Stijn Van Nieuwerburgh : Citation Profile


Are you Stijn Van Nieuwerburgh?

Columbia University (80% share)
National Bureau of Economic Research (NBER) (10% share)
Centre for Economic Policy Research (CEPR) (10% share)

23

H index

35

i10 index

1788

Citations

RESEARCH PRODUCTION:

26

Articles

90

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 111
   Journals where Stijn Van Nieuwerburgh has often published
   Relations with other researchers
   Recent citing documents: 282.    Total self citations: 31 (1.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva368
   Updated: 2018-08-11    RAS profile: 2018-07-09    
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Relations with other researchers


Works with:

Pagano, Marco (19)

Brunnermeier, Markus (19)

Vayanos, Dimitri (19)

Reis, Ricardo (18)

Garicano, Luis (10)

thesmar, david (10)

Langfield, Sam (9)

Vestman, Roine (5)

Elenev, Vadim (5)

Herskovic, Bernard (4)

Kaniel, Ron (3)

Veldkamp, Laura (2)

von Lilienfeld-Toal, Ulf (2)

Lane, Philip (2)

Kacperczyk, Marcin (2)

Lustig, Hanno (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stijn Van Nieuwerburgh.

Is cited by:

Luo, Yulei (22)

Weber, Michael (21)

Coeurdacier, Nicolas (19)

Sousa, Ricardo (18)

Veldkamp, Laura (17)

Davis, Morris (16)

Mondria, Jordi (15)

Nitschka, Thomas (13)

koijen, ralph (13)

Campbell, John (13)

Hoffmann, Mathias (13)

Cites to:

Campbell, John (69)

Cochrane, John (19)

Lustig, Hanno (19)

Hansen, Lars (15)

Prescott, Edward (14)

Shiller, Robert (14)

Jermann, Urban (13)

Gabaix, Xavier (13)

Lucas, Robert (12)

Kehoe, Patrick (12)

Pastor, Lubos (11)

Main data


Where Stijn Van Nieuwerburgh has published?


Journals with more than one article published# docs
Journal of Finance4
American Economic Review3
Journal of Financial Economics3
Journal of Monetary Economics3
Review of Economic Studies2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
2005 Meeting Papers / Society for Economic Dynamics4
2009 Meeting Papers / Society for Economic Dynamics3
2011 Meeting Papers / Society for Economic Dynamics2
Discussion Papers / Centre for Macroeconomics (CFM)2
2014 Meeting Papers / Society for Economic Dynamics2
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2
IMF Working Papers / International Monetary Fund2
2017 Meeting Papers / Society for Economic Dynamics2

Recent works citing Stijn Van Nieuwerburgh (2018 and 2017)


YearTitle of citing document
2017Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2017-13.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2017The Safe Assets Shortage Conundrum. (2017). Gourinchas, Pierre-Olivier ; Farhi, Emmanuel ; Caballero, Ricardo. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:3:p:29-46.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:18/007.

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2018Mean field and n-agent games for optimal investment under relative performance criteria. (2018). Lacker, Daniel ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:1703.07685.

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2017The Performance Persistence of Winner Fund Managers - Evidence from the Timing and Stock Picking Ability. (2017). Fu, Ying-Fen ; Liu, Hai-Ching . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:611-622.

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2018Chained financial frictions and credit cycles. (2018). Santoro, Emiliano ; Petrella, Ivan ; Lubello, Federico. In: BCL working papers. RePEc:bcl:bclwop:bclwp116.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:bfi:wpaper:2017-07.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Is the price right? Swing pricing and investor redemptions. (2017). Lewrick, Ulf ; Schanz, Jochen. In: BIS Working Papers. RePEc:bis:biswps:664.

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2017House Price Dynamics with Household Debt: The Korean Case-super-. (2017). Kim, Hyunjeong ; Yie, Myung-Soo ; Son, Jong Chil. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:1:p:39-59.

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2017Does Institutional Quality Matter for Financial Development and Growth? Further Evidence from MENA Countries. (2017). Kutan, Ali M ; Sohag, Kazi ; Samargandi, Nahla. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:3:p:228-248.

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2017Bond Fund Performance During Recessions and Expansions: Empirical Evidence from a Small Market. (2017). Leite, Paulo ; Armada, Manuel Rocha . In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:163-170.

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2017Assessing the inequality of lifetime healthcare expenditures: a nearest neighbour resampling approach. (2017). Wong, Albert ; Ferreira, Jose Antonio ; Polder, Johan ; Boshuizen, Hendriek . In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:1:p:141-160.

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2017Life Insurance Demand Under Health Shock Risk. (2017). Hambel, Christoph ; Steffensen, Mogens ; Schendel, Lorenz S ; Kraft, Holger. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1171-1202.

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2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Zhu, Wei ; Golden, Linda L ; Brockett, Patrick L ; Ai, Jing ; Morales, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:319-343.

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2017Information Frictions in Uncertain Regulatory Environments: Evidence from U.S. Commercial Banks. (2017). Veuger, Stan ; Wilson, Kristin . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:205-233.

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2017A Simple Approach for Diagnosing Instabilities in Predictive Regressions. (2017). Pitarakis, Jean-Yves. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:851-874.

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2017Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054.

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2017Mapping China’s time-varying house price landscape. (2017). Leiva-Leon, Danilo ; Funke, Michael ; Tsang, Andrew. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_021.

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2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:037.

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2017House prices, lending standards, and the macroeconomy. (2017). Silvo, Aino. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_004.

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2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_037.

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2018Price rigidities and the granular origins of aggregate fluctuations. (2018). Weber, Michael ; Schoenle, Raphael ; Pasten, Ernosto. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_003.

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2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

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2018High-frequency Cash Flow Dynamics. (2018). Pettenuzzo, Davide ; Timmermann, Allan ; Sabbatucci, Riccardo. In: Working Papers. RePEc:brd:wpaper:120.

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2018Debt Seniority and Sovereign Debt Crises. (2018). Ari, Anil ; Dedola, L ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1831.

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2018How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device. (2018). Cronin, David ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/18.

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2018Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2018). Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/18.

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2017Redistribution of Local Labor Market Shocks through Firms’ Internal Networks. (2017). Giroud, Xavier ; Mueller, Holger M. In: Working Papers. RePEc:cen:wpaper:17-03.

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2017The Cross-Section of Labor Leverage and Equity Returns*. (2017). Kehrig, Matthias ; Gourio, Francois ; Palacios, Miguel ; Donangelo, Andres. In: Working Papers. RePEc:cen:wpaper:17-70.

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2017The Paradox of the Joneses: Superstar Houses and Mortgage Frenzy in Suburban America. (2017). Bellet, Clement . In: CEP Discussion Papers. RePEc:cep:cepdps:dp1462.

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2017The Optimal Taxation of Risky Capital Income: The Rate of Return Allowance. (2017). Boadway, Robin ; Spiritus, Kevin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6297.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6486.

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2017House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand. (2017). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6487.

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2017Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560.

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2017Price Rigidities and the Granular Origins of Aggregate Fluctuations. (2017). Weber, Michael ; Pasten, Ernesto ; Schoenle, Raphael S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6619.

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2017How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market. (2017). Basten, Christoph ; Koch, Catherine Tahmee ; Guin, Benjamin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6649.

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2017Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection. (2017). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; DeDonder, Philippe ; Boyer, Martin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6698.

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2018Capital Flows in the Euro Area and TARGET2 Balances. (2018). Wollmershäuser, Timo ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6877.

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2018Out of Sync Subnational Housing Markets and Macroprudential Policies. (2018). Funke, Michael ; Wende, Adrian ; Mihaylovski, Petar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6887.

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2018Uncertainty and Economic Activity: A Multi-Country Perspective. (2018). Rebucci, Alessandro ; Pesaran, M ; Cesa-Bianchi, Ambrogio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6910.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7005.

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2018Learning in Crowded Markets. (2018). Kondor, Peter ; Zawadowski, Adam. In: CEU Working Papers. RePEc:ceu:econwp:2018_4.

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2017How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies. (2017). guimaraes, bernardo ; Diniz, Andre. In: Discussion Papers. RePEc:cfm:wpaper:1705.

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2017Housing Wealth Reallocation Between Subprime and Prime Borrowers During Recessions. (2017). Sapci, Ayse ; Vu, Nam . In: Working Papers. RePEc:cgt:wpaper:2017-03.

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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Ferrara, Laurent ; Lhuissier, Stephane. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

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2017Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection. (2017). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; Boyer, M. Martin ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-17.

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2017Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis. (2017). Schmidt, Lawrence ; Gallagher, Emily ; Wermers, Russ ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11895.

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2017Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan G ; Lunde, Asger ; Groenborg, Niels . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11896.

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2017Uncertainty shocks, asset supply and pricing over the business cycle. (2017). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11950.

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2017The Fiscal-Monetary Policy Mix in the Euro Area: Challenges at the Zero Lower Bound. (2017). Orphanides, Athanasios. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12039.

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2017Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins. (2017). Silva, Andre ; Da-Rocha Lopes, Samuel ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12058.

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2017Houses across time and across place. (2017). Miles, David ; Sefton, James . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12103.

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2017Quantile Factor Models. (2017). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Muoz, Jesus Gonzalo. In: UC3M Working papers. Economics. RePEc:cte:werepe:25299.

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2017Heterogeneity in house price dynamics. (2017). Galati, Gabriele ; Teppa, Federica. In: DNB Working Papers. RePEc:dnb:dnbwpp:564.

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2018Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1030.

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2018Structural policies in the euro area. (2018). Masuch, Klaus ; Benalal, Nicholai ; Setzer, Ralph ; Anderton, Robert. In: Occasional Paper Series. RePEc:ecb:ecbops:2018210.

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2017Price rigidities and the granular origins of aggregate fluctuations. (2017). Weber, Michael ; Pasten, Ernesto ; Schoenle, Raphael. In: Working Paper Series. RePEc:ecb:ecbwps:20172102.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2018Credit default swaps and firms financing policies. (2018). Fuller, Kathleen P ; Uymaz, Yurtsev ; Yildiz, Serhat . In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:34-48.

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2018Institutional investor monitoring motivation and the marginal value of cash. (2018). Ward, Charles ; Zeng, Yeqin ; Yin, Chao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:49-75.

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2017The uncertainty multiplier and business cycles. (2017). Saijo, Hikaru . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:1-25.

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2017Land-price dynamics and macroeconomic fluctuations with nonseparable preferences. (2017). zou, heng-fu ; Wang, Chan ; Gong, Liutang ; Zhao, Fuyang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:149-161.

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2018The housing cost disease. (2018). Reichlin, Pietro ; Borri, Nicola. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:106-123.

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2018Macroeconomic and distributional effects of mortgage guarantee programs for the poor. (2018). Kim, Jiseob ; Wang, Yicheng . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:124-151.

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2018Dispersion in macroeconomic volatility between the core and periphery of the international trade network. (2018). Chakrabarti, Anindya S. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:31-50.

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2018Solving an incomplete markets model with a large cross-section of agents. (2018). Mertens, Thomas M ; Judd, Kenneth L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:349-368.

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2017Inattentive agents and disagreement about economic activity. (2017). Kim, Insu ; Hur, Joonyoung. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:175-190.

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2017Generalized financial ratios to predict the equity premium. (2017). Algaba, Andres ; Boudt, Kris. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:244-257.

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2018Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312.

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2017Learning about individual managers’ performance in UK pension funds: The importance of specialization. (2017). Alda, Mercedes ; Sarto, Jose Luis ; Andreu, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:654-667.

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2017Volatility and expected option returns: A note. (2017). Chaudhury, MO. In: Economics Letters. RePEc:eee:ecolet:v:152:y:2017:i:c:p:1-4.

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2017Information disclosure and asymmetric speed of learning in booms and busts. (2017). Palazzo, Francesco ; Zhang, Min. In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:37-40.

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2017Using principal component analysis to estimate a high dimensional factor model with high-frequency data. (2017). Ait-Sahalia, Yacine ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:384-399.

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2018Resolution of policy uncertainty and sudden declines in volatility. (2018). Amengual, Dante ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:297-315.

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2018Commodity price volatility with endogenous natural resources. (2018). Hansen, James ; Gross, Isaac . In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:157-180.

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2018Changing credit limits, changing business cycles. (2018). Santoro, Emiliano ; Ravn, Søren Hove ; Jensen, Henrik. In: European Economic Review. RePEc:eee:eecrev:v:102:y:2018:i:c:p:211-239.

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2017All about fun(ds) in emerging markets? The case of equity mutual funds. (2017). Wagner, Moritz ; Margaritis, Dimitris. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:62-78.

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2018Housing market sentiment and intervention effectiveness: Evidence from China. (2018). Zhou, Zhengyi. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:91-110.

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2017Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain. (2017). Mihov, Atanas ; Naranjo, Andy. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:73-100.

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2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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2018Market timing over the business cycle. (2018). Sander, Magnus . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:130-145.

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2017Firm life cycle and idiosyncratic volatility. (2017). Hasan, Mostafa Monzur ; Habib, Ahsan. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:164-175.

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2017International stock return predictability: Evidence from new statistical tests. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:97-113.

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2017Human capital measures and stock return predictability: Macroeconomic versus microeconomic approaches. (2017). Lee, Jaeram ; Ryu, Doojin ; Ihm, Jungjoon . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:53-56.

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2017Can tree-structured classifiers add value to the investor?. (2017). Laborda, Ricardo. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:211-226.

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2017On the short-term predictability of stock returns: A quantile boosting approach. (2017). Pierdzioch, Christian ; Demirer, Riza ; Zhang, Huacheng . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:35-41.

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2017Equity premium prediction: The role of economic and statistical constraints. (2017). Tsiakas, Ilias ; Li, Jiahan. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:56-75.

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2017Does easing monetary policy increase financial instability?. (2017). Rebucci, Alessandro ; Cesa-Bianchi, Ambrogio. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:111-125.

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2017Reversal of migration flows: A fresh look at the German reunification. (2017). Steger, Thomas ; Grossmann, Volker ; Fuchs, Benjamin ; Schafer, Andreas . In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:1-15.

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2018International credit supply shocks. (2018). Rebucci, Alessandro ; Cesa-Bianchi, Ambrogio ; Ferrero, Andrea. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:219-237.

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2018Risk versus ambiguity and international security design. (2018). Hill, Brian ; Michalski, Tomasz. In: Journal of International Economics. RePEc:eee:inecon:v:113:y:2018:i:c:p:74-105.

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2017Optimal consumption, investment and housing with means-tested public pension in retirement. (2017). Andreasson, Johan G ; Novikov, Alex ; Shevchenko, Pavel V. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:32-47.

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2017Can investors gain from investing in certain sectors?. (2017). Narayan, Paresh Kumar ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177.

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2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

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2018Is stock return predictability time-varying?. (2018). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172.

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2017The joint cross-sectional variation of equity returns and volatilities. (2017). Gonzalez-Urteaga, Ana ; Rubio, Gonzalo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:17-34.

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2017Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?. (2017). Sherrill, Eli D ; Stark, Jeffrey R ; Shirley, Sara E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:48-64.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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

Works by Stijn Van Nieuwerburgh:


YearTitleTypeCited
2010Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk In: American Economic Review.
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article10
2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
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article2
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEP Discussion Papers.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers.
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paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Les Cahiers de Recherche.
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paper
2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 2
paper
2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 2
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series.
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This paper has another version. Agregated cites: 2
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers.
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This paper has another version. Agregated cites: 2
paper
2016Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees In: American Economic Review.
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article44
2012Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 44
paper
2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 44
paper
2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 44
paper
2011Predictability of Returns and Cash Flows In: Annual Review of Financial Economics.
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article24
2010Predictability of Returns and Cash Flows.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24
paper
2005Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective In: Journal of Finance.
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article180
2003Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 180
paper
2009Information Immobility and the Home Bias Puzzle In: Journal of Finance.
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article190
2007Information Immobility and the Home Bias Puzzle.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 190
paper
2005Information Immobility and the Home Bias Puzzle.(2005) In: 2005 Meeting Papers.
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This paper has another version. Agregated cites: 190
paper
2004Information Immobility and the Home Bias Puzzle.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 190
paper
2011The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives In: Journal of Finance.
[Citation analysis]
article81
2014Time-Varying Fund Manager Skill In: Journal of Finance.
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article63
2012Time-Varying Fund Manager Skill.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 63
paper
2011Time-Varying Fund Manager Skill.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 63
paper
2007The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper16
2007The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 16
paper
2016ESBies: Safety in the tranches In: Discussion Papers.
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paper23
2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 23
paper
2017ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 23
paper
2016ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 23
paper
2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
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This paper has another version. Agregated cites: 23
paper
2017ESBies: safety in the tranches.(2017) In: Economic Policy.
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This paper has another version. Agregated cites: 23
article
2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
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This paper has another version. Agregated cites: 23
paper
2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 23
paper
2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 23
paper
2016Identifying the Benefits from Home Ownership: A Swedish Experiment In: CEPR Discussion Papers.
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paper5
2016Identifying the Benefits from Home Ownership: A Swedish Experiment.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
2017Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers.
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paper1
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017Why Are REITS Currently So Expensive? In: CEPR Discussion Papers.
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paper0
2017A Macroeconomic Model with Financially Constrained Producers and Intermediaries In: CEPR Discussion Papers.
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paper7
2018A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2016A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 7
paper
2017Out-of-town Home Buyers and City Welfare In: CEPR Discussion Papers.
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paper1
2017Out-of-town Home Buyers and City Welfare.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 1
paper
2017Firm Volatility in Granual Networks In: CEPR Discussion Papers.
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paper32
2013Firm Volatility in Granular Networks.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 32
paper
2014Firm Volatility in Granular Networks.(2014) In: 2014 Meeting Papers.
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paper
2018Financing the War on Cancer In: CEPR Discussion Papers.
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paper0
2018Financing the War on Cancer.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
paper
2005Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability In: CEPR Discussion Papers.
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paper0
2012The Wealth-Consumption Ratio In: CEPR Discussion Papers.
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paper26
2008The Wealth-Consumption Ratio.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
paper
2013The Wealth-Consumption Ratio.(2013) In: Review of Asset Pricing Studies.
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This paper has another version. Agregated cites: 26
article
2012The Cross-Section and Time-Series of Stock and Bond Returns In: CEPR Discussion Papers.
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paper31
2017The Cross-Section and Time Series of Stock and Bond Returns.(2017) In: Research Papers.
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This paper has another version. Agregated cites: 31
paper
2017The cross-section and time series of stock and bond returns.(2017) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 31
article
2010The Cross-Section and Time-Series of Stock and Bond Returns.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 31
paper
2006Stock market development and economic growth in Belgium In: Explorations in Economic History.
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article22
2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications In: Journal of Financial Economics.
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article47
2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 47
paper
2009Mortgage timing In: Journal of Financial Economics.
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article64
2007Mortgage Timing.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 64
paper
2011Technological change and the growing inequality in managerial compensation In: Journal of Financial Economics.
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article15
2009Technological Change and the Growing Inequality in Managerial Compensation.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 15
paper
2006Learning asymmetries in real business cycles In: Journal of Monetary Economics.
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article129
2016Phasing out the GSEs In: Journal of Monetary Economics.
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article10
2015Phasing Out the GSEs.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10
paper
2015Phasing out the GSEs.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 10
paper
2015Housing, Finance, and the Macroeconomy In: Handbook of Regional and Urban Economics.
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chapter14
2014Housing, Finance and the Macroeconomy.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14
paper
2014Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Staff Report.
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paper5
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 5
paper
2002A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention In: IMF Working Papers.
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paper0
2007Monetary Policy in an Equilibrium Portfolio Balance Model In: IMF Working Papers.
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paper2
2005Monetary Policy in an Equilibrium Portfolio Balance Model.(2005) In: 2005 Meeting Papers.
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This paper has another version. Agregated cites: 2
paper
2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
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chapter49
2012International Capital Flows and House Prices: Theory and Evidence.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 49
paper
2014Judging the Quality of Survey Data by Comparison with Truth as Measured by Administrative Records: Evidence From Sweden In: NBER Chapters.
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chapter20
2004How Much Does Household Collateral Constrain Regional Risk Sharing? In: NBER Working Papers.
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paper43
2010How Much Does Household Collateral Constrain Regional Risk Sharing?.(2010) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 43
article
2004A Theory of Housing Collateral, Consumption Insurance and Risk Premia In: NBER Working Papers.
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paper10
2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street In: NBER Working Papers.
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paper52
2008The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 52
article
2006Reconciling the Return Predictability Evidence In: NBER Working Papers.
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paper165
2008Reconciling the Return Predictability Evidence.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 165
article
2006Reconciling the Return Predictability Evidence.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 165
paper
2006Why Has House Price Dispersion Gone Up? In: NBER Working Papers.
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paper101
2010Why Has House Price Dispersion Gone Up?.(2010) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 101
article
2006Can Housing Collateral Explain Long-Run Swings in Asset Returns? In: NBER Working Papers.
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paper10
2007The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives In: NBER Working Papers.
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paper28
2008Information Acquisition and Under-Diversification In: NBER Working Papers.
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paper94
2010Information Acquisition and Under-Diversification.(2010) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 94
article
2008Information Acquisition and Under-Diversification.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 94
paper
2009Rational Attention Allocation Over the Business Cycle In: NBER Working Papers.
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paper11
2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium In: NBER Working Papers.
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paper46
2010The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 46
paper
2017The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium.(2017) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 46
article
2014Foreign Ownership of U.S. Safe Assets: Good or Bad? In: NBER Working Papers.
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paper5
2012Foreign Ownership of U.S. Safe Assets: Good or Bad?.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 5
paper
2011Feeding the Beast In: Introductory Chapters.
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chapter0
2011Guaranteed to Fail: Fannie Mae, Freddie Mac, and the Debacle of Mortgage Finance In: Economics Books.
[Citation analysis]
book31
2012The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy In: EconomicDynamics Newsletter.
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article1
2004Housing Collateral and Consumption Insurance Across US Regions In: 2004 Meeting Papers.
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paper8
2005The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street In: 2005 Meeting Papers.
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paper4
2005Information Acquisition and Portfolio Underdiversification In: 2005 Meeting Papers.
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paper17
2008IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation In: 2008 Meeting Papers.
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paper4
2009The Bond Risk Premium and the Cross-Section of Equity Returns In: 2009 Meeting Papers.
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paper0
2009Optimal Health and Longevity Insurance In: 2009 Meeting Papers.
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paper3
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2009Recessions are a Time to Shine: A theory of attention allocation over the business cycle In: 2009 Meeting Papers.
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paper0
2014The Common Factor in Idiosyncratic Volatility In: 2014 Meeting Papers.
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paper0
2017Financial Fragility with SAM? In: 2017 Meeting Papers.
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paper0
2006Inside Information and the Own Company Stock Puzzle In: Journal of the European Economic Association.
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article4
2016A Rational Theory of Mutual Funds Attention Allocation In: Econometrica.
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article14
2002Housing Collateral, Consumption Insurance and Risk Premia In: Macroeconomics.
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