My research interests include asset-pricing theory, empirical tests of asset-pricing models, and econometrics. My vita describes my background and interests in more detail. Some of my working papers are available for downloading here. You can click on the title of a paper to see the paper's abstract and a link to download the full text version of the paper. The full text papers are in Adobe Acrobat (.pdf) format. To download a free copy of the Acrobat reader, visit Adobe's web site. The data sets used in some papers may also be available on these pages.

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Tyler Shumway
Associate Professor of Finance
University of Michigan Business School
701 Tappan Street
Ann Arbor, MI 48109-1234

Office: 6207 Business Administration
Phone: (734) 763-4129
Fax: (734) 936-0274