Leonid Kogan : Citation Profile


Are you Leonid Kogan?

Massachusetts Institute of Technology (MIT) (50% share)
National Bureau of Economic Research (NBER) (50% share)

16

H index

19

i10 index

1283

Citations

RESEARCH PRODUCTION:

21

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 53
   Journals where Leonid Kogan has often published
   Relations with other researchers
   Recent citing documents: 279.    Total self citations: 21 (1.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko698
   Updated: 2022-01-15    RAS profile: 2020-11-23    
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Relations with other researchers


Works with:

Schmidt, Lawrence (3)

Papanikolaou, Dimitris (3)

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

Is cited by:

Zhang, Lu (24)

Lin, Xiaoji (20)

Wachter, Jessica (13)

Curatola, Giuliano (9)

Hugonnier, Julien (9)

Kerr, William (8)

Akcigit, Ufuk (8)

song, zhongzhi (7)

Yan, Hongjun (7)

Pastor, Lubos (7)

Chun, Hyunbae (7)

Cites to:

Campbell, John (36)

Abel, Andrew (21)

French, Kenneth (20)

Cochrane, John (20)

Fama, Eugene (19)

Duffie, Darrell (18)

merton, robert (13)

Greenwood, Jeremy (12)

Papanikolaou, Dimitris (11)

Constantinides, George (11)

Zhang, Lu (11)

Main data


Where Leonid Kogan has published?


Journals with more than one article published# docs
Journal of Political Economy5
Journal of Financial Economics4
Journal of Finance4
Operations Research3

Working Papers Series with more than one paper published# docs
2009 Meeting Papers / Society for Economic Dynamics3
2004 Meeting Papers / Society for Economic Dynamics2

Recent works citing Leonid Kogan (2021 and 2020)


YearTitle of citing document
2020Secular Trends and Technological Progress. (2020). Döttling, Robin ; Dottling, Robin ; Perotti, Enrico. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:006.

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2021Credit Supply, Firms, and Earnings Inequality. (2021). Moser, Christian ; Wolter, Stefanie ; Wirth, Benjamin ; Saidi, Farzad. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:086.

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2020“In knowledge we trust: learning-by-interacting and the productivity of inventors”. (2020). Morneo, Rosina ; Miguelez, Ernest ; Tubiana, Matteo. In: AQR Working Papers. RePEc:aqr:wpaper:202005.

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2020Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications. (2019). Langren, Nicolas ; Hur, Come ; Bachouch, Achref ; Pham, Huyen. In: Papers. RePEc:arx:papers:1812.05916.

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2020Pricing path-dependent Bermudan options using Wiener chaos expansion: an embarrassingly parallel approach. (2019). Lelong, J'Erome. In: Papers. RePEc:arx:papers:1901.05672.

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2021Solving high-dimensional optimal stopping problems using deep learning. (2019). Welti, Timo ; Jentzen, Arnulf ; Cheridito, Patrick ; Becker, Sebastian. In: Papers. RePEc:arx:papers:1908.01602.

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2021Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets and Discrete Time. (2020). Secomandi, Nicola. In: Papers. RePEc:arx:papers:2001.05788.

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2020Randomized optimal stopping algorithms and their convergence analysis. (2020). Schoenmakers, John ; Pigato, Paolo ; Hager, Paul ; Belomestny, Denis ; Bayer, Christian. In: Papers. RePEc:arx:papers:2002.00816.

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2020Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures. (2020). Li, Jonathan Yumeng ; Delage, Erick ; Marzban, Saeed . In: Papers. RePEc:arx:papers:2002.02876.

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2020Are American options European after all?. (2020). Lenga, Matthias ; Kallsen, Jan ; Christensen, Soren. In: Papers. RePEc:arx:papers:2002.05571.

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2020Equal risk option pricing with deep reinforcement learning. (2020). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2002.08492.

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2020Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale. (2020). Gaillardetz, Patrice ; Essis-Breton, Nicolas. In: Papers. RePEc:arx:papers:2002.11258.

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2021Hedging with Neural Networks. (2020). Wang, Weiguan ; Ruf, Johannes. In: Papers. RePEc:arx:papers:2004.08891.

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2020The rise of science in low-carbon energy technologies. (2020). Lafond, François ; Pichler, Anton ; Hotte, Kerstin. In: Papers. RePEc:arx:papers:2004.09959.

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2020Differential Machine Learning. (2020). Savine, Antoine ; Huge, Brian . In: Papers. RePEc:arx:papers:2005.02347.

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2021Robust Multiple Stopping -- A Pathwise Duality Approach. (2020). Laeven, Roger ; Stadje, Mitja ; John , . In: Papers. RePEc:arx:papers:2006.01802.

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2020Deep Hedging of Long-Term Financial Derivatives. (2020). Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2007.15128.

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2020The Hansen ratio in mean--variance portfolio theory. (2020). Vcern, Alevs. In: Papers. RePEc:arx:papers:2007.15980.

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2020Inter-organisational patent opposition network: How companies form adversarial relationships. (2020). Yamanoi, Junichi ; Moriya, Nagi ; Kito, Tomomi. In: Papers. RePEc:arx:papers:2009.04113.

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2021From optimal martingales to randomized dual optimal stopping. (2021). Schoenmakers, John ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2102.01533.

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2021A Scaling Limit for Utility Indifference Prices in the Discretized Bachelier Model. (2021). Dolinsky, Yan ; Cohen, Asaf. In: Papers. RePEc:arx:papers:2102.11968.

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2021Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2102.12694.

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2021A nonparametric algorithm for optimal stopping based on robust optimization. (2021). Sturt, Bradley. In: Papers. RePEc:arx:papers:2103.03300.

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2021Optimal Stopping via Randomized Neural Networks. (2021). Herrera, Calypso ; Teichmann, Josef ; Ruyssen, Pierre ; Krach, Florian. In: Papers. RePEc:arx:papers:2104.13669.

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2021Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning. (2021). Li, Yuxuan ; Cui, Haoen ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2107.03340.

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2021Economic development and the structure of cross-technology interactions. (2021). Krysiak, Frank C ; Bondarev, Anton. In: Papers. RePEc:arx:papers:2107.06137.

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2021Deep equal risk pricing of financial derivatives with non-translation invariant risk measures. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2107.11340.

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2021Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures. (2021). Li, Jonathan Yumeng ; Delage, Erick ; Marzban, Saeed. In: Papers. RePEc:arx:papers:2109.04001.

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2021Numeraire-invariant quadratic hedging and mean--variance portfolio allocation. (2021). Kallsen, Jan ; Czichowsky, Christoph ; Vcern, Alevs. In: Papers. RePEc:arx:papers:2110.09416.

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2021Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238.

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2020Fencing Off Silicon Valley: Cross-Border Venture Capital and Technology Spillovers. (2020). Ates, Sina T ; Akcigit, Ufuk ; Zhestkova, Yulia ; Townsend, Richard R ; Lerner, Josh. In: Working Papers. RePEc:bfi:wpaper:2020-136.

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2020Financial Crises and Innovation. (2020). Sever, Can ; Harcy, Bryan. In: BIS Working Papers. RePEc:bis:biswps:846.

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2021Momentum, Reversals, and Business Cycle Turning Points. (2021). Xiao, Yuchao ; Min, Byoungkyu. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:4:p:679-708.

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2020The role of foreign and domestic venture capital in innovation: evidence from China. (2020). Zhang, Xueyong ; Que, Jiangjing. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1077-1110.

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2021Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434.

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2021Leverage constraints and corporate financing decisions. (2021). Zhou, Qing ; Yang, Liu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5199-5230.

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2021Financial reporting and corporate innovation: a review of the international literature. (2021). Guo, Huiting ; Liu, Ying ; Habib, Ahsan ; Huang, Hedy Jiaying. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5439-5499.

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2021Top executive tournament incentives and corporate innovation output. (2021). Lu, Li Ping ; Wang, Chunyang ; Gao, Chengcheng ; Pan, Huifeng ; Cai, Xianjun. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:5893-5924.

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2021Share repurchases and firm innovation. (2021). Yin, Xiangkang ; Vu, LE ; Nguyen, Lily. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1665-1695.

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2020Internal information quality and patent‐related innovation. (2020). McPhee, Gregory ; Lao, Brent ; Huang, Kelly. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:3-4:p:489-518.

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2020Graduate education and long‐term inventive performance: Evidence from undergraduates choices during recessions. (2020). Nagaoka, Sadao ; Onishi, Koichiro . In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:29:y:2020:i:3:p:465-491.

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2020What Drives Anomaly Returns?. (2020). Tetlock, Paul C ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1417-1455.

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2020Corporate Disclosure as a Tacit Coordination Mechanism: Evidence from Cartel Enforcement Regulations. (2020). She, Guoman ; Aldokas, Alminas ; Bourveau, Thomas. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:2:p:295-332.

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2020R&D and Innovation: Evidence from Patent Data. (2020). Takahashi, Koji ; Oh, Yusuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e07.

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2020Rational Learning and the Term Structures of Value and Growth Risk Premia. (2020). Marfè, Roberto ; Khapko, Mariana ; Hasler, Michael. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:622.

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2020Automating labor: evidence from firm-level patent data. (2020). Zanella, Carlo ; Hemous, David ; Olsen, Morten ; Dechezlepretre, Antoine. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1679.pdf.

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2021The creation and diffusion of knowledge: Evidence from the Jet Age. (2021). Stipanicic, Fernando ; Pauly, Stefan. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2112.

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2020Litigating Innovation: Evidence from Securities Class Action Lawsuits. (2020). Spalt, Oliver G ; Kempf, Elisabeth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14358.

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2021Labour-saving automation and occupational exposure: a text-similarity measure. (2021). Vivarelli, Marco ; Montobbio, Fabio ; Virgillito, Maria Enrica ; Staccioli, Jacopo. In: DISCE - Quaderni del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0021.

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2021Innovation Performance and the Signal Effect: Evidence from a European Program. (2021). Levratto, Nadine ; Quignon, Aurelien. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-34.

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2020Factors Influencing Renewable Energy Technological Innovation in Malaysia. (2020). Alshebami, Ali Saleh ; Raza, Muhammad ; Sibghatullah, Amena. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-74.

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2020Peer R&D disclosure and corporate innovation: Evidence from American depositary receipt firms. (2020). Huang, Huichi ; Hsu, Hsiao-Tang ; Gordon, Elizabeth A. In: Advances in accounting. RePEc:eee:advacc:v:49:y:2020:i:c:s0882611020300419.

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2020To share or not to share: The importance of peer firm similarity to auditor choice. (2020). Stein, Sarah E ; Pittman, Jeffrey ; Cobabe, Matthew ; Bills, Kenneth L. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:83:y:2020:i:c:s0361368218300321.

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2020The undesirable effect of audit quality: Evidence from firm innovation. (2020). Yin, Xiangkang ; Vu, LE ; Nguyen, Lily. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:6:s0890838920300585.

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2021Do peer firms influence innovation?. (2021). Machokoto, Michael ; Ntim, Collins G ; Gyimah, Daniel. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000147.

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2020Do technology spillovers affect the corporate information environment?. (2020). Kecskes, Ambrus ; Nguyen, Phuong-Anh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300250.

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2020Navigating through economic policy uncertainty: The role of corporate cash holdings. (2020). Rhee, Ghon S ; Nguyen, MY ; Duong, Huu Nhan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300511.

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2020Is social capital associated with corporate innovation? Evidence from publicly listed firms in the U.S. (2020). HASAN, IFTEKHAR ; Zhang, Hao ; Wu, Qiang ; Hoi, Chun-Keung. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300675.

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2020Are CEOs judged on their companies social reputation?. (2020). Xu, Yan ; Garrett, Ian ; Gao, Ning ; Cai, Xiangshang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300651.

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2020The impact of short-selling pressure on corporate employee relations. (2020). Xu, Limin ; Luo, Juan ; Brockman, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301218.

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2020The impact of competition and time-to-finance on corporate cash holdings. (2020). Schandlbauer, Alexander ; Moritzen, Mark Raun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119919300744.

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2020Do external labour market incentives constrain bad news hoarding? The CEOs industry tournament and crash risk reduction. (2020). Pathan, Shams ; Hodgson, Allan ; Chowdhury, Hasibul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302182.

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2020Terrorist attacks, investor sentiment, and the pricing of initial public offerings. (2020). Goyal, Abhinav ; Zolotoy, Leon ; Veeraraghavan, Madhu ; Chen, Yangyang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302248.

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2021What do insiders know? Evidence from insider trading around share repurchases and SEOs. (2021). michaely, roni ; Cziraki, Peter ; Lyandres, Evgeny. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119918308824.

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2021Stock-market disruptions and corporate disclosure policies. (2021). Nanda, Vikram ; Jiang, Jinglin ; Xiao, Steven Chong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302066.

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2021Financial hedging and corporate investment. (2021). Zeng, Yeqin ; Chen, Zhong ; Alexandridis, George. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000079.

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2021Managerial liability and corporate innovation: Evidence from a legal shock. (2021). Zou, Hong ; Zheng, Liu ; Zhang, Liandong ; Guan, Yuyan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001437.

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2021The costs and benefits associated with inventor CEOs. (2021). Lin, Zhilu ; Fuller, Kathleen ; Byun, Seong K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002169.

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2021Courting innovation: The effects of litigation risk on corporate innovation. (2021). Karim, Sydul M ; Houston, Reza ; Hassan, Kabir M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002200.

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2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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2021Identifying the influence of natural disasters on technological innovation. (2021). Zheng, Mingbo ; Chang, Chun-Ping ; Li, Chunyan ; Chen, Yin-E, . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:22-36.

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2021International capital mobility and corporate tax revenues: How do controlled foreign company rules and innovation shape this relationship?. (2021). de Pascale, Gianluigi ; Amendolagine, Vito ; Faccilongo, Nicola. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001322.

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2021International output synchronization at different frequencies. (2021). Kim, Yun Jung ; Ho, Sun. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002169.

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2021The impact of hedging on risk-averse agents’ output decisions. (2021). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002273.

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2020Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

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2020The innovation effect of dual-class shares: New evidence from US firms. (2020). Malatesta, Paul ; Goh, Jeremy ; Leng, Tiecheng ; Cao, Xiaping. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:347-357.

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2020Country governance, corruption, and the likelihood of firms’ innovation. (2020). Lee, Chien-Chiang ; Ho, Shan-Ju ; Wang, Chih-Wei. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:326-338.

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2020Disagreement with procyclical beliefs and asset pricing. (2020). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302621.

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2021Pricing the hedging factor in the cross-section of stock returns. (2021). Dunbar, Kwamie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000152.

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2021Corruption pays off: How environmental regulations promote corporate innovation in a developing country. (2021). Jian, ZE ; Fu, Tong. In: Ecological Economics. RePEc:eee:ecolec:v:183:y:2021:i:c:s0921800921000276.

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2021Self-enforcement, heterogeneous agents, and long-run survival. (2021). Han, Kookyoung. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s016517652100183x.

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2021Macroeconomic uncertainty prices when beliefs are tenuous. (2021). Sargent, Thomas ; Hansen, Lars Peter. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:222-250.

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2021Economic development and the structure of cross-technology interactions. (2021). Krysiak, Frank C ; Bondarev, Anton. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302580.

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2021How much Keynes and how much Schumpeter?. (2021). Ratto, Marco ; Pfeiffer, Philipp ; Pataracchia, Beatrice ; Cozzi, Guido. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000131.

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2021Financial crises and innovation. (2021). Hardy, Bryan ; Sever, Can. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001847.

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2022Optimal liquidation problem in illiquid markets. (2022). Vecer, Jan ; Sadoghi, Amirhossein. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1050-1066.

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2022Near-optimal asset allocation in financial markets with trading constraints. (2022). Pelsser, Antoon ; Kamma, Thijs. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:766-781.

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2020Arbitrage risk and the cross-section of stock returns: Evidence from China. (2020). Roca, Eduardo ; Li, Bin ; Omura, Akihiro ; Chu, Chien Chi ; En, YU. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014118303327.

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2020Does product market competition affect corporate governance? Evidence from corporate takeovers. (2020). Shin, Sean Seunghun ; Oh, Frederick Dongchuhl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:68-87.

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2020Innovate or die: Corporate innovation and bankruptcy forecasts. (2020). Tian, Shaonan ; Bai, Qing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:88-108.

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2020Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827.

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2020The role of hormones in financial markets. (2020). Bose, Subir ; Li, Xin ; Ladley, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918307890.

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2020Time series momentum and macroeconomic risk. (2020). O'Brien, John ; Hutchinson, Mark C. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301137.

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2020CEOs market sentiment and corporate innovation: The role of financial uncertainty, competition and capital intensity. (2020). Danso, Albert ; Lartey, Theophilus ; Owusu-Agyei, Samuel. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302258.

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2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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2021The road to economic recovery: Pandemics and innovation. (2021). Verousis, Thanos ; Zhang, Mengyu ; Wang, Lipeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000727.

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2021The big picture: The industry effect of short interest. (2021). Wang, Kainan ; Liu, Chang ; Chung, Chune Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001010.

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2020Corporate innovation and credit default swap spreads. (2020). Oh, Frederick Dongchuhl ; Lee, Hwang Hee. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306226.

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2021Decreasing investment-cash flow sensitivity: Further UK evidence. (2021). Tanveer, Umair ; Machokoto, Michael ; Areneke, Geofry ; Ishaq, Shamaila. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319300844.

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2021Firm-specific investor sentiment and stock price crash risk. (2021). Wu, Xiang ; Fu, Junhui ; Chen, Rongda ; Liu, Yufang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308013.

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2021Does irrational lead to higher returns? Evidence from the Chinese P2P lending market. (2021). Xiong, Xiong ; Li, Yuelei ; Zhang, Wei ; Zhao, Yingxiu. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319313479.

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More than 100 citations found, this list is not complete...

Works by Leonid Kogan:


YearTitleTypeCited
2010Growth Opportunities and Technology Shocks In: American Economic Review.
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article7
2012Economic Activity of Firms and Asset Prices In: Annual Review of Financial Economics.
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article13
2006The Price Impact and Survival of Irrational Traders In: Journal of Finance.
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article101
2004Price Impact and Survival of Irrational Traders.(2004) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 101
paper
2003The Price Impact and Survival of Irrational Traders.(2003) In: Working papers.
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This paper has another version. Agregated cites: 101
paper
2003The Price Impact and Survival of Irrational Traders.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 101
paper
2004The Price Impact and Survival of Irrational Traders.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 101
paper
2009Oil Futures Prices in a Production Economy with Investment Constraints In: Journal of Finance.
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article31
2012Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs In: Journal of Finance.
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article43
2014Growth Opportunities, Technology Shocks, and Asset Prices In: Journal of Finance.
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article54
2012Growth Opportunities, Technology Shocks, and Asset Prices.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 54
paper
2002Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies In: CEPR Discussion Papers.
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paper25
2000Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies.(2000) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 25
paper
2001Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 25
paper
2002Equilibrium Cross-Section of Returns In: CEPR Discussion Papers.
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paper211
2003Equilibrium Cross Section of Returns.(2003) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 211
article
2020Technological Innovation and Labor Income Risk In: Working Papers, Center for Retirement Research at Boston College.
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paper6
2020Technological Innovation and Labor Income Risk.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
paper
2017Market selection In: Journal of Economic Theory.
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article15
2009Market Selection.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 15
paper
2009Market Selection.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 15
paper
2012Displacement risk and asset returns In: Journal of Financial Economics.
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article34
2000When is time continuous? In: Journal of Financial Economics.
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article42
2001WHEN IS TIME CONTINUOUS?.(2001) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 42
chapter
2001An equilibrium model of irreversible investment In: Journal of Financial Economics.
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article27
2004Asset prices and real investment In: Journal of Financial Economics.
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article36
2012Firm characteristics and empirical factor models: a data-mining experiment In: International Finance Discussion Papers.
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paper1
2000Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices In: Rodney L. White Center for Financial Research Working Papers.
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paper154
2001Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154
paper
2002Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices.(2002) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 154
article
2001Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach In: Operations Research.
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article26
2004Pricing American Options: A Duality Approach In: Operations Research.
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article73
2006Evaluating Portfolio Policies: A Duality Approach In: Operations Research.
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article8
2003Evaluating Portfolio Policies: A Duality Approach.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2003Evaluating Portfolio Policies: A Duality Approach.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2005Futures Prices in a Production Economy with Investment Constraints In: NBER Working Papers.
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paper7
2004Futures Prices in a Production Economy with Investment Constraints.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 7
paper
2007Durability of Output and Expected Stock Returns In: NBER Working Papers.
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paper59
2007Durability of Output and Expected Stock Returns.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 59
paper
2009Durability of Output and Expected Stock Returns.(2009) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
article
2009The Demographics of Innovation and Asset Returns In: NBER Working Papers.
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paper4
2009The Demographics of Innovation and Asset Returns.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2012Technological Innovation, Resource Allocation, and Growth In: NBER Working Papers.
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paper244
2017Technological Innovation, Resource Allocation, and Growth.(2017) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 244
article
2012A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks In: NBER Working Papers.
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paper6
2013Winners and Losers: Creative Destruction and the Stock Market In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2019Measuring “Dark Matter” in Asset Pricing Models In: NBER Working Papers.
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paper10
2021Technology-Skill Complementarity and Labor Displacement: Evidence from Linking Two Centuries of Patents with Occupations In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
1997Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2013Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks In: Review of Financial Studies.
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article34
2009Growth opportunities and Investment-Specific Technology Shocks. In: 2009 Meeting Papers.
[Citation analysis]
paper0
2014Accuracy Verification for Numerical Solutions of Equilibrium Models In: 2014 Meeting Papers.
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paper2
2020Left Behind: Creative Destruction, Inequality, and the Stock Market In: Journal of Political Economy.
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article3
2004Erratum: Equilibrium Cross Section of Returns In: Journal of Political Economy.
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article0

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