Access Statistics for Jessica A. Wachter

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
"Superstitious" Investors 0 0 1 17 0 1 2 165
A Retrieved-Context Theory Of Financial Decisions 0 0 2 5 0 0 8 106
Asset Allocation 0 0 0 82 1 1 2 209
Bayesian Performance Evaluation 0 0 2 374 1 1 4 1,475
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 1 235 0 1 4 1,193
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 0 0 3 408
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 1 1 4 158
Cross-sectional Skewness 0 1 2 21 0 1 4 87
Cyclical Dispersion in Expected Defaults 0 0 0 181 0 0 321 798
Disaster Risk and its Implications for Asset Pricing 0 0 3 44 0 0 5 153
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 0 1 2 114
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 0 0 2 411
Foreseen Risks 0 0 0 21 0 0 2 95
Maximum likelihood estimation of the equity premium 0 0 0 40 0 1 2 143
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 0 0 1 163
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 0 0 0 382
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 0 1 2 267
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 0 0 0 35
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 0 0 1 151
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 1 2 6 130
Risks to Human Capital 0 1 3 11 0 1 3 52
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 1 1 2 485 2 2 4 1,174
Solving Models with External Habit 0 0 1 174 2 3 7 614
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 2 92 0 0 5 375
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 0 1 776
The Macroeconomic Announcement Premium 0 0 1 33 1 1 6 131
The Term Structures of Equity and Interest Rates 0 0 0 204 1 1 1 491
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 2 84 0 0 4 255
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 1 1 2 118
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 0 0 0 126
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 1 2 3 297
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 1 1 2 186
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 0 20 20 682
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 1 2 258
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 0 0 0 449
Total Working Papers 1 3 22 3,223 13 44 435 12,627

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A consumption-based model of the term structure of interest rates 0 1 3 395 0 2 11 935
Asset Allocation 0 0 1 50 0 0 5 310
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 1 1 41 1 3 7 484
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 2 47 0 2 11 290
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 0 32 0 0 0 119
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 0 0 0 80
Discussion 0 0 0 2 0 0 0 31
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 0 1 6 324
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 1 6 84 0 2 8 243
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 1 53 0 0 14 349
Risk aversion and allocation to long-term bonds 0 0 0 71 0 0 1 304
Solving models with external habit 0 0 0 45 0 0 6 279
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 9 163 1 6 32 585
The declining equity premium: what role does macroeconomic risk play? 0 0 1 25 0 2 5 225
The term structures of equity and interest rates 0 0 0 112 0 0 6 634
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 0 0 0 155
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 73 3 4 10 436
Total Journal Articles 0 3 24 1,266 5 22 122 5,783

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Imperfect Expectations: Theory and Evidence" 0 0 0 9 1 1 3 30
Total Chapters 0 0 0 9 1 1 3 30

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Statistics updated 2025-03-03