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
Bayesian Performance Evaluation 2 4 13 336 4 11 48 1,239
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 2 10 34 153 14 48 170 678
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 2 9 43 43 6 27 80 80
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 3 10 61 3 10 44 265
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 1 20 109 2 6 51 153
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 2 5 40 104
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 2 5 23 405 5 19 74 816
Solving Models with External Habit 0 4 17 48 2 10 40 158
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 1 3 12 60 4 18 52 178
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 14 47 209 8 30 105 455
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 6 36 36 4 21 52 52
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 4 11 28 55
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 1 2 9 117 1 10 37 381
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 1 2 9 62 4 11 34 223
Total Working Papers 11 63 273 1,640 63 237 855 4,837


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 2 5 32 84 7 13 61 171
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 1 14 0 1 3 45
Comment on: Are behavioral asset-pricing models structural? 0 0 2 16 0 1 4 41
Discussion 0 0 0 0 0 1 1 5
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors? 0 0 1 15 0 2 5 55
Risk aversion and allocation to long-term bonds 2 4 11 42 3 8 19 101
Solving models with external habit 1 3 5 13 2 6 12 38
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 3 13 13 2 7 25 25
Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 2 11 23 69 4 21 60 147
Total Journal Articles 7 26 88 266 18 60 190 628


Statistics updated 2009-07-03