Access Statistics for Harjoat Singh Bhamra

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asset Prices with Heterogeneity in Preferences and Beliefs	0	0	1	25	0	1	9	60
Asset Prices with Heterogeneity in Preferences and Beliefs	0	0	1	24	0	1	10	97
Deflation, Sticky Leverage and Asset Prices	0	0	2	31	1	3	14	68
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?	0	0	0	28	0	1	12	51
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?	0	0	4	78	2	6	49	212
Do the Effects of Individual Behavioral Biases Cancel Out?	0	0	0	0	0	4	4	4
Does Household Finance Matter? Small Financial Errors with Large Social Costs	0	0	1	37	0	1	9	61
Low Inflation: High Default Risk AND High Equity Valuations	0	0	1	17	1	2	10	36
Low Inflation: High Default Risk AND High Equity Valuations	1	1	2	15	1	2	11	46
Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns	0	0	0	13	0	1	5	41
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns	0	0	0	74	0	0	4	291
The Levered Equity Risk Premium and Credit Spreads: A Unified Framework	0	0	1	21	1	3	10	53
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility	0	0	0	164	0	0	2	533
Total Working Papers	1	1	13	527	6	25	149	1,553

Journal Article	File Downloads				Abstract Views
Journal Article	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	3	31	0	2	19	120
Asset Prices with Heterogeneity in Preferences and Beliefs	0	1	5	22	0	3	24	79
Does Household Finance Matter? Small Financial Errors with Large Social Costs	0	1	9	43	1	3	38	234
IMITATION IN FINANCIAL MARKETS	0	0	1	2	0	1	4	10
Long Run Risks, Credit Markets, and Financial Structure	0	0	0	54	0	1	4	190
Monetary policy and corporate default	0	3	9	56	4	10	28	268
Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns	0	0	0	14	7	11	24	91
The Aggregate Dynamics of Capital Structure and Macroeconomic Risk	1	1	10	101	3	6	28	311
The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion	0	0	2	30	0	0	6	109
The Levered Equity Risk Premium and Credit Spreads: A Unified Framework	0	0	8	77	0	3	32	339
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility	0	0	4	73	0	2	12	197
Total Journal Articles	1	6	51	503	15	42	219	1,948

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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

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

Statistics updated 2021-10-04