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)

17

H index

19

i10 index

2311

Citations

RESEARCH PRODUCTION:

19

Articles

42

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 144
   Journals where Stefan Nagel has often published
   Relations with other researchers
   Recent citing documents: 519.    Total self citations: 18 (0.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna176
   Updated: 2020-02-22    RAS profile: 2019-10-14    
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Relations with other researchers

Works with:

Matveev, Dmitry (6)

Adam, Klaus (6)

Vissing-Jorgensen, Annette (3)

Kozak, Serhiy (3)

Purnanandam, Amiyatosh (3)

Kuhnen, Camelia (2)

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 (27)

Campbell, John (21)

Weber, Michael (20)

Hirshleifer, David (17)

Schrimpf, Andreas (15)

Adrian, Tobias (14)

Shleifer, Andrei (14)

Menkhoff, Lukas (14)

Ranaldo, Angelo (13)

Blau, Benjamin (12)

Zafar, Basit (12)

Cites to:

Campbell, John (27)

Shanken, Jay (12)

Fama, Eugene (10)

French, Kenneth (10)

Shleifer, Andrei (9)

Vayanos, Dimitri (8)

Stambaugh, Robert (8)

Brunnermeier, Markus (8)

Pedersen, Lasse (7)

Calvet, Laurent (7)

Hansen, Lars (6)

Main data

Where Stefan Nagel has published?

Journals with more than one article published# docs
Journal of Finance7
Journal of Financial Economics4
The Quarterly Journal of Economics3

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich2
2019 Meeting Papers / Society for Economic Dynamics2

Recent works citing Stefan Nagel (2019 and 2018)

YearTitle of citing document
2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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2018A Comparative Study on the Information Effect of Stock Lending and Borrowing and Short Selling between the Korea Stock Exchange and the New Stock Exchange. (2018). Kwak, Youngsik ; Cho, Yeongsuk. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2018.11.21.

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2018Do Risk Preferences Change? Evidence from the Great East Japan Earthquake. (2018). Shigeoka, Hitoshi ; Hanaoka, Chie ; Watanabe, Yasutora. In: American Economic Journal: Applied Economics. RePEc:aea:aejapp:v:10:y:2018:i:2:p:298-330.

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2017Time variant risk preferences in agriculture: evidences from Italy. (2017). Finger, Robert ; di Falco, Salvatore ; Difalco, Salvatore ; Bozzola, Martina. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258365.

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2017The Relationship between Farmers Shock Experiences and their Uncertainty Preferences - Experimental Evidence from Mexico. (2017). Musshoff, Oliver ; Wiercinski, Ben ; Freudenreich, Hanna. In: GlobalFood Discussion Papers. RePEc:ags:gagfdp:256212.

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2019“Whatever it Takes” to Change Belief: Evidence from Twitter. (2019). Vivès, Rémi ; Vivs, Rmi ; Stiefel, Michael. In: AMSE Working Papers. RePEc:aim:wpaimx:1907.

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2019Investor Experiences and Financial Market Dynamics. (2019). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:1612.09553.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2018Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu. In: Papers. RePEc:arx:papers:1804.09314.

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2018Duesenberrys Theory of Consumption: Habit, Learning, and Ratcheting. (2018). Koo, Hyeng Keun ; Jeon, Junkee ; Choi, Kyoung Jin. In: Papers. RePEc:arx:papers:1812.10038.

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2019Factor Investing: Hierarchical Ensemble Learning. (2019). Feng, Guanhao ; He, Jingyu. In: Papers. RePEc:arx:papers:1902.01015.

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2019Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment. (2019). Hu, Ruimeng ; Fouque, Jean-Pierre. In: Papers. RePEc:arx:papers:1902.06883.

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2019Conditional Density Estimation with Neural Networks: Best Practices and Benchmarks. (2019). Ulrich, Maxim ; Walther, Simon ; Ferreira, Fabio ; Rothfuss, Jonas. In: Papers. RePEc:arx:papers:1903.00954.

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2019Optimal FX Hedge Tenor with Liquidity Risk. (2019). Loeper, Gregoire ; Aarons, Mark ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1903.06346.

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

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2019The Reactive Beta Model. (2019). Aboura, Sofiane ; Grebenkov, Denis S ; Valeyre, Sebastien. In: Papers. RePEc:arx:papers:1911.00919.

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2019Financial ratios and stock returns reappraised through a topological data analysis lens. (2019). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:1911.10297.

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2020Investor Experiences and International Capital Flows. (2020). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:2001.07790.

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2019The Intergenerational Behavioural Consequences of a Socio-Political Upheaval. (2019). Meng, Xin ; Fan, Elliott ; Booth, Alison ; Zhang, Dandan. In: CEH Discussion Papers. RePEc:auu:hpaper:074.

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2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1885.

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2018Will Brexit Age well? Cohorts, Seasoning and the Age-Leave Gradient, Past, Present and Future. (2018). Thwaites, Gregory ; Eichengreen, Barry ; Mari, Rebecca. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1894.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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2019Flight from Safety: How a Change to the Deposit Insurance Limit Affects Households’ Portfolio Allocation. (2019). Gropp, Reint ; Damar, Evren ; Mordel, Adi. In: Staff Working Papers. RePEc:bca:bocawp:19-29.

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2018Competition and the pass-through of unconventional monetary policy: evidence from TLTROs. (2018). Fantino, Davide ; Benetton, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1187_18.

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2019Risky bank guarantees. (2019). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Mikinen, Taneli . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1232_19.

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2018Perceived FOMC: The Making of Hawks, Doves and Swingers. (2018). Istrefi, Klodiana ; Michael, Klodiana Istrefi. In: Working papers. RePEc:bfr:banfra:683.

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2019New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei ; Zhang, Tongbin . In: Discussion Papers. RePEc:bir:birmec:19-05.

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2018Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: BIS Working Papers. RePEc:bis:biswps:755.

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2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

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2018Investment beliefs of endowments. (2018). Ang, Andrew ; Goetzmann, William N ; Ayala, Andrs. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:3-33.

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2018Investor heterogeneity and trading. (2018). Knyazeva, Anzhela ; Kostovetsky, Leonard. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:680-718.

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2018Productivity Risk and Industry Momentum. (2018). Misirli, Efdal Ulas. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:739-774.

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2018Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity. (2018). Kamara, Avraham ; Young, Lance . In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:911-929.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

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2017Home values and firm behaviour. (2017). Pinter, Gabor ; Foulis, Angus ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:0679.

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2018Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0712.

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2018The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads. (2018). de Roure, Calebe ; Morley, Ben ; Boneva, Lena. In: Bank of England working papers. RePEc:boe:boeewp:0719.

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2019Measuring financial cycle time. (2019). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: Bank of England working papers. RePEc:boe:boeewp:0776.

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2019Regulatory effects on short-term interest rates. (2019). Ranaldo, Angelo ; Vasios, Michalis ; Schaffner, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0801.

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2019Chinas lost generation: Changes in beliefs and their intergenerational transmission. (2019). Roland, Gérard ; Yang, David Y. In: BOFIT Discussion Papers. RePEc:bof:bofitp:011.

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2019Chinas lost generation: Changes in beliefs and their intergenerational transmission. (2019). Roland, Gérard ; Yang, David Y. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_011.

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2019Does experience of banking crises affect trust in banks?. (2019). Weill, Laurent ; Fungáčová, Zuzana ; Kerola, Eeva ; Fungaova, Zuzana. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_021.

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2019IQ, Expectations, and Choice. (2019). Weber, Michael ; Paloviita, Maritta ; Hoang, Daniel ; D'Acunto, Francesco. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_002.

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2017Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models. (2017). Fujiwara, Shigeaki ; Takizuka, Yasutaka ; Ito, Yuichiro . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e06.

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2018Interaction between Business Cycles and Economic Growth. (2018). Kaihatsu, Sohei ; Hara, Naoko ; Sakata, Tomoya ; Koga, Maiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e12.

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2019The Formation of Consumer Inflation Expectations: New Evidence From Japans Deflation Experience. (2019). Watanabe, Tsutomu ; Diamond, Jess. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp19e13.

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2018The Effect of ECB Policy Announcements on Sovereign Yields: A Return to Normal Transmission?. (2018). Goodhead, Robert. In: Economic Letters. RePEc:cbi:ecolet:4/el/18.

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2018Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect. (2018). Otsu, Taisuke ; Qiu, Chen . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:595.

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2017Compensation for Loss of Work Income in Personal Injury Cases. (2017). Danziger, Leif ; Katz, Eliakim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6570.

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2018Women Leaving the Playpen: The Emancipating Role of Female Suffrage. (2018). Stutzer, Alois ; Slotwinski, Michaela. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7002.

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2018Is the Anchoring of Consumers Inflation Expectations Shaped by Inflational Experience?. (2018). Lamla, Michael ; Dräger, Lena ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7042.

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2018Paralyzed by Shock: The Portfolio Formation Behavior of Peer-to-Business Lending Investors. (2018). Weber, Martina ; Hornuf, Lars ; Dorfleitner, Gregor. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7092.

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2018Dissecting Characteristics Nonparametrically. (2018). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7187.

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2018Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Nedeljkovic, Milan ; Mody, Ashoka. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400.

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2018Pigou Pushes Preferences: Decarbonisation and Endogenous Values. (2018). Mattauch, Linus ; Stern, Nicholas ; Hepburn, Cameron. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7404.

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2019Compensation in Personal Injury Cases: Mean or Median Income?. (2019). Katz, Eliakim ; Danziger, Leif. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7748.

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2019Gender Differences in Wage Expectations: Sorting, Children, and Negotiation Styles. (2019). Kiessling, Lukas ; Bergerhoff, Jan ; Seegers, Philipp ; Pinger, Pia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7827.

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2019Subjective Models of the Macroeconomy: Evidence from Experts and a Representative Sample. (2019). Wohlfart, Johannes ; Roth, Christopher ; Pizzinelli, Carlo ; Andre, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7850.

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2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13.

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2018Deutschland 2017 - Studie zu den Einstellungen und Verhaltensweisen der Bürgerinnen und Bürger im vereinigten Deutschland. (2018). Bauernschuster, Stefan ; Albrecht, Clara ; Rainer, Helmut ; Ragnitz, Joachim ; Hener, Timo ; Fichtl, Anita. In: ifo Forschungsberichte. RePEc:ces:ifofob:96.

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2018Households’ Inflation Perceptions and Expectations: Survey Evidence from New Zealand. (2018). Neumeier, Florian ; Hayo, Bernd. In: ifo Working Paper Series. RePEc:ces:ifowps:_255.

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2018The Formation of Consumer Inflation Expectations: New Evidence From Japans Deflation Experience. (2018). Watanabe, Tsutomu ; Diamond, Jess. In: CARF F-Series. RePEc:cfi:fseres:cf442.

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2017Home Values and Firm Behaviour. (2017). Pinter, Gabor ; Foulis, Angus ; Bahaj, Saleem. In: Discussion Papers. RePEc:cfm:wpaper:1724.

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2018Macroeconomic Shocks and Risk Premia. (2018). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1812.

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2019Firms Price, Cost and Activity Expectations: Evidence from Micro Data. (2019). Wieladek, Tomasz ; Weale, Martin ; Cloyne, James ; Boneva, Lena. In: Discussion Papers. RePEc:cfm:wpaper:1905.

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2018Forced Migration and Human Capital: Evidence from Post-WWII Population Transfers. (2018). Zhuravskaya, Ekaterina ; Voigtländer, Nico ; grosfeld, irena ; Grosjean, Pauline ; Becker, Sascha ; Voigtlander, Nico. In: CAGE Online Working Paper Series. RePEc:cge:wacage:374.

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2019Determinants of real exchange rate movements in 15 emerging market economies. (2019). Goda, Thomas ; Priewe, Jan. In: Documentos de Trabajo CIEF. RePEc:col:000122:017468.

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2019SVARs, the central bank balance sheet and the effects of unconventional monetary policy in the euro area. (2019). Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:407.

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2017A Portfolio Perspective on the Multitude of Firm Characteristics. (2017). de Miguel, Victor ; Uppal, Raman ; Nogales, Francisco J ; Martin-Utrera, Alberto ; Demiguel, Victor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12417.

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2018The Lost Capital Asset Pricing Model. (2018). Andrei, Daniel ; Wilson, Mungo ; Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12607.

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2018Deep Value. (2018). Asness, Clifford S ; Thapar, Ashwin K ; Pedersen, Lasse Heje ; Liew, John M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12685.

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2018What Drives Aggregate Investment? Evidence from German Survey Data. (2018). Zorn, Peter ; Bachmann, Ruediger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12710.

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2018Estimating Latent Asset-Pricing Factors. (2018). Lettau, Martin ; Pelger, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12926.

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2018Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2018). Drechsler, Itamar ; Schnabl, Philipp ; Savov, Alexi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12950.

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2018Forced Migration and Human Capital: Evidence from Post-WWII Population Transfers. (2018). Zhuravskaya, Ekaterina ; Grosjean, Pauline ; Becker, Sascha ; Voigtlander, Nico ; Grosfeld, Irena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12975.

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2018Bank Resolution and the Structure of Global Banks. (2018). Bolton, Patrick ; Oehmke, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13032.

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2018Factors that Fit the Time Series and Cross-Section of Stock Returns. (2018). Lettau, Martin ; Pelger, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13049.

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2018Risk-Adjusted Capital Allocation and Misallocation. (2018). David, Joel ; Zeke, David ; Schmid, Lukas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13205.

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2018Behavioral Inattention. (2018). Gabaix, Xavier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13268.

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2018Understanding Human Trafficking Using Victim-Level Data. (2018). Artadi, Elsa ; la Ferrara, Eliana ; Laferrara, Eliana ; Kuecken, Maria ; Nyqvist, Martina Bjorkman. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13279.

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2018Will Brexit Age Well? Cohorts, Seasoning and the Age-Leave Gradient, Past, Present and Future. (2018). Eichengreen, Barry ; Thwaites, Gregory ; Mari, Rebecca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13288.

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2018Learning from Noise: Evidence from Indias IPO Lotteries. (2018). Balasubramaniam, Vimal ; Ramadorai, Tarun ; Anagol, Santosh. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13314.

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2018Over-the-Counter Market Frictions and Yield Spread Changes. (2018). Friewald, Nils ; Nagler, Florian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13345.

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2018The Intergenerational Behavioural Consequences of a Socio-Political Upheaval. (2018). Fan, Elliott ; Zhang, Dandan ; Meng, Xin ; Booth, Alison L. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13354.

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2018Conditional dynamics and the multi-horizon risk-return trade-off. (2018). Chernov, Mikhail ; Lundeby, Stig ; Lochstoer, Lars . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13365.

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2019Greening monetary policy. (2019). Schoenmaker, Dirk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13576.

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2019Participation Following Sudden Access. (2019). Haliassos, Michael ; Fuchs-Schundeln, Nicola. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13596.

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2019What Constrains Liquidity Provision? Evidence From Hedge Fund Trades. (2019). Cotelioglu, Efe ; Plazzi, Alberto ; Franzoni, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13645.

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2019Five Facts About Beliefs and Portfolios. (2019). Maggiori, Matteo ; Utkus, Stephen ; Strobel, Johannes ; Giglio, Stefano W. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13657.

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2019Risky Bank Guarantees. (2019). Sarno, Lucio ; Zinna, Gabriele ; Makinen, Taneli. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13709.

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2019How to Alleviate Correlation Neglect. (2019). Weber, Martin ; Ungeheuer, Michael ; Laudenbach, Christine. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13737.

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2019Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13835.

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2019Stock Price Cycles and Business Cycles. (2019). Adam, Klaus ; Merkel, Sebastian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13866.

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2019Risk-Free Interest Rates. (2019). van Binsbergen, Jules H ; Grotteria, Marco ; Diamond, William . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13899.

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2019Inspecting the Mechanism of Quantitative Easing in the Euro Area. (2019). Yogo, Motohiro ; Nguyen, Benoit ; Koulischer, Francois ; Koijen, Ralph. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13906.

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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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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]		article125
2013Empirical Cross-Sectional Asset Pricing In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article7
2012Empirical Cross-Sectional Asset Pricing.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2012Empirical Cross-Sectional Asset Pricing.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7		paper
2019Do Survey Expectations of Stock Returns Reflect Risk Adjustments? In: Staff Working Papers.
[Full Text][Citation analysis]		paper4
2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2019Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2019) In: 2019 Meeting Papers.
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2018Do survey expectations of stock returns reflect risk-adjustments?.(2018) In: CFS Working Paper Series.
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2007The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity.
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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.
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2010Estimation and Evaluation of Conditional Asset Pricing Models.(2010) In: NBER Working Papers.
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2014Sizing Up Repo In: Journal of Finance.
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2012Sizing Up Repo.(2012) In: CEPR Discussion Papers.
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2012Sizing Up Repo.(2012) In: NBER Working Papers.
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2016Risk-Adjusting the Returns to Venture Capital In: Journal of Finance.
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2013Risk-Adjusting the Returns to Venture Capital.(2013) In: CEPR Discussion Papers.
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2013Risk-Adjusting the Returns to Venture Capital.(2013) In: NBER Working Papers.
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2017Report of the Editor of the Journal of Finance for the Year 2016 In: Journal of Finance.
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2018Interpreting Factor Models In: Journal of Finance.
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2018Report of the Editor of the Journal of Finance for the Year 2017 In: Journal of Finance.
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2019Report of the Editor of The Journal of Finance for the Year 2018 In: Journal of Finance.
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2019Bank risk dynamics and distance to default In: CESifo Working Paper Series.
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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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2017The Making of Hawks and Doves: Inflation Experiences on the FOMC In: CEPR Discussion Papers.
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2017The Making of Hawks and Doves: Inflation Experiences on the FOMC.(2017) In: NBER Working Papers.
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2017ECB Policies Involving Government Bond Purchases: Impacts and Channels In: CEPR Discussion Papers.
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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.
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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.
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2017Socioeconomic Status and Macroeconomic Expectations.(2017) In: NBER Working Papers.
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2019Asset Pricing with Fading Memory In: CEPR Discussion Papers.
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2019Asset Pricing with Fading Memory.(2019) In: NBER Working Papers.
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2019Asset Pricing with Fading Memory.(2019) In: 2019 Meeting Papers.
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2012Evaporating Liquidity In: CEPR Discussion Papers.
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2011Evaporating Liquidity.(2011) In: NBER Working Papers.
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2012Evaporating Liquidity.(2012) In: Review of Financial Studies.
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2005Short sales, institutional investors and the cross-section of stock returns In: Journal of Financial Economics.
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2006The conditional CAPM does not explain asset-pricing anomalies In: Journal of Financial Economics.
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2003The Conditional CAPM Does Not Explain Asset-pricing Anomalies.(2003) In: Working papers.
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2003The Conditional CAPM does not Explain Asset-Pricing Anamolies.(2003) In: NBER Working Papers.
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2009Inexperienced investors and bubbles In: Journal of Financial Economics.
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2008Inexperienced Investors and Bubbles.(2008) In: NBER Working Papers.
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2010A skeptical appraisal of asset pricing tests In: Journal of Financial Economics.
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2006A Skeptical Appraisal of Asset-Pricing Tests.(2006) In: NBER Working Papers.
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2016Long-Run Inflation Uncertainty In: International Journal of Central Banking.
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2009Carry Trades and Currency Crashes In: NBER Chapters.
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2008Carry Trades and Currency Crashes.(2008) In: NBER Working Papers.
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2006Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals Asset Allocation In: NBER Working Papers.
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2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?.(2011) In: The Quarterly Journal of Economics.
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2013Interpreting Repo Statistics in the Flow of Funds Accounts In: NBER Working Papers.
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2014The Liquidity Premium of Near-Money Assets In: NBER Working Papers.
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2016The Liquidity Premium of Near-Money Assets.(2016) In: The Quarterly Journal of Economics.
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2016Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock In: NBER Working Papers.
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2019Market Efficiency in the Age of Big Data In: NBER Working Papers.
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2016Learning from Inflation Experiences In: The Quarterly Journal of Economics.
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