Stefan Nagel : Citation Profile

Are you Stefan Nagel?

University of Chicago (98% share)
National Bureau of Economic Research (NBER) (1% share)
Centre for Economic Policy Research (CEPR) (1% share)

22

H index

27

i10 index

4348

Citations

RESEARCH PRODUCTION:

32

Articles

54

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 228
   Journals where Stefan Nagel has often published
   Relations with other researchers
   Recent citing documents: 835.    Total self citations: 38 (0.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna176
   Updated: 2023-01-28    RAS profile: 2022-11-30    
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Relations with other researchers

Works with:

Adam, Klaus (9)

Matveev, Dmitry (7)

Martin, Ian (5)

Kozak, Serhiy (4)

Purnanandam, Amiyatosh (3)

He, Zhiguo (3)

KRISHNAMURTHY, ARVIND (3)

Vissing-Jorgensen, Annette (3)

Kuhnen, Camelia (3)

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

Is cited by:

Sarno, Lucio (32)

Weber, Michael (30)

Roth, Christopher (25)

Ramadorai, Tarun (23)

Adrian, Tobias (22)

Campbell, John (21)

Schrimpf, Andreas (21)

Ranaldo, Angelo (19)

Sakemoto, Ryuta (18)

Menkhoff, Lukas (17)

Shleifer, Andrei (17)

Cites to:

Campbell, John (40)

Shleifer, Andrei (26)

Cochrane, John (15)

KRISHNAMURTHY, ARVIND (15)

Shanken, Jay (15)

Pedersen, Lasse (12)

Malmendier, Ulrike (12)

Vissing-Jorgensen, Annette (12)

Fama, Eugene (12)

Hansen, Lars (11)

Stambaugh, Robert (11)

Main data

Where Stefan Nagel has published?

Journals with more than one article published# docs
Journal of Finance10
Journal of Financial Economics7
Review of Financial Studies5
The Quarterly Journal of Economics3
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc27
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
CESifo Working Paper Series / CESifo4
2019 Meeting Papers / Society for Economic Dynamics2

Recent works citing Stefan Nagel (2022 and 2021)

YearTitle of citing document
2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

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2022.

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2021Hooked on a subsidy: transfers and preferences for State intervention. (2021). Incoronato, Lorenzo ; de Blasio, Guido ; Albanese, Giuseppe ; Deblasio, Guido. In: Discussion Paper series in Regional Science & Economic Geography. RePEc:ahy:wpaper:wp13.

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2021The formation of risk preferences through small-scale events. (2021). Sutter, Matthias ; Lergetporer, Philipp ; Glatzle-Rutzler, Daniela ; Dutcher, Glenn E ; Angerer, Silvia. In: Munich Papers in Political Economy. RePEc:aiw:wpaper:14.

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2021Why Are Fiscal Multipliers Moderate Even Under Monetary Accommodation?. (2021). Schabert, Andreas ; Juessen, Falko ; Bredemeier, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:074.

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2021Religious Practice and Student Performance: Evidence from Ramadan Fasting. (2021). Strazzeri, Maurizio ; Hornung, Erik ; Schwerdt, Guido. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:117.

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2021Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples. (2021). Wohlfart, Johannes ; Roth, Christopher ; Pizzinelli, Carlo ; Andre, Peter. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:119.

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2021Inflation Narratives. (2021). Wohlfart, Johannes ; Roth, Christopher ; Haaland, Ingar ; Andre, Peter. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:127.

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2021Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment. (2021). Wohlfart, Johannes ; Weber, Annika ; Laudenbach, Christine. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:128.

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2022Information Frictions among Firms and Households. (2022). Wohlfart, Johannes ; Roth, Christopher ; Peichl, Andreas ; Link, Sebastian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:140.

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2022The Anatomy of the Global Saving Glut. (2022). Schularick, Moritz ; Novokmet, Filip ; Bauluz, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:161.

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2022Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108.

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2022Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors. (2022). Sotes-Paladino, Juan ; Roche, Herve. In: Working Papers. RePEc:aoz:wpaper:205.

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2022A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708.

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2021Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2022Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

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2022High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

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2021The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2022An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2021Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380.

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2022Inflation -- who cares? Monetary Policy in Times of Low Attention. (2021). Pfauti, Oliver. In: Papers. RePEc:arx:papers:2105.05297.

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2022Deep Learning Statistical Arbitrage. (2021). Pelger, Markus ; Guijarro-Ordonez, Jorge ; Zanotti, Greg. In: Papers. RePEc:arx:papers:2106.04028.

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2021An Interpretable Neural Network for Parameter Inference. (2021). Pfitzinger, Johann. In: Papers. RePEc:arx:papers:2106.05536.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410.

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2021Why North Korean Refugees are Reluctant to Compete: The Roles of Cognitive Ability. (2021). Lee, Sokbae (Simon) ; Choi, Syngjoo ; Kim, Byung-Yeon. In: Papers. RePEc:arx:papers:2108.08097.

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2021A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:2108.11921.

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2022Can an AI agent hit a moving target?. (2021). , Shi. In: Papers. RePEc:arx:papers:2110.02474.

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2021An Economy of Neural Networks: Learning from Heterogeneous Experiences. (2021). Kuriksha, Artem. In: Papers. RePEc:arx:papers:2110.11582.

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

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2022Expert Aggregation for Financial Forecasting. (2021). Mikael, Joseph ; Cl, Alasseur ; Marie, Briere ; Remlinger, Carl. In: Papers. RePEc:arx:papers:2111.15365.

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2023Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817.

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2022Consumption-investment decisions with endogenous reference point and drawdown constraint. (2022). Yuan, Fengyi ; Luo, Xiaodong ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2204.00530.

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2022Two-step estimation in linear regressions with adaptive learning. (2022). Mayer, Alexander. In: Papers. RePEc:arx:papers:2204.05298.

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2022Multivariate ordered discrete response models. (2022). Matcham, William ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:2205.05779.

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2022Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates. (2022). Schienle, Melanie ; Nazemi, Abdolreza ; Gorgen, Konstantin. In: Papers. RePEc:arx:papers:2206.06026.

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2022Deep Partial Least Squares for Empirical Asset Pricing. (2022). Goicoechea, Kemen ; Polson, Nicholas G ; Dixon, Matthew F. In: Papers. RePEc:arx:papers:2206.10014.

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2022Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600.

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2022Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2022Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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2022Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573.

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2022Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2022Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2022A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391.

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2022TechRank. (2022). Mermoud, Alain ; Maillart, Thomas ; Tsesmelis, Michael ; Gillard, S'Ebastien ; Lacube, William ; David, Dimitri Percia ; Mar, Loic ; Mezzetti, Anita. In: Papers. RePEc:arx:papers:2210.07824.

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2022Arbitrage from a Bayesians Perspective. (2022). Bhattacharya, Ayan. In: Papers. RePEc:arx:papers:2211.03244.

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2022Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients. (2022). Pittis, Nikitas ; Samartzis, George. In: Papers. RePEc:arx:papers:2211.03604.

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2021Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning. (2021). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202101.

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2021Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20153.

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2021Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21153.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2021The COVID-19 Consumption Game-Changer: Evidence from a Large-Scale Multi-Country Survey. (2021). Salle, Isabelle ; Huber, Stefanie ; Hommes, Cars ; Hodbod, Alexander. In: Staff Working Papers. RePEc:bca:bocawp:21-57.

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2022Firm Inattention and the Efficacy of Monetary Policy: A Text-Based Approach. (2022). Stern, Samuel ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-3.

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2022Lending Relationships and Currency Hedging. (2022). Araujo, Gustavo ; Oliveira, Raquel F ; Schiozer, Rafael ; Leo, Sergio . In: Working Papers Series. RePEc:bcb:wpaper:565.

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2021Fed communication on financial stability concerns and monetary policy decisions: revelations from speeches. (2021). Sestieri, Giulia ; Odendahl, Florens ; Istrefi, Klodiana. In: Working Papers. RePEc:bde:wpaper:2110.

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2022The Term Structure of Interest Rates in a Heterogeneous Monetary Union. (2022). Thomas, Carlos ; Nuo, Galo ; Costain, James. In: Working Papers. RePEc:bde:wpaper:2223.

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2022On the anchoring of inflation expectations in the euro area. (2022). Riggi, Marianna ; Papetti, Andrea ; Corsello, Francesco ; Cecchetti, Sara ; Bulligan, Guido ; Neri, Stefano ; Tagliabracci, Alex ; Rondinelli, Concetta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_712_22.

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2021From SMP to PEPP: a further look at the risk endogeneity of the Central Bank. (2021). Scalia, Antonio ; Palazzo, Gerardo ; Gariano, Giulio ; Fruzzetti, Marco. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_011_21.

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2021What drives investors to chase returns?. (2021). Michelangeli, Valentina ; Reichling, Felix ; Huntley, Jonathan . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1334_21.

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2021Permanent versus transitory income shocks over the business cycle. (2021). Trucchi, Serena ; Rondinelli, Concetta ; Kovacs, Agnes. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1354_21.

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2021THE CORRELATION BETWEEN STOCK RETURNS BEFORE AND AFTER ANALYST RECOMMENDATION REVISIONS. (2021). Kudryavtsev, Andrey. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:228:p:69-100.

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2021The Immigrant Next Door: Exposure, Prejudice, and Altruism. (2021). Hassan, Tarek ; Bursztyn, Leonardo ; Rao, Aakash ; Chaney, Thomas. In: Working Papers. RePEc:bfi:wpaper:2021-16.

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2021Tax Refund Uncertainty: Evidence and Welfare Implications. (2021). Nelson, Scott ; Caldwell, Sydnee ; Waldinger, Daniel C. In: Working Papers. RePEc:bfi:wpaper:2021-18.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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2022Why is inflation rising so little in Japan?. (2022). Chatelais, Nicolas. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2022:242:07.

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2021Politician-Citizen Interactions and Dynamic Representation: Evidence from Twitter. (2021). le Mens, Gael ; Gallego, Aina ; Scholl, Nikolas. In: Working Papers. RePEc:bge:wpaper:1238.

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2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

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2022What drives repo haircuts? Evidence from the UK market. (2022). Pinter, Gabor ; Yuan, Kathy ; Todorov, Karamfil ; Julliard, Christian. In: BIS Working Papers. RePEc:bis:biswps:1027.

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2022Emerging market bond flows and exchange rate returns. (2022). Valente, Giorgio ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:1042.

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2021Firm-specific risk-neutral distributions with options and CDS. (2021). Jahan-Parvar, Mohammad ; Aramonte, Sirio ; Schindler, John W ; Rosen, Samuel. In: BIS Working Papers. RePEc:bis:biswps:921.

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2021The Treasury market in spring 2020 and the response of the Federal Reserve. (2021). Vissing-Jorgensen, Annette. In: BIS Working Papers. RePEc:bis:biswps:966.

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2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

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2022Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: Working Papers. RePEc:biu:wpaper:2022-01.

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2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124.

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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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2021Behavioural portfolio theory revisited: lessons learned from the field. (2021). Horn, Matthias ; Oehler, Andreas. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1743-1774.

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2021How does regret affect investor behaviour? Evidence from Chinese stock markets. (2021). Zhou, Hongfeng ; Wu, Fei ; Pan, Deng ; Deuskar, Prachi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1851-1896.

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2021Earnings momentum meets short?term return reversal. (2021). Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2379-2405.

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2022Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211.

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2022Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266.

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2022Does short?selling affect mutual fund shareholdings? Evidence from China. (2022). Wan, Die ; Liu, Xufeng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1887-1923.

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2022The Great Chinese Famine (1959–1961) and farm households’ adoption of technology: evidence from China. (2022). Yao, Siqi ; Chen, Xiangpo ; Hu, Xinyan ; Zhang, Gaiqing. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:1:p:93-117.

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2021The Early?life Political Event Experience of the Chair of the Board and the Firms Innovation Decision. (2021). Qin, Yafeng ; Liang, Xiaoqin ; Bai, Min ; Zhou, Donghua. In: Australian Accounting Review. RePEc:bla:ausact:v:31:y:2021:i:3:p:186-212.

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2022A survey of literature examining farmland prices: A Canadian focus. (2022). Lawley, Chad ; Deaton, James B. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:70:y:2022:i:2:p:95-121.

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2022Do economic conditions affect climate change beliefs and support for climate action? Evidence from the US in the wake of the Great Recession. (2022). Meyer, Andrew G. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:1:p:64-86.

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2022Inflation expectations and consumption: Evidence from 1951. (2022). Brunet, Gillian ; Binder, Carola Conces. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:954-974.

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2021Will Brexit Age Well? Cohorts, Seasoning and the Age–Leave Gradient: On the Evolution of UK Support for the European Union. (2021). Mari, Rebecca ; Eichengreen, Barry ; Thwaites, Gregory. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:1130-1143.

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2022Audits and Government Hiring Practices. (2022). Ruzzier, Christian ; Rossi, Martín ; Lauletta, Maximiliano. In: Economica. RePEc:bla:econom:v:89:y:2022:i:353:p:214-227.

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2021Misremembering Weimar: Hyperinflation, the Great Depression, and German collective economic memory. (2021). Rommel, Tobias ; Redeker, Nils ; Haffert, Lukas. In: Economics and Politics. RePEc:bla:ecopol:v:33:y:2021:i:3:p:664-686.

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2021Sentiment?scaled CAPM and market mispricing. (2021). Han, Xiao ; Doukas, John A. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:208-243.

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2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

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2021Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita . In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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2021Are the risk attitudes of professional investors affected by personal catastrophic experiences?. (2021). Kecskes, Ambrus ; Bhagwat, Vineet ; Bernile, Gennaro ; Nguyen, Phuong Anh. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:455-486.

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2022Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Huang, Difang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:143-167.

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2022Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

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2021The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:331-353.

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2022Persistence of investor sentiment and market mispricing. (2022). Eshraghi, Arman ; Danbolt, JO ; Sakkas, Nikolaos ; Han, Xiao. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:617-640.

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2021Is aggregate volatility a priced risk factor?. (2021). Peterburgsky, Stanley. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:843-864.

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

Works by Stefan Nagel:

YearTitleTypeCited
2008Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals In: American Economic Review.
[Full Text][Citation analysis]		article257
2013Empirical Cross-Sectional Asset Pricing In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article17
2012Empirical Cross-Sectional Asset Pricing.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 17		paper
2012Empirical Cross-Sectional Asset Pricing.(2012) In: NBER Working Papers.
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2019Do Survey Expectations of Stock Returns Reflect Risk Adjustments? In: Staff Working Papers.
[Full Text][Citation analysis]		paper13
2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: CESifo Working Paper Series.
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2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: CEPR Discussion Papers.
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2021Do survey expectations of stock returns reflect risk adjustments?.(2021) In: Journal of Monetary Economics.
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2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 13		paper
2019Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2019) In: 2019 Meeting Papers.
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This paper has another version. Agregated cites: 13		paper
2018Do survey expectations of stock returns reflect risk-adjustments?.(2018) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 13		paper
2020Treasury Inconvenience Yields during the COVID-19 Crisis In: Working Papers.
[Full Text][Citation analysis]		paper41
2022Treasury inconvenience yields during the COVID-19 crisis.(2022) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 41		article
2020Treasury Inconvenience Yields during the COVID-19 Crisis.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2007The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article55
2006The Effect of Dividends on Consumption.(2006) In: NBER Working Papers.
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2011Estimation and Evaluation of Conditional Asset Pricing Models In: Journal of Finance.
[Citation analysis]		article38
2010Estimation and Evaluation of Conditional Asset Pricing Models.(2010) In: NBER Working Papers.
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2014Sizing Up Repo In: Journal of Finance.
[Full Text][Citation analysis]		article178
2012Sizing Up Repo.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 178		paper
2012Sizing Up Repo.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 178		paper
2016Risk?Adjusting the Returns to Venture Capital In: Journal of Finance.
[Full Text][Citation analysis]		article28
2013Risk-Adjusting the Returns to Venture Capital.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 28		paper
2013Risk-Adjusting the Returns to Venture Capital.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 28		paper
2017Report of the Editor of the Journal of Finance for the Year 2016 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2018Interpreting Factor Models In: Journal of Finance.
[Full Text][Citation analysis]		article66
2018Report of the Editor of the Journal of Finance for the Year 2017 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2019Report of the Editor of The Journal of Finance for the Year 2018 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2020Report of the Editor of The Journal of Finance for the Year 2019 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2021Report of the Editor of The Journal of Finance for the Year 2020 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2022Report of the Editor of The Journal of Finance for the Year 2021 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2022Expectations Data in Asset Pricing In: CRC TR 224 Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2022Expectations Data in Asset Pricing.(2022) In: NBER Working Papers.
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2019Bank risk dynamics and distance to default In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper15
2019Bank Risk Dynamics and Distance to Default.(2019) In: CEPR Discussion Papers.
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2019Bank Risk Dynamics and Distance to Default.(2019) In: NBER Working Papers.
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2020Banks’ Risk Dynamics and Distance to Default.(2020) In: Review of Financial Studies.
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2019Market Efficiency in the Age of Big Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2019Market Efficiency in the Age of Big Data.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2022Market efficiency in the age of big data.(2022) In: Journal of Financial Economics.
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2022Market efficiency in the age of big data.(2022) In: LSE Research Online Documents on Economics.
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2019Market Efficiency in the Age of Big Data.(2019) In: NBER Working Papers.
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2022Dynamics of Subjective Risk Premia In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Dynamics of Subjective Risk Premia.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
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2017The Making of Hawks and Doves: Inflation Experiences on the FOMC In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper34
2017The Making of Hawks and Doves: Inflation Experiences on the FOMC.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
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2017ECB Policies Involving Government Bond Purchases: Impacts and Channels In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper57
2017ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: Research Papers.
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2017ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: NBER Working Papers.
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2017Shrinking the Cross Section In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper89
2020Shrinking the cross-section.(2020) In: Journal of Financial Economics.
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2017Shrinking the Cross Section.(2017) In: NBER Working Papers.
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2017Socioeconomic Status and Macroeconomic Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2017Socioeconomic Status and Macroeconomic Expectations.(2017) In: NBER Working Papers.
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2020Socioeconomic Status and Macroeconomic Expectations.(2020) In: Review of Financial Studies.
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2019Asset Pricing with Fading Memory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
2019Asset Pricing with Fading Memory.(2019) In: NBER Working Papers.
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2022Asset Pricing with Fading Memory.(2022) In: Review of Financial Studies.
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2019Asset Pricing with Fading Memory.(2019) In: 2019 Meeting Papers.
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2020The Making of Hawks and Doves In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper27
2021The making of hawks and doves.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2012Evaporating Liquidity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper174
2011Evaporating Liquidity.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 174		paper
2012Evaporating Liquidity.(2012) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 174		article
2005Short sales, institutional investors and the cross-section of stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article289
2006The conditional CAPM does not explain asset-pricing anomalies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article319
2003The Conditional CAPM Does Not Explain Asset-pricing Anomalies.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 319		paper
2003The Conditional CAPM does not Explain Asset-Pricing Anamolies.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 319		paper
2009Inexperienced investors and bubbles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article144
2008Inexperienced Investors and Bubbles.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 144		paper
2010A skeptical appraisal of asset pricing tests In: Journal of Financial Economics.
[Full Text][Citation analysis]		article428
2006A Skeptical Appraisal of Asset-Pricing Tests.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 428		paper
2016Long-Run Inflation Uncertainty In: International Journal of Central Banking.
[Full Text][Citation analysis]		article1
2009Carry Trades and Currency Crashes In: NBER Chapters.
[Full Text][Citation analysis]		chapter561
2008Carry Trades and Currency Crashes.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 561		paper
.() In: .
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This paper has another version. Agregated cites: 561		paper
2006Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals Asset Allocation In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
2009Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? In: NBER Working Papers.
[Full Text][Citation analysis]		paper969
2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?.(2011) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 969		article
2013Interpreting Repo Statistics in the Flow of Funds Accounts In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2014The Liquidity Premium of Near-Money Assets In: NBER Working Papers.
[Full Text][Citation analysis]		paper130
2016The Liquidity Premium of Near-Money Assets.(2016) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 130		article
2016Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2022Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2022Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock In: The Economic Journal.
[Full Text][Citation analysis]		article0
2016Learning from Inflation Experiences In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article303
2021Review Article: Perspectives on the Future of Asset Pricing In: Review of Financial Studies.
[Full Text][Citation analysis]		article3

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