Stefan Nagel : Citation Profile

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

23

H index

29

i10 index

5622

Citations

RESEARCH PRODUCTION:

36

Articles

61

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 267
   Journals where Stefan Nagel has often published
   Relations with other researchers
   Recent citing documents: 764.    Total self citations: 41 (0.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna176
   Updated: 2025-01-10    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

Adam, Klaus (5)

Purnanandam, Amiyatosh (5)

Martin, Ian (5)

He, Zhiguo (3)

Matveev, Dmitry (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 (28)

Campbell, John (25)

Schrimpf, Andreas (24)

Adrian, Tobias (24)

Ranaldo, Angelo (23)

Glas, Alexander (22)

Sakemoto, Ryuta (21)

Shleifer, Andrei (21)

Cites to:

Campbell, John (44)

Shleifer, Andrei (27)

Shanken, Jay (15)

KRISHNAMURTHY, ARVIND (15)

Cochrane, John (15)

Vissing-Jorgensen, Annette (13)

French, Kenneth (13)

Fama, Eugene (12)

Malmendier, Ulrike (12)

Pedersen, Lasse (12)

Stambaugh, Robert (11)

Main data

Where Stefan Nagel has published?

Journals with more than one article published# docs
Journal of Finance10
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, Inc31
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
CESifo Working Paper Series / CESifo6
Research Papers / Stanford University, Graduate School of Business2
2019 Meeting Papers / Society for Economic Dynamics2

Recent works citing Stefan Nagel (2024 and 2023)

YearTitle of citing document
2024Synthetic surveys of monetary policymakers: perceptions, narratives and transparency. (2024). Daniel, Heymann. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4707.

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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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2024Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2024Common 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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2024Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211.

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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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2023How 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.

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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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2023.

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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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2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

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2024Consumers macroeconomic expectations. (2024). Lamla, Michael ; Dräger, Lena ; Drger, Lena. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:427-451.

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2023Understanding Systematic Risk: A High‐Frequency Approach. (2020). Pelger, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2179-2220.

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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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2023.

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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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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024The Virtue of Complexity in Return Prediction. (2024). Zhou, Kangying ; Malamud, Semyon ; Kelly, Bryan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:459-503.

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2024Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Kogan, Leonid ; Dou, Winston Wei ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024Informed Trading Intensity. (2024). Muravyev, Dmitriy ; Fos, Vyacheslav ; Bogousslavsky, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:903-948.

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2024Rent or Buy? Inflation Experiences and Homeownership within and across Countries. (2024). Wellsjo, Alexandra Steiny ; Malmendier, Ulrike. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1977-2023.

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2024A Portfolio Approach to Global Imbalances. (2024). Zhang, Tony ; Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2025-2076.

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2024Does Alternative Data Improve Financial Forecasting? The Horizon Effect. (2024). Foucault, Thierry ; Dessaint, Olivier ; Fresard, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2237-2287.

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2024Modeling Conditional Factor Risk Premia Implied by Index Option Returns. (2024). Orowski, Piotr ; Jacobs, Kris ; Fournier, Mathieu. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2289-2338.

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2024Insensitive Investors. (2024). Kilic, Mete ; Frydman, Cary ; Charles, Constantin. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2473-2503.

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2024Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844.

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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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2023Ambiguity and risk factors in bank stocks. (2023). Viale, Ariel ; Garcafeijo, Luis. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:4:p:993-1019.

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2023Externalities of Financial Statement Fraud on the Incoming Accounting Labor Force. (2023). Madsen, Paul E ; Christensen, Dane M ; Carnes, Robert R. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:5:p:1531-1589.

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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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2024Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Tanigawa, Yasuhiko ; Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396.

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2023Do chairmen with Chinas Great Famine experience in early‐life affect firm tax avoidance activities?. (2023). Xu, Junbing ; Feng, Dawei ; Yang, Siying. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:4:p:2214-2247.

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2023Industrial tail exposure risk and asset price: Evidence from US REITs. (2023). Liow, Kim ; Song, Jeongseop. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:5:p:1209-1245.

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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.
[Full Text][Citation analysis]		article291
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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This paper has nother version. Agregated cites: 19		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2021Do 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: 18		article
2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2019Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2019) In: 2019 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2018Do survey expectations of stock returns reflect risk-adjustments?.(2018) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 18		paper
2020Treasury Inconvenience Yields during the COVID-19 Crisis In: Working Papers.
[Full Text][Citation analysis]		paper90
2022Treasury inconvenience yields during the COVID-19 crisis.(2022) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		article
2020Treasury Inconvenience Yields during the COVID-19 Crisis.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2007The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article63
2006The Effect of Dividends on Consumption.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		paper
2004Hedge Funds and the Technology Bubble In: Journal of Finance.
[Full Text][Citation analysis]		article231
2011Estimation and Evaluation of Conditional Asset Pricing Models In: Journal of Finance.
[Citation analysis]		article45
2010Estimation and Evaluation of Conditional Asset Pricing Models.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2014Sizing Up Repo In: Journal of Finance.
[Full Text][Citation analysis]		article184
2012Sizing Up Repo.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2012Sizing Up Repo.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2017Report of the Editor of the Journal of Finance for the Year 2016 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2018Interpreting Factor Models In: Journal of Finance.
[Full Text][Citation analysis]		article89
2018Report of the Editor of the Journal of Finance for the Year 2017 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2019Report of the Editor of The Journal of Finance for the Year 2018 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2020Report of the Editor of The Journal of Finance for the Year 2019 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2021Report of the Editor of The Journal of Finance for the Year 2020 In: Journal of Finance.
[Full Text][Citation analysis]		article0
2022Report of the Editor of The Journal of Finance for the Year 2021 In: Journal of Finance.
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