Hengjie Ai : Citation Profile


Are you Hengjie Ai?

University of Minnesota

5

H index

4

i10 index

114

Citations

RESEARCH PRODUCTION:

3

Articles

10

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 6
   Journals where Hengjie Ai has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (0.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pai13
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

Bansal, Ravi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hengjie Ai.

Is cited by:

Havranek, Tomas (5)

Zhang, Lu (4)

Grüning, Patrick (4)

Aase, Knut (3)

Rusnák, Marek (3)

Dou, Winston (3)

Horvath, Roman (3)

Bansal, Ravi (3)

Irsova, Zuzana (3)

Shigeta, Yuki (2)

Fillat, Jose (2)

Cites to:

Epstein, Larry (12)

Strzalecki, Tomasz (11)

Bansal, Ravi (7)

Hansen, Lars (6)

Kreps, David (6)

Zhang, Lu (6)

Weil, Philippe (5)

Marinacci, Massimo (5)

Quiggin, John (5)

Zin, Stanley (5)

Gourio, Francois (4)

Main data


Where Hengjie Ai has published?


Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4

Recent works citing Hengjie Ai (2024 and 2023)


YearTitle of citing document
2023Profitability anomaly and aggregate volatility risk. (2023). Barinov, Alexander. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000714.

Full description at Econpapers || Download paper

2023Learning and the capital age premium. (2023). Xu, Chenjie ; Tsou, Chi-Yang ; Li, Kai. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:76-90.

Full description at Econpapers || Download paper

2023The rate of discount on public investments with future bias in an altruistic overlapping generations model. (2023). Tamai, Toshiki. In: European Journal of Political Economy. RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000605.

Full description at Econpapers || Download paper

Works by Hengjie Ai:


YearTitleTypeCited
2010Information Quality and Long?Run Risk: Asset Pricing Implications In: Journal of Finance.
[Full Text][Citation analysis]
article46
2004A Theory of Risk Aversion without the Independence Axiom In: Econometric Society 2004 North American Summer Meetings.
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paper0
2013Growth to value: Option exercise and the cross section of equity returns In: Journal of Financial Economics.
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article32
2012Moral hazard, investment, and firm dynamics In: FRB Atlanta CQER Working Paper.
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paper6
2018Asset Pricing with Endogenously Uninsurable Tail Risk In: Staff Report.
[Full Text][Citation analysis]
paper3
2018Asset Pricing with Endogenously Uninsurable Tail Risk.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2005Smooth nonexpected utility without state independence In: Working Papers.
[Full Text][Citation analysis]
paper1
2016Risk Preferences and The Macro Announcement Premium In: NBER Working Papers.
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paper11
2023Identifying Preference for Early Resolution from Asset Prices In: NBER Working Papers.
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paper0
2023Macroeconomic Announcement Premium In: NBER Working Papers.
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paper0
2013Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital In: Review of Financial Studies.
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article15
2010Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital.(2010) In: 2010 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2008A Model of Cross-Section of Equity Returns and Firm Dynamics In: 2008 Meeting Papers.
[Full Text][Citation analysis]
paper0

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