| 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 |
6 |
858 |
| 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 |
0 |
2 |
39 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
75 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
1 |
20 |
0 |
0 |
4 |
82 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
1 |
1 |
31 |
1 |
2 |
4 |
96 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
48 |
0 |
0 |
4 |
155 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
1 |
1 |
22 |
0 |
1 |
22 |
137 |
| Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) |
1 |
2 |
2 |
12 |
1 |
2 |
4 |
29 |
| Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
6 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
1 |
27 |
0 |
0 |
3 |
132 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
1 |
13 |
0 |
0 |
6 |
84 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
3 |
287 |
3 |
3 |
8 |
1,022 |
| Consumption, aggregate wealth and expected stock returns |
0 |
0 |
1 |
467 |
2 |
4 |
9 |
1,529 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
1 |
7 |
13 |
1,263 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
2 |
907 |
0 |
2 |
8 |
2,556 |
| Estimating Latent Asset-Pricing Factors |
0 |
0 |
1 |
11 |
1 |
1 |
8 |
57 |
| Estimating Latent Asset-Pricing Factors |
0 |
0 |
2 |
46 |
0 |
0 |
5 |
58 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
198 |
| Euler Equation Errors |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
178 |
| Euler Equation Errors |
0 |
0 |
2 |
112 |
0 |
0 |
5 |
502 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
280 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
1 |
20 |
0 |
0 |
4 |
70 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
1 |
49 |
0 |
2 |
11 |
119 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
1 |
213 |
0 |
7 |
25 |
1,087 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
197 |
3 |
4 |
21 |
891 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
2 |
92 |
0 |
3 |
13 |
123 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
0 |
45 |
0 |
1 |
11 |
116 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
2 |
1,119 |
2 |
5 |
10 |
3,200 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
3 |
40 |
7 |
19 |
40 |
347 |
| High Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
0 |
12 |
12 |
1 |
3 |
17 |
17 |
| High-Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
1 |
12 |
12 |
0 |
2 |
16 |
16 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
40 |
| How the Wealth Was Won: Factors Shares as Market Fundamentals |
0 |
0 |
1 |
111 |
2 |
4 |
12 |
241 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
1 |
21 |
21 |
3 |
5 |
29 |
29 |
| Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? |
0 |
0 |
0 |
80 |
0 |
0 |
1 |
428 |
| Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? |
0 |
0 |
2 |
182 |
0 |
0 |
2 |
646 |
| Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model |
0 |
0 |
1 |
177 |
0 |
1 |
3 |
396 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
0 |
0 |
5 |
334 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
1 |
140 |
1 |
2 |
6 |
646 |
| LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
445 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
0 |
7 |
280 |
2 |
2 |
10 |
893 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
69 |
0 |
3 |
12 |
139 |
| Monetary Policy and Asset Valuation |
0 |
0 |
2 |
42 |
0 |
0 |
7 |
103 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
20 |
0 |
1 |
4 |
44 |
| Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models |
0 |
0 |
2 |
287 |
1 |
2 |
4 |
977 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
164 |
1 |
2 |
9 |
240 |
| Origins of Stock Market Fluctuations |
0 |
0 |
1 |
76 |
0 |
0 |
4 |
118 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
42 |
| Preferences, Consumption Smoothing, and Risk Premia |
0 |
0 |
0 |
191 |
0 |
0 |
0 |
818 |
| Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability |
0 |
0 |
0 |
93 |
0 |
0 |
1 |
314 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
0 |
136 |
0 |
0 |
3 |
455 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
0 |
71 |
0 |
0 |
7 |
261 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
1 |
1 |
6 |
974 |
1 |
2 |
15 |
3,073 |
| Robustness of Adaptive Expectations as an Equilibrium Selection Device |
0 |
0 |
0 |
67 |
0 |
1 |
1 |
289 |
| Robustness of Adaptive Expections as an Equilibrium Selection Device |
0 |
0 |
0 |
0 |
0 |
0 |
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 |
0 |
72 |
0 |
0 |
0 |
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 |
89 |
0 |
0 |
2 |
367 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
1 |
1 |
3 |
356 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
0 |
0 |
1 |
773 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
114 |
| The Term Structures of Equity and Interest Rates |
0 |
0 |
1 |
203 |
0 |
8 |
26 |
471 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
123 |
0 |
0 |
1 |
535 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
1 |
194 |
0 |
0 |
3 |
647 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
1 |
2 |
444 |
3 |
5 |
12 |
1,259 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
164 |
2 |
5 |
16 |
647 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
1 |
5 |
13 |
19 |
236 |
| Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium |
0 |
0 |
0 |
81 |
3 |
13 |
33 |
419 |
| Total Working Papers |
2 |
10 |
104 |
9,685 |
48 |
139 |
543 |
32,710 |
| 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 |
559 |
1 |
1 |
6 |
1,903 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
2 |
12 |
1 |
1 |
5 |
79 |
| Conditional risk premia in currency markets and other asset classes |
1 |
3 |
21 |
111 |
6 |
16 |
72 |
428 |
| Consumption, Aggregate Wealth, and Expected Stock Returns |
0 |
3 |
8 |
321 |
0 |
5 |
29 |
1,214 |
| Cross-variable restrictions in Euler equations and risk premia |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
90 |
| Estimating latent asset-pricing factors |
0 |
0 |
8 |
24 |
2 |
3 |
28 |
99 |
| Euler Equation Errors |
0 |
0 |
3 |
215 |
1 |
1 |
14 |
1,141 |
| Exchange-Traded Funds 101 for Economists |
0 |
0 |
0 |
30 |
0 |
0 |
6 |
221 |
| Expected returns and expected dividend growth |
0 |
2 |
15 |
232 |
3 |
7 |
37 |
822 |
| Explaining the facts with adaptive agents: The case of mutual fund flows |
0 |
0 |
0 |
180 |
1 |
1 |
1 |
360 |
| Factors That Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
10 |
34 |
0 |
1 |
28 |
105 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
1 |
2 |
6 |
282 |
2 |
10 |
25 |
1,124 |
| Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models |
0 |
0 |
0 |
133 |
1 |
1 |
3 |
346 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
1 |
1 |
3 |
18 |
2 |
2 |
6 |
110 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
2 |
9 |
449 |
0 |
2 |
19 |
1,079 |
| ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
32 |
| Reconciling the Return Predictability Evidence |
1 |
1 |
8 |
142 |
1 |
4 |
24 |
535 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
0 |
0 |
2 |
535 |
1 |
2 |
12 |
1,850 |
| Rules of Thumb versus Dynamic Programming |
0 |
0 |
1 |
233 |
0 |
0 |
2 |
916 |
| Shocks and Crashes |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
70 |
| 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 |
60 |
0 |
0 |
4 |
157 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
1 |
1 |
2 |
146 |
3 |
3 |
9 |
522 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
217 |
| The term structures of equity and interest rates |
0 |
0 |
0 |
111 |
2 |
11 |
45 |
605 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
2 |
101 |
0 |
0 |
5 |
320 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
1 |
3 |
311 |
0 |
1 |
8 |
937 |
| Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium |
0 |
0 |
2 |
239 |
2 |
7 |
32 |
772 |
| tay's as good as cay: Reply |
1 |
1 |
1 |
60 |
1 |
1 |
2 |
209 |
| Total Journal Articles |
6 |
17 |
107 |
4,595 |
30 |
81 |
426 |
16,371 |
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