitative Analysis 48 (1), 277-307, 2013 | 55 | 2013 |
| Does mutual fund performance vary over the business cycle? A De Souza, AW Lynch National Bureau of Economic Research, 2012 | 46 | 2012 |
