| 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 |
1 |
2 |
3 |
47 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
1 |
259 |
4 |
8 |
12 |
875 |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
0 |
0 |
11 |
6 |
11 |
11 |
54 |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
0 |
0 |
2 |
1 |
2 |
2 |
7 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
79 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
32 |
6 |
10 |
11 |
112 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
20 |
4 |
8 |
8 |
91 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
22 |
1 |
5 |
8 |
156 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
48 |
7 |
9 |
13 |
170 |
| Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) |
0 |
0 |
0 |
12 |
2 |
3 |
4 |
33 |
| Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) |
0 |
0 |
0 |
3 |
4 |
4 |
4 |
11 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
0 |
27 |
3 |
4 |
4 |
142 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
0 |
15 |
5 |
8 |
12 |
101 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
1 |
1 |
1 |
288 |
8 |
10 |
17 |
1,043 |
| Consumption, aggregate wealth and expected stock returns |
0 |
1 |
1 |
470 |
7 |
17 |
30 |
1,576 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
9 |
11 |
13 |
2,587 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
4 |
6 |
6 |
1,289 |
| Estimating Latent Asset-Pricing Factors |
0 |
0 |
0 |
46 |
1 |
5 |
10 |
70 |
| Estimating Latent Asset-Pricing Factors |
1 |
1 |
1 |
12 |
7 |
11 |
16 |
78 |
| Euler Equation Errors |
0 |
0 |
0 |
49 |
4 |
6 |
10 |
190 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
6 |
9 |
12 |
293 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
4 |
5 |
6 |
206 |
| Euler Equation Errors |
0 |
0 |
0 |
112 |
3 |
6 |
7 |
515 |
| Exchange Traded Funds 101 For Economists |
0 |
1 |
2 |
24 |
5 |
10 |
16 |
103 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
51 |
6 |
10 |
14 |
144 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
198 |
3 |
9 |
13 |
917 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
213 |
0 |
2 |
5 |
1,108 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
0 |
93 |
4 |
9 |
14 |
145 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
3 |
53 |
4 |
15 |
24 |
151 |
| Glass Box Machine Learning and Corporate Bond Returns |
0 |
1 |
5 |
19 |
9 |
16 |
26 |
48 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
3 |
4 |
9 |
411 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
1 |
1 |
1 |
1,122 |
16 |
25 |
31 |
3,251 |
| High Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
0 |
0 |
13 |
4 |
9 |
12 |
35 |
| High-Dimensional Factor Models and the Factor Zoo |
0 |
0 |
1 |
23 |
5 |
14 |
20 |
47 |
| High-Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
2 |
2 |
15 |
3 |
6 |
7 |
28 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
3 |
118 |
12 |
19 |
36 |
301 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
2 |
11 |
4 |
4 |
12 |
58 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
0 |
3 |
28 |
1 |
8 |
18 |
62 |
| Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? |
0 |
0 |
0 |
81 |
3 |
4 |
5 |
438 |
| Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? |
0 |
0 |
0 |
182 |
4 |
6 |
8 |
658 |
| Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model |
0 |
0 |
0 |
178 |
2 |
4 |
4 |
405 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
5 |
8 |
11 |
350 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
0 |
142 |
4 |
10 |
12 |
666 |
| LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
462 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
0 |
3 |
289 |
5 |
7 |
12 |
919 |
| Monetary Policy and Asset Valuation |
0 |
0 |
0 |
42 |
2 |
5 |
11 |
124 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
22 |
13 |
17 |
21 |
72 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
72 |
7 |
13 |
21 |
171 |
| Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models |
0 |
0 |
1 |
288 |
4 |
8 |
12 |
1,006 |
| Origins of Stock Market Fluctuations |
0 |
0 |
1 |
78 |
5 |
7 |
13 |
145 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
166 |
2 |
6 |
12 |
266 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
7 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
3 |
3 |
3 |
4 |
47 |
| Preferences, Consumption Smoothing, and Risk Premia |
0 |
0 |
0 |
191 |
3 |
6 |
8 |
828 |
| Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability |
0 |
0 |
0 |
95 |
4 |
7 |
9 |
327 |
| Reconciling the Return Predictability Evidence |
1 |
1 |
1 |
139 |
12 |
16 |
19 |
481 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
1 |
73 |
6 |
8 |
12 |
286 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
0 |
976 |
20 |
29 |
31 |
3,131 |
| Robustness of Adaptive Expectations as an Equilibrium Selection Device |
0 |
0 |
0 |
67 |
4 |
6 |
8 |
299 |
| Robustness of Adaptive Expections as an Equilibrium Selection Device |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
183 |
| Robustness of adaptive expectations as an equilibrium selection device |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
| Robustness of adaptive expectations as an equilibrium selection device |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
5 |
| Rule of Thumb and Dynamic Programming |
0 |
0 |
0 |
8 |
2 |
3 |
3 |
68 |
| Rule of Thumb and Dynamic Programming |
0 |
0 |
0 |
0 |
4 |
5 |
7 |
7 |
| Shocks and Crashes |
0 |
0 |
1 |
73 |
2 |
5 |
9 |
176 |
| Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market |
0 |
0 |
0 |
38 |
5 |
5 |
6 |
186 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
92 |
8 |
16 |
21 |
396 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
5 |
8 |
11 |
369 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
5 |
12 |
16 |
792 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
3 |
6 |
8 |
139 |
| The Term Structures of Equity and Interest Rates |
0 |
0 |
0 |
204 |
16 |
19 |
21 |
511 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
124 |
3 |
8 |
10 |
548 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
2 |
198 |
3 |
6 |
10 |
661 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
1 |
450 |
4 |
13 |
48 |
1,319 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
164 |
12 |
19 |
21 |
703 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
1 |
5 |
8 |
10 |
268 |
| Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium |
0 |
0 |
0 |
81 |
5 |
10 |
13 |
462 |
| Total Working Papers |
4 |
9 |
40 |
9,862 |
370 |
644 |
942 |
34,419 |
| 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 |
567 |
4 |
4 |
11 |
1,948 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
1 |
14 |
5 |
7 |
12 |
95 |
| Conditional risk premia in currency markets and other asset classes |
0 |
1 |
5 |
137 |
6 |
12 |
26 |
528 |
| Consumption, Aggregate Wealth, and Expected Stock Returns |
0 |
1 |
5 |
362 |
5 |
12 |
37 |
1,344 |
| Cross-variable restrictions in Euler equations and risk premia |
0 |
0 |
0 |
7 |
1 |
2 |
4 |
94 |
| Estimating latent asset-pricing factors |
1 |
2 |
6 |
39 |
6 |
16 |
30 |
170 |
| Euler Equation Errors |
0 |
1 |
2 |
224 |
4 |
7 |
16 |
1,178 |
| Exchange-Traded Funds 101 for Economists |
1 |
3 |
4 |
41 |
8 |
12 |
26 |
276 |
| Expected returns and expected dividend growth |
0 |
1 |
3 |
244 |
4 |
7 |
14 |
873 |
| Explaining the facts with adaptive agents: The case of mutual fund flows |
0 |
0 |
2 |
183 |
2 |
4 |
8 |
372 |
| Factors That Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
3 |
50 |
1 |
6 |
19 |
163 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
292 |
7 |
22 |
42 |
1,205 |
| Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models |
0 |
0 |
0 |
133 |
3 |
6 |
8 |
364 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
1 |
20 |
4 |
8 |
12 |
131 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
0 |
2 |
464 |
17 |
27 |
49 |
1,159 |
| ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE |
0 |
0 |
0 |
4 |
4 |
5 |
5 |
39 |
| Reconciling the Return Predictability Evidence |
1 |
1 |
4 |
160 |
8 |
9 |
19 |
590 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
0 |
2 |
3 |
548 |
6 |
9 |
23 |
1,907 |
| Rules of Thumb versus Dynamic Programming |
0 |
0 |
0 |
234 |
1 |
3 |
10 |
931 |
| Shocks and Crashes |
0 |
0 |
0 |
9 |
4 |
8 |
14 |
97 |
| Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions |
0 |
0 |
0 |
18 |
11 |
23 |
24 |
133 |
| THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH |
0 |
0 |
1 |
64 |
5 |
9 |
13 |
179 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
2 |
165 |
2 |
2 |
18 |
602 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
0 |
25 |
5 |
8 |
10 |
235 |
| The term structures of equity and interest rates |
0 |
0 |
0 |
112 |
4 |
7 |
8 |
642 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
0 |
103 |
6 |
7 |
9 |
335 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
0 |
318 |
3 |
5 |
11 |
968 |
| Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium |
1 |
1 |
1 |
249 |
3 |
6 |
9 |
821 |
| tay's as good as cay: Reply |
0 |
0 |
0 |
62 |
4 |
5 |
5 |
216 |
| Total Journal Articles |
4 |
13 |
47 |
4,848 |
143 |
258 |
492 |
17,595 |
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