| 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 |
0 |
1 |
45 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
1 |
259 |
2 |
3 |
6 |
869 |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
0 |
0 |
11 |
2 |
2 |
3 |
45 |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
0 |
0 |
1 |
2 |
1 |
1 |
2 |
6 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
0 |
26 |
0 |
1 |
3 |
79 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
20 |
2 |
2 |
2 |
85 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
102 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
48 |
1 |
1 |
5 |
162 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
22 |
0 |
3 |
3 |
151 |
| 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 |
1 |
1 |
30 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
138 |
| Conditional Risk Premia in Currency Markets and Other Asset Classes |
0 |
0 |
0 |
15 |
0 |
2 |
5 |
93 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
0 |
287 |
0 |
3 |
8 |
1,033 |
| Consumption, aggregate wealth and expected stock returns |
1 |
1 |
1 |
470 |
7 |
10 |
21 |
1,566 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
0 |
1 |
3 |
2,576 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
2 |
2 |
4 |
1,285 |
| Estimating Latent Asset-Pricing Factors |
0 |
0 |
0 |
11 |
0 |
5 |
5 |
67 |
| Estimating Latent Asset-Pricing Factors |
0 |
0 |
0 |
46 |
2 |
4 |
7 |
67 |
| Euler Equation Errors |
0 |
0 |
0 |
49 |
1 |
5 |
5 |
185 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
1 |
1 |
201 |
| Euler Equation Errors |
0 |
0 |
0 |
112 |
1 |
2 |
2 |
510 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
2 |
2 |
6 |
286 |
| Exchange Traded Funds 101 For Economists |
1 |
1 |
2 |
24 |
2 |
3 |
8 |
95 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
51 |
3 |
4 |
8 |
137 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
198 |
6 |
7 |
10 |
914 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
213 |
0 |
1 |
3 |
1,106 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
0 |
0 |
93 |
3 |
7 |
8 |
139 |
| Factors that Fit the Time Series and Cross-Section of Stock Returns |
0 |
3 |
3 |
53 |
4 |
9 |
13 |
140 |
| Glass Box Machine Learning and Corporate Bond Returns |
0 |
0 |
18 |
18 |
3 |
4 |
35 |
35 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
1 |
3 |
10 |
408 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
1,121 |
4 |
6 |
11 |
3,230 |
| High Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
0 |
0 |
13 |
2 |
4 |
5 |
28 |
| High-Dimensional Factor Models and the Factor Zoo |
0 |
0 |
1 |
23 |
2 |
3 |
8 |
35 |
| High-Dimensional Factor Models with an Application to Mutual Fund Characteristics |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
22 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
4 |
118 |
0 |
3 |
19 |
282 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
2 |
11 |
0 |
1 |
8 |
54 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
0 |
4 |
28 |
5 |
9 |
17 |
59 |
| Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? |
0 |
0 |
0 |
81 |
1 |
1 |
2 |
435 |
| Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? |
0 |
0 |
0 |
182 |
1 |
1 |
3 |
653 |
| Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model |
0 |
0 |
0 |
178 |
1 |
1 |
3 |
402 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
2 |
4 |
7 |
344 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
0 |
142 |
5 |
7 |
7 |
661 |
| LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
460 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
0 |
3 |
289 |
1 |
1 |
7 |
913 |
| Monetary Policy and Asset Valuation |
0 |
0 |
0 |
42 |
2 |
3 |
8 |
121 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
72 |
4 |
7 |
13 |
162 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
22 |
3 |
3 |
8 |
58 |
| Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models |
0 |
0 |
1 |
288 |
2 |
4 |
23 |
1,000 |
| Origins of Stock Market Fluctuations |
0 |
1 |
1 |
78 |
0 |
1 |
8 |
138 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
166 |
1 |
2 |
8 |
261 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
6 |
| Preferences, Consumption Smoothing and Risk Premia |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
44 |
| Preferences, Consumption Smoothing, and Risk Premia |
0 |
0 |
0 |
191 |
2 |
3 |
5 |
824 |
| Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability |
0 |
0 |
0 |
95 |
2 |
2 |
4 |
322 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
0 |
138 |
1 |
2 |
6 |
466 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
1 |
73 |
0 |
2 |
7 |
278 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
0 |
976 |
7 |
8 |
11 |
3,109 |
| Robustness of Adaptive Expectations as an Equilibrium Selection Device |
0 |
0 |
0 |
67 |
0 |
1 |
2 |
293 |
| Robustness of Adaptive Expections as an Equilibrium Selection Device |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
181 |
| Robustness of adaptive expectations as an equilibrium selection device |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
| Robustness of adaptive expectations as an equilibrium selection device |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Rule of Thumb and Dynamic Programming |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
66 |
| Rule of Thumb and Dynamic Programming |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Shocks and Crashes |
0 |
0 |
1 |
73 |
2 |
4 |
7 |
173 |
| Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
181 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
2 |
5 |
6 |
782 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
0 |
1 |
3 |
361 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
92 |
1 |
3 |
6 |
381 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
133 |
| The Term Structures of Equity and Interest Rates |
0 |
0 |
0 |
204 |
1 |
1 |
3 |
493 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
124 |
1 |
1 |
3 |
541 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
2 |
198 |
2 |
4 |
6 |
657 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
3 |
450 |
7 |
9 |
45 |
1,313 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
164 |
4 |
5 |
26 |
688 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
1 |
2 |
4 |
5 |
262 |
| Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium |
0 |
0 |
0 |
81 |
5 |
7 |
8 |
457 |
| Total Working Papers |
2 |
6 |
52 |
9,855 |
124 |
220 |
536 |
33,899 |
| 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 |
3 |
567 |
0 |
1 |
13 |
1,944 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
1 |
1 |
14 |
1 |
2 |
7 |
89 |
| Conditional risk premia in currency markets and other asset classes |
0 |
1 |
6 |
136 |
2 |
6 |
21 |
518 |
| Consumption, Aggregate Wealth, and Expected Stock Returns |
1 |
1 |
5 |
362 |
6 |
9 |
35 |
1,338 |
| Cross-variable restrictions in Euler equations and risk premia |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
92 |
| Estimating latent asset-pricing factors |
0 |
2 |
4 |
37 |
3 |
11 |
18 |
157 |
| Euler Equation Errors |
1 |
2 |
3 |
224 |
2 |
7 |
15 |
1,173 |
| Exchange-Traded Funds 101 for Economists |
1 |
1 |
4 |
39 |
2 |
5 |
18 |
266 |
| Expected returns and expected dividend growth |
0 |
0 |
2 |
243 |
2 |
2 |
11 |
868 |
| Explaining the facts with adaptive agents: The case of mutual fund flows |
0 |
0 |
3 |
183 |
2 |
2 |
7 |
370 |
| Factors That Fit the Time Series and Cross-Section of Stock Returns |
0 |
2 |
3 |
50 |
2 |
11 |
17 |
159 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
292 |
6 |
10 |
29 |
1,189 |
| Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models |
0 |
0 |
0 |
133 |
2 |
3 |
4 |
360 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
1 |
1 |
20 |
1 |
4 |
6 |
124 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
0 |
2 |
464 |
8 |
13 |
31 |
1,140 |
| ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
34 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
4 |
159 |
1 |
2 |
16 |
582 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
1 |
1 |
3 |
547 |
2 |
6 |
19 |
1,900 |
| Rules of Thumb versus Dynamic Programming |
0 |
0 |
0 |
234 |
1 |
3 |
9 |
929 |
| Shocks and Crashes |
0 |
0 |
0 |
9 |
2 |
4 |
9 |
91 |
| Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
110 |
| THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH |
0 |
0 |
1 |
64 |
3 |
3 |
8 |
173 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
1 |
2 |
165 |
0 |
5 |
21 |
600 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
0 |
25 |
1 |
2 |
5 |
228 |
| The term structures of equity and interest rates |
0 |
0 |
0 |
112 |
0 |
0 |
1 |
635 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
0 |
103 |
1 |
2 |
3 |
329 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
0 |
318 |
2 |
4 |
9 |
965 |
| Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium |
0 |
0 |
3 |
248 |
2 |
2 |
8 |
817 |
| tay's as good as cay: Reply |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
211 |
| Total Journal Articles |
4 |
13 |
51 |
4,839 |
54 |
120 |
343 |
17,391 |
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