| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
0 |
257 |
1 |
1 |
4 |
853 |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
0 |
0 |
10 |
0 |
2 |
3 |
39 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
0 |
24 |
0 |
1 |
8 |
72 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
78 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
30 |
0 |
0 |
4 |
92 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
2 |
7 |
21 |
4 |
10 |
34 |
123 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
1 |
48 |
1 |
1 |
12 |
152 |
| Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
4 |
| Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
25 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
0 |
26 |
0 |
0 |
8 |
129 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
0 |
12 |
0 |
2 |
8 |
80 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
1 |
1 |
2 |
285 |
1 |
2 |
17 |
1,016 |
| Consumption, aggregate wealth and expected stock returns |
0 |
1 |
1 |
466 |
0 |
2 |
10 |
1,521 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
0 |
0 |
23 |
1,250 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
905 |
0 |
1 |
9 |
2,549 |
| Estimating Latent Asset-Pricing Factors |
0 |
0 |
0 |
44 |
0 |
0 |
3 |
53 |
| Estimating Latent Asset-Pricing Factors |
0 |
0 |
1 |
10 |
0 |
3 |
8 |
51 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
198 |
| Euler Equation Errors |
0 |
0 |
0 |
110 |
0 |
1 |
5 |
497 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
0 |
0 |
5 |
278 |
| Euler Equation Errors |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
178 |
| Exchange Traded Funds 101 For Economists |
1 |
1 |
2 |
49 |
2 |
3 |
11 |
111 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
1 |
19 |
0 |
1 |
7 |
67 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
197 |
2 |
7 |
20 |
874 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
212 |
0 |
2 |
12 |
1,064 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
6 |
45 |
1 |
5 |
35 |
108 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
1 |
1 |
2 |
91 |
1 |
1 |
9 |
111 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
2 |
38 |
3 |
5 |
28 |
311 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
2 |
1,118 |
2 |
3 |
10 |
3,193 |
| High Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
2 |
2 |
2 |
0 |
4 |
4 |
4 |
| High Dimensional Factor Models with an Application to Mutual Fund Characteristics |
2 |
8 |
8 |
8 |
0 |
6 |
6 |
6 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
2 |
7 |
0 |
0 |
18 |
38 |
| How the Wealth Was Won: Factors Shares as Market Fundamentals |
0 |
1 |
5 |
110 |
1 |
3 |
22 |
230 |
| Idiosyncratic Equity Risk Two Decades Later |
1 |
1 |
1 |
1 |
5 |
5 |
5 |
5 |
| Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? |
0 |
0 |
0 |
80 |
0 |
0 |
5 |
427 |
| Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? |
1 |
1 |
1 |
181 |
1 |
1 |
4 |
645 |
| Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model |
0 |
0 |
0 |
176 |
0 |
1 |
4 |
394 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
1 |
2 |
11 |
331 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
1 |
1 |
140 |
0 |
1 |
5 |
641 |
| LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
445 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
1 |
1 |
2 |
274 |
1 |
1 |
3 |
884 |
| Monetary Policy and Asset Valuation |
0 |
1 |
2 |
68 |
0 |
2 |
12 |
128 |
| Monetary Policy and Asset Valuation |
0 |
0 |
3 |
40 |
0 |
2 |
13 |
98 |
| Monetary Policy and Asset Valuation |
1 |
1 |
1 |
20 |
2 |
5 |
16 |
42 |
| Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models |
0 |
0 |
0 |
285 |
0 |
0 |
7 |
973 |
| Origins of Stock Market Fluctuations |
0 |
0 |
1 |
75 |
0 |
0 |
2 |
114 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
164 |
0 |
0 |
8 |
231 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
42 |
| Preferences, Consumption Smoothing, and Risk Premia |
0 |
0 |
0 |
191 |
0 |
0 |
3 |
818 |
| Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability |
0 |
0 |
0 |
93 |
0 |
0 |
1 |
313 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
0 |
136 |
0 |
0 |
3 |
452 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
0 |
71 |
0 |
0 |
10 |
254 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
1 |
968 |
2 |
2 |
30 |
3,060 |
| Robustness of Adaptive Expectations as an Equilibrium Selection Device |
0 |
0 |
0 |
67 |
0 |
1 |
2 |
288 |
| Robustness of Adaptive Expections as an Equilibrium Selection Device |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
180 |
| Robustness of adaptive expectations as an equilibrium selection device |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| Robustness of adaptive expectations as an equilibrium selection device |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Rule of Thumb and Dynamic Programming |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Rule of Thumb and Dynamic Programming |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
65 |
| Shocks and Crashes |
0 |
0 |
2 |
72 |
0 |
0 |
6 |
162 |
| Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
180 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
0 |
1 |
6 |
353 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
0 |
0 |
5 |
772 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
89 |
0 |
0 |
9 |
365 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
113 |
| The Term Structures of Equity and Interest Rates |
1 |
1 |
1 |
203 |
4 |
6 |
23 |
449 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
123 |
0 |
0 |
3 |
534 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
2 |
193 |
1 |
1 |
7 |
645 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
4 |
442 |
3 |
4 |
15 |
1,251 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
1 |
164 |
2 |
5 |
43 |
635 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
1 |
2 |
5 |
17 |
220 |
| Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium |
0 |
0 |
0 |
81 |
0 |
5 |
27 |
389 |
| Total Working Papers |
10 |
26 |
68 |
9,602 |
44 |
119 |
672 |
32,259 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
0 |
1 |
559 |
1 |
1 |
8 |
1,898 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
1 |
3 |
11 |
0 |
2 |
7 |
76 |
| Conditional risk premia in currency markets and other asset classes |
1 |
7 |
23 |
93 |
4 |
18 |
68 |
370 |
| Consumption, Aggregate Wealth, and Expected Stock Returns |
1 |
2 |
10 |
315 |
1 |
6 |
49 |
1,190 |
| Cross-variable restrictions in Euler equations and risk premia |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
90 |
| Estimating latent asset-pricing factors |
1 |
2 |
6 |
18 |
3 |
6 |
33 |
75 |
| Euler Equation Errors |
0 |
3 |
5 |
213 |
3 |
6 |
45 |
1,131 |
| Exchange-Traded Funds 101 for Economists |
0 |
0 |
1 |
30 |
0 |
2 |
13 |
216 |
| Expected returns and expected dividend growth |
2 |
2 |
13 |
219 |
3 |
8 |
49 |
790 |
| Explaining the facts with adaptive agents: The case of mutual fund flows |
0 |
0 |
6 |
180 |
0 |
0 |
12 |
359 |
| Factors That Fit the Time Series and Cross-Section of Stock Returns |
0 |
8 |
21 |
30 |
5 |
21 |
55 |
93 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
7 |
276 |
1 |
5 |
35 |
1,103 |
| Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models |
0 |
0 |
0 |
133 |
0 |
3 |
6 |
345 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
1 |
1 |
16 |
0 |
1 |
5 |
105 |
| Monetary policy transmission through the consumption-wealth channel |
2 |
4 |
7 |
442 |
3 |
6 |
17 |
1,063 |
| ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
31 |
| Reconciling the Return Predictability Evidence |
0 |
2 |
7 |
135 |
3 |
10 |
31 |
518 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
0 |
1 |
7 |
534 |
2 |
5 |
32 |
1,842 |
| Rules of Thumb versus Dynamic Programming |
0 |
1 |
2 |
233 |
0 |
1 |
5 |
915 |
| Shocks and Crashes |
0 |
0 |
0 |
4 |
0 |
0 |
8 |
69 |
| Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
108 |
| THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH |
0 |
0 |
1 |
59 |
0 |
0 |
4 |
153 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
3 |
144 |
0 |
3 |
24 |
515 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
2 |
24 |
0 |
0 |
16 |
216 |
| The term structures of equity and interest rates |
0 |
0 |
3 |
111 |
7 |
13 |
51 |
570 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
1 |
1 |
4 |
100 |
1 |
1 |
9 |
316 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
3 |
308 |
2 |
5 |
21 |
932 |
| Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium |
0 |
1 |
1 |
237 |
3 |
8 |
46 |
745 |
| tay's as good as cay: Reply |
0 |
0 |
2 |
59 |
0 |
0 |
4 |
207 |
| Total Journal Articles |
8 |
37 |
139 |
4,512 |
43 |
132 |
655 |
16,041 |
LogEc is hosted by the
Örebro University School of Business.