Niels Gormsen : Citation Profile

National Bureau of Economic Research (NBER) (1% share)
University of Chicago (99% share)

6

H index

5

i10 index

441

Citations

RESEARCH PRODUCTION:

9

Articles

13

Papers

RESEARCH ACTIVITY:

   7 years (2018 - 2025). See details.
   Cites by year: 63
   Journals where Niels Gormsen has often published
   Relations with other researchers
   Recent citing documents: 86.    Total self citations: 8 (1.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo953
   Updated: 2026-01-17    RAS profile: 2025-06-02    
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Relations with other researchers

Works with:

Huber, Kilian (6)

Lazarus, Eben (2)

Colonnelli, Emanuele (2)

Martin, Ian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Niels Gormsen.

Is cited by:

Yannelis, Constantine (8)

Zechner, Josef (8)

Zucchi, Francesca (7)

Pagano, Marco (7)

Marfe, Roberto (6)

Davis, Steven (6)

Caballero, Ricardo (6)

Brzeszczynski, Janusz (5)

Baker, Scott (5)

Thorbecke, Willem (4)

Acharya, Viral (4)

Cites to:

Campbell, John (22)

Shiller, Robert (10)

Cochrane, John (10)

Giglio, Stefano (8)

koijen, ralph (6)

van Binsbergen, Jules (6)

Stambaugh, Robert (5)

French, Kenneth (5)

Fama, Eugene (5)

Martin, Ian (4)

Marfe, Roberto (4)

Main data

Where Niels Gormsen has published?

Journals with more than one article published# docs
Journal of Financial Economics2
Journal of Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Niels Gormsen (2025 and 2024)

YearTitle of citing document
2025A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

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2024The Performance of the Australian Equity ETFs. (2024). Rompotis, Gerasimos G. In: Financial Economics Letters. RePEc:bba:j00007:v:3:y:2024:i:4:p:65-79:d:380.

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2024Banks operational resilience during pandemics. (2024). Vacca, Valerio ; Ferri, Giovanni ; Pesic, Valerio ; Demma, Cristina ; Orame, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_833_24.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024Risk analysis of Spanish companies. (2024). Fernandezmartin, Miguel ; Rodriguezsanz, Juan Antonio ; Vallelado, Eleuterio. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:76-91.

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2024Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753.

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2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

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2024Japans Economy and Prices over the Past 25 Years: Past Discussions and Recent Issues. (2024). Fukunaga, Ichiro ; Hogen, Yoshihiko ; Ueno, Yoichi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e14.

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2025Capital (Mis)allocation, Incentives and Productivity. (2025). Meier, Matthias ; Schwemmer, Alexander ; Schramm, Alexander ; Schymik, Jan. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_637.

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2024Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Casarin, Roberto ; Francesco, Ravazzolo ; Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

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2024Pandemic Tail Risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:714.

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2024Speculating on Higher Order Beliefs. (2024). Schmidt-Engelbertz, Paul ; Vasudevan, Kaushik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11217.

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2024Stagflationary Stock Returns. (2024). Timmer, Yannick ; Knox, Ben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11236.

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2024Do Deficits Cause Inflation? A High Frequency Narrative Approach. (2024). Hobler, Stephan ; Hazell, Jonathon. In: Discussion Papers. RePEc:cfm:wpaper:2439.

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2024Oil Price Dynamics and Sectoral Indices in India €“ Pre, Post and during COVID Pandemic: A Comparative Evidence from Wavelet-based Causality and NARDL. (2024). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-3.

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2024Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Sengupta, Rajeswari ; Pratap, Bhanu ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

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2024Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Chen, Zhuo ; Wang, Zhengwei ; Li, Pengfei ; Liu, LU ; Liao, LI. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336.

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2024Institutional quarantine and economic preferences: Experimental evidence from China. (2024). Niu, Xiaofei ; Cao, Qian ; Li, Jianbiao ; Zhang, Yanan. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001408.

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2024How did small business respond to unexpected shocks? Evidence from a natural experiment in China. (2024). Wang, Yunlong ; Zhou, YE ; Yang, Xiaoguang ; Chen, Muzi ; Huang, Difang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001773.

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2025Firms save from bonds but not from loans. (2025). Nagler, Florian ; Colla, Paolo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000495.

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2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2024Individual investment adaptations to COVID-19 lockdowns. (2024). Chen, Zixuan ; Wang, Bin ; Huang, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001948.

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2025Impact of COVID-19 on Taiwanese stock market. (2025). Chang, Hao-Wen ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002055.

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2025What does the equity term structure tell us about Trump 2.0′s first 100 days in office?. (2025). Matthies, Ben ; Kelly, Peter ; Golez, Benjamin. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002976.

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2024Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic. (2024). Guo, XU ; Li, Runze ; Zeng, Mudong ; Liu, Jingyuan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003664.

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2025Market neutrality and beta crashes. (2025). Xu, Xia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001117.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2024A consumption-based term structure model of bonds and equity. (2024). Suzuki, Masataka. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002424.

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2024Economic policy uncertainty and dividend policy: Insight from private firms. (2024). Park, Kunsu ; Choi, Young Mok. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006240.

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2024Asymmetry, earnings announcements, and the beta-return relation. (2024). faff, robert ; Kim, Young-Mee ; Lee, Deok-Hyeon ; Min, Byoung-Kyu. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009723.

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2025Low-risk anomaly: Idiosyncratic risk or return distribution. (2025). Li, Tianyang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000200.

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2025Cash duration, risk, and implications for stock returns. (2025). Taussig, Roi D. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325000522.

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2025Floating exchange rate efficiency: Grouping patterns and pandemic impacts. (2025). Portela, Jose ; Rodriguez-Gallego, Alejandro ; Corzo, Teresa ; Martin-Bujack, Karin. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000149.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2025Early-life experience and CEOs’ reactions to COVID-19. (2025). Yang, Endong ; Zou, Kunru ; Ru, Hong. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:1:s0165410124000648.

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2024Leverage constraints and investors choice of underlyings. (2024). Pelster, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000700.

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2024Pandemic tail risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001717.

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2025The short-duration premium and news announcements. (2025). Meyerhof, Paul ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000652.

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2025Power distance and dishonest behavior. (2025). Li, Jianbiao ; Cao, Qian ; Zhu, Chengkang ; Niu, Xiaofei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:230:y:2025:i:c:s0167268125000034.

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2025A market mechanism for sustainable and efficient resource use under uncertainty. (2025). Quaas, Martin ; Winkler, Ralph. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:131:y:2025:i:c:s009506962500035x.

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2024Causal effects of closing businesses in a pandemic. (2024). sauvagnat, julien ; Grassi, Basile ; Bonelli, Maxime ; Barrot, Jean-Noel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000175.

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2024When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion. (2024). Farroni, Paolo ; Croce, Mariano M ; Arteaga-Garavito, Maria Jose ; Wolfskeil, Isabella. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000734.

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2024Intermediary-based equity term structure. (2024). Li, Kai ; Xu, Chenjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000795.

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2024Financial market concentration and misallocation. (2024). Sockin, Michael ; Neuhann, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000989.

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2025Fed information effects: Evidence from the equity term structure. (2025). Golez, Benjamin ; Matthies, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24002113.

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2025The volatility puzzle of the beta anomaly. (2025). Barroso, Pedro ; Detzel, Andrew ; Maio, Paulo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000029.

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2025The impact of prices on analyst cash flow expectations: Reconciling subjective beliefs data with rational discount rate variation. (2025). Chaudhry, Aditya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25001035.

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2025Equity duration and predictability. (2025). Golez, Benjamin ; Koudijs, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001229.

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2025The retail habitat. (2025). Laarits, Toomas ; Sammon, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001527.

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2025Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis. (2025). Kamal, Md Mostafa ; Roca, Eduardo ; Lin, Chen ; Reza, Rajibur. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000959.

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2024NPV, IRR, PI, PP, and DPP: A unified view. (2024). Sokolov, Mikhail. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:114:y:2024:i:c:s0304406824000545.

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2024Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x.

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2025Equity duration in China: A deep learning approach. (2025). Hu, Jun ; Gao, Yachun ; You, Zhirun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025007142.

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2024Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334.

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2024Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994.

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2024Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001843.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2025The COVID-19 pandemic and feedback trading dynamics: Unveiling global patterns. (2025). Tang, Chia-Hsien ; Huang, Ya-Ling ; Chen, Chan-Shin ; Lee, Yen-Hsien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004318.

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2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

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2024Putting the price in asset pricing. (2024). Polk, Christopher ; Cho, Thummim. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120805.

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2025Memory moves markets. (2024). Charles, Constantin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125551.

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2025Information in derivatives markets: forecasting prices with prices. (2025). Martin, Ian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128212.

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2025A Stock Return Decomposition Using Observables. (2025). Vissing-Jorgensen, Annette ; Knox, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-14.

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2025The Cost of Capital and Misallocation in the United States. (2025). Faria, Miguel ; Kozlowski, Julian ; Majerovitz, Jeremy. In: Working Papers. RePEc:fip:fedlwp:100099.

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2024An Empirical Analysis of the Cost of Borrowing. (2024). Kozlowski, Julian ; Faria-e-Castro, Miguel ; Jordan-Wood, Samuel. In: Working Papers. RePEc:fip:fedlwp:98542.

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2024Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics. (2024). Tongurai, Jittima ; Chen, Xiangyu ; Boonchoo, Pattana. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09440-9.

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2025Taming the black swan: CEO with military experience and organizational resilience. (2025). Zhang, Zhe ; Jia, Ming ; Wang, Xin. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:42:y:2025:i:2:d:10.1007_s10490-023-09941-1.

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2025Online Market Resilience to Economic Shocks: Evidence Based on Price Dispersion from the COVID-19 Outbreak in China. (2025). Liu, Taoxiong ; Cheng, Huolan ; Sun, Zhen. In: Review of Industrial Organization. RePEc:kap:revind:v:66:y:2025:i:3:d:10.1007_s11151-024-09987-5.

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2024Cash flow duration and market reactions to earnings announcements. (2024). Gao, Wenlian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01269-1.

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2025Firm Investment and the User Cost of Capital: New US Corporate Tax Reform Evidence. (2025). Hartley, Jonathan S ; Rauh, Joshua ; Hassett, Kevin. In: NBER Chapters. RePEc:nbr:nberch:15331.

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2025The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1.

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2024Implied Equity Duration: Lessons from the Japanese Financial Crises. (2024). Fukuta, Yuichi ; Yamane, Akiko. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2408.

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2025Change of the disposition effect and investor sentiment. (2025). Yang, Pujian. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:5:d:10.1057_s41260-025-00412-4.

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2024The Impact of Covid-19 on Earnings Management: Empirical Evidence from Vietnam. (2024). Khanh, Nguyen Ngoc ; Dang, Anh Tuan. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241266974.

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2024Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?. (2024). Mirzaei, Ali ; Saad, Mohsen ; Emrouznejad, Ali. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04600-y.

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2025Equilibrium asset pricing with short rate risk. (2025). Sbuelz, Alessandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00442-4.

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2025Pandemic, policy, and markets: insights and learning from COVID-19’s impact on global stock behavior. (2025). Yang, Shuxin. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02648-2.

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2024Impacts of investors sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets. (2024). Naoui, Kamel ; Mensi, Walid ; Belhoula, Mohamed Malek. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01780-y.

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2024Accounting for Transparency: a Framework and Three Applications in Tax, Managerial, and Financial Accounting. (2024). Rostam-Afschar, Davud ; Bischof, Jannis ; Sureth-Sloane, Caren ; Rohlfing-Bastian, Anna ; Gassen, Joachim. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:76:y:2024:i:4:d:10.1007_s41471-024-00200-7.

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2024Price reaction of global economic indicators: evidence from the COVID-19 pandemic and the Russia–Ukraine conflict. (2024). Kayani, Umar Nawaz ; Habib, Ahmed Mohamed. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:1:d:10.1007_s43546-023-00619-w.

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2024Regulated Ornstein–Uhlenbeck Process in Pandemic-Time Asset Pricing of Stocks and Derivatives. (2024). Sani, Sulaiman ; Daman, Onkabetse A ; Mhlongo, Mfundo ; Mhone, Peter Y. In: SN Operations Research Forum. RePEc:spr:snopef:v:5:y:2024:i:1:d:10.1007_s43069-024-00293-0.

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2025The determination of the price of capital goods: A differential game approach. (2025). Guerrazzi, Marco ; Candido, Giuseppe. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:1:p:222-234.

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2025Narratives about fiscal policy: Are firm decision-makers tax preferences driven by redistribution or fiscal consolidation motives?. (2025). Rostam-Afschar, Davud ; Buhlmann, Florian ; Voget, Johannes ; Arnemann, Laura ; Eble, Fabian ; Doerrenberg, Philipp ; Karlsson, Christopher. In: ZEW Discussion Papers. RePEc:zbw:zewdip:327101.

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Works by Niels Gormsen:

YearTitleTypeCited
2025Corporate Discount Rates In: American Economic Review.
[Full Text][Citation analysis]		article11
2023Corporate Discount Rates.(2023) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2021Implied Dividend Volatility and Expected Growth In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article6
2021Implied dividend volatility and expected growth.(2021) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023Financial Markets and the COVID-19 Pandemic In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article2
2020The Corona Virus, the Stock Market’s Response, and Growth Expectations In: Working Papers.
[Full Text][Citation analysis]		paper2
2021Time Variation of the Equity Term Structure In: Journal of Finance.
[Full Text][Citation analysis]		article37
2023Duration‐Driven Returns In: Journal of Finance.
[Full Text][Citation analysis]		article25
2018Betting Against Correlation: Testing Theories of the Low-Risk Effect In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
2020Betting against correlation: Testing theories of the low-risk effect.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2020Coronavirus: Impact on Stock Prices and Growth Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper309
2020Coronavirus: Impact on Stock Prices and Growth Expectations.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 309		paper
Coronavirus: Impact on Stock Prices and Growth Expectations.() In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 309		article
2024Climate capitalists In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Climate Capitalists.(2024) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Conditional risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
2022Selfish Corporations In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2024Selfish Corporations.(2024) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2020Selfish Corporations.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2023Forward Return Expectations In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2024Sticky Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2024Firms Perceived Cost of Capital In: NBER Working Papers.
[Full Text][Citation analysis]		paper1

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