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)

24

H index

31

i10 index

5805

Citations

RESEARCH PRODUCTION:

37

Articles

63

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 276
   Journals where Stefan Nagel has often published
   Relations with other researchers
   Recent citing documents: 447.    Total self citations: 41 (0.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna176
   Updated: 2025-04-19    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

Adam, Klaus (3)

He, Zhiguo (3)

DeMarzo, Peter (2)

Martin, Ian (2)

Kozak, Serhiy (2)

Kozak, Serhiy (2)

Purnanandam, Amiyatosh (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)

Ramadorai, Tarun (28)

Roth, Christopher (28)

Campbell, John (25)

Schrimpf, Andreas (24)

Adrian, Tobias (24)

Ranaldo, Angelo (23)

Glas, Alexander (22)

Sakemoto, Ryuta (21)

Dräger, Lena (21)

Cites to:

Campbell, John (44)

Shleifer, Andrei (27)

KRISHNAMURTHY, ARVIND (15)

Shanken, Jay (15)

Cochrane, John (15)

Vissing-Jorgensen, Annette (13)

French, Kenneth (13)

Pedersen, Lasse (12)

Malmendier, Ulrike (12)

Fama, Eugene (12)

Stambaugh, Robert (11)

Main data

Production by document typearticlechapterpaper2003200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250250500750Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 24Most cited documents123456789101112131415161718192021222324252605001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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, Inc32
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
CESifo Working Paper Series / CESifo7
Research Papers / Stanford University, Graduate School of Business2
2019 Meeting Papers / Society for Economic Dynamics2

Recent works citing Stefan Nagel (2025 and 2024)

Year  ↓Title 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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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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2025Most 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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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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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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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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2025Growing the Efficient Frontier on Panel Trees. (2025). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2025The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549.

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2024.

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2025Impact of COVID-19 Pandemic and Macroeconomics on Long-term Government Bond Yields Interest Rate in Emerging Markets: ARDL Approach. (2025). Yulianita, Anna ; Robiani, Bernadette ; Shodrokova, Xenaneira. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:1:p:113-132.

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

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2024Partial identification of treatment response under complementarity and substitutability. (2024). Rainone, Edoardo ; Arduini, Tiziano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1473_24.

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

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2024.

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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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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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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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2024.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Chen, Hui ; Kogan, Leonid. 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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2024.

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

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2024CEO past distress experience and risk‐taking: Evidence from US property–liability insurance firms. (2024). Lai, Gene ; Lonare, Gunratan ; Ho, Chialing ; Han, Sangyong. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:27:y:2024:i:1:p:5-39.

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2024Individual credit market experience and beliefs about bank lending policy: evidence from a firm survey. (2024). Hölzl, Werner ; Fidrmuc, Jarko ; Hlzl, Werner ; Hainz, Christa. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:126:y:2024:i:2:p:387-414.

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2024Macroeconomic Impact of Shifts in Long-term Inflation Expectations. (2024). Kaihatsu, Sohei ; Yamamoto, Hiroki ; Nakano, Shogo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e18.

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2024Japans Unconventional Monetary Policy and the Exchange Rate Dynamics. (2024). Sakura, Kenichi ; Kawamoto, Takuji ; Ikkatai, Kota. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e23.

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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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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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2024Financial Crisis as a Run on Profitable Banks. (2024). Kim, Sang Rae. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2024:v:25:i:1:kim.

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2025Inference for Regression with Variables Generated by AI or Machine Learning. (2025). Hansen, Stephen ; Sacher, Szymon ; Christensen, Timothy ; Battaglia, Laura. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2421.

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2025From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices. (2025). Leung, Charles ; Zhang, Shumeng ; Ka, Charles ; Guo, Naijia. In: ISER Discussion Paper. RePEc:dpr:wpaper:1274.

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2024.

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2024Tell me something I don’t already know: learning in low and high-inflation settings. (2024). Weber, Michael ; Gorodnichenko, Yuriy ; Frache, Serafin ; Coibion, Olivier ; Afrouzi, Hassan ; Lluberas, Rodrigo ; Ropele, Tiziano ; Candia, Bernardo ; Kenny, Geoff ; Ponce, George ; Georgarakos, Dimitris ; Kumar, Saten ; Meyer, Brent. In: Working Paper Series. RePEc:ecb:ecbwps:20242914.

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2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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2024Financial reporting consequences of CEOs early-life exposure to disasters and violent crime. (2024). Kohlbeck, Mark ; Golden, Joanna. In: Advances in accounting. RePEc:eee:advacc:v:66:y:2024:i:c:s0882611023000573.

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2024Local earthquakes and households’ risk-taking: Evidence from the China Household Finance Survey. (2024). Li, Yuxiang ; Ouyang, Yanmin ; Yuan, Hongmin. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823000684.

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2024Experiences, demand for risky investments, and implications for price dynamics. (2024). Rieskamp, Jrg ; Olschewski, Sebastian ; Heinke, Steve. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000546.

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

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2024Does childhood adversity affect household portfolio decisions? Evidence from the Chinese Great Famine. (2024). Smyth, Russell ; Cheng, Zhiming ; Zhang, LE. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001160.

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2024Risk attitudes across the life course: Evidence from China. (2024). Cheng, Lingguo ; Lu, Yunfeng. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x2400172x.

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

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2024Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x.

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2024The enduring trauma: How officials childhood famine experiences affect year-end spending surge. (2024). Zhuge, Andong ; Zhang, Ping ; Chen, Xing. In: Journal of Development Economics. RePEc:eee:deveco:v:171:y:2024:i:c:s0304387824001056.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

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2024Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

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2024Dynamic mean-variance portfolio selection under factor models. (2024). Cui, Xiangyu ; Kong, Lingjie ; Yang, Lanzhi ; Li, Duan ; Shi, Yun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001155.

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2024Good governance in troubled times: What we know and what experts say. (2024). Cooray, Arusha ; Sarangi, Sudipta ; Jha, Chandan Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001172.

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2024Institutional investor networks and earnings management: The role of the exit threat. (2024). Xiong, Xiong ; Zhang, Yongjie ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002608.

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2024Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Zhang, Jiachen ; Wan, Xiaoyuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001274.

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2024Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

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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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2024Explosive behavior in historic NASDAQ market prices. (2024). Fernandez, Amilcar Orlian ; Demmler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000196.

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

Works by Stefan Nagel:

Year  ↓Title  ↓Type  ↓Cited  ↓
2008Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals In: American Economic Review.
[Full Text][Citation analysis]		article296
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]		paper23
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: 23		paper
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.
[Full Text][Citation analysis]
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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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This paper has nother version. Agregated cites: 23		paper
2020Treasury Inconvenience Yields during the COVID-19 Crisis In: Working Papers.
[Full Text][Citation analysis]		paper98
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: 98		article
2020Treasury Inconvenience Yields during the COVID-19 Crisis.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 98		paper
2007The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article64
2006The Effect of Dividends on Consumption.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 64		paper
2004Hedge Funds and the Technology Bubble In: Journal of Finance.
[Full Text][Citation analysis]		article235
2011Estimation and Evaluation of Conditional Asset Pricing Models In: Journal of Finance.
[Citation analysis]		article46
2010Estimation and Evaluation of Conditional Asset Pricing Models.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 46		paper
2014Sizing Up Repo In: Journal of Finance.
[Full Text][Citation analysis]		article184
2012Sizing Up Repo.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 184		paper
2012Sizing Up Repo.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 184		paper
2016Risk‐Adjusting the Returns to Venture Capital In: Journal of Finance.
[Full Text][Citation analysis]		article42
2013Risk-Adjusting the Returns to Venture Capital.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 42		paper
2013Risk-Adjusting the Returns to Venture Capital.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 42		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]		article91
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.
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[Full Text][Citation analysis]		paper18
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[Full Text][Citation analysis]		paper36
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