Deborah Lucas : Citation Profile

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

19

H index

26

i10 index

2734

Citations

RESEARCH PRODUCTION:

41

Articles

17

Papers

1

Books

11

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   49 years (1975 - 2024). See details.
   Cites by year: 55
   Journals where Deborah Lucas has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 12 (0.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu94
   Updated: 2025-04-19    RAS profile: 2024-11-09    
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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 (35)

Michaelides, Alexander (30)

Constantinides, George (27)

Haliassos, Michael (23)

Kubler, Felix (22)

Willen, Paul (20)

Lustig, Hanno (20)

Lo, Andrew (19)

Fagereng, Andreas (19)

Van Nieuwerburgh, Stijn (19)

Benzoni, Luca (18)

Cites to:

Mankiw, N. Gregory (10)

Campbell, John (9)

Sodini, Paolo (7)

merton, robert (7)

Calvet, Laurent (7)

Hansen, Lars (6)

Pennacchi, George (5)

Leland, Hayne (5)

Weil, Philippe (5)

Gale, William (5)

Jagannathan, Ravi (5)

Main data

Production by document typearticlebookpaperchapter19801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published197519761977197819791980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received197519761977197819791980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1975197619771978197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202402505007501,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 19Most cited documents1234567891011121314151617181920210250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Deborah Lucas has published?

Journals with more than one article published# docs
Journal of Monetary Economics5
Annual Review of Financial Economics4
Journal of Money, Credit and Banking3
Journal of Political Economy2
Journal of Finance2
Brookings Papers on Economic Activity2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc8
Working Papers / Congressional Budget Office4

Recent works citing Deborah Lucas (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

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2024Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404.

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2024How much would it cost to guarantee debt for all publicly traded U.S. corporations?. (2024). Miller, Stephen Matteo. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:4:p:604-622.

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2024.

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2024Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden. (2024). Zhang, Yapei ; Sodini, Paolo ; Catherine, Sylvain. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1755-1788.

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2025From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices. (2025). Leung, Charles ; Zhang, Shumeng ; Ka, Charles ; Guo, Naijia. In: ISER Discussion Paper. RePEc:dpr:wpaper:1274.

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2025Optimal investment with insurable background risk and nonlinear portfolio allocation frictions. (2025). Serrano, Rafael ; Ramirez, Hugo E. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:485:y:2025:i:c:s0096300324004843.

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2024Benefits of consistent and comprehensive financial advice during the Great Recession. (2024). Goetz, Joseph ; Chatterjee, Swarn ; Palmer, Lance ; Sunder, Aman. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000157.

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2024Strengthening secured creditors: Implications on debt financing and investment. (2024). Riutort, Julio ; Guevara, Oscar J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001864.

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2024Digital finance and stock market participation: The case of internet wealth management products in China. (2024). Galloway, Brian ; Li, Hongyu ; Wu, Junjie ; Lu, Zhiqiang. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000870.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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2024Inequality, premium and the timing of resolution of uncertainty. (2024). Giannikos, Christos ; Koimisis, Georgios. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012357.

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2024Do entrepreneurs use cryptocurrency to hedge against their business risk?. (2024). Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002551.

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2024Lobbying and liquidity requirements: Large versus small banks. (2024). Shy, Oz ; Stenbacka, Rune. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001013.

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2024Good finance, bad finance, and resource misallocation: Evidence from China. (2024). Liu, Qiao ; Deng, Jiapin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s037842662300273x.

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2024Cash holdings in pension funds. (2024). Salva, Carolina ; Hasa, Sidita. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000323.

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2024Optimal investor life cycle decisions with time-inconsistent preferences. (2024). Yao, Haixiang ; Luo, Dan ; Chen, Shumin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000359.

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2024House purchase restriction and stock market participation: Unveiling the role of nonpecuniary consideration. (2024). Wang, Zilong ; Yin, Zhichao ; Sha, Yezhou. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:390-406.

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2024Financial returns to household inventory management. (2024). Baker, Scott ; Johnson, Stephanie ; Kueng, Lorenz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001988.

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2024Human capital risk and portfolio choices: Evidence from university admission discontinuities. (2024). Shore, Stephen H ; D'Astous, Philippe. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000163.

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2024Risk-free rate puzzle: An explanation of the heterogeneity of consumer risk attitudes under Chinas income gap. (2024). Wang, Mingtao ; Yao, Yuan ; Zhao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:940-960.

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2024Local stock liquidity and local factors: Fresh evidence from US firms across states. (2024). Apergis, Nicholas ; Dastidar, Sayantan Ghosh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002386.

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2024Revisiting Risky Money. (2024). Nesmith, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-90.

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2024Inequality and Asset Prices during Sudden Stops. (2024). Villalvazo, Sergio. In: International Finance Discussion Papers. RePEc:fip:fedgif:1388.

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2024Ownership Concentration and Firm Value: New Evidence from Owner Stakes in IPOs. (2024). Urzúa I., Francisco ; Sertsios, Giorgo ; Roosenboom, Peter ; Larrain, Borja. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:7:p:4441-4464.

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2024The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow. (2024). Zimmermann, Heinz ; Boni, Pascal. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:1:d:10.1007_s11408-023-00443-0.

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2025From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices. (2025). Leung, Charles ; Ka, Charles ; Guo, Naijia ; Zhang, Shumeng. In: MPRA Paper. RePEc:pra:mprapa:123534.

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2024Do Prior Financial Events to Share Repurchase Announcements Matter?. (2024). Wang, Jo-Yu ; Chang, Chih-Hsuan. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:2:p:197-226.

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2024Environmental pollution, trade balance, human development index, foreign direct investment, and natural resources rent impacts on initial public offering (IPO) variability in Pakistan: using asymmetric nardl co-integration approach. (2024). Tajuddin, Ahmad Hakimi ; Mehmood, Waqas ; Ali, Anis ; Mohd-Rashid, Rasidah ; Aman-Ullah, Attia. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:6:d:10.1007_s10668-023-03259-0.

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2024Rational housing demand bubble. (2024). Raurich, Xavier ; Clain-Chamoset, Lise ; Seegmuller, Thomas. In: Economic Theory. RePEc:spr:joecth:v:77:y:2024:i:3:d:10.1007_s00199-023-01501-4.

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2024Heterogeneity in household consumption behavior: The role of inequality and financial instability. (2024). Suarez, Cristina ; Surez, Cristina ; Laborda, Juan. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:1:d:10.1007_s00191-024-00853-x.

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2024.

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2024Beyond connectivity: Stock market participation in a network. (2024). Parakhoniak, Anastasiia ; Backman, Claes ; Balakina, Olga. In: SAFE Working Paper Series. RePEc:zbw:safewp:289595.

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2024Rethinking the stock market participation puzzle: A qualitative approach. (2024). Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Chaliasos, Michael ; Siegel, Stephan. In: SAFE Working Paper Series. RePEc:zbw:safewp:308097.

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Deborah Lucas is editor of

Journal  ↓  ↓
Journal of Money, Credit and Banking

Deborah Lucas has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Deborah Lucas:

Year  ↓Title  ↓Type  ↓Cited  ↓
2009How Should Public Pension Plans Invest? In: American Economic Review.
[Full Text][Citation analysis]		article40
2019Measuring the Cost of Bailouts In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article19
2023Introduction to the ARFE Theme on the Social Discount Rate In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
2023Reflections on What Financial Economics Can and Cannot Teach Us About the Social Discount Rate In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
2012Valuation of Government Policies and Projects In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article12
2016Credit Policy as Fiscal Policy In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article18
2023COVID-19 Credit Policies around the World: Size, Scope, Costs, and Consequences In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article2
1990 Equity Issues and Stock Price Dynamics. In: Journal of Finance.
[Full Text][Citation analysis]		article215
1989Equity Issues and Stock Price Dynamics.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 215		paper
2000Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk In: Journal of Finance.
[Full Text][Citation analysis]		article486
2012First Discussant Comment on “The Future of U.S. Housing Finance Reform” In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2004Valuing Federal Loans and Loan Guarantees Using Options-Pricing Methods: Technical Paper 2004-12 In: Working Papers.
[Full Text][Citation analysis]		paper0
2007The Student Loan Consolidation Option: An Analysis of an Exotic Financial Derivative: Working Paper 2007-05 In: Working Papers.
[Full Text][Citation analysis]		paper5
2007Guaranteed Versus Direct Lending: The Case of Student Loans: Working Paper 2007-09 In: Working Papers.
[Full Text][Citation analysis]		paper3
2011An Evaluation of Large-Scale Mortgage Refinancing Programs: Working Paper 2011-04 In: Working Papers.
[Full Text][Citation analysis]		paper10
1992Equity Issues with Time-Varying Asymmetric Information In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article48
1998Shareholder Heterogeneity, Adverse Selection, and Payout Policy In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article25
2015Joint risk of DB pension underfunding and sponsor termination: incorporating option-based projections and valuations into PIMS* In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article1
1997MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article172
2000Portfolio Choice in the Presence of Background Risk. In: Economic Journal.
[Full Text][Citation analysis]		article246
1995The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article41
1992The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article49
1999Price and interest rate dynamics induced by multiperiod contracts In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
1987Bank portfolio choice with private information about loan quality : Theory and implications for regulation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
1987Bank Portfolio Choice with Private Information About Loan Quality: Theory and Implications for Regulation.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
1991Foundations of the cash-in-advance model : A review essay In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
1994Asset pricing with undiversifiable income risk and short sales constraints: Deepening the equity premium puzzle In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article136
2006An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article34
2007Comment on Global demographic trends and social security reform by Orazio Attanasio, Sagiri Kitao, and Giovanni Violante In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article7
2010Is mark-to-market accounting destabilizing? Analysis and implications for policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article48
2019The student loan consolidation option In: Journal of Public Economics.
[Full Text][Citation analysis]		article0
2008The Student Loan Consolidation Option.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
In: .
[Full Text][Citation analysis]		article1
2007Who holds the toxic waste? An investigation of CMO holdings In: Policy Discussion Papers.
[Full Text][Citation analysis]		article1
2006Who holds the toxic waste? an investigation of CMO holdings.(2006) In: Proceedings.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2000Stock prices and fundamentals In: Proceedings.
[Full Text][Citation analysis]		article57
2000Stock Prices and Fundamentals.(2000) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		chapter
2006Commentary on \\On asset-liability matching and federal deposit and pension insurance\\ In: Review.
[Full Text][Citation analysis]		article0
2023Evaluating the Costs of Government Credit Support Programs during COVID-19: International Evidence In: IMF Working Papers.
[Full Text][Citation analysis]		paper0
1994A Barter Theory of Bank Regulation and Credit Allocation: Comment. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article1
1995Financial Intermediation and Monetary Policy in a General Equilibrium Banking Model: Comment. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		article0
2007Valuing & Hedging: Defined Benefit Pension Obligations - The Role of Stocks Revisited In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper17
2013Technical Review Panel for the Pension Insurance Modeling System (PIMS) In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Measuring and Managing Federal Financial Risk In: NBER Books.
[Citation analysis]		book56
1990Understanding Stock Price Behavior around the Time of Equity Issues In: NBER Chapters.
[Full Text][Citation analysis]		chapter45
1989Understanding Stock Price Behavior around the Time of Equity Issues.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
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
2024Comment on Inflations Impact on American Households 2 In: NBER Chapters.
[Citation analysis]		chapter0
2010Introduction to Measuring and Managing Federal Financial Risk In: NBER Chapters.
[Full Text][Citation analysis]		chapter12
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]		chapter15
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 nother version. Agregated cites: 4		paper
1987Bank Financing and Investment Decisions with Asymmetric Information In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1988The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1989The Variability of Velocity in Cash-In-Advance Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper89
1991The Variability of Velocity in Cash-in-Advance Models..(1991) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		article
1993Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper576
1996Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing..(1996) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 576		article
2014Evaluating the cost of government credit support: the Oecd context In: Economic Policy.
[Full Text][Citation analysis]		article6
1991The Effect of Information Releases on the Pricing and Timing of Equity Issues. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article126
2003Modeling the Macro-Effects of Sustained Fiscal Policy Imbalances: How Much Does Rationality Matter? In: Review of Economic Dynamics.
[Full Text][Citation analysis]		article1
2014Evaluating the government as a source of systemic risk In: Journal of Financial Perspectives.
[Citation analysis]		article3
1992Bank Financing and Investment Decisions with Asymmetric Information about Loan Quality In: RAND Journal of Economics.
[Full Text][Citation analysis]		article32
2021Policy Rx for the Economy: Cash or Credit? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2011Comments on “Where Do We Go from Here?” In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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