Access Statistics for Hengjie Ai
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 Model of Cross-Section of Equity Returns and Firm Dynamics | 0 | 0 | 0 | 5 | 0 | 0 | 1 | 39 |
| A Theory of Risk Aversion without the Independence Axiom | 0 | 0 | 0 | 233 | 0 | 1 | 2 | 1,184 |
| Asset Pricing with Endogenously Uninsurable Tail Risk | 0 | 0 | 0 | 29 | 0 | 0 | 2 | 37 |
| Asset Pricing with Endogenously Uninsurable Tail Risk | 0 | 0 | 0 | 27 | 0 | 0 | 1 | 44 |
| Identifying Preference for Early Resolution from Asset Prices | 0 | 0 | 2 | 11 | 0 | 0 | 10 | 28 |
| Macroeconomic Announcement Premium | 0 | 0 | 2 | 6 | 0 | 0 | 6 | 25 |
| Moral hazard, investment, and firm dynamics | 0 | 0 | 0 | 45 | 1 | 2 | 3 | 132 |
| Risk Preferences and The Macro Announcement Premium | 0 | 0 | 1 | 28 | 0 | 0 | 4 | 82 |
| Smooth nonexpected utility without state independence | 0 | 0 | 0 | 56 | 0 | 0 | 1 | 210 |
| Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital | 0 | 0 | 0 | 18 | 0 | 0 | 3 | 126 |
| Total Working Papers | 0 | 0 | 5 | 458 | 1 | 3 | 33 | 1,907 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Growth to value: Option exercise and the cross section of equity returns | 0 | 0 | 1 | 71 | 0 | 0 | 6 | 285 |
| Information Quality and Long‐Run Risk: Asset Pricing Implications | 0 | 0 | 1 | 47 | 0 | 2 | 10 | 207 |
| Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital | 0 | 0 | 3 | 27 | 0 | 0 | 7 | 129 |
| Total Journal Articles | 0 | 0 | 5 | 145 | 0 | 2 | 23 | 621 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
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
LogEc 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