Stavros Panageas : Citation Profile

Are you Stavros Panageas?

University of Chicago

13

H index

14

i10 index

804

Citations

RESEARCH PRODUCTION:

19

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 38
   Journals where Stavros Panageas has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 16 (1.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa250
   Updated: 2024-12-03    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Abel, Andrew (6)

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

Is cited by:

Lippi, Francesco (15)

Farmer, Roger (15)

Guiso, Luigi (13)

Caballero, Ricardo (12)

Ramadorai, Tarun (12)

Mitchell, Olivia (11)

Cowan, Kevin (9)

Lustig, Hanno (9)

Van Nieuwerburgh, Stijn (9)

Toda, Alexis Akira (8)

Haliassos, Michael (8)

Cites to:

Campbell, John (24)

Barro, Robert (21)

Constantinides, George (20)

Abel, Andrew (20)

Duffie, Darrell (18)

Cochrane, John (15)

Farmer, Roger (12)

Michaelides, Alexander (12)

Mehra, Rajnish (10)

Caballero, Ricardo (10)

Basak, Suleyman (10)

Main data

Where Stavros Panageas has published?

Journals with more than one article published# docs
Journal of Financial Economics4
The Review of Financial Studies3
Journal of Finance2
American Economic Review2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc22
2009 Meeting Papers / Society for Economic Dynamics2

Recent works citing Stavros Panageas (2024 and 2023)

YearTitle of citing document
2024Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166.

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2023Weak equilibriums for time-inconsistent stopping control problems. (2021). Liang, Zongxia ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2105.06607.

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2023Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169.

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2023Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Papers. RePEc:arx:papers:2312.02943.

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2023Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683.

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2023Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:684.

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2023A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392.

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2023The Theory of Reserve Accumulation, Revisited. (2023). Maeng, S H ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2370.

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2023Antitrust Enforcement Increases Economic Activity. (2023). Barkai, Simcha ; Babina, Tania ; Volkova, Ekaterina ; Karger, Ezra ; Jeffers, Jessica. In: Working Papers. RePEc:cen:wpaper:23-50.

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2023From Patriarchy to Partnership: Gender Equality and Household Finance. (2023). Zaccaria, Luana ; Guiso, Luigi. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:968.

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2023MPK. (2023). Imrohoroglu, Selahattin. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-002e.

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2023Innovation, industry equilibrium, and discount rates. (2023). Zucchi, Francesca ; Bustamante, Maria Cecilia. In: Working Paper Series. RePEc:ecb:ecbwps:20232835.

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2023Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451.

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2023Hedge funds trading strategies and leverage. (2023). Mu, Congming ; Lu, Lei ; Liu, Wenqiong ; Huang, Wenli. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s016518892300043x.

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2023The impact of culture on government interventions in the banking sector. (2023). Nistor, Simona ; Frca, Ioana Georgiana. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003309.

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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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2023Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921.

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2023Robust leverage choice of hedge funds with rare disasters. (2023). Luo, Deqing ; Yan, Qianhui ; Mu, Congming. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000636.

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2024Inequality, premium and the timing of resolution of uncertainty. (2024). Giannikos, Christos ; Koimisis, Georgios. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012357.

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2023Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup. (2023). Drummond, Philip A. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000581.

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2023Global financial cycle and liquidity management. (2023). Sandri, Damiano ; Jeanne, Olivier. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000223.

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2023So Sue Me! The cross section of stock returns related to patent infringement allegations. (2023). HSU, Po-Hsuan ; Latham, William ; Bereskin, Fred ; Wang, Huijun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200320x.

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2023Personal bankruptcy and post-bankruptcy liquidity constraint. (2023). Lim, Byung Hwa ; Lee, Ho-Seok. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000857.

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2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

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2023Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence. (2023). Knesl, Jii. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:271-296.

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2023Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381.

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2023From patriarchy to partnership: Gender equality and household finance. (2023). Zaccaria, Luana ; Guiso, Luigi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:573-595.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2024Welfare gains from market insurance: The case of Mexican oil price risk. (2024). Valencia, Fabian ; Ma, Chang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000159.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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2023Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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2023Analytic approach for models of optimal retirement with disability risk. (2023). Park, Se Young ; Jang, Bong-Gyu ; Chae, Jiwon. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:126:y:2023:i:c:p:68-75.

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2023Learning and the capital age premium. (2023). Xu, Chenjie ; Tsou, Chi-Yang ; Li, Kai. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:76-90.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023Optimal Government Debt Policy in the Overlapping Generations Model with Idiosyncratic Capital Return Risk. (2023). Ryoji, Hiraguchi. In: Discussion papers. RePEc:eti:dpaper:23063.

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2024Digitalization, Entrepreneurship, and Wealth Inequality. (2024). Nirei, Makoto ; Muto, Ichiro ; Nakamura, Fumitaka. In: IMES Discussion Paper Series. RePEc:ime:imedps:24-e-01.

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2023Macroeconomic Effects of Dividend Taxation with Investment Credit Limits. (2023). Zilberman, Roy ; Ghilardi, Matteo. In: Working Papers. RePEc:lan:wpaper:387012802.

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2023On Target? Sanctions and the Economic Interests of Elite Policymakers in Iran. (2023). Warrinnier, Nele ; Stickland, Leanne ; Garred, Jason ; Draca, Mirko. In: The Economic Journal. RePEc:oup:econjl:v:133:y:2023:i:649:p:159-200..

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2023Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308.

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2023.

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Works by Stavros Panageas:

YearTitleTypeCited
2015Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion In: American Economic Review.
[Full Text][Citation analysis]		article35
2013Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2014Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2007Optimal Inattention to the Stock Market In: American Economic Review.
[Full Text][Citation analysis]		article73
2009High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice In: Journal of Finance.
[Full Text][Citation analysis]		article69
2012Technological Growth and Asset Pricing In: Journal of Finance.
[Full Text][Citation analysis]		article61
2009Technological Growth and Asset Pricing.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2005Contingent Reserves Management: an Applied Framework In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article37
2006Contingent Reserves Management: An Applied Framework.(2006) In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		chapter
2005Contingent Reserves Management: An Applied Framework.(2005) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2004Contingent reserves management: an applied framework.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2004Contingent Reserves Management: An Applied Framework.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2013Optimal Inattention to the Stock Market With Information Costs and Transactions Costs In: Econometrica.
[Full Text][Citation analysis]		article94
2009Optimal Inattention to the Stock Market with Information Costs and Transactions Costs.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2011Optimal Inattention to the Stock Market with Information Costs and Transactions Costs.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2008Hedging sudden stops and precautionary contractions In: Journal of Development Economics.
[Full Text][Citation analysis]		article93
2003Hedging Sudden Stops and Precautionary Contractions.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2012Displacement risk and asset returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article49
2021What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article4
2007Saving and investing for early retirement: A theoretical analysis In: Journal of Financial Economics.
[Full Text][Citation analysis]		article85
2010Bailouts, the incentive to manage risk, and financial crises In: Journal of Financial Economics.
[Full Text][Citation analysis]		article24
2009Bailouts, the Incentive to Manage Risk, and Financial Crises.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2010Optimal taxation in the presence of bailouts In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article7
2009Optimal taxation in the presence of bailouts.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2005A Quantitative Model of Sudden Stops and External Liquidity Management In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
2009The Demographics of Innovation and Asset Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2009The Demographics of Innovation and Asset Returns.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2010Optimal retirement benefit guarantees In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2007Optimal Retirement Benefit Guarantees.(2007) In: 2007 Meeting Papers.
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This paper has nother version. Agregated cites: 0		paper
2016Impediments to Financial Trade: Theory and Applications In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2020Impediments to Financial Trade: Theory and Applications.(2020) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2020Heterogeneity and Asset Prices: A Different Approach In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2020Precautionary Saving in a Financially-Constrained Firm In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2023Precautionary Saving in a Financially Constrained Firm.(2023) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 3		article
2020An Analytic Framework For Interpreting Investment Regressions In The Presence Of Financial Constraints In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2022An Analytic Framework for Interpreting Investment Regressions in the Presence of Financial Constraints.(2022) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2020The Implications of Heterogeneity and Inequality for Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper20
2020The Implications of Heterogeneity and Inequality for Asset Pricing.(2020) In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2020Social Distancing, Vaccination and the Paradoxical Optimality of an Endemic Equilibrium In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2021A Long and a Short Leg Make For a Wobbly Equilibrium In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2021Value without Employment In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2022Cross-subsidization of Bad Credit in a Lending Crisis In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2022Running Primary Deficits Forever in a Dynamically Efficient Economy: Feasibility and Optimality In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2024Finance in a Time of Disruptive Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2017Finance in a Time of Disruptive Growth.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2024Optimal Financing of Government Purchases In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024Are Zero-Covid Policies Optimal? In: Review of Economic Dynamics.
[Full Text][Citation analysis]		article0
2006Technological Growth, Asset Pricing, and Consumption Risk over Long Horizons In: 2006 Meeting Papers.
[Full Text][Citation analysis]		paper5
2008Yooung, Old, Conservative and Bold: The implications of finite lives and heterogeneity for asset prices In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper5
2009Too big to fail, but a lot to bail: Optimal financing of large bailouts In: 2009 Meeting Papers.
[Full Text][Citation analysis]		paper1
2015Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing In: Journal of Political Economy.
[Full Text][Citation analysis]		article71
2023Heterogeneity and Asset Prices: An Intergenerational Approach In: Journal of Political Economy.
[Full Text][Citation analysis]		article0

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