Ravi Bansal : Citation Profile

Duke University

25

H index

34

i10 index

2685

Citations

RESEARCH PRODUCTION:

28

Articles

38

Papers

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 89
   Journals where Ravi Bansal has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 27 (1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba818
   Updated: 2025-03-22    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Ai, Hengjie (2)

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

Is cited by:

Chernov, Mikhail (38)

Bekaert, Geert (35)

Sarno, Lucio (24)

Constantinides, George (24)

Marfe, Roberto (22)

Verdelhan, Adrien (20)

Lustig, Hanno (20)

Jagannathan, Ravi (19)

Xing, Yuhang (19)

Campbell, John (19)

Havranek, Tomas (18)

Cites to:

Campbell, John (74)

Hansen, Lars (58)

Epstein, Larry (27)

Cochrane, John (26)

Shiller, Robert (25)

Weil, Philippe (25)

Jagannathan, Ravi (24)

Tauchen, George (22)

Bekaert, Geert (19)

Singleton, Kenneth (19)

Gallant, A. (18)

Main data

Production by document typearticlepaper19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 25Most cited documents1234567891011121314151617181920212223242526270200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Ravi Bansal has published?

Journals with more than one article published# docs
The Review of Financial Studies5
Journal of Finance4
Journal of Business & Economic Statistics2
Journal of Econometrics2
American Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc21
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
2016 Meeting Papers / Society for Economic Dynamics2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
SIFR Research Report Series / Institute for Financial Research2
2011 Meeting Papers / Society for Economic Dynamics2

Recent works citing Ravi Bansal (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2025Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2024Risk premium and rough volatility. (2024). Muguruza, Aitor ; Jacquier, Antoine ; Bonesini, Ofelia. In: Papers. RePEc:arx:papers:2403.11897.

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2024.

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2024Temperature and intimate partner violence. (2024). Nguyen, MY. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:2:p:197-218.

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2024A general theory of tax-smoothing. (2024). Karantounias, Anastasios. In: Discussion Papers. RePEc:cfm:wpaper:2444.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963.

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2024International portfolio rebalancing and fiscal policy spillovers. (2024). Alpanda, Sami ; Kabaca, Serdar ; Aysun, Uluc. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001179.

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2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2024UIP deviations in times of uncertainty: Not all countries behave alike. (2024). Perego, Erica ; Gole, Purva ; Turcu, Camelia. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400332x.

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2024Optimal nonparametric range-based volatility estimation. (2024). Li, Qiyuan ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tinang, Jules ; Tedongap, Romeo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263.

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2024Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Lu, Andrea ; Liu, Jinyu ; Chen, Zhuo ; Tao, Libin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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2024Air pollution and individual risk preference: Evidence from China. (2024). Yang, Shasha ; Liu, Kui ; Zhang, Guanglu ; Meng, Chuyan. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004468.

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2024Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian ; Luo, Xianfeng. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471.

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2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

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2024Responses of financial stress and monetary policy to global warming: Evidence from China. (2024). Lin, Boqiang ; Zhang, Zuopeng ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000243.

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2024Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934.

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2024Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046.

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2024Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167.

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2024The endogenous growth and asset prices nexus revisited with closed-form solution. (2024). Kaszab, Lorant ; Filep-Mosberger, Palma. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s154461232401016x.

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2024UIP deviations: Insights from event studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000011.

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2024Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Baig, Ahmed S ; Aharon, David Y. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180.

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2024Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372.

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2024Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective. (2024). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000517.

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2024Uncertainty premia for small and large risks. (2024). Savor, Pavel ; Wilson, Mungo ; Puhl, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001675.

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2024Asset pricing and the carbon beta of externalities. (2024). Lessmann, Kai ; Tahri, Ibrahim ; Edenhofer, Ottmar. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000433.

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2024Disaster learning and aggregate investment. (2024). Zou, Zhentao ; Niu, Yingjie ; Yang, Jinqiang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:220:y:2024:i:c:s0022053124000784.

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2024Learning from a black box. (2024). Zhao, Chen ; Wu, Brian ; Ke, Shaowei. In: Journal of Economic Theory. RePEc:eee:jetheo:v:221:y:2024:i:c:s0022053124000929.

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2024Learning about the consumption risk exposure of firms. (2024). Li, Kai ; Kuehn, Lars-Alexander ; Kim, Yongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x2300199x.

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2024Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

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2024Prices and returns: Role of inflation. (2024). Sun, Yulong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001360.

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2024Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009.

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2024Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084.

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2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Smyrnakis, Dimitris ; Tzavalis, Elias ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

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2024Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1156-1169.

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2024How far can the long-run risk model with durable goods explain the variation of the yield curve?. (2024). Igarashi, Yoske ; Ikeda, Ryoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:444-459.

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2024Is the Korean green premium in equilibrium?. (2024). Sohn, Wook ; Kang, Young Dae ; Eom, Yunsung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:245-260.

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2024Predicting consumption-wealth ratio changes and stock market returns. (2024). Wang, Jingya ; Taylor, Alex P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002678.

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2024Revisiting Risky Money. (2024). Nesmith, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-90.

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2025“Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices. (2025). Palazzo, Berardino ; Bonelli, Diego ; Yamarthy, Ram S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-02.

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2024Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104.

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2024The Impact of CSI SEEE Carbon Neutral Index Launched on Order Aggressiveness. (2024). Li, Kaifeng ; Zhang, Xiaoyu ; Huang, Zihuang. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:198-:d:1392926.

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2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0434.

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2024Connecting Exchange Rates to Fundamentals Under Indeterminacy. (2024). Hirose, Yasuo ; Fujiwara, Ippei. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2024-024.

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2024Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8.

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2024Finance and climate change: assessing the impact of physical, transition, and regulation risks on asset pricing valuation. (2024). Cisagara, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00362-3.

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2024Thailands Car Tax Rebate Scheme and Consumption Responses: the Role of Durable Goods with Adjustment Costs. (2018). Tawichsri, Tanisa. In: PIER Discussion Papers. RePEc:pui:dpaper:99.

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2024A general theory of tax-smoothing. (2024). Karantounias, Anastasios. In: School of Economics Discussion Papers. RePEc:sur:surrec:0524.

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2024Identifying factors via automatic debiased machine learning. (2024). Wang, Zhuo ; Maasoumi, Esfandiar ; Wu, KE. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:438-461.

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Works by Ravi Bansal:

Year  ↓Title  ↓Type  ↓Cited  ↓
2018High Grade MEC Masquerading as Non Small Cell Lung Cancer In: International Journal of Pulmonary & Respiratory Sciences.
[Full Text][Citation analysis]		article0
2010Confidence Risk and Asset Prices In: American Economic Review.
[Full Text][Citation analysis]		article47
2009Confidence Risk and Asset Prices.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 47		paper
2010Long Run Risks, the Macroeconomy, and Asset Prices In: American Economic Review.
[Full Text][Citation analysis]		article47
2004Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article55
2003Regime-shifts, risk premiums in the term structure, and the business cycle.(2003) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 55		paper
2011Cointegration and Long-Run Asset Allocation In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article10
2011Cointegration and Long-Run Asset Allocation.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 10		article
1993 No Arbitrage and Arbitrage Pricing: A New Approach. In: Journal of Finance.
[Full Text][Citation analysis]		article124
1993 A New Approach to International Arbitrage Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article77
2005Consumption, Dividends, and the Cross Section of Equity Returns In: Journal of Finance.
[Full Text][Citation analysis]		article205
2014Volatility, the Macroeconomy, and Asset Prices In: Journal of Finance.
[Full Text][Citation analysis]		article150
2012Volatility, the Macroeconomy and Asset Prices.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 150		paper
2019Uncertainty-Induced Reallocations and Growth In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2019Uncertainty-Induced Reallocations and Growth.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 10		paper
1999The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper318
2000The forward premium puzzle: different tales from developed and emerging economies.(2000) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 318		article
2001Sovereign Risk and Return in Global Equity Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1997GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article53
2002Market efficiency, asset returns, and the size of the risk premium in global equity markets In: Journal of Econometrics.
[Full Text][Citation analysis]		article37
1995Nonparametric estimation of structural models for high-frequency currency market data In: Journal of Econometrics.
[Full Text][Citation analysis]		article68
2005Interpretable asset markets? In: European Economic Review.
[Full Text][Citation analysis]		article114
2002Interpretable Asset Markets?.(2002) In: NBER Working Papers.
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2004Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers.
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2004Introduction: macroeconomic implications of capital flows in a global economy In: Journal of Economic Theory.
[Full Text][Citation analysis]		article0
2016Risks for the long run: Estimation with time aggregation In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article80
2012Risks For the Long Run: Estimation with Time Aggregation.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 80		paper
2001Term structure of interest rates with regime shifts In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper8
2005Long-run risks and equity Returns In: Proceedings.
[Full Text][Citation analysis]		article1
2007Long-run risks and financial markets In: Review.
[Full Text][Citation analysis]		article28
2007Long-Run Risks and Financial Markets.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2002Expropriation Risk and Return in Global Equity Markets In: SIFR Research Report Series.
[Full Text][Citation analysis]		paper10
2004Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series.
[Full Text][Citation analysis]		paper12
2004Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2007Rational Pessimism, Rational Exuberance, and Asset Pricing Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper74
2007Rational Pessimism, Rational Exuberance, and Asset Pricing Models.(2007) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 74		article
2007Cointegration and Consumption Risks in Asset Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper72
2009Cointegration and Consumption Risks in Asset Returns.(2009) In: The Review of Financial Studies.
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2009Cointegration and Consumption Risks in Asset Returns.(2009) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 72		article
2009Learning and Asset-Price Jumps In: NBER Working Papers.
[Full Text][Citation analysis]		paper25
2011Learning and Asset-price Jumps.(2011) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 25		article
2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper200
2012An Empirical Evaluation of the Long-Run Risks Model for Asset Prices.(2012) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 200		article
2011Welfare Costs of Long-Run Temperature Shifts In: NBER Working Papers.
[Full Text][Citation analysis]		paper26
2011Temperature, Aggregate Risk, and Expected Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper43
2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper240
2013A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets.(2013) In: The Review of Financial Studies.
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2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets.(2012) In: 2012 Meeting Papers.
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This paper has nother version. Agregated cites: 240		paper
2016Risk Preferences and The Macro Announcement Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2016Price of Long-Run Temperature Shifts in Capital Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper68
2016Climate Change and Growth Risks In: NBER Working Papers.
[Full Text][Citation analysis]		paper45
2019The Term Structure of Equity Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2023Identifying Preference for Early Resolution from Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2023Macroeconomic Announcement Premium In: NBER Working Papers.
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2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: NBER Working Papers.
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1997An Exploration of the Forward Premium Puzzle in Currency Markets. In: The Review of Financial Studies.
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2007The Asset Pricing Macro Nexus and Return Cash-Flow Predictability In: 2007 Meeting Papers.
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2008The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution In: 2008 Meeting Papers.
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2009Liquidity and Financial Intermediation In: 2009 Meeting Papers.
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2011The Good, Bad, and Volatility Beta: A Generalized CAPM In: 2011 Meeting Papers.
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2011Endogenous Liquidity Supply In: 2011 Meeting Papers.
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2016What Do Capital Markets Tell Us About Climate Change? In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper2
2016Macro Announcement Premium and Risk Preferences In: 2016 Meeting Papers.
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2018Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? In: 2018 Meeting Papers.
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1996A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles. In: Journal of Political Economy.
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2018Risk Preferences and the Macroeconomic Announcement Premium In: Econometrica.
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