Larry Lockwood

Investments and Portfolio Management

Selected Publications

• Lockwood, L.J. and S.C. Linn, 1990, An examination of market return volatility during overnight and intraday periods, 1964-1989, Journal of Finance 45, 591-601.
• Diltz, J.D., Lockwood, L.J., and Min, S., 1992, Sources of wealth loss in new equity issues, Journal of Banking and Finance 18, 621-632, also abstract reprinted in ISFA Digest volume 7, Winter 1995 (the International Society of Financial Analysts).
• Gallo, J.G. and L.J. Lockwood, 1997, Benefits of proper style classification of equity portfolio managers, Journal of Portfolio Management (Spring issue) 47-55; abstract reprinted in Dow Jones Asset Management (July/August, p. 53).
• Gallo, J., Lockwood, L., and M. Rodriguez, 2006, Differentiating CREF performance, Real Estate Economics 34, 173-209.
• Lockwood, J., Lockwood, L., and Miao, H., Uddin, R., and K. Li, 2022, Does analyst optimism fuel stock price momentum? Journal of Behavioral Finance.