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:
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   Permalink: http://citec.repec.org/pva368
   Updated: 2021-03-01    RAS profile: 2021-01-29    
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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.

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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.

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

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

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

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

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

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

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

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

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

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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.

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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.

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

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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.

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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.

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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.

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

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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.

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

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

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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

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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.

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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.

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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.

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

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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.

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

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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.

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

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

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

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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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article12
2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
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article3
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEP Discussion Papers.
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paper
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: 3
paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 3
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: 3
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: 3
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: 3
paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers.
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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.
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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.
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article42
2010Predictability of Returns and Cash Flows.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 42
paper
2005Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective In: Journal of Finance.
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article208
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: 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.
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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.
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This paper has another version. Agregated cites: 113
paper
2019Why are REITS Currently So Expensive? In: Real Estate Economics.
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article0
2017Why Are REITS Currently So Expensive?.(2017) In: CEPR Discussion Papers.
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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.
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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.
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This paper has another version. Agregated cites: 51
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: 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.
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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.
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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.
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This paper has another version. Agregated cites: 12
paper
2018Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 12
article
2017A Macroeconomic Model with Financially Constrained Producers and Intermediaries In: CEPR Discussion Papers.
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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.
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paper12
2017Out-of-town Home Buyers and City Welfare.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
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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.
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This paper has another version. Agregated cites: 56
paper
2014Firm Volatility in Granular Networks.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 56
paper
2020Firm Volatility in Granular Networks.(2020) In: Journal of Political Economy.
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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.
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paper
2019Affordable Housing and City Welfare In: CEPR Discussion Papers.
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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.
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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.
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paper19
2020Can the Covid Bailouts Save the Economy?.(2020) In: NBER Working Papers.
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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.
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This paper has another version. Agregated cites: 37
article
2012The Cross-Section and Time-Series of Stock and Bond Returns In: CEPR Discussion Papers.
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paper51
2017The Cross-Section and Time Series of Stock and Bond Returns.(2017) In: Research Papers.
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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.
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This paper has another version. Agregated cites: 51
paper
2019The Government Risk Premium Puzzle In: Research Papers.
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paper3
2019Government Risk Premium Puzzle.(2019) In: 2019 Meeting Papers.
[Full Text][Citation analysis]
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paper
2020Manufacturing Risk-Free Government Debt In: Research Papers.
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paper0
2020Manufacturing Risk-free Government Debt.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
paper
2006Stock market development and economic growth in Belgium In: Explorations in Economic History.
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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.
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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.
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article29
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: 29
paper
2006Learning asymmetries in real business cycles In: Journal of Monetary Economics.
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article166
2016Phasing out the GSEs In: Journal of Monetary Economics.
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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.
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chapter30
2014Housing, Finance and the Macroeconomy.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
2014Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Staff Report.
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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.
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This paper has another version. Agregated cites: 4
paper
2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
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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.
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paper50
2010How Much Does Household Collateral Constrain Regional Risk Sharing?.(2010) In: Review of Economic Dynamics.
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article
2004A Theory of Housing Collateral, Consumption Insurance and Risk Premia In: NBER Working Papers.
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paper12
2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street In: NBER Working Papers.
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paper60
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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article
2006Reconciling the Return Predictability Evidence In: NBER Working Papers.
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paper227
2008Reconciling the Return Predictability Evidence.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 227
article
2006Reconciling the Return Predictability Evidence.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 227
paper
2006Why Has House Price Dispersion Gone Up? In: NBER Working Papers.
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paper122
2010Why Has House Price Dispersion Gone Up?.(2010) In: Review of Economic Studies.
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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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paper35
2008Information Acquisition and Under-Diversification In: NBER Working Papers.
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paper141
2010Information Acquisition and Under-Diversification.(2010) In: Review of Economic Studies.
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article
2008Information Acquisition and Under-Diversification.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 141
paper
2009Rational Attention Allocation Over the Business Cycle In: NBER Working Papers.
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paper12
2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium In: NBER Working Papers.
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paper117
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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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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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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2019The U.S. Public Debt Valuation Puzzle In: NBER Working Papers.
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paper0
2020Take the Q Train: Value Capture of Public Infrastructure Projects In: NBER Working Papers.
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paper2
2020Combining Life and Health Insurance* In: The Quarterly Journal of Economics.
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article1
2020New Methods for the Cross-Section of Returns In: Review of Finance.
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article0
2020New Methods for the Cross-Section of Returns In: Review of Financial Studies.
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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.
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paper10
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.
[Citation analysis]
paper3
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
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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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paper1
2017Financial Fragility with SAM? In: 2017 Meeting Papers.
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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.
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article45
2002Housing Collateral, Consumption Insurance and Risk Premia In: Macroeconomics.
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paper24

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