Stefan Nagel : Citation Profile

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

26

H index

32

i10 index

6354

Citations

RESEARCH PRODUCTION:

38

Articles

65

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2003 - 2025). See details.
   Cites by year: 288
   Journals where Stefan Nagel has often published
   Relations with other researchers
   Recent citing documents: 777.    Total self citations: 41 (0.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna176
   Updated: 2026-03-28    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

KRISHNAMURTHY, ARVIND (4)

He, Zhiguo (3)

Adam, Klaus (3)

DeMarzo, Peter (3)

Purnanandam, Amiyatosh (2)

Kozak, Serhiy (2)

Martin, Ian (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 (39)

Sarno, Lucio (35)

Roth, Christopher (28)

Glas, Alexander (28)

Ramadorai, Tarun (28)

Schrimpf, Andreas (27)

Campbell, John (25)

Ranaldo, Angelo (25)

Sakemoto, Ryuta (24)

Dräger, Lena (24)

Adrian, Tobias (24)

Cites to:

Campbell, John (47)

Shleifer, Andrei (27)

Cochrane, John (17)

Shanken, Jay (15)

KRISHNAMURTHY, ARVIND (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 Finance11
Journal of Financial Economics8
The Review of Financial Studies5
The Quarterly Journal of Economics3
Financial Analysts Journal2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc34
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
CESifo Working Paper Series / CESifo7
2019 Meeting Papers / Society for Economic Dynamics2
Research Papers / Stanford University, Graduate School of Business2

Recent works citing Stefan Nagel (2026 and 2025)

YearTitle of citing document
2025Market-Wide Predictable Price Pressure. (2025). Hartzmark, Samuel M ; Solomon, David H. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:9:p:3171-3213.

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

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2025Shrink with Purpose: Optimal Covariance Matrix Estimation for Portfolio Selection. (2025). Lassance, Nathan ; Vrins, Frdric ; Vanderveken, Rodolphe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025002.

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

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2024Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk?. (2024). Zimmermann, Florian ; Bauer, Rob ; Smeets, Paul ; Godker, Katrin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:319.

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2025Inventors Personal Experience of Natural Disasters and Green Innovation. (2025). Ritterrath, Marten C ; Keding, Lisa. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:380.

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2024Talk to Fed: a Big Dive into FOMC Transcripts. (2024). Aromi, J. Daniel ; Heymann, Daniel. In: Working Papers. RePEc:aoz:wpaper:323.

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2026Deep Learning, Predictability, and Optimal Portfolio Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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

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2025Multivariate ordered discrete response models. (2023). Matcham, William ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:2205.05779.

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2025Most claimed statistical findings in cross-sectional return predictability are likely true. (2025). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2024Missing Values Handling for Machine Learning Portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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

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2026Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391.

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

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2025Agree to Disagree: Measuring Hidden Dissent in FOMC Meetings. (2024). Tsang, Kwok Ping ; Yang, Zichao. In: Papers. RePEc:arx:papers:2308.10131.

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2024Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data. (2024). Humbert, Mathias ; Mar, Loic ; David, Dimitri Percia ; Mermoud, Alain. In: Papers. RePEc:arx:papers:2402.04765.

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2024Cyber risk and the cross-section of stock returns. (2024). Mar, Loic ; Celeny, Daniel. In: Papers. RePEc:arx:papers:2402.04775.

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2026Large (and Deep) Factor Models. (2024). Xu, Teng Andrea ; Malamud, Semyon ; Kelly, Bryan ; Kuznetsov, Boris. In: Papers. RePEc:arx:papers:2402.06635.

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2025Inference for Regression with Variables Generated by AI or Machine Learning. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585.

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2025How Ethical Should AI Be? How AI Alignment Shapes the Risk Preferences of LLMs. (2024). Zheng, Xingjian ; Ouyang, Shumiao ; Yun, Hayong. In: Papers. RePEc:arx:papers:2406.01168.

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2024Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448.

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2026Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2024Quantitative Investment Diversification Strategies via Various Risk Models. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.01550.

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2025EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214.

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2024What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts. (2024). Gulen, Huseyin ; Zhou, Dexin ; Green, Clifton T ; Chen, Shuaiyu. In: Papers. RePEc:arx:papers:2409.11540.

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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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2026Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

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2025Who Flees Conflict?. (2025). Verme, Paolo ; Ceriani, Lidia. In: Papers. RePEc:arx:papers:2505.03405.

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2025NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks. (2025). Wang, Shunyao ; Cheng, Ming. In: Papers. RePEc:arx:papers:2505.06864.

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2025Vague Knowledge: Evidence from Analyst Reports. (2025). Xiao, Kerry ; Zang, Amy. In: Papers. RePEc:arx:papers:2505.12269.

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2025Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Papers. RePEc:arx:papers:2506.06082.

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2025Export proceeds repatriation policies: A shield against exchange rate volatility in emerging markets?. (2025). Uli, Sondang Marsinta ; Djuranovik, Leslie ; Gitaharie, Beta Yulianita ; Ekananda, Mahjus. In: Papers. RePEc:arx:papers:2506.09168.

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2025A new equilibrium: COVID-19 lockdowns and WFH persistence. (2025). Yu, Lizi ; Morris, Todd ; Ketter, Laura. In: Papers. RePEc:arx:papers:2506.16671.

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2025Overparametrized models with posterior drift. (2025). Coqueret, Guillaume ; Laguerre, Martial. In: Papers. RePEc:arx:papers:2506.23619.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986.

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2025The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics. (2025). Moll, Benjamin. In: Papers. RePEc:arx:papers:2508.20571.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2025Rethinking Beta: A Causal Take on CAPM. (2025). Cohen, Naftali. In: Papers. RePEc:arx:papers:2509.05760.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.02986.

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2025Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

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2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

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2025Corporate Earnings Calls and Analyst Beliefs. (2025). Matera, Giuseppe. In: Papers. RePEc:arx:papers:2511.15214.

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2025Re(Visiting) Time Series Foundation Models in Finance. (2025). Rahimikia, Eghbal ; Ni, Hao ; Wang, Weiguan. In: Papers. RePEc:arx:papers:2511.18578.

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2026Estimation and inference in models with multiple behavioural equilibria. (2026). Raggi, Davide ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2512.04541.

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2025Inflation Attitudes of Large Language Models. (2025). Anesti, Nikoleta ; Hill, Edward ; Joseph, Andreas. In: Papers. RePEc:arx:papers:2512.14306.

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2025Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model. (2025). Jeong, Younwoo ; Kim, Changeun ; Jang, Bong-Gyu. In: Papers. RePEc:arx:papers:2512.16251.

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2025Structural Reinforcement Learning for Heterogeneous Agent Macroeconomics. (2025). Yang, Yucheng ; Wang, Chiyuan ; Moll, Benjamin ; Schaab, Andreas. In: Papers. RePEc:arx:papers:2512.18892.

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2026Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO. (2026). Ulrich, Maxim ; Indu, J ; Walter, Alexander. In: Papers. RePEc:arx:papers:2601.06499.

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2025The Influence of Disaster Experience on Citizen Perceptions and Public Spending Priorities. (2025). Koundouri, Phoebe ; Georganas, Sotiris ; Triantafyllidou, Anna ; Velias, Alina. In: DEOS Working Papers. RePEc:aue:wpaper:2534.

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2024Heterogeneous Expectations among Professional Forecasters. (2024). Lahiri, Kajal ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0754.

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2024Inference for regression with variables generated from unstructured data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy M ; Battaglia, Laura. In: CeMMAP working papers. RePEc:azt:cemmap:10/24.

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2025How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241.

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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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2024The Output-Inflation Trade-off in Canada. (2024). Xie, Yinxi ; Sekkel, Rodrigo ; Gnocchi, Stefano ; Simon, Laure ; McKellips, Fanny. In: Discussion Papers. RePEc:bca:bocadp:24-07.

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2025Do Firms’ Sales Expectations Hit the Mark? Evidence from the Business Leaders’ Pulse. (2025). Suvankulov, Farrukh ; Gabourys, Owen ; Utting, Mathieu. In: Discussion Papers. RePEc:bca:bocadp:25-15.

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2025The Optimum Quantity of Central Bank Reserves. (2025). Witmer, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:25-15.

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2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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2025Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34.

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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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2025How do households adjust house price expectations in an era of high inflation? Experimental evidence. (2025). Rondinelli, Concetta ; Porreca, Eleonora ; Mariani, Gioia M. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_940_25.

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2025The risk sensitivity of global liquidity flows: heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Goldberg, Linda S. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_973_25.

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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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2025Currency Crises and Malnutrition. (2025). Vertier, Paul ; Salmon, Albin ; Fleuriet, Vincent. In: Working papers. RePEc:bfr:banfra:1003.

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

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2025Capital Inflow Shocks and Convenience Yields. (2025). ben Zeev, Nadav ; Nathan, Daniel ; Ben-Zeev, Noam. In: Working Papers. RePEc:bgu:wpaper:2503.

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2025Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions. (2025). Talavera, Oleksandr ; Nikolsko-Rzhevskyy, Alex ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:25-02.

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2025Household perceptions and expectations in the wake of the inflation surge: survey evidence. (2025). Yetman, James ; Sandri, Damiano ; de Fiore, Fiorella. In: BIS Bulletins. RePEc:bis:bisblt:104.

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2025A global survey of household perceptions and expectations. (2025). Weber, Michael ; Sandri, Damiano ; de Fiore, Fiorella ; D'Acunto, Francesco. In: BIS Quarterly Review. RePEc:bis:bisqtr:2509c.

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2024The term structure of interest rates in a heterogeneous monetary union. (2024). Thomas, Carlos ; Nuño Barrau, Galo ; Costain, James. In: BIS Working Papers. RePEc:bis:biswps:1165.

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

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2025The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Goldberg, Linda S ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:1262.

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2025Expecting job replacement by GenAI: effects on workers economic outlook and behavior. (2025). Takahashi, Koji ; Takada, Yuya ; Park, Joon Suk ; Aoki, Yusuke. In: BIS Working Papers. RePEc:bis:biswps:1269.

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2025Comparing search and intermediation frictions across markets. (2025). Üslü, Semih ; Pinter, Gabor ; Wijnandts, Jean-Charles. In: BIS Working Papers. RePEc:bis:biswps:1283.

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2025Applying Behavioural Economics to Promote Financial Literate Behaviour: An Overview of Studies. (2025). Nikishina, Elena ; Ivanov, Vladimir. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:2:p:89-112.

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2025What information is important for households€™ inflation expectations: evidence from a randomized controlled trial. (2025). Grishchenko, Vadim ; Lymar, Maria ; Sinyakov, Andrei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps148.

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2024Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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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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2024Sentiment and the cross‐section of expected stock returns. (2024). Lin, Nanying ; Lu, Lei ; Jacoby, Gady ; Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:459-485.

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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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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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2024Leverage Is a Double‐Edged Sword. (2024). Tang, Ke ; Wang, Jingyuan ; Yang, Xuewei ; Subrahmanyam, Avanidhar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1579-1634.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; 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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2024Split personalities? Behavioral effects of temperature on financial decision‐making. (2024). Litina, Anastasia ; Gavresi, Despina ; Makridis, Christos A. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:3:p:664-689.

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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.
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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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2019Do Survey Expectations of Stock Returns Reflect Risk Adjustments? In: Staff Working Papers.
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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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This paper has nother version. Agregated cites: 26		article
2018Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 26		paper
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.
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2022Treasury inconvenience yields during the COVID-19 crisis.(2022) In: Journal of Financial Economics.
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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.
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2006The Effect of Dividends on Consumption.(2006) In: NBER Working Papers.
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2004Hedge Funds and the Technology Bubble In: Journal of Finance.
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2011Estimation and Evaluation of Conditional Asset Pricing Models In: Journal of Finance.
[Citation analysis]		article49
2010Estimation and Evaluation of Conditional Asset Pricing Models.(2010) In: NBER Working Papers.
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2014Sizing Up Repo In: Journal of Finance.
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2012Sizing Up Repo.(2012) In: CEPR Discussion Papers.
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2012Sizing Up Repo.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 186		paper
2016Risk‐Adjusting the Returns to Venture Capital In: Journal of Finance.
[Full Text][Citation analysis]		article43
2013Risk-Adjusting the Returns to Venture Capital.(2013) In: CEPR Discussion Papers.
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2013Risk-Adjusting the Returns to Venture Capital.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 43		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]		article105
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.
[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.
[Full Text][Citation analysis]		article0
2022Expectations Data in Asset Pricing In: CRC TR 224 Discussion Paper Series.
[Full Text][Citation analysis]		paper4
2022Expectations Data in Asset Pricing.(2022) In: NBER Working Papers.
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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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2024Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
2024Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux.(2024) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2024Interest Rate Risk in Banking In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2024Interest Rate Risk in Banking.(2024) In: Research Papers.
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This paper has nother version. Agregated cites: 9		paper
2024Interest Rate Risk in Banking.(2024) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2019Bank risk dynamics and distance to default In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper19
2019Bank Risk Dynamics and Distance to Default.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 19		paper
2019Bank Risk Dynamics and Distance to Default.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2020Banks’ Risk Dynamics and Distance to Default.(2020) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 19		article
2019Market Efficiency in the Age of Big Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper37
2019Market Efficiency in the Age of Big Data.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 37		paper
2022Market efficiency in the age of big data.(2022) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 37		article
2019Market Efficiency in the Age of Big Data.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 37		paper
2022Dynamics of Subjective Risk Premia In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper16
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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This paper has nother version. Agregated cites: 36		paper
2017ECB Policies Involving Government Bond Purchases: Impacts and Channels In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper117
2017ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: Research Papers.
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This paper has nother version. Agregated cites: 117		paper
2017ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 117		paper
2018ECB Policies Involving Government Bond Purchases: Impact and Channels*.(2018) In: Review of Finance.
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This paper has nother version. Agregated cites: 117		article
2017Shrinking the Cross Section In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper192
2020Shrinking the cross-section.(2020) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 192		article
2017Shrinking the Cross Section.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 192		paper
2017Socioeconomic Status and Macroeconomic Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper92
2017Socioeconomic Status and Macroeconomic Expectations.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 92		paper
2020Socioeconomic Status and Macroeconomic Expectations.(2020) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 92		article
2019Asset Pricing with Fading Memory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper50
2019Asset Pricing with Fading Memory.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 50		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]		paper96
2021The making of hawks and doves.(2021) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 96		article
2012Evaporating Liquidity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper248
2011Evaporating Liquidity.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 248		paper
2012Evaporating Liquidity.(2012) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 248		article
2005Short sales, institutional investors and the cross-section of stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article365
2006The conditional CAPM does not explain asset-pricing anomalies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article376
2003The Conditional CAPM Does Not Explain Asset-pricing Anomalies.(2003) In: Working papers.
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This paper has nother version. Agregated cites: 376		paper
2003The Conditional CAPM does not Explain Asset-Pricing Anamolies.(2003) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 376		paper
2009Inexperienced investors and bubbles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article186
2008Inexperienced Investors and Bubbles.(2008) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 186		paper
2010A skeptical appraisal of asset pricing tests In: Journal of Financial Economics.
[Full Text][Citation analysis]		article507
2006A Skeptical Appraisal of Asset-Pricing Tests.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 507		paper
2022Market efficiency in the age of big data In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper31
2016Long-Run Inflation Uncertainty In: International Journal of Central Banking.
[Full Text][Citation analysis]		article2
2009Carry Trades and Currency Crashes In: NBER Chapters.
[Full Text][Citation analysis]		chapter629
2008Carry Trades and Currency Crashes.(2008) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 629		paper
2008Carry Trades and Currency Crashes.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 629		paper
2006Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals Asset Allocation In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
2009Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? In: NBER Working Papers.
[Full Text][Citation analysis]		paper1416
2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?.(2011) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 1416		article
2013Interpreting Repo Statistics in the Flow of Funds Accounts In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2014The Liquidity Premium of Near-Money Assets In: NBER Working Papers.
[Full Text][Citation analysis]		paper186
2016The Liquidity Premium of Near-Money Assets.(2016) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 186		article
2016Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2023When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2023Judging Banks’ Risk by the Profits They Report In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2024The Statistical Limit of Arbitrage In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2025Seemingly Virtuous Complexity in Return Prediction In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2026Experiences, Expectations, and Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2022Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock In: The Economic Journal.
[Full Text][Citation analysis]		article1
2016Learning from Inflation Experiences In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article478
2021Review Article: Perspectives on the Future of Asset Pricing In: The Review of Financial Studies.
[Full Text][Citation analysis]		article28
2003Capturing the Value Premium in the United Kingdom In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2025Optimal Factor Timing in a High-Dimensional Setting In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0

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