Stefan Nagel : Citation Profile

Are you Stefan Nagel?

University of Chicago (98% share)
National Bureau of Economic Research (NBER) (1% share)
Centre for Economic Policy Research (CEPR) (1% share)

23

H index

30

i10 index

5539

Citations

RESEARCH PRODUCTION:

37

Articles

58

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 263
   Journals where Stefan Nagel has often published
   Relations with other researchers
   Recent citing documents: 654.    Total self citations: 41 (0.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna176
   Updated: 2024-11-04    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Purnanandam, Amiyatosh (5)

Martin, Ian (5)

Adam, Klaus (5)

Matveev, Dmitry (3)

He, Zhiguo (3)

Kozak, Serhiy (2)

Kozak, Serhiy (2)

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

Is cited by:

Weber, Michael (36)

Sarno, Lucio (34)

Roth, Christopher (28)

Ramadorai, Tarun (27)

Campbell, John (25)

Schrimpf, Andreas (24)

Adrian, Tobias (24)

Ranaldo, Angelo (23)

Glas, Alexander (22)

Shleifer, Andrei (21)

Sakemoto, Ryuta (21)

Cites to:

Campbell, John (42)

Shleifer, Andrei (27)

Cochrane, John (15)

Shanken, Jay (15)

KRISHNAMURTHY, ARVIND (15)

French, Kenneth (13)

Vissing-Jorgensen, Annette (12)

Fama, Eugene (12)

Pedersen, Lasse (12)

Malmendier, Ulrike (12)

Hansen, Lars (11)

Main data

Where Stefan Nagel has published?

Journals with more than one article published# docs
Journal of Finance11
Journal of Financial Economics8
The Review of Financial Studies5
The Quarterly Journal of Economics3
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc30
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
CESifo Working Paper Series / CESifo5
2019 Meeting Papers / Society for Economic Dynamics2

Recent works citing Stefan Nagel (2024 and 2023)

YearTitle of citing document
2023.

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2023Unemployment 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.

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2024The Origins of Gender Differences in Competitiveness and Earnings Expectations: Causal Evidence from a Mentoring Intervention. (2024). Kosse, Fabian ; Falk, Armin ; Buser, Thomas ; Boneva, Teodora. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:301.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2023Inflation -- who cares? Monetary Policy in Times of Low Attention. (2021). Pfauti, Oliver. In: Papers. RePEc:arx:papers:2105.05297.

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2023Why 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.

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2023Expert Aggregation for Financial Forecasting. (2021). Mikael, Joseph ; Cl, Alasseur ; Marie, Briere ; Remlinger, Carl. In: Papers. RePEc:arx:papers:2111.15365.

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2023Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817.

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2023Multivariate ordered discrete response models. (2022). Matcham, William ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:2205.05779.

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2024Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2024Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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2023Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023Bitcoin Does Not Hedge Inflation. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.10117.

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2023NFT Bubbles. (2023). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2303.06051.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2023Monetary 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.

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2023Surveying Generative AIs Economic Expectations. (2023). Bybee, Leland. In: Papers. RePEc:arx:papers:2305.02823.

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2024Agree to Disagree: Measuring Hidden Dissents in FOMC Meetings. (2023). Yang, Zichao ; Tsang, Kwok Ping. In: Papers. RePEc:arx:papers:2308.10131.

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2023Default Process Modeling and Credit Valuation Adjustment. (2023). Xiao, David. In: Papers. RePEc:arx:papers:2309.03311.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2024Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585.

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2024.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2023Application of Artificial Intelligence and Machine Learning in the Conduct of Monetary Policy by Central Banks. (2023). Georgieva, Sonya. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:8:p:177-199.

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2023Estimating 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.

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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2023Intermediary Market Power and Capital Constraints. (2023). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:23-51.

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2024Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?. (2024). van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Working Papers Series. RePEc:bcb:wpaper:590.

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2023Investigating 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.

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2024Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24.

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2023Euro 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.

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2023Information 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.

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2024Sectoral Dynamics of Safe Assets in Advanced Economies. (2024). Kuvshinov, Dmitry ; Jauregui, Madalen Castells ; Vanasco, Victoria ; Richter, Bjorn. In: Working Papers. RePEc:bge:wpaper:1438.

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2023Crypto carry. (2023). Schrimpf, Andreas ; Todorov, Karamfil ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:1087.

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2023Money 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.

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2023The 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.

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2023The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128.

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2023Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145.

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2024DeFi leverage. (2024). Huang, Wenqian ; Heimbach, Lioba. In: BIS Working Papers. RePEc:bis:biswps:1171.

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2023Speculative 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.

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2023Do 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.

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2023Customers stock price crash risk and suppliers investment inefficiency: Evidence from China. (2023). Wang, Chenyu ; Wu, Weixing. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5069-5092.

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2023Seeking 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.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2024.

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2023Diagnostics for asset pricing models. (2023). Zhou, Guofu ; He, AI. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:617-642.

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2023The 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.

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2023Interbank 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.

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2023Low‐Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718.

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2023The Limits of p?Hacking: Some Thought Experiments. (2021). Chen, Andrew Y. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2447-2480.

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2023Beyond 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.

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2023Small 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.

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2023Bayesian 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.

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2023Local 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.

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2023Pricing 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.

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2023The 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.

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2023Who 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.

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2023Model 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.

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2023Monetary 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.

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2024Foreclosure spillovers and individual well?being: Evidence from the Great Recession. (2022). Makridis, Christos ; Ohlrogge, Michael . In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:122-146.

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2023Carry 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.

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2024Life Course Perspective on Economic Shocks and Income Inequality Through Age‐Period‐Cohort Analysis: Evidence From Finland. (2020). Niemela, Mikko ; Karonen, Esa. In: Review of Income and Wealth. RePEc:bla:revinw:v:66:y:2020:i:2:p:287-310.

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2023Revisiting 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.

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2023The 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.

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2024Unemployment risk, portfolio choice, and the racial wealth gap. (2024). Schularick, Moritz ; Kuhn, Moritz ; Kim, Chi Hyun ; Derenoncourt, Ellora. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_508.

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2023Good 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.

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2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

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2023Quantitative Easing in the Euro Area: Implications for Income and Wealth Inequality. (2023). Stojanovic, Dusan. In: CERGE-EI Working Papers. RePEc:cer:papers:wp760.

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2023Testing 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.

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2023Misperceived Returns to Active Investing. (2023). Haaland, Ingar K ; Nass, Ole-Andreas Elvik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10257.

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2023Crisis 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.

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2023Disposed to Be Overconfident. (2023). Smeets, Paul ; Odean, Terrance ; Godker, Katrin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10357.

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2023Financial 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.

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2023Consumers Macroeconomic Expectations. (2023). Lamla, Michael ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10709.

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

Works by Stefan Nagel:

YearTitleTypeCited
2008Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals In: American Economic Review.
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2013Empirical Cross-Sectional Asset Pricing In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article19
2012Empirical Cross-Sectional Asset Pricing.(2012) In: CEPR Discussion Papers.
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2012Empirical Cross-Sectional Asset Pricing.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2019Do Survey Expectations of Stock Returns Reflect Risk Adjustments? In: Staff Working Papers.
[Full Text][Citation analysis]		paper18
2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: CESifo Working Paper Series.
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2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: CEPR Discussion Papers.
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2021Do survey expectations of stock returns reflect risk adjustments?.(2021) In: Journal of Monetary Economics.
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2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: NBER Working Papers.
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2019Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2019) In: 2019 Meeting Papers.
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2018Do survey expectations of stock returns reflect risk-adjustments?.(2018) In: CFS Working Paper Series.
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2020Treasury Inconvenience Yields during the COVID-19 Crisis In: Working Papers.
[Full Text][Citation analysis]		paper87
2022Treasury inconvenience yields during the COVID-19 crisis.(2022) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 87		article
2020Treasury Inconvenience Yields during the COVID-19 Crisis.(2020) In: NBER Working Papers.
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2007The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article62
2006The Effect of Dividends on Consumption.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 62		paper
2004Hedge Funds and the Technology Bubble In: Journal of Finance.
[Full Text][Citation analysis]		article228
2011Estimation and Evaluation of Conditional Asset Pricing Models In: Journal of Finance.
[Citation analysis]		article41
2010Estimation and Evaluation of Conditional Asset Pricing Models.(2010) In: NBER Working Papers.
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2014Sizing Up Repo In: Journal of Finance.
[Full Text][Citation analysis]		article185
2012Sizing Up Repo.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 185		paper
2012Sizing Up Repo.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 185		paper
2016Risk-Adjusting the Returns to Venture Capital In: Journal of Finance.
[Full Text][Citation analysis]		article40
2013Risk-Adjusting the Returns to Venture Capital.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 40		paper
2013Risk-Adjusting the Returns to Venture Capital.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 40		paper
2017Report of the Editor of the Journal of Finance for the Year 2016 In: Journal of Finance.
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2018Interpreting Factor Models In: Journal of Finance.
[Full Text][Citation analysis]		article86
2018Report of the Editor of the Journal of Finance for the Year 2017 In: Journal of Finance.
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2019Report of the Editor of The Journal of Finance for the Year 2018 In: Journal of Finance.
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2020Report of the Editor of The Journal of Finance for the Year 2019 In: Journal of Finance.
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2021Report of the Editor of The Journal of Finance for the Year 2020 In: Journal of Finance.
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2022Report of the Editor of The Journal of Finance for the Year 2021 In: Journal of Finance.
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2022Expectations Data in Asset Pricing In: CRC TR 224 Discussion Paper Series.
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2022Expectations Data in Asset Pricing.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2012First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” In: The B.E. Journal of Macroeconomics.
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2022Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows In: CESifo Working Paper Series.
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2022Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows.(2022) In: NBER Working Papers.
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2019Bank risk dynamics and distance to default In: CESifo Working Paper Series.
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2019Bank Risk Dynamics and Distance to Default.(2019) In: CEPR Discussion Papers.
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2019Bank Risk Dynamics and Distance to Default.(2019) In: NBER Working Papers.
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2020Banks’ Risk Dynamics and Distance to Default.(2020) In: The Review of Financial Studies.
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2019Market Efficiency in the Age of Big Data In: CESifo Working Paper Series.
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2019Market Efficiency in the Age of Big Data.(2019) In: CEPR Discussion Papers.
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2022Market efficiency in the age of big data.(2022) In: Journal of Financial Economics.
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2022Market efficiency in the age of big data.(2022) In: LSE Research Online Documents on Economics.
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2019Market Efficiency in the Age of Big Data.(2019) In: NBER Working Papers.
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2022Dynamics of Subjective Risk Premia In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2023Dynamics of subjective risk premia.(2023) In: Journal of Financial Economics.
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2022Dynamics of Subjective Risk Premia.(2022) In: NBER Working Papers.
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2017The Making of Hawks and Doves: Inflation Experiences on the FOMC In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
2017The Making of Hawks and Doves: Inflation Experiences on the FOMC.(2017) In: NBER Working Papers.
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2017ECB Policies Involving Government Bond Purchases: Impacts and Channels In: CEPR Discussion Papers.
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2017ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: Research Papers.
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2017ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: NBER Working Papers.
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2018ECB Policies Involving Government Bond Purchases: Impact and Channels*.(2018) In: Review of Finance.
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2017Shrinking the Cross Section In: CEPR Discussion Papers.
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2020Shrinking the cross-section.(2020) In: Journal of Financial Economics.
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2017Shrinking the Cross Section.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 136		paper
2017Socioeconomic Status and Macroeconomic Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper72
2017Socioeconomic Status and Macroeconomic Expectations.(2017) In: NBER Working Papers.
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2020Socioeconomic Status and Macroeconomic Expectations.(2020) In: The Review of Financial Studies.
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2019Asset Pricing with Fading Memory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
2019Asset Pricing with Fading Memory.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2022Asset Pricing with Fading Memory.(2022) In: The Review of Financial Studies.
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2019Asset Pricing with Fading Memory.(2019) In: 2019 Meeting Papers.
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2020The Making of Hawks and Doves In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper57
2021The making of hawks and doves.(2021) In: Journal of Monetary Economics.
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2012Evaporating Liquidity In: CEPR Discussion Papers.
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2011Evaporating Liquidity.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 214		paper
2012Evaporating Liquidity.(2012) In: The Review of Financial Studies.
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2005Short sales, institutional investors and the cross-section of stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article330
2006The conditional CAPM does not explain asset-pricing anomalies In: Journal of Financial Economics.
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2003The Conditional CAPM Does Not Explain Asset-pricing Anomalies.(2003) In: Working papers.
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2003The Conditional CAPM does not Explain Asset-Pricing Anamolies.(2003) In: NBER Working Papers.
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2009Inexperienced investors and bubbles In: Journal of Financial Economics.
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2008Inexperienced Investors and Bubbles.(2008) In: NBER Working Papers.
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2010A skeptical appraisal of asset pricing tests In: Journal of Financial Economics.
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2006A Skeptical Appraisal of Asset-Pricing Tests.(2006) In: NBER Working Papers.
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2016Long-Run Inflation Uncertainty In: International Journal of Central Banking.
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2009Carry Trades and Currency Crashes In: NBER Chapters.
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2008Carry Trades and Currency Crashes.(2008) In: NBER Working Papers.
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2006Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals Asset Allocation In: NBER Working Papers.
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2009Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? In: NBER Working Papers.
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2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?.(2011) In: The Quarterly Journal of Economics.
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2013Interpreting Repo Statistics in the Flow of Funds Accounts In: NBER Working Papers.
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2014The Liquidity Premium of Near-Money Assets In: NBER Working Papers.
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2016The Liquidity Premium of Near-Money Assets.(2016) In: The Quarterly Journal of Economics.
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2016Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock In: NBER Working Papers.
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2023When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? In: NBER Working Papers.
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2024Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux In: NBER Working Papers.
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2022Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock In: The Economic Journal.
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2016Learning from Inflation Experiences In: The Quarterly Journal of Economics.
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