22
H index
27
i10 index
4348
Citations
University of Chicago (98% share) | 22 H index 27 i10 index 4348 Citations RESEARCH PRODUCTION: 32 Articles 54 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stefan Nagel. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 10 |
Journal of Financial Economics | 7 |
Review of Financial Studies | 5 |
The Quarterly Journal of Economics | 3 |
Journal of Monetary Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 27 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 13 |
CESifo Working Paper Series / CESifo | 4 |
2019 Meeting Papers / Society for Economic Dynamics | 2 |
Year | Title of citing document | |
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2022 | The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Hooked 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Why Are Fiscal Multipliers Moderate Even Under Monetary Accommodation?. (2021). Schabert, Andreas ; Juessen, Falko ; Bredemeier, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:074. Full description at Econpapers || Download paper | |
2021 | Religious Practice and Student Performance: Evidence from Ramadan Fasting. (2021). Strazzeri, Maurizio ; Hornung, Erik ; Schwerdt, Guido. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:117. Full description at Econpapers || Download paper | |
2021 | Subjective 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. Full description at Econpapers || Download paper | |
2021 | Inflation Narratives. (2021). Wohlfart, Johannes ; Roth, Christopher ; Haaland, Ingar ; Andre, Peter. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:127. Full description at Econpapers || Download paper | |
2021 | Beliefs 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. Full description at Econpapers || Download paper | |
2022 | Information Frictions among Firms and Households. (2022). Wohlfart, Johannes ; Roth, Christopher ; Peichl, Andreas ; Link, Sebastian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:140. Full description at Econpapers || Download paper | |
2022 | The Anatomy of the Global Saving Glut. (2022). Schularick, Moritz ; Novokmet, Filip ; Bauluz, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:161. Full description at Econpapers || Download paper | |
2022 | Out 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. Full description at Econpapers || Download paper | |
2022 | Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors. (2022). Sotes-Paladino, Juan ; Roche, Herve. In: Working Papers. RePEc:aoz:wpaper:205. Full description at Econpapers || Download paper | |
2022 | A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708. Full description at Econpapers || Download paper | |
2021 | Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745. Full description at Econpapers || Download paper | |
2022 | Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273. Full description at Econpapers || Download paper | |
2022 | High 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. Full description at Econpapers || Download paper | |
2021 | The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917. Full description at Econpapers || Download paper | |
2021 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2022 | An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975. Full description at Econpapers || Download paper | |
2021 | Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380. Full description at Econpapers || Download paper | |
2022 | Inflation -- who cares? Monetary Policy in Times of Low Attention. (2021). Pfauti, Oliver. In: Papers. RePEc:arx:papers:2105.05297. Full description at Econpapers || Download paper | |
2022 | Deep Learning Statistical Arbitrage. (2021). Pelger, Markus ; Guijarro-Ordonez, Jorge ; Zanotti, Greg. In: Papers. RePEc:arx:papers:2106.04028. Full description at Econpapers || Download paper | |
2021 | An Interpretable Neural Network for Parameter Inference. (2021). Pfitzinger, Johann. In: Papers. RePEc:arx:papers:2106.05536. Full description at Econpapers || Download paper | |
2021 | Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455. Full description at Econpapers || Download paper | |
2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866. Full description at Econpapers || Download paper | |
2021 | The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410. Full description at Econpapers || Download paper | |
2021 | Why 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. Full description at Econpapers || Download paper | |
2021 | A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:2108.11921. Full description at Econpapers || Download paper | |
2022 | Can an AI agent hit a moving target?. (2021). , Shi. In: Papers. RePEc:arx:papers:2110.02474. Full description at Econpapers || Download paper | |
2021 | An Economy of Neural Networks: Learning from Heterogeneous Experiences. (2021). Kuriksha, Artem. In: Papers. RePEc:arx:papers:2110.11582. Full description at Econpapers || Download paper | |
2021 | Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238. Full description at Econpapers || Download paper | |
2022 | Expert Aggregation for Financial Forecasting. (2021). Mikael, Joseph ; Cl, Alasseur ; Marie, Briere ; Remlinger, Carl. In: Papers. RePEc:arx:papers:2111.15365. Full description at Econpapers || Download paper | |
2023 | Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817. Full description at Econpapers || Download paper | |
2022 | Consumption-investment decisions with endogenous reference point and drawdown constraint. (2022). Yuan, Fengyi ; Luo, Xiaodong ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2204.00530. Full description at Econpapers || Download paper | |
2022 | Two-step estimation in linear regressions with adaptive learning. (2022). Mayer, Alexander. In: Papers. RePEc:arx:papers:2204.05298. Full description at Econpapers || Download paper | |
2022 | Multivariate ordered discrete response models. (2022). Matcham, William ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:2205.05779. Full description at Econpapers || Download paper | |
2022 | Robust 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. Full description at Econpapers || Download paper | |
2022 | Deep Partial Least Squares for Empirical Asset Pricing. (2022). Goicoechea, Kemen ; Polson, Nicholas G ; Dixon, Matthew F. In: Papers. RePEc:arx:papers:2206.10014. Full description at Econpapers || Download paper | |
2022 | Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600. Full description at Econpapers || Download paper | |
2022 | Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365. Full description at Econpapers || Download paper | |
2022 | Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071. Full description at Econpapers || Download paper | |
2022 | Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573. Full description at Econpapers || Download paper | |
2022 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
2022 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
2022 | A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391. Full description at Econpapers || Download paper | |
2022 | TechRank. (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. Full description at Econpapers || Download paper | |
2022 | Arbitrage from a Bayesians Perspective. (2022). Bhattacharya, Ayan. In: Papers. RePEc:arx:papers:2211.03244. Full description at Econpapers || Download paper | |
2022 | Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients. (2022). Pittis, Nikitas ; Samartzis, George. In: Papers. RePEc:arx:papers:2211.03604. Full description at Econpapers || Download paper | |
2021 | Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning. (2021). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202101. Full description at Econpapers || Download paper | |
2021 | Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20153. Full description at Econpapers || Download paper | |
2021 | Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21153. Full description at Econpapers || Download paper | |
2021 | Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39. Full description at Econpapers || Download paper | |
2021 | Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | Firm 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. Full description at Econpapers || Download paper | |
2022 | Lending Relationships and Currency Hedging. (2022). Araujo, Gustavo ; Oliveira, Raquel F ; Schiozer, Rafael ; Leo, Sergio . In: Working Papers Series. RePEc:bcb:wpaper:565. Full description at Econpapers || Download paper | |
2021 | Fed 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. Full description at Econpapers || Download paper | |
2022 | The Term Structure of Interest Rates in a Heterogeneous Monetary Union. (2022). Thomas, Carlos ; Nuo, Galo ; Costain, James. In: Working Papers. RePEc:bde:wpaper:2223. Full description at Econpapers || Download paper | |
2022 | On 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. Full description at Econpapers || Download paper | |
2021 | From 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. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Permanent 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. Full description at Econpapers || Download paper | |
2021 | THE 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. Full description at Econpapers || Download paper | |
2021 | The Immigrant Next Door: Exposure, Prejudice, and Altruism. (2021). Hassan, Tarek ; Bursztyn, Leonardo ; Rao, Aakash ; Chaney, Thomas. In: Working Papers. RePEc:bfi:wpaper:2021-16. Full description at Econpapers || Download paper | |
2021 | Tax Refund Uncertainty: Evidence and Welfare Implications. (2021). Nelson, Scott ; Caldwell, Sydnee ; Waldinger, Daniel C. In: Working Papers. RePEc:bfi:wpaper:2021-18. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2022 | Why is inflation rising so little in Japan?. (2022). Chatelais, Nicolas. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2022:242:07. Full description at Econpapers || Download paper | |
2021 | Politician-Citizen Interactions and Dynamic Representation: Evidence from Twitter. (2021). le Mens, Gael ; Gallego, Aina ; Scholl, Nikolas. In: Working Papers. RePEc:bge:wpaper:1238. Full description at Econpapers || Download paper | |
2021 | Can 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. Full description at Econpapers || Download paper | |
2022 | What 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. Full description at Econpapers || Download paper | |
2022 | Emerging market bond flows and exchange rate returns. (2022). Valente, Giorgio ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:1042. Full description at Econpapers || Download paper | |
2021 | Firm-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. Full description at Econpapers || Download paper | |
2021 | The Treasury market in spring 2020 and the response of the Federal Reserve. (2021). Vissing-Jorgensen, Annette. In: BIS Working Papers. RePEc:bis:biswps:966. Full description at Econpapers || Download paper | |
2022 | Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996. Full description at Econpapers || Download paper | |
2022 | Economists 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Behavioural 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Earnings 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. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2022 | Positive 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | Inflation 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. Full description at Econpapers || Download paper | |
2021 | Will 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. Full description at Econpapers || Download paper | |
2022 | Audits and Government Hiring Practices. (2022). Ruzzier, Christian ; Rossi, MartÃn ; Lauletta, Maximiliano. In: Economica. RePEc:bla:econom:v:89:y:2022:i:353:p:214-227. Full description at Econpapers || Download paper | |
2021 | Misremembering 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. Full description at Econpapers || Download paper | |
2021 | Sentiment?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. Full description at Econpapers || Download paper | |
2021 | Learning 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. Full description at Econpapers || Download paper | |
2021 | Differential 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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2022 | Stock 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | Persistence 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2008 | Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals In: American Economic Review. [Full Text][Citation analysis] | article | 257 |
2013 | Empirical Cross-Sectional Asset Pricing In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 17 |
2012 | Empirical Cross-Sectional Asset Pricing.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2012 | Empirical Cross-Sectional Asset Pricing.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2019 | Do Survey Expectations of Stock Returns Reflect Risk Adjustments? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | Do 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: 13 | paper | |
2018 | Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2021 | Do survey expectations of stock returns reflect risk adjustments?.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2018 | Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2019 | Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2018 | Do survey expectations of stock returns reflect risk-adjustments?.(2018) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2020 | Treasury Inconvenience Yields during the COVID-19 Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 41 |
2022 | Treasury inconvenience yields during the COVID-19 crisis.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
2020 | Treasury 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 | |
2007 | The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 55 |
2006 | The Effect of Dividends on Consumption.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2011 | Estimation and Evaluation of Conditional Asset Pricing Models In: Journal of Finance. [Citation analysis] | article | 38 |
2010 | Estimation and Evaluation of Conditional Asset Pricing Models.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2014 | Sizing Up Repo In: Journal of Finance. [Full Text][Citation analysis] | article | 178 |
2012 | Sizing Up Repo.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | paper | |
2012 | Sizing Up Repo.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | paper | |
2016 | Risk?Adjusting the Returns to Venture Capital In: Journal of Finance. [Full Text][Citation analysis] | article | 28 |
2013 | Risk-Adjusting the Returns to Venture Capital.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2013 | Risk-Adjusting the Returns to Venture Capital.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2017 | Report of the Editor of the Journal of Finance for the Year 2016 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Interpreting Factor Models In: Journal of Finance. [Full Text][Citation analysis] | article | 66 |
2018 | Report of the Editor of the Journal of Finance for the Year 2017 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Report of the Editor of The Journal of Finance for the Year 2018 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Report of the Editor of The Journal of Finance for the Year 2019 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Report of the Editor of The Journal of Finance for the Year 2020 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Report of the Editor of The Journal of Finance for the Year 2021 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Expectations Data in Asset Pricing In: CRC TR 224 Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2022 | Expectations Data in Asset Pricing.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2019 | Bank risk dynamics and distance to default In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2019 | Bank Risk Dynamics and Distance to Default.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2019 | Bank Risk Dynamics and Distance to Default.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2020 | Banks’ Risk Dynamics and Distance to Default.(2020) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2019 | Market Efficiency in the Age of Big Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2019 | Market Efficiency in the Age of Big Data.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2022 | Market efficiency in the age of big data.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2022 | Market efficiency in the age of big data.(2022) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | Market Efficiency in the Age of Big Data.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2022 | Dynamics of Subjective Risk Premia In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Dynamics of Subjective Risk Premia.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | The Making of Hawks and Doves: Inflation Experiences on the FOMC In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
2017 | The Making of Hawks and Doves: Inflation Experiences on the FOMC.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2017 | ECB Policies Involving Government Bond Purchases: Impacts and Channels In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 57 |
2017 | ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2017 | ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2017 | Shrinking the Cross Section In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
2020 | Shrinking the cross-section.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | article | |
2017 | Shrinking the Cross Section.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
2017 | Socioeconomic Status and Macroeconomic Expectations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
2017 | Socioeconomic Status and Macroeconomic Expectations.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2020 | Socioeconomic Status and Macroeconomic Expectations.(2020) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | |
2019 | Asset Pricing with Fading Memory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2019 | Asset Pricing with Fading Memory.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2022 | Asset Pricing with Fading Memory.(2022) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2019 | Asset Pricing with Fading Memory.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2020 | The Making of Hawks and Doves In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2021 | The making of hawks and doves.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2012 | Evaporating Liquidity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 174 |
2011 | Evaporating Liquidity.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 174 | paper | |
2012 | Evaporating Liquidity.(2012) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 174 | article | |
2005 | Short sales, institutional investors and the cross-section of stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 289 |
2006 | The conditional CAPM does not explain asset-pricing anomalies In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 319 |
2003 | The 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 | |
2003 | The Conditional CAPM does not Explain Asset-Pricing Anamolies.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 319 | paper | |
2009 | Inexperienced investors and bubbles In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 144 |
2008 | Inexperienced Investors and Bubbles.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 144 | paper | |
2010 | A skeptical appraisal of asset pricing tests In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 428 |
2006 | A Skeptical Appraisal of Asset-Pricing Tests.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 428 | paper | |
2016 | Long-Run Inflation Uncertainty In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 1 |
2009 | Carry Trades and Currency Crashes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 561 |
2008 | Carry Trades and Currency Crashes.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 561 | paper | |
.() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 561 | paper | ||
2006 | Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals Asset Allocation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 23 |
2009 | Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 969 |
2011 | Depression 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 | |
2013 | Interpreting Repo Statistics in the Flow of Funds Accounts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | The Liquidity Premium of Near-Money Assets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 130 |
2016 | The 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 | |
2016 | Who 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] | paper | 11 |
2022 | Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock In: The Economic Journal. [Full Text][Citation analysis] | article | 0 |
2016 | Learning from Inflation Experiences In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 303 |
2021 | Review Article: Perspectives on the Future of Asset Pricing In: Review of Financial Studies. [Full Text][Citation analysis] | article | 3 |
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