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)

28

H index

42

i10 index

2656

Citations

RESEARCH PRODUCTION:

32

Articles

105

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 147
   Journals where Stijn Van Nieuwerburgh has often published
   Relations with other researchers
   Recent citing documents: 285.    Total self citations: 41 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva368
   Updated: 2021-03-01    RAS profile: 2021-01-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Pagano, Marco (20)

Vayanos, Dimitri (20)

Reis, Ricardo (20)

Brunnermeier, Markus (20)

Lane, Philip (11)

Garicano, Luis (11)

thesmar, david (11)

Langfield, Sam (9)

Vestman, Roine (6)

Favilukis, Jack (6)

Elenev, Vadim (4)

Kaniel, Ron (4)

Gupta, Arpit (2)

von Lilienfeld-Toal, Ulf (2)

Lustig, Hanno (2)

Herskovic, Bernard (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:

Weber, Michael (28)

Coeurdacier, Nicolas (24)

Luo, Yulei (24)

Veldkamp, Laura (22)

Pasten, Ernesto (20)

Sousa, Ricardo (20)

Peijnenburg, Kim (20)

Davis, Morris (18)

Ramadorai, Tarun (17)

Campbell, John (16)

Mondria, Jordi (15)

Cites to:

Campbell, John (73)

Cochrane, John (20)

Lustig, Hanno (19)

Shiller, Robert (17)

Hansen, Lars (16)

Prescott, Edward (15)

Vissing-Jorgensen, Annette (14)

Jermann, Urban (14)

Pastor, Lubos (13)

Ludvigson, Sydney (13)

Piazzesi, Monika (13)

Main data

Where Stijn Van Nieuwerburgh has published?

Journals with more than one article published# docs
Journal of Finance4
Review of Financial Studies4
Journal of Monetary Economics3
Journal of Financial Economics3
American Economic Review3
Journal of Political Economy2
Review of Economic Studies2

Working Papers Series with more than one paper published# docs
2005 Meeting Papers / Society for Economic Dynamics4
Research Papers / Stanford University, Graduate School of Business3
2009 Meeting Papers / Society for Economic Dynamics3
2011 Meeting Papers / Society for Economic Dynamics2
IMF Working Papers / International Monetary Fund2
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2
Discussion Papers / Centre for Macroeconomics (CFM)2
2017 Meeting Papers / Society for Economic Dynamics2
2014 Meeting Papers / Society for Economic Dynamics2

Recent works citing Stijn Van Nieuwerburgh (2021 and 2020)

YearTitle of citing document
2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14.

Full description at Econpapers || Download paper

2020Leverage and Deepening Business-Cycle Skewness. (2020). Ravn, Søren Hove ; Petrella, Ivan ; Santoro, Emiliano ; Jensen, Henrik. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:12:y:2020:i:1:p:245-81.

Full description at Econpapers || Download paper

2020Sterilized FX interventions may not be so sterilized. (2020). Mkhatrishvili, Shalva ; Tsutskiridze, Giorgi ; Arevadze, Lasha. In: NBG Working Papers. RePEc:aez:wpaper:02/2020.

Full description at Econpapers || Download paper

2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

Full description at Econpapers || Download paper

2020Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373.

Full description at Econpapers || Download paper

2020Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838.

Full description at Econpapers || Download paper

2021Dynamic industry uncertainty networks and the business cycle. (2021). Baruník, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957.

Full description at Econpapers || Download paper

2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0338.

Full description at Econpapers || Download paper

2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Working Papers. RePEc:bav:wpaper:193_fehrleheiberger.

Full description at Econpapers || Download paper

2020The regulatory cycle in banking: what lessons from the U.S. experience? (from the Dodd-Frank Act to Covid-19). (2020). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_585_20.

Full description at Econpapers || Download paper

2020Fiscal space and the size of the fiscal multiplier. (2020). Metelli, Luca ; Pallara, Kevin. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1293_20.

Full description at Econpapers || Download paper

2020Shared-Appreciation Mortgages and Uninsurable Idiosyncratic Shocks. (2020). Richard, Condor. In: Working Papers. RePEc:bdm:wpaper:2020-11.

Full description at Econpapers || Download paper

2020Mortality Effects and Choice Across Private Health Insurance Plans. (2020). Bravo, Mauricio Caceres ; Abaluck, Jason ; Starc, Amanda ; Hull, Peter. In: Working Papers. RePEc:bfi:wpaper:2020-108.

Full description at Econpapers || Download paper

2020The Great Lockdown and the Big Stimulus: Tracing the Pandemic Possibility Frontier for the U.S.. (2020). Moll, Benjamin ; Kaplan, Greg ; Violante, Giovanni . In: Working Papers. RePEc:bfi:wpaper:2020-119.

Full description at Econpapers || Download paper

2020Doubling Down on Debt: Limited Liability as a Financial Friction. (2020). Szkup, Michal ; Perla, Jesse ; Pflueger, Carolin. In: Working Papers. RePEc:bfi:wpaper:2020-122.

Full description at Econpapers || Download paper

2020Mutual Fund Performance and Flows During the COVID-19 Crisis. (2020). Vorsatz, Blair M ; Pastor, Lubos. In: Working Papers. RePEc:bfi:wpaper:2020-96.

Full description at Econpapers || Download paper

2020Credit Demand versus Supply Channels: Experimental- and Administrative-Based Evidence. (2020). Sette, Enrico ; Peydro, Jose-Luis ; Michelangeli, Valentina. In: Working Papers. RePEc:bge:wpaper:1192.

Full description at Econpapers || Download paper

2020Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868.

Full description at Econpapers || Download paper

2020Credit supply driven boom-bust cycles. (2020). Kuruscu, Burhan ; Guler, Bulent ; Arslan, Yavuz. In: BIS Working Papers. RePEc:bis:biswps:885.

Full description at Econpapers || Download paper

2020Gender Difference in Returns to Education Independent of Gender Wage Gap in Korea*. (2020). Ihm, Jungjoon ; Lee, Jaeram. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:2:p:213-232.

Full description at Econpapers || Download paper

2020Input–Output Linkages and Sectoral Volatility. (2020). OLABISI, MICHAEL. In: Economica. RePEc:bla:econom:v:87:y:2020:i:347:p:713-746.

Full description at Econpapers || Download paper

2020The Effect on Annuities Preference of Prompts to Consider Life Expectancy: Evidence from a UK Quota Sample. (2020). Comerford, David A ; ROBINSON, Jenny . In: Economica. RePEc:bla:econom:v:87:y:2020:i:347:p:747-762.

Full description at Econpapers || Download paper

2020Banks home bias in government bond holdings: Will banks in low‐rated countries invest in European safe bonds (ESBies)?. (2020). Dermine, Jean. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:841-858.

Full description at Econpapers || Download paper

2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

Full description at Econpapers || Download paper

2020Star Ratings and the Incentives of Mutual Funds. (2020). Weng, XI ; Li, Fei ; Huang, Chong. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1715-1765.

Full description at Econpapers || Download paper

2020Cash Flow News and Stock Price Dynamics. (2020). Pettenuzzo, Davide ; Sabbatucci, Riccardo ; Timmermann, Allan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2221-2270.

Full description at Econpapers || Download paper

2020The Forced Safety Effect: How Higher Capital Requirements Can Increase Bank Lending. (2020). Malherbe, Frederic ; Bahaj, Saleem. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3013-3053.

Full description at Econpapers || Download paper

2020Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy. (2020). Pflueger, Carolin E ; Du, Wenxin ; Schreger, Jesse. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3097-3138.

Full description at Econpapers || Download paper

2020Regional inequality in the U.S.: Evidence from city‐level purchasing power. (2020). Chudik, Alexander ; Choi, Horag. In: Journal of Regional Science. RePEc:bla:jregsc:v:60:y:2020:i:4:p:738-774.

Full description at Econpapers || Download paper

2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

Full description at Econpapers || Download paper

2020Local House Price Diffusion. (2020). Cohen, Jeffrey ; Zabel, Jeffrey. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:3:p:710-743.

Full description at Econpapers || Download paper

2020Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom. (2020). Xu, Fang ; Herwartz, Helmut. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:164-190.

Full description at Econpapers || Download paper

2020Financial globalisation and the labour share in developing countries: The type of capital matters. (2020). Wacker, Konstantin ; van Treeck, Katharina. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:9:p:2343-2374.

Full description at Econpapers || Download paper

2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_010.

Full description at Econpapers || Download paper

2020Shadow Bank Run, Housing and Credit Market: The Story of a Recession. (2020). Hamed, Ghiaie. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:2:p:30:n:3.

Full description at Econpapers || Download paper

2020Monetary Policy and Wealth Effects. (2020). Caramp, Nicolas ; Silva, Dejanir H. In: Working Papers. RePEc:cda:wpaper:337.

Full description at Econpapers || Download paper

2021Why have house prices risen so much more than rents in superstar cities?. (2021). Mense, Andreas ; Christian, . In: CEP Discussion Papers. RePEc:cep:cepdps:dp1743.

Full description at Econpapers || Download paper

2020On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672.

Full description at Econpapers || Download paper

2020Optimal Redistributive Wealth Taxation When Wealth Is More Than Just Capital. (2020). Edenhofer, Ottmar ; Franks, Max. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8093.

Full description at Econpapers || Download paper

2020Cross-Border Portfolio Flows and News Media Coverage. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Ali, Faek Menla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8112.

Full description at Econpapers || Download paper

2020Time Variation in Lifecycle Consumption and Income. (2020). Aksoy, Yunus ; Basso, Henrique S ; st Aubyn, Carolyn. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8162.

Full description at Econpapers || Download paper

2020Indebted Demand. (2020). Sufi, Amir ; Straub, Ludwig ; Mian, Atif. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8210.

Full description at Econpapers || Download paper

2020Long Term Care Insurance with State-Dependent Preferences. (2020). De Donder, Philippe ; Leroux, Marie-Louise ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-05.

Full description at Econpapers || Download paper

2020Twin Default Crises. (2020). Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik ; Suarez, Javier ; Rubio-Ramirez, Juan. In: Working Papers. RePEc:cmf:wpaper:wp2020_2006.

Full description at Econpapers || Download paper

2020Corporate Yields: Effect of Credit Ratings and Sovereign Yields. (2020). Tallman, Eric ; Hale, Galina B ; Bevilaqua, Julia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14345.

Full description at Econpapers || Download paper

2020Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404.

Full description at Econpapers || Download paper

2020Twin Default Crises. (2020). Mendicino, Caterina ; Nikolov, Kalin ; Rubio-Ramirez, Juan Francisco ; Suarez, Javier ; Supera, Dominik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14427.

Full description at Econpapers || Download paper

2020Loan Insurance, Market Liquidity, and Lending Standards. (2020). Ahnert, Toni ; Kuncl, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14458.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648.

Full description at Econpapers || Download paper

2020Recursive Preferences, the Value of Life, and Household Finance. (2020). O'Dea, Cormac ; le Grand, Franois ; Legrand, Franois ; Harenberg, Daniel ; Bommier, Antoine. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2231.

Full description at Econpapers || Download paper

2020Financing Firms in Hibernation during the COVID-19 Pandemic. (2020). Schmukler, Sergio ; Larrain, Mauricio ; Huneeus, Federico ; Didier, Tatiana. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2233r.

Full description at Econpapers || Download paper

2020How banks respond to distress: Shifting risks in Europes banking union. (2020). Mink, Mark ; Lelyveld, Iman ; van Lelyveld, Iman ; Ramcharan, Rodney. In: DNB Working Papers. RePEc:dnb:dnbwpp:669.

Full description at Econpapers || Download paper

2020Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations. (2020). TANG, Edward Chi Ho ; Leung, Charles ; Ho, Edward Chi ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1081.

Full description at Econpapers || Download paper

2020Financial Crisis and Slow Recovery with Bayesian Learning Agents. (2020). Ono, Yoshiyasu ; Horii, Ryo. In: ISER Discussion Paper. RePEc:dpr:wpaper:1085.

Full description at Econpapers || Download paper

2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

Full description at Econpapers || Download paper

2020Stock return comovement when investors are distracted: more, and more homogeneous. (2020). Jansen, David-Jan ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20202412.

Full description at Econpapers || Download paper

2020Twin default crises. (2020). Nikolov, Kalin ; Ramirez, Juan-Rubio ; Supera, Dominik ; Suarez, Javier ; Mendicino, Caterina. In: Working Paper Series. RePEc:ecb:ecbwps:20202414.

Full description at Econpapers || Download paper

2020Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail. (2020). Trigeorgis, Lenos ; Driouchi, Tarik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919309332.

Full description at Econpapers || Download paper

2020Early indicators of fundraising success by venture capital firms. (2020). Lahr, Henry ; Trombley, Timothy E. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301164.

Full description at Econpapers || Download paper

2020Bequest motive, information transparency, and family firm value: A natural experiment. (2020). Zhao, Yiyi ; Lyu, Changjiang ; Lee, Edward ; Huang, Haijie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301954.

Full description at Econpapers || Download paper

2020Managerial multi-tasking, Team diversity, and mutual fund performance. (2020). Zhou, SI ; Xie, LI ; Chen, Jean Jinghan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302108.

Full description at Econpapers || Download paper

2020Who marries whom in a surging housing market?☆. (2020). Zhang, Qinghua ; Sun, Ang. In: Journal of Development Economics. RePEc:eee:deveco:v:146:y:2020:i:c:s0304387820300675.

Full description at Econpapers || Download paper

2020The distribution of information and the price efficiency of markets. (2020). Porter, David ; Corgnet, Brice ; Desantis, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919300314.

Full description at Econpapers || Download paper

2020A macroeconomic model with occasional financial crises. (2020). Paul, Pascal. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919302258.

Full description at Econpapers || Download paper

2020Short-run risk, business cycle, and the value premium. (2020). Leippold, Markus ; He, Yunhao. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301615.

Full description at Econpapers || Download paper

2020Can investment advisors promote rational investment? Evidence from micro-data in China. (2020). Wang, Lin ; Zhang, Yixing ; Lu, Xiaomeng. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:251-263.

Full description at Econpapers || Download paper

2021The transmission mechanisms of macroprudential policies on bank risk. (2021). Tabak, Benjamin ; Teixeira, Anderson M ; Ely, Regis A. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:598-630.

Full description at Econpapers || Download paper

2021ICT diffusion, financial development, and economic growth: An international cross-country analysis. (2021). Lee, Chien-Chiang ; Chien, Mei-Se ; Cheng, Chih-Yang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:662-671.

Full description at Econpapers || Download paper

2020A much robust and updated evidences of the alternative real-estate based asset pricing. (2020). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303978.

Full description at Econpapers || Download paper

2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

Full description at Econpapers || Download paper

2020Mapping out network connections between residential property markets. (2020). Milunovich, George. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300379.

Full description at Econpapers || Download paper

2020A new test of asset return predictability with an unstable predictor. (2020). Chang, Seong Yeon. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303219.

Full description at Econpapers || Download paper

2020Growth forecast revisions over business cycles: Evidence from the Survey of Professional Forecasters. (2020). Kim, Insu ; Huh, Sungjun. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s016517652030327x.

Full description at Econpapers || Download paper

2020Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770.

Full description at Econpapers || Download paper

2020High-dimensional predictive regression in the presence of cointegration. (2020). Anderson, Heather ; Yao, Wenying ; Seo, Myung Hwan ; Koo, Bonsoo. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:456-477.

Full description at Econpapers || Download paper

2020Delegation of investment decisions, and optimal remuneration of agents. (2020). Weibull, Jörgen ; Lindbeck, Assar. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301896.

Full description at Econpapers || Download paper

2020International comparison of household asset allocation: Micro-evidence from cross-country comparisons. (2020). Gan, Li ; Guo, Jiaojiao ; Lu, Xiaomeng. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s156601411930514x.

Full description at Econpapers || Download paper

2020Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217.

Full description at Econpapers || Download paper

2020Mutual fund selection for realistically short samples. (2020). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:218-240.

Full description at Econpapers || Download paper

2020Turning local: Home-bias dynamics of relocating foreigners. (2020). Nielsson, Ulf ; Rangvid, Jesper ; Raahauge, Peter ; Florentsen, Bjarne. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:436-452.

Full description at Econpapers || Download paper

2020Equity premium prediction and the state of the economy. (2020). Tsiakas, Ilias ; Zhang, Haibin ; Li, Jiahan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:75-95.

Full description at Econpapers || Download paper

2020Cash-flow or return predictability at long horizons? The case of earnings yield. (2020). Xu, Danielle ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:172-192.

Full description at Econpapers || Download paper

2020Oil stocks, risk factors, and tail behavior. (2020). Cai, Jun ; Lian, Ziying ; Webb, Robert I. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302723.

Full description at Econpapers || Download paper

2021Go active or stay passive: Investment trust, financial innovation and diversification in Belgiums early days. (2021). Verdickt, Gertjan ; Annaert, Jan. In: Explorations in Economic History. RePEc:eee:exehis:v:79:y:2021:i:c:s0014498320300802.

Full description at Econpapers || Download paper

2020Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

Full description at Econpapers || Download paper

2020Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

Full description at Econpapers || Download paper

2020Is fertility a leading indicator for stock returns?. (2020). Verdickt, Gertjan. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309115.

Full description at Econpapers || Download paper

2020Retail investor experience, asset learning, and portfolio risk-adjusted returns. (2020). Fjesme, Sturla. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612318305476.

Full description at Econpapers || Download paper

2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711.

Full description at Econpapers || Download paper

2020Information frictions and market power: A laboratory study. (2020). Vives, Xavier ; Brandts, Jordi ; Bayona, Anna. In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:354-369.

Full description at Econpapers || Download paper

2020A quantitative model of international lending of last resort. (2020). Gete, Pedro ; Melkadze, Givi. In: Journal of International Economics. RePEc:eee:inecon:v:123:y:2020:i:c:s002219962030009x.

Full description at Econpapers || Download paper

2020Investor experiences and international capital flows. (2020). Pouzo, Demian ; Malmendier, Ulrike ; Vanasco, Victoria. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300210.

Full description at Econpapers || Download paper

2020Can global uncertainty promote international trade?. (2020). Baley, Isaac ; Waugh, Michael ; Veldkamp, Laura. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s0022199620300635.

Full description at Econpapers || Download paper

2020Health shock risk, critical illness insurance, and housing services. (2020). Hambel, Christoph. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:111-128.

Full description at Econpapers || Download paper

2020Better the devil you know: Home and sectoral biases in bank lending. (2020). Ureche-Rangau, L ; Burietz, A. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:69-85.

Full description at Econpapers || Download paper

2020Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. (2020). Liu, Jia ; Nasir, Muhammad Ali ; Wu, Junjie ; Thampanya, Natthinee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300779.

Full description at Econpapers || Download paper

2021Data snooping in equity premium prediction. (2021). Wendt, Viktoria-Sophie ; Neuhierl, Andreas ; Drobetz, Wolfgang ; Dichtl, Hubert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:72-94.

Full description at Econpapers || Download paper

2020Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). Marinovic, Ivan ; Dehaan, ED ; Blankespoor, Elizabeth. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article12
2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
[Full Text][Citation analysis]		article3
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEP Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees In: American Economic Review.
[Full Text][Citation analysis]		article69
2012Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2011Predictability of Returns and Cash Flows In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article42
2010Predictability of Returns and Cash Flows.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2005Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective In: Journal of Finance.
[Full Text][Citation analysis]		article208
2003Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 208		paper
2009Information Immobility and the Home Bias Puzzle In: Journal of Finance.
[Full Text][Citation analysis]		article266
2007Information Immobility and the Home Bias Puzzle.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 266		paper
2005Information Immobility and the Home Bias Puzzle.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 266		paper
2004Information Immobility and the Home Bias Puzzle.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 266		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]		article125
2014Time-Varying Fund Manager Skill In: Journal of Finance.
[Full Text][Citation analysis]		article113
2012Time-Varying Fund Manager Skill.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113		paper
2011Time-Varying Fund Manager Skill.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113		paper
2019Why are REITS Currently So Expensive? In: Real Estate Economics.
[Full Text][Citation analysis]		article0
2017Why Are REITS Currently So Expensive?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2016ESBies: Safety in the tranches In: Discussion Papers.
[Full Text][Citation analysis]		paper51
2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2017ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2016ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2017ESBies: safety in the tranches.(2017) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		article
2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2016Identifying the Benefits from Home Ownership: A Swedish Experiment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2016Identifying the Benefits from Home Ownership: A Swedish Experiment.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2017Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2018Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2017A Macroeconomic Model with Financially Constrained Producers and Intermediaries In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper37
2018A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2016A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2017Out-of-town Home Buyers and City Welfare In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2017Out-of-town Home Buyers and City Welfare.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2017Firm Volatility in Granual Networks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper56
2013Firm Volatility in Granular Networks.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		paper
2014Firm Volatility in Granular Networks.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		paper
2020Firm Volatility in Granular Networks.(2020) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		article
2018Financing the War on Cancer In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2018Financing the War on Cancer.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Affordable Housing and City Welfare In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2019Affordable Housing and City Welfare.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2018Affordable Housing and City Welfare.(2018) In: 2018 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2019Valuing Private Equity Strip by Strip In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Valuing Private Equity Strip by Strip.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020Can the Covid Bailouts Save the Economy? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2020Can the Covid Bailouts Save the Economy?.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2005Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2012The Wealth-Consumption Ratio In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper37
2008The Wealth-Consumption Ratio.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2013The Wealth-Consumption Ratio.(2013) In: Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		article
2012The Cross-Section and Time-Series of Stock and Bond Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2017The Cross-Section and Time Series of Stock and Bond Returns.(2017) In: Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2017The cross-section and time series of stock and bond returns.(2017) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		article
2010The Cross-Section and Time-Series of Stock and Bond Returns.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2019The Government Risk Premium Puzzle In: Research Papers.
[Full Text][Citation analysis]		paper3
2019Government Risk Premium Puzzle.(2019) In: 2019 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2020Manufacturing Risk-Free Government Debt In: Research Papers.
[Full Text][Citation analysis]		paper0
2020Manufacturing Risk-free Government Debt.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2006Stock market development and economic growth in Belgium In: Explorations in Economic History.
[Full Text][Citation analysis]		article35
2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications In: Journal of Financial Economics.
[Full Text][Citation analysis]		article82
2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		paper
2009Mortgage timing In: Journal of Financial Economics.
[Full Text][Citation analysis]		article64
2007Mortgage Timing.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		paper
2011Technological change and the growing inequality in managerial compensation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article29
2009Technological Change and the Growing Inequality in Managerial Compensation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2006Learning asymmetries in real business cycles In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article166
2016Phasing out the GSEs In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article28
2015Phasing Out the GSEs.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2015Phasing out the GSEs.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2015Housing, Finance, and the Macroeconomy In: Handbook of Regional and Urban Economics.
[Full Text][Citation analysis]		chapter30
2014Housing, Finance and the Macroeconomy.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2014Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Staff Report.
[Full Text][Citation analysis]		paper21
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 21		paper
2015Rethinking Mortgage Design In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2002A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention In: IMF Working Papers.
[Full Text][Citation analysis]		paper1
2007Monetary Policy in an Equilibrium Portfolio Balance Model In: IMF Working Papers.
[Full Text][Citation analysis]		paper4
2005Monetary Policy in an Equilibrium Portfolio Balance Model.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
[Full Text][Citation analysis]		chapter72
2012International Capital Flows and House Prices: Theory and Evidence.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72		paper
2014Judging the Quality of Survey Data by Comparison with Truth as Measured by Administrative Records: Evidence From Sweden In: NBER Chapters.
[Full Text][Citation analysis]		chapter20
2004How Much Does Household Collateral Constrain Regional Risk Sharing? In: NBER Working Papers.
[Full Text][Citation analysis]		paper50
2010How Much Does Household Collateral Constrain Regional Risk Sharing?.(2010) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		article
2004A Theory of Housing Collateral, Consumption Insurance and Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street In: NBER Working Papers.
[Full Text][Citation analysis]		paper60
2008The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		article
2006Reconciling the Return Predictability Evidence In: NBER Working Papers.
[Full Text][Citation analysis]		paper227
2008Reconciling the Return Predictability Evidence.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227		article
2006Reconciling the Return Predictability Evidence.(2006) In: 2006 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227		paper
2006Why Has House Price Dispersion Gone Up? In: NBER Working Papers.
[Full Text][Citation analysis]		paper122
2010Why Has House Price Dispersion Gone Up?.(2010) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122		article
2006Can Housing Collateral Explain Long-Run Swings in Asset Returns? In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2007The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives In: NBER Working Papers.
[Full Text][Citation analysis]		paper35
2008Information Acquisition and Under-Diversification In: NBER Working Papers.
[Full Text][Citation analysis]		paper141
2010Information Acquisition and Under-Diversification.(2010) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 141		article
2008Information Acquisition and Under-Diversification.(2008) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 141		paper
2009Rational Attention Allocation Over the Business Cycle In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium In: NBER Working Papers.
[Full Text][Citation analysis]		paper117
2010The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 117		paper
2017The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium.(2017) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		article
2014Foreign Ownership of U.S. Safe Assets: Good or Bad? In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2012Foreign Ownership of U.S. Safe Assets: Good or Bad?.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2019The U.S. Public Debt Valuation Puzzle In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2020Take the Q Train: Value Capture of Public Infrastructure Projects In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2020Combining Life and Health Insurance* In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article1
2020New Methods for the Cross-Section of Returns In: Review of Finance.
[Full Text][Citation analysis]		article0
2020New Methods for the Cross-Section of Returns In: Review of Financial Studies.
[Full Text][Citation analysis]		article0
2011Feeding the Beast In: Introductory Chapters.
[Full Text][Citation analysis]		chapter0
2011Guaranteed to Fail: Fannie Mae, Freddie Mac, and the Debacle of Mortgage Finance In: Economics Books.
[Citation analysis]		book47
2012The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy In: EconomicDynamics Newsletter.
[Full Text][Citation analysis]		article1
2004Housing Collateral and Consumption Insurance Across US Regions In: 2004 Meeting Papers.
[Citation analysis]		paper10
2005The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street In: 2005 Meeting Papers.
[Full Text][Citation analysis]		paper4
2005Information Acquisition and Portfolio Underdiversification In: 2005 Meeting Papers.
[Full Text][Citation analysis]		paper17
2008IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper4
2009The Bond Risk Premium and the Cross-Section of Equity Returns In: 2009 Meeting Papers.
[Full Text][Citation analysis]		paper0
2009Optimal Health and Longevity Insurance In: 2009 Meeting Papers.
[Citation analysis]		paper3
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Citation analysis]		paper0
2014The Common Factor in Idiosyncratic Volatility In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper1
2017Financial Fragility with SAM? In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper3
2006Inside Information and the Own Company Stock Puzzle In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article4
2016A Rational Theory of Mutual Funds Attention Allocation In: Econometrica.
[Full Text][Citation analysis]		article45
2002Housing Collateral, Consumption Insurance and Risk Premia In: Macroeconomics.
[Full Text][Citation analysis]		paper24

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team