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 0 17 0 0 1 165
A Retrieved-Context Theory Of Financial Decisions 0 0 1 5 0 0 5 106
Asset Allocation 1 1 1 83 1 2 3 210
Bayesian Performance Evaluation 0 1 3 375 0 3 5 1,477
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 1 235 0 0 3 1,193
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 0 1 3 409
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 0 1 3 158
Cross-sectional Skewness 0 0 2 21 0 1 5 88
Cyclical Dispersion in Expected Defaults 0 0 0 181 0 0 201 798
Disaster Risk and its Implications for Asset Pricing 0 0 1 44 1 1 4 154
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 0 0 2 114
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 0 0 1 411
Foreseen Risks 0 0 0 21 0 0 2 95
Maximum likelihood estimation of the equity premium 0 0 0 40 0 0 2 143
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 2 2 3 165
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 0 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 1 2 152
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 0 1 6 130
Risks to Human Capital 0 1 4 12 0 1 4 53
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 1 2 485 0 3 5 1,175
Solving Models with External Habit 0 0 1 174 0 2 7 614
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 2 92 0 1 5 376
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 1 2 777
The Macroeconomic Announcement Premium 0 0 0 33 1 4 7 134
The Term Structures of Equity and Interest Rates 0 0 0 204 0 1 1 491
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 84 0 1 2 256
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 0 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 0 1 3 297
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 0 1 2 186
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 0 0 20 682
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 0 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 4 18 3,226 5 30 315 12,644

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 1 1 3 396 1 2 10 937
Asset Allocation 1 1 1 51 1 1 3 311
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 0 1 41 1 3 8 486
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 1 47 1 1 9 291
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 0 32 0 1 1 120
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 1 3 9 327
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 1 6 85 2 3 10 246
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 53 1 2 14 351
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 4 279
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 8 163 0 1 29 585
The declining equity premium: what role does macroeconomic risk play? 0 0 1 25 0 0 5 225
The term structures of equity and interest rates 0 0 0 112 1 1 6 635
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 0 1 1 156
Why Do Household Portfolio Shares Rise in Wealth? 1 1 1 74 4 8 13 441
Total Journal Articles 3 4 22 1,270 13 27 123 5,805

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 0 1 3 30
Total Chapters 0 0 0 9 0 1 3 30

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12