Deborah Lucas : Citation Profile


Are you Deborah Lucas?

Massachusetts Institute of Technology (MIT) (90% share)
National Bureau of Economic Research (NBER) (10% share)

18

H index

20

i10 index

2149

Citations

RESEARCH PRODUCTION:

35

Articles

16

Papers

1

Books

11

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   46 years (1975 - 2021). See details.
   Cites by year: 46
   Journals where Deborah Lucas has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 9 (0.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu94
   Updated: 2022-01-15    RAS profile: 2021-01-25    
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Relations with other researchers


Works with:

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

Is cited by:

Guiso, Luigi (29)

Michaelides, Alexander (26)

Constantinides, George (25)

Haliassos, Michael (23)

Willen, Paul (19)

Kubler, Felix (19)

Lustig, Hanno (18)

Gomes, Francisco (18)

Geczy, Christopher (17)

Van Nieuwerburgh, Stijn (15)

Mendoza, Enrique (15)

Cites to:

Mankiw, N. Gregory (8)

Hansen, Lars (6)

Campbell, John (5)

Jagannathan, Ravi (5)

Calvet, Laurent (4)

Gale, William (4)

Taylor, John (4)

Pennacchi, George (4)

Sodini, Paolo (4)

Leland, Hayne (3)

Amihud, Yakov (3)

Main data


Where Deborah Lucas has published?


Journals with more than one article published# docs
Journal of Monetary Economics5
Journal of Money, Credit and Banking3
Journal of Financial and Quantitative Analysis2
Journal of Finance2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
Working Papers / Congressional Budget Office4

Recent works citing Deborah Lucas (2021 and 2020)


YearTitle of citing document
2020Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989.

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2020Optimal control of multiple Markov switching stochastic system with application to portfolio decision. (2020). Shi, Jianmin. In: Papers. RePEc:arx:papers:2010.16102.

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2020Selected Macro-Economic Variables and Financial Leverages Impact on Performance Indicators of Quoted Chemical Firms in PSX. (2020). Ali, Muhammad Uzair ; Ahmad, Nawaz. In: Journal of Asian Business Strategy. RePEc:asi:joabsj:2020:p:80-89.

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2020Effective development banking: loans or guarantees?. (2020). Fernandez-Arias, Eduardo ; Fernandez -Arias, Eduardo ; Xu, Jiajun. In: Working Paper. RePEc:avg:wpaper:en11685.

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2021Complementarities Between Fiscal Policy and Monetary Policy—Literature Review. (). Shao, Lin ; Priftis, Romanos ; Matveev, Dmitry ; Friedrich, Christian ; Dunbar, Geoffrey ; Dong, Wei. In: Discussion Papers. RePEc:bca:bocadp:21-4.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020Asset pricing with heterogeneous beliefs and illiquidity. (2020). Tan, Xiaowei ; Nutz, Marcel ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1392-1421.

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2020The welfare cost of inflation with banking time. (2020). Gillman, Max ; Max, Gillman. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:20:n:18.

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2020Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation. (2020). Nicodano, Giovanna ; Fugazza, Carolina ; Bagliano, Fabio C. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:616.

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2020Inflation and the Price of Real Assets. (2020). Schneider, Martin ; Rogers, Ciaran ; Piazzesi, Monika ; Leombroni, Matteo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14390.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Ka, Charles ; Chang, Kuang-Liang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_004.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124.

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2020Corporate Geographical Location and Capital Structure: Evidence from an Emerging Market. (2020). Alnori, Faisal ; Jerbeen, Mohammed. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-22.

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2020Corporate Leverage Transmission under Information Asymmetry: Evidence from Non-financial Firms of Pakistan. (2020). Ahmed, Bilal ; Bhatti, Abdul Qadir ; Saleem, Qasim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-21.

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2020Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303257.

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2021Abnormal volatility in seasoned equity offerings during economic disruptions. (2021). Bakry, Walid ; Prasad, Mason ; Varua, Maria Estela. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000538.

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2020Does operating risk affect portfolio risk? Evidence from insurers securities holding. (2020). Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300237.

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2020Private equity exits after IPOs. (2020). Sushka, Marie E ; Slovin, Myron B ; Dong, QI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301401.

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2020Arbitrage vs. informed short selling: Evidence from convertible bond issuers. (2020). Koski, Jennifer L ; Henry, Tyler R ; Hackney, John . In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301310.

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2020Quality revealing versus overstating in equity crowdfunding. (2020). Johan, Sofia ; Zhang, Yelin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301851.

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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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2021The going public decision of business group firms. (2021). Sertsios, Giorgo ; Larrain, Borja ; Urzua, Francisco. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302637.

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2021Alpha decay and Sharpe ratio: Two measures of investor performance. (2021). Ou-Yang, Hui ; Guo, Ming. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321001474.

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2021Investor sentiment and stock price: Empirical evidence from Chinese SEOs. (2021). Yan, Chao ; Huang, Yong ; Lan, Yueqin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:703-714.

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2020Holding risky financial assets and subjective wellbeing: Empirical evidence from China. (2020). Li, Haifeng ; Lin, Arthur J ; Hsu, Chien-Lung ; Chen, Fuzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818306302.

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2020The role of labor-income risk in household risk-taking. (2020). Li, Jian ; Koulovatianos, Christos ; Hubar, Sylwia. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301537.

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2020International comparison of household asset allocation: Micro-evidence from cross-country comparisons. (2020). Gan, Li ; Guo, Jiaojiao ; Lu, Xiaomeng. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s156601411930514x.

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2020Disaggregation and the equity premium puzzle. (2020). Wilson, Matthew. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:1-18.

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2020Forced retirement risk and portfolio choice. (2020). Lee, Minjoon ; Chen, Guodong ; Nam, Tong-Yob. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:293-315.

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2021Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey. (2021). Zhou, Mingshan ; Wang, Tianyu ; Li, Rui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:1-15.

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2021Household portfolio allocation, uncertainty, and risk. (2021). Spencer, Christopher ; Harris, Mark ; Brown, Sarah ; Gray, Daniel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:96-117.

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2021From stress testing to systemic stress testing: The importance of macroprudential regulation. (2021). Fujiwara, Yoshi ; Becker, Alexander P ; Aoyama, Hideaki ; Vodenska, Irena ; Lungu, Eliza ; Iyetomi, Hiroshi. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301029.

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2021Valuation uncertainty, home and host market uncertainty, and cross-border seasoned equity offerings. (2021). Richards, Malika ; Miller, Stewart R ; Indro, Daniel C ; Eden, Lorraine. In: International Business Review. RePEc:eee:iburev:v:30:y:2021:i:3:s0969593121000159.

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2020International capital flows, portfolio composition, and the stability of external imbalances. (2020). Yu, Changhua ; Devereux, Michael ; Saito, Makoto. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s002219962030101x.

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2020Optimal retirement with borrowing constraints and forced unemployment risk. (2020). Zhao, Huainan ; Park, Seyoung ; Jang, Bong-Gyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:25-39.

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2020How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk. (2020). Huang, Xiaoxia ; Yang, Tingting. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302997.

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2020Number of brothers, risk sharing, and stock market participation. (2020). Niu, Geng ; Zhou, Yang ; Li, Han ; Wang, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300248.

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2020Asset pricing implications of money: New evidence. (2020). Silva, Andre ; Maio, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302181.

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2021Optimal collective investment: The impact of sharing rules, management fees and guarantees. (2021). Rach, Manuel ; Nguyen, Thai ; Chen, AN. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302739.

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2020The redistributive effects of bank capital regulation. (2020). Marquez, Robert ; Carletti, Elena ; Petriconi, Silvio. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:743-759.

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2020Terrorist attacks and investor risk preference: Evidence from mutual fund flows. (2020). Young, Michael ; Wang, Albert Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:491-514.

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2020Heterogeneous beliefs and return volatility around seasoned equity offerings. (2020). Mishra, Suchi ; Kumar, Alok ; Kang, Qiang ; Hibbert, Ann Marie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:571-589.

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2020The price effects of liquidity shocks: A study of the SEC’s tick size experiment. (2020). Yao, Chen ; Song, Shiyun ; Albuquerque, Rui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724.

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2021Windfall gains and stock market participation. (2021). Lindqvist, Erik ; Cesarini, David ; Ostling, Robert ; Briggs, Joseph. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:57-83.

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2021Loan guarantees and credit supply. (2021). Yannelis, Constantine ; Kim, Olivia S ; Bachas, Natalie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:872-894.

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2021The trading response of individual investors to local bankruptcies. (2021). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:928-953.

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2020The impact of health insurance on stockholding: A regression discontinuity approach. (2020). Georgarakos, Dimitris ; Christelis, Dimitris ; Sanz-De, Anna. In: Journal of Health Economics. RePEc:eee:jhecon:v:69:y:2020:i:c:s0167629617306951.

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2020Early life conditions and financial risk-taking in older age. (2020). Dobrescu, Loretti ; Christelis, Dimitris ; Motta, Alberto. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x20300311.

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2020Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation. (2020). Uribe, Jorge ; Manotas, Diego F ; Restrepo, Natalia. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720300684.

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2021A new preference model that allows for narrow framing. (2021). He, Xue Dong ; Guo, Jing. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s0304406820301476.

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2021Were there fire sales in the RMBS market?. (2021). Sherlun, Shane M ; Stulz, Rene M ; Nadauld, Taylor D ; Merrill, Craig B. In: Journal of Monetary Economics. RePEc:eee:moneco:v:122:y:2021:i:c:p:17-37.

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2020Financial literacy, household portfolio choice and investment return. (2020). Wei, XU ; Li, Qize. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301128.

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2020Chinese economic policy uncertainty and U.S. households portfolio decisions. (2020). Jo, Chanik ; Jeon, Yoontae ; Lee, Kiryoung. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20304510.

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2021Market timing in private equity placements: Empirical evidence from China. (2021). Zha, Daolin ; Yu, Xuanying ; Uchida, Konari ; Huang, Yong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001499.

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2021“Taking Diversity Into Account”: Real effects of accounting measurement on asset allocation. (2021). le Quang, Gaetan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:135-143.

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2021Composite-asset-risk approach to solving the equity premium puzzle. (2021). Kim, Yun-Yeong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:200-216.

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2020Property rights and risk aversion: Evidence from a titling program. (2020). Molina, Oswaldo ; Outes-Leon, Ingo W ; Aragon, Fernando M. In: World Development. RePEc:eee:wdevel:v:134:y:2020:i:c:s0305750x20301467.

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2020Equity Financing Risk. (2020). Palazzo, Berardino ; Medhat, Mamdouh. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-37.

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2020Portfolio Choice for a Resource-Based Sovereign Wealth Fund: An Analysis of Cash Flows. (2020). Eap, Hanna Marisela ; Mork, Knut Anton ; Haraldsen, Magnus Eskedal. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:14-:d:329849.

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2020Is Financial Literacy Associated with Investment in Financial Markets in the United States?. (2020). Kadoya, Yoshihiko ; Rabbani, Naheed ; Rahim, Mostafa Saidur. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7370-:d:410657.

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2021Can Financial Literacy Explain Lack of Investment in Risky Assets in Japan?. (2021). Kadoya, Yoshihiko ; Rabbani, Naheed ; Rahim, Mostafa Saidur. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12616-:d:679603.

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2021The Asymmetric Impact of Funding Liquidity Risk on the Volatility of Stock Portfolios during the COVID-19 Crisis. (2021). Soytas, Ugur ; Kocaarslan, Baris. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:2286-:d:502552.

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2021Towards Personal Financial Sustainability Based on Human Capital Analysis in Korea. (2021). Ho, Jang ; Lee, Gunyoung ; Yu, Jaeyong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2700-:d:509299.

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2020How People React to Pension Risk. (2020). de Grip, Andries ; Sleijpen, Olaf ; Salamanca, Nicolas. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2020n05.

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2021.

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2020Is Market Timing Good for Shareholders?. (2020). Wan, Pengcheng ; Tserlukevich, Yuri ; Babenko, Ilona . In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3542-3560.

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2020Operational and Financial Decisions Within Proportional Investment Cooperatives. (2020). Olsen, Tava Lennon ; Qian, Xiaoyan. In: Manufacturing & Service Operations Management. RePEc:inm:ormsom:v:22:y:2020:i:3:p:545-561.

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2020How People React to Pension Risk. (2020). de Grip, Andries ; Sleijpen, Olaf ; Salamanca, Nicolas. In: IZA Discussion Papers. RePEc:iza:izadps:dp13077.

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2020Health Care Investment: The Case of Multiple Sources of Risk. (2020). Jokung, Octave ; Mitra, Sovan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09291-3.

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2021Geographic Heterogeneity in Housing Market Risk and Portfolio Choice. (2021). Nam, Tong-Yob. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:4:d:10.1007_s11146-020-09762-9.

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2020Why does stock-market investor sentiment influence corporate investment?. (2020). Du, Ding ; Hu, OU. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00823-6.

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2020When enough is not enough: bank capital and the Too-Big-To-Fail subsidy. (2020). Imerman, Michael B. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00877-x.

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2021Lottery-type stocks and corporate strategies at the turn of the month. (2021). Pantzalis, Christos ; Meng, Yun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:3:d:10.1007_s11156-020-00917-6.

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2020Entry into self-employment and individuals’ risk-taking propensities. (2020). Sadrieh, Abdolkarim ; Hyll, Walter ; Brachert, Matthias. In: Small Business Economics. RePEc:kap:sbusec:v:55:y:2020:i:4:d:10.1007_s11187-019-00173-6.

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2020A test of risk vulnerability in the wider population. (2020). conte, anna ; Moffatt, Peter G ; Bacon, Philomena M. In: Theory and Decision. RePEc:kap:theord:v:88:y:2020:i:1:d:10.1007_s11238-019-09708-5.

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2020Should the Government be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?. (2020). Zeldes, Stephen P ; Landoni, Mattia. In: NBER Working Papers. RePEc:nbr:nberwo:26700.

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2020Inflation and the Price of Real Assets. (2020). Schneider, Martin ; Piazzesi, Monika ; Rogers, Ciaran ; Leombroni, Matteo. In: NBER Working Papers. RePEc:nbr:nberwo:26740.

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2020Leverage Dynamics and Financial Flexibility. (2020). Wang, Neng ; Bolton, Patrick ; Yang, Jinqiang. In: NBER Working Papers. RePEc:nbr:nberwo:26802.

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2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

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2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000057.

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2020The Cash Paradox. (). Shao, Enchuan ; Jiang, Janet Hua. In: Review of Economic Dynamics. RePEc:red:issued:18-268.

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2020.

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2020.

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2020Factors Associated with the Capital Structure of Polish Companies in the Long and Short Term. (2020). Szomko, Natalia. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2020:i:1:p:55-74.

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2021The effect of option trading. (2021). Li, Keming. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00279-5.

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2021Equilibrium asset pricing with transaction costs. (2021). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:2:d:10.1007_s00780-021-00449-4.

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2020Are earnings predictable?. (2020). Singal, Vijay ; Amini, Shahram. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-019-09499-z.

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2020A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets. (2020). Kurosaki, Tetsuo ; Sakurai, Yuji . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00260-7.

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2021Competitive equilibria in a comonotone market. (2021). Boonen, Tim J ; Wang, Ruodu ; Liu, Fangda. In: Economic Theory. RePEc:spr:joecth:v:72:y:2021:i:4:d:10.1007_s00199-020-01319-4.

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2021Essays on institutional investors, portfolio choice, and asset prices. (2021). Jansen, Kristy . In: Other publications TiSEM. RePEc:tiu:tiutis:fd998408-d282-4e0f-b542-40e6154f40d2.

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2020Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation. (2020). Nicodano, Giovanna ; Fugazza, Carolina ; Bagliano, Fabio C. In: Working papers. RePEc:tur:wpapnw:068.

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2021Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices. (2021). Ahn, Keunbae. In: PhD Thesis. RePEc:uts:finphd:1-2021.

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2021Asset Pricing With Endogenously Uninsurable Tail Risk. (2021). Bhandari, Anmol ; Ai, Hengjie. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:3:p:1471-1505.

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2020Capital structure adjustment and market reaction following seasoned equity offerings. (2020). Asad, Faiza ; Khan, Majid Jamal ; Bangassa, Kenbata ; Gulzar, Saqib. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:388-411.

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2021The determinants of capital structure: Evidence from SAARC countries. (2021). , Nguyen ; Vo, Xuan Vinh ; Nazir, Mian Sajid ; Azeem, Muhammad ; Shahzad, Aamer. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6471-6487.

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2020When do informed traders acquire and trade on informational advantage? Evidence from Federal Reserve stress tests. (2020). Loveland, Robert ; Fung, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1459-1485.

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2021A note of caution on quantifying banks recapitalization effects. (2021). Noth, Felix ; Schmidt, Kirsten ; Tonzer, Lena. In: Discussion Papers. RePEc:zbw:bubdps:022021.

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2021Political uncertainty and household stock market participation. (2021). Huang, Lixin ; Aslan, Hadiye ; Agarwal, Vikas ; Ren, Honglin. In: CFR Working Papers. RePEc:zbw:cfrwps:2106.

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2020Household finance. (2020). Haliassos, Michael ; Gomes, Francisco J ; Ramadorai, Tarun. In: IMFS Working Paper Series. RePEc:zbw:imfswp:138.

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Deborah Lucas is editor of


Journal
Journal of Money, Credit and Banking

Deborah Lucas has edited the books:


YearTitleTypeCited

Works by Deborah Lucas:


YearTitleTypeCited
2009How Should Public Pension Plans Invest? In: American Economic Review.
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article28
2012Valuation of Government Policies and Projects In: Annual Review of Financial Economics.
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article4
2016Credit Policy as Fiscal Policy In: Brookings Papers on Economic Activity.
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article3
In: .
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article0
2001Investing Public Pensions in the Stock Market: Implications for Risk Sharing, Capital Formation and Public Policy in the Developed and Developing World In: International Review of Finance.
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article2
1990 Equity Issues and Stock Price Dynamics. In: Journal of Finance.
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article186
1989Equity Issues and Stock Price Dynamics.(1989) In: NBER Working Papers.
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This paper has another version. Agregated cites: 186
paper
2000Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk In: Journal of Finance.
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article411
2004Valuing Federal Loans and Loan Guarantees Using Options-Pricing Methods: Technical Paper 2004-12 In: Working Papers.
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paper0
2007The Student Loan Consolidation Option: An Analysis of an Exotic Financial Derivative: Working Paper 2007-05 In: Working Papers.
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paper4
2007Guaranteed Versus Direct Lending: The Case of Student Loans: Working Paper 2007-09 In: Working Papers.
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paper1
2011An Evaluation of Large-Scale Mortgage Refinancing Programs: Working Paper 2011-04 In: Working Papers.
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paper4
1992Equity Issues with Time-Varying Asymmetric Information In: Journal of Financial and Quantitative Analysis.
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article43
1998Shareholder Heterogeneity, Adverse Selection, and Payout Policy In: Journal of Financial and Quantitative Analysis.
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article22
2015Joint risk of DB pension underfunding and sponsor termination: incorporating option-based projections and valuations into PIMS* In: Journal of Pension Economics and Finance.
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article1
1997MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE In: Macroeconomic Dynamics.
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article148
2000Portfolio Choice in the Presence of Background Risk. In: Economic Journal.
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article209
1995The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices In: Carnegie-Rochester Conference Series on Public Policy.
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article34
1992The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model In: Journal of Economic Dynamics and Control.
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article42
1999Price and interest rate dynamics induced by multiperiod contracts In: The North American Journal of Economics and Finance.
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article1
1987Bank portfolio choice with private information about loan quality : Theory and implications for regulation In: Journal of Banking & Finance.
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article4
1987Bank Portfolio Choice with Private Information About Loan Quality: Theory and Implications for Regulation.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 4
paper
1991Foundations of the cash-in-advance model : A review essay In: Journal of Monetary Economics.
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article1
1994Asset pricing with undiversifiable income risk and short sales constraints: Deepening the equity premium puzzle In: Journal of Monetary Economics.
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article117
2006An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac In: Journal of Monetary Economics.
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article26
2007Comment on Global demographic trends and social security reform by Orazio Attanasio, Sagiri Kitao, and Giovanni Violante In: Journal of Monetary Economics.
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article7
2010Is mark-to-market accounting destabilizing? Analysis and implications for policy In: Journal of Monetary Economics.
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article33
2019The student loan consolidation option In: Journal of Public Economics.
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article0
2008The Student Loan Consolidation Option.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2007Who holds the toxic waste? An investigation of CMO holdings In: Policy Discussion Papers.
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article1
2006Who holds the toxic waste? an investigation of CMO holdings.(2006) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2000Stock prices and fundamentals In: Proceedings.
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article43
2000Stock Prices and Fundamentals.(2000) In: NBER Chapters.
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This paper has another version. Agregated cites: 43
chapter
2006Commentary on \\On asset-liability matching and federal deposit and pension insurance\\ In: Review.
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article0
1994A Barter Theory of Bank Regulation and Credit Allocation: Comment. In: Journal of Money, Credit and Banking.
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article1
1995Financial Intermediation and Monetary Policy in a General Equilibrium Banking Model: Comment. In: Journal of Money, Credit and Banking.
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article0
2006An Editors Comment on Lessons from the JMCB Archive by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison In: Journal of Money, Credit and Banking.
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article0
2007Valuing & Hedging: Defined Benefit Pension Obligations - The Role of Stocks Revisited In: Money Macro and Finance (MMF) Research Group Conference 2006.
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paper17
2013Technical Review Panel for the Pension Insurance Modeling System (PIMS) In: Working Papers.
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paper0
2010Measuring and Managing Federal Financial Risk In: NBER Books.
[Citation analysis]
book12
1990Understanding Stock Price Behavior around the Time of Equity Issues In: NBER Chapters.
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chapter35
1989Understanding Stock Price Behavior around the Time of Equity Issues.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
1975Front matter, acknowledgments, table of contents In: NBER Chapters.
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chapter0
1975List of contributors, Indexes In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2020A Fair Value Approach to Valuing Public Infrastructure Projects and the Risk Transfer in Public Private Partnerships In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2010Introduction to Measuring and Managing Federal Financial Risk In: NBER Chapters.
[Full Text][Citation analysis]
chapter7
1975Guaranteed versus Direct Lending: The Case of Student Loans In: NBER Chapters.
[Full Text][Citation analysis]
chapter2
1975The Cost of Risk to the Government and Its Implications for Federal Budgeting In: NBER Chapters.
[Full Text][Citation analysis]
chapter1
2010Valuing Government Guarantees: Fannie and Freddie Revisited In: NBER Chapters.
[Full Text][Citation analysis]
chapter4
1998External Financing and Insurance Cycles In: NBER Chapters.
[Full Text][Citation analysis]
chapter4
1995External Financing and Insurance Cycles.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1987Bank Financing and Investment Decisions with Asymmetric Information In: NBER Working Papers.
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paper1
1988The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence In: NBER Working Papers.
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paper1
1989The Variability of Velocity in Cash-In-Advance Models In: NBER Working Papers.
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paper83
1991The Variability of Velocity in Cash-in-Advance Models..(1991) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 83
article
1993Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing In: NBER Working Papers.
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paper460
1996Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing..(1996) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 460
article
2014Evaluating the cost of government credit support: the Oecd context In: Economic Policy.
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article0
1991The Effect of Information Releases on the Pricing and Timing of Equity Issues. In: Review of Financial Studies.
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article108
2003Modeling the Macro-Effects of Sustained Fiscal Policy Imbalances: How Much Does Rationality Matter? In: Review of Economic Dynamics.
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article1
2014Evaluating the government as a source of systemic risk In: Journal of Financial Perspectives.
[Citation analysis]
article2
1992Bank Financing and Investment Decisions with Asymmetric Information about Loan Quality In: RAND Journal of Economics.
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article28
2021Policy Rx for the Economy: Cash or Credit? In: World Scientific Book Chapters.
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chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team