| 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 |
27 |
27 |
0 |
0 |
44 |
44 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
0 |
258 |
2 |
2 |
4 |
865 |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
43 |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
1 |
1 |
2 |
0 |
1 |
1 |
5 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
77 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
1 |
32 |
0 |
0 |
3 |
101 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
83 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
48 |
1 |
1 |
3 |
158 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
22 |
0 |
0 |
6 |
148 |
| Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
7 |
| Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
29 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
138 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
0 |
15 |
1 |
2 |
3 |
90 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
0 |
287 |
0 |
1 |
3 |
1,026 |
| Consumption, aggregate wealth and expected stock returns |
0 |
0 |
1 |
469 |
1 |
2 |
6 |
1,547 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
0 |
2 |
4 |
1,283 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
0 |
1 |
9 |
2,574 |
| Estimating Latent Asset-Pricing Factors |
0 |
0 |
0 |
46 |
2 |
2 |
3 |
62 |
| Estimating Latent Asset-Pricing Factors |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
62 |
| Euler Equation Errors |
0 |
0 |
1 |
49 |
0 |
0 |
1 |
180 |
| Euler Equation Errors |
0 |
0 |
0 |
112 |
0 |
0 |
2 |
508 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
1 |
2 |
2 |
282 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
200 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
1 |
22 |
1 |
1 |
7 |
88 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
51 |
0 |
1 |
3 |
130 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
213 |
0 |
0 |
0 |
1,103 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
198 |
0 |
0 |
3 |
904 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
127 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
0 |
93 |
0 |
0 |
2 |
131 |
| Glass Box Machine Learning and Corporate Bond Returns |
0 |
14 |
14 |
14 |
3 |
25 |
25 |
25 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
2 |
6 |
13 |
404 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
1,121 |
0 |
1 |
9 |
3,220 |
| High Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
23 |
| High-Dimensional Factor Models and the Factor Zoo |
0 |
0 |
1 |
22 |
1 |
1 |
3 |
28 |
| High-Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
22 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
1 |
2 |
115 |
1 |
3 |
11 |
266 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
47 |
| Idiosyncratic Equity Risk Two Decades Later |
1 |
2 |
3 |
26 |
1 |
3 |
7 |
45 |
| Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? |
0 |
0 |
0 |
81 |
1 |
1 |
3 |
434 |
| Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? |
0 |
0 |
0 |
182 |
2 |
2 |
4 |
652 |
| Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model |
0 |
0 |
0 |
178 |
0 |
2 |
3 |
401 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
0 |
2 |
3 |
339 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
1 |
142 |
0 |
0 |
2 |
654 |
| LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS |
0 |
0 |
0 |
0 |
1 |
13 |
14 |
460 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
1 |
1 |
2 |
287 |
1 |
2 |
8 |
908 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
21 |
0 |
1 |
4 |
51 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
71 |
1 |
2 |
8 |
151 |
| Monetary Policy and Asset Valuation |
0 |
0 |
0 |
42 |
1 |
1 |
4 |
114 |
| Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models |
0 |
0 |
0 |
287 |
1 |
18 |
18 |
995 |
| Origins of Stock Market Fluctuations |
0 |
0 |
1 |
166 |
0 |
1 |
8 |
254 |
| Origins of Stock Market Fluctuations |
0 |
0 |
1 |
77 |
2 |
4 |
13 |
134 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
43 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Preferences, Consumption Smoothing, and Risk Premia |
0 |
0 |
0 |
191 |
0 |
1 |
2 |
820 |
| Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability |
0 |
0 |
1 |
95 |
1 |
1 |
4 |
319 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
1 |
138 |
0 |
2 |
4 |
462 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
1 |
72 |
0 |
3 |
9 |
274 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
1 |
976 |
0 |
2 |
19 |
3,100 |
| Robustness of Adaptive Expectations as an Equilibrium Selection Device |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
291 |
| Robustness of Adaptive Expections as an Equilibrium Selection Device |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
180 |
| Robustness of adaptive expectations as an equilibrium selection device |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Robustness of adaptive expectations as an equilibrium selection device |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| 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 |
1 |
2 |
167 |
| 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 |
271 |
0 |
0 |
1 |
776 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
2 |
92 |
0 |
0 |
5 |
375 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
1 |
1 |
1 |
359 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
0 |
0 |
16 |
131 |
| The Term Structures of Equity and Interest Rates |
0 |
0 |
0 |
204 |
1 |
1 |
1 |
491 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
1 |
124 |
2 |
2 |
4 |
540 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
0 |
196 |
0 |
0 |
1 |
651 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
1 |
3 |
6 |
450 |
4 |
7 |
14 |
1,275 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
164 |
0 |
20 |
20 |
682 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
258 |
| Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
449 |
| Total Working Papers |
3 |
22 |
73 |
9,825 |
39 |
153 |
392 |
33,516 |
| 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 |
2 |
4 |
566 |
0 |
6 |
21 |
1,937 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
1 |
13 |
0 |
1 |
3 |
83 |
| Conditional risk premia in currency markets and other asset classes |
1 |
3 |
7 |
133 |
4 |
9 |
30 |
506 |
| Consumption, Aggregate Wealth, and Expected Stock Returns |
1 |
1 |
17 |
358 |
3 |
7 |
53 |
1,310 |
| Cross-variable restrictions in Euler equations and risk premia |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
91 |
| Estimating latent asset-pricing factors |
0 |
0 |
4 |
33 |
0 |
1 |
16 |
140 |
| Euler Equation Errors |
0 |
1 |
5 |
222 |
0 |
4 |
11 |
1,162 |
| Exchange-Traded Funds 101 for Economists |
0 |
2 |
6 |
37 |
1 |
3 |
12 |
251 |
| Expected returns and expected dividend growth |
0 |
0 |
4 |
241 |
1 |
3 |
14 |
860 |
| Explaining the facts with adaptive agents: The case of mutual fund flows |
0 |
1 |
1 |
181 |
0 |
1 |
4 |
364 |
| Factors That Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
7 |
47 |
0 |
2 |
24 |
144 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
7 |
291 |
2 |
5 |
24 |
1,165 |
| Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models |
0 |
0 |
0 |
133 |
0 |
0 |
6 |
356 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
119 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
0 |
8 |
462 |
3 |
4 |
18 |
1,113 |
| ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
34 |
| Reconciling the Return Predictability Evidence |
0 |
1 |
8 |
156 |
1 |
6 |
20 |
572 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
1 |
2 |
8 |
546 |
3 |
6 |
19 |
1,887 |
| Rules of Thumb versus Dynamic Programming |
0 |
0 |
0 |
234 |
0 |
1 |
3 |
921 |
| Shocks and Crashes |
0 |
0 |
2 |
9 |
0 |
1 |
4 |
83 |
| Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
109 |
| THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH |
0 |
0 |
1 |
63 |
0 |
1 |
4 |
166 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
9 |
163 |
1 |
6 |
32 |
585 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
1 |
25 |
0 |
2 |
5 |
225 |
| The term structures of equity and interest rates |
0 |
0 |
0 |
112 |
0 |
0 |
6 |
634 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
2 |
103 |
0 |
0 |
4 |
326 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
3 |
318 |
1 |
2 |
10 |
958 |
| Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium |
0 |
3 |
5 |
248 |
0 |
3 |
14 |
812 |
| tay's as good as cay: Reply |
0 |
0 |
2 |
62 |
0 |
0 |
2 |
211 |
| Total Journal Articles |
3 |
16 |
112 |
4,804 |
21 |
76 |
366 |
17,124 |
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