Access Statistics for Harjoat Singh Bhamra

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 Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets 0 0 0 15 0 1 13 98
A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets 0 0 0 0 1 2 94 95
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 1 2 25 136
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 3 3 15 85
Deflation, Sticky Leverage and Asset Prices 0 0 1 35 3 6 29 120
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 1 31 1 3 15 80
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 1 81 2 2 15 246
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 4 4 12 26
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 0 42 1 5 16 103
Low Inflation: High Default Risk AND High Equity Valuations 0 0 0 17 1 2 15 71
Low Inflation: High Default Risk AND High Equity Valuations 0 0 0 19 1 3 12 64
Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns 0 0 0 13 0 1 18 63
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 75 1 1 12 309
The Levered Equity Risk Premium and Credit Spreads: A Unified Framework 1 1 1 28 1 2 13 88
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 1 165 1 3 22 557
Total Working Papers 1 1 5 575 21 40 326 2,141


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic equilibrium model of imperfectly integrated financial markets 0 0 0 34 0 0 7 148
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 27 0 0 16 113
Does Household Finance Matter? Small Financial Errors with Large Social Costs 1 2 2 53 3 4 15 294
IMITATION IN FINANCIAL MARKETS 0 1 1 11 1 2 7 28
Long Run Risks, Credit Markets, and Financial Structure 0 0 1 57 4 4 11 208
Monetary policy and corporate default 0 0 1 68 1 3 20 338
Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns 0 0 0 17 3 4 15 166
The Aggregate Dynamics of Capital Structure and Macroeconomic Risk 1 1 4 128 5 5 23 383
The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion 0 0 0 32 1 1 10 128
The Levered Equity Risk Premium and Credit Spreads: A Unified Framework 0 0 1 95 2 3 31 433
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 2 3 12 223
Total Journal Articles 2 4 11 600 22 29 167 2,462


Statistics updated 2026-11-12