Kogan, Leonid, Dimitris Papanikolaou, Lawrence D. W. Schmidt, and Bryan Seegmiller. NBER Working Paper 29552, Working Paper. December 2021.
Kogan, Leonid, Dimitris Papanikolaou, Lawrence D.W. Schmidt, and Jae Song, MIT Sloan Working Paper 5299-18. Cambridge, MA: MIT Sloan School of Management, July 2021. NBER Working Paper. SSRN.
Braxton, J. Carter, Kyle Herkenhoff, Jonathan Rothbaum, and Lawrence D.W. Schmidt, MIT Sloan Working Paper 6547-21. Cambridge, MA: MIT Sloan School of Management, July 2021.
Gallagher, Emily A. Lawrence D W Schmidt, Allan Timmermann, Russ Wermers. The Review of Financial Studies Vol. 33, No. 4 (2020): 1445-1483.
Byun, Sung Je and Lawrence D.W. Schmidt, MIT Sloan Working Paper 5712-19. Cambridge, MA: MIT Sloan School of Management, February 2020.
Beare, Brendan K., and Lawrence D. W. Schmidt. Journal of Applied Econometrics Vol. 31, No. 2 (2016): 338-356. Supplement.