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)

18

H index

20

i10 index

2540

Citations

RESEARCH PRODUCTION:

22

Articles

44

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 149
   Journals where Stefan Nagel has often published
   Relations with other researchers
   Recent citing documents: 490.    Total self citations: 20 (0.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna176
   Updated: 2020-08-01    RAS profile: 2020-04-24    
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Relations with other researchers

Works with:

Adam, Klaus (6)

Matveev, Dmitry (6)

Kozak, Serhiy (4)

Vissing-Jorgensen, Annette (3)

Kuhnen, Camelia (3)

Purnanandam, Amiyatosh (3)

Martin, Ian (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 (28)

Campbell, John (21)

Weber, Michael (20)

Hirshleifer, David (17)

Shleifer, Andrei (16)

Schrimpf, Andreas (15)

Adrian, Tobias (14)

Menkhoff, Lukas (14)

Zafar, Basit (13)

Ranaldo, Angelo (13)

Blau, Benjamin (12)

Cites to:

Campbell, John (28)

Shanken, Jay (12)

Pedersen, Lasse (10)

French, Kenneth (10)

Fama, Eugene (10)

Vayanos, Dimitri (9)

Shleifer, Andrei (9)

Brunnermeier, Markus (8)

Stambaugh, Robert (8)

Calvet, Laurent (7)

Stein, Jeremy (6)

Main data

Where Stefan Nagel has published?

Journals with more than one article published# docs
Journal of Finance8
Journal of Financial Economics5
The Quarterly Journal of Economics3
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo3
2019 Meeting Papers / Society for Economic Dynamics2

Recent works citing Stefan Nagel (2020 and 2019)

YearTitle of citing document
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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2019Financial Literacy, Trust and Stock Market Participation in Ghana. (2019). Adu, George ; Kuffour, Solomon Antwiagyei. In: Economics Literature. RePEc:ana:elitjr:v:1:y:2019:i:2:p:101-116.

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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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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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2020Deep 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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2020Coronavirus Perceptions And Economic Anxiety. (2020). Roth, Christopher ; Hermle, Johannes ; Hensel, Lukas ; Fetzer, Thiemo. In: Papers. RePEc:arx:papers:2003.03848.

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

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2020Decision-Making, Sub-Additive Recursive Matching Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences. (2020). Nwogugu, Michael C. In: Papers. RePEc:arx:papers:2005.01708.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

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2020Information weighting under least squares adaptive learning. (2020). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202004.

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2020The 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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2020Modelling Small Open Developing Economies in a Financialized World: A Stock-Flow Consistent Prototype Growth Model. (2020). Yilmaz, Sakir ; Godin, Antoine. In: Working Paper. RePEc:avg:wpaper:en10824.

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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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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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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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2020Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour. (2020). Zizza, Roberta ; Rondinelli, Concetta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1276_20.

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2020What Matters in Households’ Inflation Expectations?. (2020). Mengus, Eric ; Gautier, Erwan ; Andrade, Philippe. In: Working papers. RePEc:bfr:banfra:770.

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2020Winners and Losers from Sovereign Debt Inflows: Evidence from the Stock Market. (2020). Williams, Tomas ; Pandolfi, Lorenzo ; Broner, Fernando ; Martin, Alberto. In: Working Papers. RePEc:bge:wpaper:1152.

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2019Investor Experiences and International Capital Flows. (2019). Malmendier, Ulrike ; Vanasco, Victoria ; Pouzo, Demien. In: Working Papers. RePEc:bge:wpaper:1163.

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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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2020The impact of unconventional monetary policies on retail lending and deposit rates in the euro area. (2020). Lombardi, Marco ; Hofmann, Boris ; Mizen, Paul ; Illes, Anamaria. In: BIS Working Papers. RePEc:bis:biswps:850.

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2020Market segmentation and supply‐chain predictability: evidence from China. (2020). Li, Rui ; Wu, Chongfeng ; Diao, Xundi. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1531-1562.

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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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2019Higher Moments and Exchange Rate Behavior. (2019). Sharma, Susan ; Khademalomoom, Siroos ; Narayan, Paresh Kumar. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:1:p:201-229.

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2020FAMILY FIRM PERFORMANCE OVER THE BUSINESS CYCLE: A META‐ANALYSIS. (2020). Neuenkirch, Matthias ; Hansen, Christopher ; Block, Joern. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:476-511.

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2020Taming the Factor Zoo: A Test of New Factors. (2020). Giglio, Stefano ; Feng, Guanhao ; Xiu, Dacheng. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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2020Insider Investment Horizon. (2020). Jiang, Chao ; Akbas, Ferhat ; Koch, Paul D. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1579-1627.

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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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2020Life Course Perspective on Economic Shocks and Income Inequality Through Age‐Period‐Cohort Analysis: Evidence From Finland. (2020). Niemela, Mikko ; Karonen, Esa. In: Review of Income and Wealth. RePEc:bla:revinw:v:66:y:2020:i:2:p:287-310.

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2020Early‐Life Circumstances Predict Measures of Trust among Adults: Evidence from Hunger Episodes in Post‐War Germany. (2020). Kesternich, Iris ; Smith, James P ; Horl, Maximiliane ; Winter, Joachim K. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:280-305.

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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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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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2020The 3 E’s of central bank communication with the public. (2020). McMahon, Michael ; MacAulay, Alistair ; Haldane, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0847.

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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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2020The political scar of epidemics. (2020). Eichengreen, Barry ; Aksoy, Cevat Giray ; Saka, Orkun. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_014.

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2020Combating the COVID-19 pandemic : The role of the SARS imprint. (2020). Yang, Endong ; Ru, Hong ; Zou, Kunru. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_015.

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2020Russians’ impressionable years : life experience during the exit from communism and Putin-era beliefs. (2020). Pyle, William. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_017.

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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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2020Inflationary household uncertainty shocks. (2020). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_005.

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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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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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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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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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2020How Do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-Scale Business Survey. (2020). Wohlrabe, Klaus ; Dovern, Jonas ; Muller, Lena Sophia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8179.

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2020Shaking Things Up: On the Stability of Risk and Time Preferences. (2020). Joxhe, Majlinda ; Dupuy, Arnaud ; Charness, Gary ; Beine, Michel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8187.

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2020The Trading Response of Individual Investors to Local Bankruptcies. (2020). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8191.

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2020Are Sustainability-Oriented Investors Different? Evidence from Equity Crowdfunding. (2020). Hornuf, Lars ; Vintis, Tim ; Stenzhorn, Eliza. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8339.

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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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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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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-30.

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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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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.rdf.

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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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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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2019Money Runs. (2019). Piacentino, Giorgia ; Donaldson, Jason Roderick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13955.

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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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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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2019Benchmark interest rates when the government is risky. (2019). Schmid, Lukas ; Chernov, Mikhail ; Augustin, Patrick ; Song, Dongo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14105.

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2019Cash Flow News and Stock Price Dynamics. (2019). Timmermann, Allan ; Sabbatucci, Riccardo ; Pettenuzzo, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14117.

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2019Do Temporary Demand Shocks have Long-Term Effects for Startups?. (2019). Meling, Tom ; Hvide, Hans K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14131.

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2019Bond Funds and Credit Risk. (2019). Dasgupta, Amil ; Choi, Jaewon ; Jimmy, Ji Yeol. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14134.

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2019The Low-Minus-High Portfolio and the Factor Zoo. (2019). Fournier, Mathieu ; Cujean, Julien ; Andrei, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14153.

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2019Trust in the Central Bank and Inflation Expectations. (2019). van Rooij, Maarten ; Jappelli, Tullio ; Georgarakos, Dimitris ; Christelis, Dimitris. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14202.

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2019Do Role Models Affect Risk-Taking Behavior? The Case of Minorities. (2019). Korniotis, George ; Khalaf, Sarah ; Bonaparte, Yosef. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14264.

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2020The 3 Es of Central Bank Communication with the Public. (2020). McMahon, Michael ; MacAulay, Alistair ; Haldane, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14265.

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2020Saving Behavior Across the Wealth Distribution: The Importance of Capital Gains. (2020). Natvik, Gisle James ; Moll, Benjamin ; Holm, Martin ; Fagereng, Andreas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14355.

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2020Art as an Asset: Evidence from Keynes the Collector. (2020). Dimson, Elroy ; Chambers, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14357.

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2020Investors Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform. (2020). la Spada, Gabriele ; Cipriani, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14375.

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2020Historical Natural Experiments: Bridging Economics and Economic History. (2020). Cantoni, Davide ; Yuchtman, Noam. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14401.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14462.

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

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2020Cognitive Droughts. (2020). Mani, Anandi ; Lichand, Guilherme. In: CSAE Working Paper Series. RePEc:csa:wpaper:2020-02.

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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]		article141
2013Empirical Cross-Sectional Asset Pricing In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article9
2012Empirical Cross-Sectional Asset Pricing.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2012Empirical Cross-Sectional Asset Pricing.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		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.
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2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: NBER Working Papers.
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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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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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2019Market Efficiency in the Age of Big Data In: CESifo Working Paper Series.
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2019Market Efficiency in the Age of Big Data.(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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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.
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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.
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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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2009Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 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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