23
H index
28
i10 index
4951
Citations
University of Chicago (98% share) | 23 H index 28 i10 index 4951 Citations RESEARCH PRODUCTION: 33 Articles 57 Papers 1 Chapters RESEARCH ACTIVITY: 20 years (2003 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pna176 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stefan Nagel. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Finance | 10 |
Journal of Financial Economics | 7 |
Review of Financial Studies | 5 |
The Quarterly Journal of Economics | 3 |
Journal of Monetary Economics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
NBER Working Papers / National Bureau of Economic Research, Inc | 29 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 13 |
CESifo Working Paper Series / CESifo | 5 |
2019 Meeting Papers / Society for Economic Dynamics | 2 |
Year | Title of citing document | |
---|---|---|
2023 | . Full description at Econpapers || Download paper | |
2023 | Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap. (2023). Schularick, Moritz ; Kuhn, Moritz ; Kim, Chi Hyun ; Derenoncourt, Ellora. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:265. Full description at Econpapers || Download paper | |
2023 | An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975. Full description at Econpapers || Download paper | |
2023 | Inflation -- who cares? Monetary Policy in Times of Low Attention. (2021). Pfauti, Oliver. In: Papers. RePEc:arx:papers:2105.05297. Full description at Econpapers || Download paper | |
2023 | Why North Korean Refugees are Reluctant to Compete: The Roles of Cognitive Ability. (2021). Lee, Sokbae (Simon) ; Choi, Syngjoo ; Kim, Byung-Yeon. In: Papers. RePEc:arx:papers:2108.08097. Full description at Econpapers || Download paper | |
2023 | Expert Aggregation for Financial Forecasting. (2021). Mikael, Joseph ; Cl, Alasseur ; Marie, Briere ; Remlinger, Carl. In: Papers. RePEc:arx:papers:2111.15365. Full description at Econpapers || Download paper | |
2023 | Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817. Full description at Econpapers || Download paper | |
2023 | Multivariate ordered discrete response models. (2022). Matcham, William ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:2205.05779. Full description at Econpapers || Download paper | |
2023 | Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071. Full description at Econpapers || Download paper | |
2023 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
2023 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
2023 | Bitcoin Does Not Hedge Inflation. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.10117. Full description at Econpapers || Download paper | |
2023 | NFT Bubbles. (2023). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2303.06051. Full description at Econpapers || Download paper | |
2023 | The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
2023 | Monetary policy and the joint distribution of income and wealth: The heterogeneous case of the euro area. (2023). Stelzer, Anna. In: Papers. RePEc:arx:papers:2304.14264. Full description at Econpapers || Download paper | |
2023 | Surveying Generative AIs Economic Expectations. (2023). Bybee, Leland. In: Papers. RePEc:arx:papers:2305.02823. Full description at Econpapers || Download paper | |
2023 | Agree to Disagree: Measuring Hidden Dissents in FOMC Meetings. (2023). Yang, Zichao ; Tsang, Kwok Ping. In: Papers. RePEc:arx:papers:2308.10131. Full description at Econpapers || Download paper | |
2023 | Default Process Modeling and Credit Valuation Adjustment. (2023). Xiao, David. In: Papers. RePEc:arx:papers:2309.03311. Full description at Econpapers || Download paper | |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper | |
2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper | |
2023 | Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds. (2023). Chang, Bo Young. In: Discussion Papers. RePEc:bca:bocadp:23-12. Full description at Econpapers || Download paper | |
2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper | |
2023 | Intermediary Market Power and Capital Constraints. (2023). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:23-51. Full description at Econpapers || Download paper | |
2023 | Investigating the determinants of corporate bond credit spreads in the euro area. (2023). Mirante, Pasquale ; Letta, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_036_23. Full description at Econpapers || Download paper | |
2023 | Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?. (2023). Pagliari, Maria Sole ; Sestieri, Giulia ; Rossi, Barbara ; Penalver, Adrian ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:912. Full description at Econpapers || Download paper | |
2023 | Information Salience and Credit Supply: Evidence from Payment Defaults on Trade Bills. (2023). Federica, Salvade ; Mattia, Girotti ; Ettore, Croci ; Aleksandra, Baros. In: Working papers. RePEc:bfr:banfra:918. Full description at Econpapers || Download paper | |
2023 | Crypto carry. (2023). Schrimpf, Andreas ; Todorov, Karamfil ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:1087. Full description at Econpapers || Download paper | |
2023 | Money market funds and the pricing of near-money assets. (2023). Doerr, Sebastian ; Malamud, Semyon ; Eren, Sebastian Egemen. In: BIS Working Papers. RePEc:bis:biswps:1096. Full description at Econpapers || Download paper | |
2023 | The origins of monetary policy disagreement: the role of supply and demand shocks. (2023). Madeira, Carlos ; Monteiro, Paulo Santos. In: BIS Working Papers. RePEc:bis:biswps:1118. Full description at Econpapers || Download paper | |
2023 | The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128. Full description at Econpapers || Download paper | |
2023 | Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145. Full description at Econpapers || Download paper | |
2023 | Speculative trading preferences of retail investor birth cohorts. (2023). Wright, Danika ; Westerholm, Joakim ; Lepone, Grace. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:555-574. Full description at Econpapers || Download paper | |
2023 | How do firms learn? Evidence from corporate cash holdings during the COVID?19 pandemic. (2023). Simpson, Thuy ; Bc, Bishal. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:77-108. Full description at Econpapers || Download paper | |
2023 | Do risk exposures explain accounting anomalies? A new testing method. (2023). Peng, Zihang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2965-2983. Full description at Econpapers || Download paper | |
2023 | Exponential growth bias in the prediction of COVID?19 spread and economic expectation. (2023). Banerjee, Ritwik ; Majumdar, Priyama. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:653-689. Full description at Econpapers || Download paper | |
2023 | Seeking shelter in times of crisis? unemployment, perceived job insecurity and trade union membership. (2023). Goerke, Laszlo ; Chadi, Adrian. In: Economica. RePEc:bla:econom:v:90:y:2023:i:359:p:1041-1088. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The trend premium around the world: Evidence from the stock market. (2023). Zhang, Cheng ; Liu, Pengfei ; Lin, Hai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:317-358. Full description at Econpapers || Download paper | |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper | |
2023 | Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345. Full description at Econpapers || Download paper | |
2023 | Small Business Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market. (2023). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:389-425. Full description at Econpapers || Download paper | |
2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557. Full description at Econpapers || Download paper | |
2023 | Local Experiences, Search, and Spillovers in the Housing Market. (2023). Jarnecic, Elvis ; Giacoletti, Marco ; Gargano, Antonio. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:1015-1053. Full description at Econpapers || Download paper | |
2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper | |
2023 | The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591. Full description at Econpapers || Download paper | |
2023 | Model Comparison with Transaction Costs. (2023). Velikov, Mihail ; Novymarx, Robert ; Detzel, Andrew. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1743-1775. Full description at Econpapers || Download paper | |
2023 | Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94. Full description at Econpapers || Download paper | |
2023 | Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Revisiting managerial “style”: The replicability and falsifiability of manager fixed effects for firm policies. (2023). Ross, David Gaddis ; Jarosiewicz, Victor Esteban. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:3:p:858-886. Full description at Econpapers || Download paper | |
2023 | The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045. Full description at Econpapers || Download paper | |
2023 | Good Bye Lenin Revisited: East-West Preferences Three Decades after German Reunification. (2023). Nicola, Fuchs-Schundeln ; Mariia, Bondar. In: German Economic Review. RePEc:bpj:germec:v:24:y:2023:i:1:p:97-119:n:2. Full description at Econpapers || Download paper | |
2023 | Quantitative Easing in the Euro Area: Implications for Income and Wealth Inequality. (2023). Stojanovic, Dusan. In: CERGE-EI Working Papers. RePEc:cer:papers:wp760. Full description at Econpapers || Download paper | |
2023 | Testing for Differences in Survey-Based Density Expectations: A Compositional Data Approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10256. Full description at Econpapers || Download paper | |
2023 | Misperceived Returns to Active Investing. (2023). Haaland, Ingar K ; Nass, Ole-Andreas Elvik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10257. Full description at Econpapers || Download paper | |
2023 | Crisis Experience and the Deep Roots of Covid-19 Vaccination Preferences. (2023). Potrafke, Niklas ; Schoors, Koen ; Harter, Anina ; Hackenberger, Armin ; Grundler, Klaus ; Borisova, Ekaterina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10348. Full description at Econpapers || Download paper | |
2023 | Disposed to Be Overconfident. (2023). Smeets, Paul ; Odean, Terrance ; Godker, Katrin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10357. Full description at Econpapers || Download paper | |
2023 | Financial Risk-Taking under Health Risk. (2023). Drupp, Moritz ; Meya, Jasper N ; Bos, Bjorn ; Quaas, Martin F. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10387. Full description at Econpapers || Download paper | |
2023 | Consumers Macroeconomic Expectations. (2023). Lamla, Michael ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10709. Full description at Econpapers || Download paper | |
2023 | Individual Credit Market Experience and Beliefs about Bank Lending Policy: Evidence from a Firm Survey. (2023). Holzl, Werner ; Hainz, Christa ; Fidrmuc, Jarko. In: ifo Working Paper Series. RePEc:ces:ifowps:_392. Full description at Econpapers || Download paper | |
2023 | Experience of Social Mobility and Support for Redistribution: Accepting or Blaming the System?. (2023). Weber, Nina. In: ifo Working Paper Series. RePEc:ces:ifowps:_397. Full description at Econpapers || Download paper | |
2023 | Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314. Full description at Econpapers || Download paper | |
2023 | House Price Expectations and Inflation Expectations: Evidence from Survey Data. (2023). Nunes, Ricardo ; Tara, Roshni ; Dhamija, Vedanta. In: Discussion Papers. RePEc:cfm:wpaper:2318. Full description at Econpapers || Download paper | |
2023 | How Do Climate Policies Affect Holdings of Green and Brown Firms Securities?. (2023). Malovana, Simona ; Ehrenbergerova, Dominika ; Mendicino, Caterina. In: Working Papers. RePEc:cnb:wpaper:2023/11. Full description at Econpapers || Download paper | |
2023 | Safe Asset Scarcity and Re-use in the European Repo Market. (2023). van Lelyveld, Iman ; Inhoffen, Justus. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2050. Full description at Econpapers || Download paper | |
2023 | Safe Asset Scarcity and Re-use in the European Repo Market. (2023). Lelyveld, Iman ; van Lelyveld, Iman ; Inhoffen, Justus. In: Working Papers. RePEc:dnb:dnbwpp:787. Full description at Econpapers || Download paper | |
2023 | The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15. Full description at Econpapers || Download paper | |
2023 | Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24. Full description at Econpapers || Download paper | |
2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat | |
2023 | Testing for differences in survey-based density expectations: a compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Paper Series. RePEc:ecb:ecbwps:20232791. Full description at Econpapers || Download paper | |
2023 | Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805. Full description at Econpapers || Download paper | |
2023 | Fund fragility: the role of investor base. (2023). Breckenfelder, Johannes ; Allaire, Nolwenn ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232874. Full description at Econpapers || Download paper | |
2023 | Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. (2023). Makridis, Christos ; Schloetzer, Jason D. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200051x. Full description at Econpapers || Download paper | |
2023 | Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242. Full description at Econpapers || Download paper | |
2023 | Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549. Full description at Econpapers || Download paper | |
2023 | What went wrong? The Puerto Rican debt crisis, the “Treasury Put,” and the failure of market discipline. (2023). Chirinko, Bob. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000585. Full description at Econpapers || Download paper | |
2023 | Experience in financial decision-making: Field evidence from Malawi. (2023). Gine, Xavier ; Goldberg, Jessica. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s030438782200178x. Full description at Econpapers || Download paper | |
2023 | Long Live friendship? The long-term impact of Soviet aid on Sino-Russian trade. (2023). Nie, Zhuo ; Li, Jinghong ; Hu, Zhi-An. In: Journal of Development Economics. RePEc:eee:deveco:v:164:y:2023:i:c:s030438782300072x. Full description at Econpapers || Download paper | |
2023 | Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428. Full description at Econpapers || Download paper | |
2023 | Hedge funds trading strategies and leverage. (2023). Mu, Congming ; Lu, Lei ; Liu, Wenqiong ; Huang, Wenli. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s016518892300043x. Full description at Econpapers || Download paper | |
2023 | Institutional determinants of households’ financial investment behaviour across European countries. (2023). Andrieș, Alin Marius ; Sprincean, Nicu ; Plopeanu, Aurelian-Petru. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:300-325. Full description at Econpapers || Download paper | |
2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers || Download paper | |
2023 | Corruption and FDI in natural resources: The role of economic downturn and crises. (2023). Sedai, Ashish Kumar ; Kiranli, Fatih ; Jha, Chandan Kumar ; Cruz, Manuel David. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003595. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984. Full description at Econpapers || Download paper | |
2023 | Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342. Full description at Econpapers || Download paper | |
2023 | Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512. Full description at Econpapers || Download paper | |
2023 | When winter is over, its cold remains: Early-life famine experience breeds risk aversion. (2023). Xu, Jinhai ; Hu, Xinyan ; Chen, Xiangpo. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001013. Full description at Econpapers || Download paper | |
2023 | The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074. Full description at Econpapers || Download paper | |
2023 | Testing factor models when asset bubbles occur: A time-varying perspective. (2023). Li, Yanglin ; Yu, LU. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001232. Full description at Econpapers || Download paper | |
2023 | Lottery preference, short-sale constraint, and the salience effect: Evidence from China. (2023). Zhu, Dongming ; Sun, Peng ; Liu, Chang. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001530. Full description at Econpapers || Download paper | |
2023 | US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078. Full description at Econpapers || Download paper | |
2023 | Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074. Full description at Econpapers || Download paper | |
2023 | Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2008 | Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals In: American Economic Review. [Full Text][Citation analysis] | article | 281 |
2013 | Empirical Cross-Sectional Asset Pricing In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 17 |
2012 | Empirical Cross-Sectional Asset Pricing.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2012 | Empirical Cross-Sectional Asset Pricing.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2019 | Do Survey Expectations of Stock Returns Reflect Risk Adjustments? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 15 |
2018 | Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2018 | Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2021 | Do survey expectations of stock returns reflect risk adjustments?.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2018 | Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2019 | Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2018 | Do survey expectations of stock returns reflect risk-adjustments?.(2018) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2020 | Treasury Inconvenience Yields during the COVID-19 Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 66 |
2022 | Treasury inconvenience yields during the COVID-19 crisis.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2020 | Treasury Inconvenience Yields during the COVID-19 Crisis.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2007 | The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 61 |
2006 | The Effect of Dividends on Consumption.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2011 | Estimation and Evaluation of Conditional Asset Pricing Models In: Journal of Finance. [Citation analysis] | article | 40 |
2010 | Estimation and Evaluation of Conditional Asset Pricing Models.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2014 | Sizing Up Repo In: Journal of Finance. [Full Text][Citation analysis] | article | 185 |
2012 | Sizing Up Repo.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 185 | paper | |
2012 | Sizing Up Repo.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 185 | paper | |
2016 | Risk?Adjusting the Returns to Venture Capital In: Journal of Finance. [Full Text][Citation analysis] | article | 33 |
2013 | Risk-Adjusting the Returns to Venture Capital.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2013 | Risk-Adjusting the Returns to Venture Capital.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2017 | Report of the Editor of the Journal of Finance for the Year 2016 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Interpreting Factor Models In: Journal of Finance. [Full Text][Citation analysis] | article | 81 |
2018 | Report of the Editor of the Journal of Finance for the Year 2017 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Report of the Editor of The Journal of Finance for the Year 2018 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Report of the Editor of The Journal of Finance for the Year 2019 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Report of the Editor of The Journal of Finance for the Year 2020 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Report of the Editor of The Journal of Finance for the Year 2021 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Expectations Data in Asset Pricing In: CRC TR 224 Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
2022 | Expectations Data in Asset Pricing.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Bank risk dynamics and distance to default In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
2019 | Bank Risk Dynamics and Distance to Default.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2019 | Bank Risk Dynamics and Distance to Default.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2020 | Banks’ Risk Dynamics and Distance to Default.(2020) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2019 | Market Efficiency in the Age of Big Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2019 | Market Efficiency in the Age of Big Data.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2022 | Market efficiency in the age of big data.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2022 | Market efficiency in the age of big data.(2022) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2019 | Market Efficiency in the Age of Big Data.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2022 | Dynamics of Subjective Risk Premia In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2022 | Dynamics of Subjective Risk Premia.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2017 | The Making of Hawks and Doves: Inflation Experiences on the FOMC In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
2017 | The Making of Hawks and Doves: Inflation Experiences on the FOMC.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2017 | ECB Policies Involving Government Bond Purchases: Impacts and Channels In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
2017 | ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2017 | ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2018 | ECB Policies Involving Government Bond Purchases: Impact and Channels*.(2018) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
2017 | Shrinking the Cross Section In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 113 |
2020 | Shrinking the cross-section.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | article | |
2017 | Shrinking the Cross Section.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2017 | Socioeconomic Status and Macroeconomic Expectations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 63 |
2017 | Socioeconomic Status and Macroeconomic Expectations.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2020 | Socioeconomic Status and Macroeconomic Expectations.(2020) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
2019 | Asset Pricing with Fading Memory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2019 | Asset Pricing with Fading Memory.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2022 | Asset Pricing with Fading Memory.(2022) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2019 | Asset Pricing with Fading Memory.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2020 | The Making of Hawks and Doves In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
2021 | The making of hawks and doves.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2012 | Evaporating Liquidity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 199 |
2011 | Evaporating Liquidity.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 199 | paper | |
2012 | Evaporating Liquidity.(2012) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 199 | article | |
2005 | Short sales, institutional investors and the cross-section of stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 315 |
2006 | The conditional CAPM does not explain asset-pricing anomalies In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 348 |
2003 | The Conditional CAPM Does Not Explain Asset-pricing Anomalies.(2003) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 348 | paper | |
2003 | The Conditional CAPM does not Explain Asset-Pricing Anamolies.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 348 | paper | |
2009 | Inexperienced investors and bubbles In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 163 |
2008 | Inexperienced Investors and Bubbles.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 163 | paper | |
2010 | A skeptical appraisal of asset pricing tests In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 458 |
2006 | A Skeptical Appraisal of Asset-Pricing Tests.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 458 | paper | |
2016 | Long-Run Inflation Uncertainty In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 2 |
2009 | Carry Trades and Currency Crashes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 597 |
2008 | Carry Trades and Currency Crashes.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 597 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 597 | paper | ||
2006 | Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals Asset Allocation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 23 |
2009 | Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1160 |
2011 | Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?.(2011) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1160 | article | |
2013 | Interpreting Repo Statistics in the Flow of Funds Accounts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | The Liquidity Premium of Near-Money Assets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 142 |
2016 | The Liquidity Premium of Near-Money Assets.(2016) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 142 | article | |
2016 | Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2023 | When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Judging Banks’ Risk by the Profits They Report In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock In: The Economic Journal. [Full Text][Citation analysis] | article | 0 |
2016 | Learning from Inflation Experiences In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 351 |
2021 | Review Article: Perspectives on the Future of Asset Pricing In: Review of Financial Studies. [Full Text][Citation analysis] | article | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team