| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 3D-PCA: Factor Models with Restrictions |
0 |
0 |
1 |
28 |
0 |
3 |
5 |
49 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
1 |
259 |
0 |
6 |
12 |
877 |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
0 |
0 |
11 |
0 |
7 |
12 |
55 |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
8 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
79 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
20 |
2 |
7 |
11 |
94 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
32 |
0 |
7 |
12 |
113 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
22 |
1 |
2 |
9 |
157 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
48 |
0 |
7 |
12 |
170 |
| Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) |
0 |
0 |
0 |
12 |
0 |
3 |
5 |
34 |
| Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) |
0 |
0 |
0 |
3 |
0 |
4 |
4 |
11 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
0 |
15 |
2 |
12 |
18 |
108 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
0 |
27 |
1 |
6 |
7 |
145 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
1 |
2 |
2 |
289 |
1 |
10 |
19 |
1,045 |
| Consumption, aggregate wealth and expected stock returns |
0 |
0 |
1 |
470 |
0 |
7 |
28 |
1,576 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
1 |
11 |
14 |
2,589 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
1 |
6 |
8 |
1,291 |
| Estimating Latent Asset-Pricing Factors |
0 |
0 |
0 |
46 |
0 |
2 |
9 |
71 |
| Estimating Latent Asset-Pricing Factors |
0 |
1 |
1 |
12 |
1 |
12 |
21 |
83 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
1 |
6 |
8 |
208 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
0 |
7 |
12 |
294 |
| Euler Equation Errors |
0 |
0 |
0 |
49 |
0 |
5 |
11 |
191 |
| Euler Equation Errors |
0 |
0 |
0 |
112 |
2 |
5 |
9 |
517 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
2 |
24 |
2 |
7 |
17 |
105 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
51 |
1 |
13 |
21 |
151 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
198 |
1 |
8 |
18 |
922 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
213 |
0 |
2 |
7 |
1,110 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
0 |
93 |
2 |
11 |
21 |
152 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
1 |
4 |
54 |
4 |
10 |
30 |
157 |
| Glass Box Machine Learning and Corporate Bond Returns |
1 |
1 |
4 |
20 |
3 |
15 |
27 |
54 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
1 |
1,122 |
4 |
22 |
36 |
3,257 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
1 |
7 |
11 |
415 |
| High Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
0 |
0 |
13 |
0 |
4 |
12 |
35 |
| High-Dimensional Factor Models and the Factor Zoo |
0 |
0 |
1 |
23 |
0 |
5 |
18 |
47 |
| High-Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
0 |
2 |
15 |
0 |
4 |
7 |
29 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
2 |
118 |
1 |
17 |
36 |
306 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
1 |
11 |
0 |
4 |
9 |
58 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
2 |
4 |
30 |
3 |
9 |
23 |
70 |
| Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? |
0 |
0 |
0 |
81 |
1 |
4 |
5 |
439 |
| Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? |
0 |
0 |
0 |
182 |
1 |
5 |
7 |
659 |
| Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model |
0 |
0 |
0 |
178 |
0 |
3 |
5 |
406 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
5 |
11 |
17 |
356 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
0 |
142 |
3 |
10 |
18 |
672 |
| LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
465 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
0 |
2 |
289 |
0 |
7 |
12 |
921 |
| Monetary Policy and Asset Valuation |
0 |
0 |
0 |
42 |
1 |
4 |
12 |
126 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
22 |
1 |
14 |
22 |
73 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
72 |
2 |
13 |
26 |
177 |
| Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models |
0 |
0 |
1 |
288 |
1 |
6 |
13 |
1,008 |
| Origins of Stock Market Fluctuations |
0 |
0 |
1 |
78 |
0 |
5 |
11 |
145 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
166 |
0 |
3 |
13 |
267 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
8 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
3 |
1 |
4 |
5 |
48 |
| Preferences, Consumption Smoothing, and Risk Premia |
0 |
0 |
0 |
191 |
2 |
7 |
12 |
832 |
| Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability |
0 |
0 |
0 |
95 |
2 |
8 |
11 |
331 |
| Reconciling the Return Predictability Evidence |
1 |
2 |
2 |
140 |
2 |
18 |
25 |
487 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
1 |
73 |
0 |
8 |
14 |
288 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
0 |
976 |
5 |
32 |
43 |
3,143 |
| Robustness of Adaptive Expectations as an Equilibrium Selection Device |
0 |
0 |
0 |
67 |
2 |
6 |
10 |
301 |
| Robustness of Adaptive Expections as an Equilibrium Selection Device |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
185 |
| Robustness of adaptive expectations as an equilibrium selection device |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
| Robustness of adaptive expectations as an equilibrium selection device |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
| Rule of Thumb and Dynamic Programming |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
8 |
| Rule of Thumb and Dynamic Programming |
0 |
0 |
0 |
8 |
0 |
3 |
4 |
69 |
| Shocks and Crashes |
0 |
0 |
1 |
73 |
0 |
4 |
11 |
178 |
| Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market |
0 |
0 |
0 |
38 |
1 |
8 |
9 |
189 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
2 |
10 |
20 |
797 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
1 |
6 |
11 |
370 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
92 |
1 |
11 |
23 |
399 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
0 |
4 |
8 |
140 |
| The Term Structures of Equity and Interest Rates |
0 |
0 |
0 |
204 |
3 |
19 |
23 |
514 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
124 |
0 |
3 |
8 |
548 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
1 |
198 |
0 |
3 |
9 |
661 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
1 |
1 |
451 |
7 |
13 |
50 |
1,328 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
1 |
4 |
9 |
14 |
272 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
164 |
2 |
18 |
27 |
709 |
| Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium |
0 |
0 |
0 |
81 |
0 |
6 |
14 |
463 |
| Total Working Papers |
3 |
11 |
39 |
9,869 |
89 |
576 |
1,086 |
34,625 |
| 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 |
0 |
567 |
1 |
5 |
11 |
1,949 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
1 |
14 |
0 |
6 |
12 |
96 |
| Conditional risk premia in currency markets and other asset classes |
0 |
0 |
4 |
137 |
0 |
10 |
26 |
532 |
| Consumption, Aggregate Wealth, and Expected Stock Returns |
0 |
1 |
5 |
363 |
0 |
7 |
33 |
1,346 |
| Cross-variable restrictions in Euler equations and risk premia |
0 |
0 |
0 |
7 |
1 |
2 |
4 |
95 |
| Estimating latent asset-pricing factors |
0 |
1 |
6 |
39 |
7 |
14 |
38 |
178 |
| Euler Equation Errors |
0 |
0 |
2 |
224 |
0 |
8 |
20 |
1,182 |
| Exchange-Traded Funds 101 for Economists |
0 |
3 |
6 |
43 |
3 |
17 |
34 |
285 |
| Expected returns and expected dividend growth |
0 |
0 |
2 |
244 |
1 |
6 |
14 |
875 |
| Explaining the facts with adaptive agents: The case of mutual fund flows |
0 |
0 |
2 |
183 |
0 |
4 |
10 |
374 |
| Factors That Fit the Time Series and Cross-Section of Stock Returns |
0 |
1 |
4 |
51 |
8 |
12 |
30 |
174 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
292 |
5 |
20 |
53 |
1,218 |
| Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models |
0 |
0 |
0 |
133 |
1 |
6 |
11 |
367 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
1 |
20 |
2 |
8 |
15 |
135 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
0 |
2 |
464 |
8 |
28 |
55 |
1,170 |
| ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE |
0 |
0 |
0 |
4 |
1 |
6 |
7 |
41 |
| Reconciling the Return Predictability Evidence |
0 |
2 |
5 |
161 |
1 |
11 |
19 |
593 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
1 |
1 |
3 |
549 |
4 |
11 |
22 |
1,912 |
| Rules of Thumb versus Dynamic Programming |
0 |
0 |
0 |
234 |
1 |
5 |
13 |
935 |
| Shocks and Crashes |
0 |
0 |
0 |
9 |
4 |
8 |
17 |
101 |
| Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions |
0 |
0 |
0 |
18 |
0 |
12 |
25 |
134 |
| THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH |
0 |
0 |
0 |
64 |
1 |
6 |
12 |
180 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
2 |
165 |
3 |
5 |
20 |
605 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
0 |
25 |
0 |
5 |
10 |
235 |
| The term structures of equity and interest rates |
0 |
0 |
0 |
112 |
1 |
6 |
10 |
644 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
0 |
103 |
1 |
8 |
11 |
337 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
0 |
318 |
1 |
5 |
11 |
970 |
| Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium |
0 |
1 |
1 |
249 |
5 |
10 |
16 |
828 |
| tay's as good as cay: Reply |
0 |
0 |
0 |
62 |
2 |
6 |
7 |
218 |
| Total Journal Articles |
1 |
10 |
47 |
4,854 |
62 |
257 |
566 |
17,709 |
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