Jonathan W. Lewellen

Jonathan Lewellen teaches courses in Capital Markets and Corporate Finance at Tuck.

Academic positions

Tuck School of Business, 2005–present
Research Associate, 2006–present, Faculty Research Fellow, 2002–06, National Bureau of Economic Research
Jon D. Gruber Associate Professor of Finance, 2004–05, Jon D. Gruber Assistant Professor of Finance, 2001–04, Assistant Professor of Finance, 1999–2001, Sloan School of Management, Massachusetts Institute of Technology

Editorial positions

Best Discussant Award, Financial Research Association Annual Meeting, 2011
Fama/DFA Prize for Capital Markets and Asset Pricing, Journal of Financial Economics 2010
Fama/DFA Prize for Capital Markets and Asset Pricing, Journal of Financial Economics 2006
Jon D. Gruber Career Development Chair, MIT Sloan School of Management, 2001–2005
Richard L. Rosenthal Award for Innovation in Investment Management, 2002
Outstanding Doctoral Student Paper, Southern Finance Association Annual Meeting, 1997
Olin Fellowship, University of Rochester, 1997–1998
Simon Graduate School of Business Administration Fellowship, 1994–1998
Outstanding Business Student, Kelley School of Business, Indiana University, 1994

With S. P. Kothari and J. Warner, The behavior of aggregate corporate investment, 2014
With R. Resutek, Why do accruals predict earnings? 2014
With K. Lewellen, Internal equity, taxes, and capital structure, 2005

With R. Resutek, "The Predictive Power of Investment and Accruals," forthcoming in Review of Accounting Studies
With R. Resutek, “The Cross Section of Expected Stock Returns,” forthcoming in Critical Finance Review
With K. Lewellen, "Investment and Cashflow: New evidence," forthcoming in Journal of Financial and Quantitative Analysis
“Institutional Investors and the Limits of Arbitrage,” Journal of Financial Economics, 102, 2011
“Accounting Anomalies and Fundamental Analysis: An Alternative Perspective,” Journal of Accounting and Economics, 50, 2010
With S. Nagel and J. Shanken, "A Skeptical Appraisal of Asset Pricing Tests," Journal of Financial Economics, 96(2), 2010
With S. Nagel, "The Conditional CAPM Does Not Explain Asset-Pricing Anomalies," Journal of Financial Economics, 82(2), 2006
With S. P. Kothari and J. Warner, "Stock Returns, Aggregate Earnings Surprises, and Behavioral Finance," Journal of Financial Economics, 79(3), 2006
"Predicting Returns with Financial Ratios," Journal of Financial Economics, 74(2), 2004

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