Access Statistics for Stefan Nagel

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Skeptical Appraisal of Asset-Pricing Tests 0 0 0 273 0 0 2 765
Asset Pricing with Fading Memory 0 0 1 21 0 0 1 56
Asset Pricing with Fading Memory 1 1 2 40 1 1 4 142
Asset Pricing with Fading Memory 0 0 0 9 1 1 4 50
Bank Risk Dynamics and Distance to Default 0 0 0 28 0 0 0 98
Bank Risk Dynamics and Distance to Default 0 0 1 8 0 1 2 58
Bank risk dynamics and distance to default 0 0 0 48 0 2 5 174
Carry Trades and Currency Crashes 0 2 4 6 0 2 4 11
Carry Trades and Currency Crashes 0 0 5 639 2 5 23 2,295
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 0 0 6 158 3 12 56 1,008
Do Survey Expectations of Stock Returns Reflect Risk Adjustments? 0 0 0 11 0 1 4 55
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 3 0 0 1 25
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 0 0 1 14
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 10 0 0 3 30
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 6 0 0 1 33
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 0 1 3 528
Do survey expectations of stock returns reflect risk-adjustments? 1 1 1 1 1 2 4 31
Dynamics of Subjective Risk Premia 0 0 0 18 0 0 3 30
Dynamics of Subjective Risk Premia 0 0 0 2 0 0 0 5
Dynamics of Subjective Risk Premia 0 0 0 20 0 2 3 33
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 26 0 0 4 108
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 5 98 0 1 16 306
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 15 0 1 4 147
Empirical Cross-Sectional Asset Pricing 0 0 0 59 0 2 3 178
Empirical Cross-Sectional Asset Pricing 0 0 0 94 1 1 2 276
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 2 56 0 0 3 147
Evaporating Liquidity 0 0 1 34 0 1 4 185
Evaporating Liquidity 1 1 1 35 1 3 9 166
Expectations Data in Asset Pricing 0 0 1 18 1 3 9 56
Expectations Data in Asset Pricing 0 0 0 20 0 1 4 37
Inexperienced Investors and Bubbles 0 0 0 118 0 1 6 576
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 1 1 1 3
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 4 0 0 2 9
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 0 0 0 17
Interest Rate Risk in Banking 0 1 17 17 0 5 16 16
Interest Rate Risk in Banking 0 1 1 1 0 2 3 3
Interest Rate Risk in Banking 1 1 7 7 4 5 12 12
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 0 0 1 53
Judging Banks’ Risk by the Profits They Report 0 0 1 11 0 0 2 13
Market Efficiency in the Age of Big Data 0 0 0 21 0 0 1 50
Market Efficiency in the Age of Big Data 0 0 0 43 0 0 1 72
Market Efficiency in the Age of Big Data 0 0 0 50 0 2 5 132
Market efficiency in the age of big data 0 0 1 15 0 1 4 31
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 2 2 3 5 5
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 1 9 9 1 2 10 10
Risk-Adjusting the Returns to Venture Capital 0 0 1 31 0 1 4 142
Risk-Adjusting the Returns to Venture Capital 0 0 0 34 0 0 1 139
Shrinking the Cross Section 1 2 9 47 1 4 35 235
Shrinking the Cross Section 0 1 1 26 0 5 13 176
Sizing Up Repo 0 0 0 154 0 0 5 442
Sizing Up Repo 0 0 2 57 0 0 3 196
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 0 0 2 52
Socioeconomic Status and Macroeconomic Expectations 0 0 0 16 1 3 7 99
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 0 1 6 579
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 0 0 0 1,073
The Effect of Dividends on Consumption 0 0 0 89 1 2 4 452
The Liquidity Premium of Near-Money Assets 0 0 2 99 0 2 11 309
The Making of Hawks and Doves 0 1 1 25 1 2 4 40
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 49 1 1 2 67
The Making of Hawks and Doves: Inflation Experiences on the FOMC 1 1 1 39 1 2 4 62
The Statistical Limit of Arbitrage 0 0 4 4 0 0 13 13
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 0 2 4 25
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 2 22 0 2 7 143
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 0 3 8 0 0 6 19
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 0 0 30 0 0 2 97
Total Working Papers 6 14 96 3,510 25 92 384 12,409

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A skeptical appraisal of asset pricing tests 0 3 9 652 2 9 29 1,780
Asset Pricing with Fading Memory 0 0 4 17 0 4 17 54
Banks’ Risk Dynamics and Distance to Default 0 1 2 10 2 6 13 27
Capturing the Value Premium in the United Kingdom 0 0 0 0 1 1 3 3
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 3 7 28 387 9 20 83 1,471
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 1 115 0 4 8 315
Do survey expectations of stock returns reflect risk adjustments? 0 1 1 11 0 2 7 47
Dynamics of subjective risk premia 0 1 5 8 0 7 21 33
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 0 0 4 16
Empirical Cross-Sectional Asset Pricing 0 0 2 110 1 3 18 436
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 0 2 230
Evaporating Liquidity 1 2 4 78 2 4 14 369
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 0 0 0 0
Inexperienced investors and bubbles 1 3 6 237 4 11 29 952
Interpreting Factor Models 0 1 10 114 2 5 26 351
Learning from Inflation Experiences 4 10 41 401 15 38 127 1,266
Long-Run Inflation Uncertainty 0 0 0 12 0 0 0 48
Market efficiency in the age of big data 0 0 4 15 1 4 16 68
Report of the Editor of The Journal of Finance for the Year 2018 0 0 0 4 0 0 0 46
Report of the Editor of The Journal of Finance for the Year 2019 0 0 0 5 0 0 0 31
Report of the Editor of The Journal of Finance for the Year 2020 0 0 0 8 0 0 0 26
Report of the Editor of The Journal of Finance for the Year 2021 0 0 1 10 1 1 2 31
Report of the Editor of the Journal of Finance for the Year 2016 0 0 1 8 0 0 1 46
Report of the Editor of the Journal of Finance for the Year 2017 0 0 0 3 1 7 21 72
Review Article: Perspectives on the Future of Asset Pricing 1 5 13 35 3 10 23 62
Risk‐Adjusting the Returns to Venture Capital 0 2 5 35 1 5 8 153
Short sales, institutional investors and the cross-section of stock returns 2 3 15 655 5 8 39 1,583
Shrinking the cross-section 2 4 27 275 4 15 98 785
Sizing Up Repo 0 0 3 110 0 3 16 414
Socioeconomic Status and Macroeconomic Expectations 2 3 9 38 4 5 20 163
The Effect of Dividends on Consumption 0 0 2 80 1 1 11 552
The Liquidity Premium of Near-Money Assets 0 0 6 187 2 4 26 639
The conditional CAPM does not explain asset-pricing anomalies 0 1 11 591 2 8 32 1,602
The making of hawks and doves 0 4 18 77 6 13 53 275
Treasury inconvenience yields during the COVID-19 crisis 0 0 2 20 0 7 15 69
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 1 1 1 2 1 1 5 12
Total Journal Articles 17 52 231 4,311 70 206 787 14,027
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Carry Trades and Currency Crashes 1 1 9 255 8 17 80 923
Total Chapters 1 1 9 255 8 17 80 923

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Statistics updated 2025-05-12