Access Statistics for Stefan Nagel

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Skeptical Appraisal of Asset-Pricing Tests 0 0 0 273 0 3 8 773
Asset Pricing with Fading Memory 0 0 0 21 1 4 13 69
Asset Pricing with Fading Memory 0 0 0 9 3 9 14 63
Asset Pricing with Fading Memory 0 0 1 40 2 5 14 155
Bank Risk Dynamics and Distance to Default 0 0 0 28 4 8 12 110
Bank Risk Dynamics and Distance to Default 0 0 0 8 0 1 1 59
Bank risk dynamics and distance to default 0 0 0 48 0 5 11 185
Carry Trades and Currency Crashes 0 0 3 642 3 10 28 2,321
Carry Trades and Currency Crashes 0 0 2 7 0 5 10 20
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 1 1 1 159 8 27 52 1,054
Do Survey Expectations of Stock Returns Reflect Risk Adjustments? 0 0 0 11 0 7 9 64
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 0 9 12 26
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 6 1 7 11 44
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 10 0 1 6 36
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 3 0 17 23 48
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 3 7 12 540
Do survey expectations of stock returns reflect risk-adjustments? 0 0 1 1 1 5 11 40
Dynamics of Subjective Risk Premia 0 0 0 2 1 4 8 13
Dynamics of Subjective Risk Premia 0 0 1 19 0 3 9 39
Dynamics of Subjective Risk Premia 0 0 0 20 1 5 11 43
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 1 2 100 6 20 28 333
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 0 3 4 112
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 1 16 0 9 13 160
Empirical Cross-Sectional Asset Pricing 0 0 1 95 2 13 17 292
Empirical Cross-Sectional Asset Pricing 0 0 0 59 6 24 26 204
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 2 8 10 157
Evaporating Liquidity 0 0 0 34 2 12 17 202
Evaporating Liquidity 0 0 1 35 1 10 16 181
Expectations Data in Asset Pricing 0 0 1 19 4 10 15 69
Expectations Data in Asset Pricing 0 0 1 21 2 6 10 46
Experiences, Expectations, and Asset Prices 3 4 4 4 2 8 8 8
Inexperienced Investors and Bubbles 0 0 0 118 1 5 9 584
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 1 5 10 27
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 4 0 11 13 22
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 1 5 7 9
Interest Rate Risk in Banking 0 0 2 8 0 4 13 20
Interest Rate Risk in Banking 0 2 3 3 0 7 15 16
Interest Rate Risk in Banking 0 1 2 19 0 9 19 32
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 2 9 10 63
Judging Banks’ Risk by the Profits They Report 0 0 1 12 2 5 7 20
Market Efficiency in the Age of Big Data 0 0 0 21 3 6 10 60
Market Efficiency in the Age of Big Data 0 0 0 43 0 5 7 79
Market Efficiency in the Age of Big Data 0 0 0 50 0 4 11 142
Market efficiency in the age of big data 0 0 0 15 1 4 9 39
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 0 2 0 6 11 14
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 2 2 2 11 3 19 26 35
Risk-Adjusting the Returns to Venture Capital 0 0 0 34 2 7 14 153
Risk-Adjusting the Returns to Venture Capital 0 0 1 32 2 9 15 156
Seemingly Virtuous Complexity in Return Prediction 0 0 11 11 1 8 20 20
Shrinking the Cross Section 0 0 1 27 3 15 24 198
Shrinking the Cross Section 0 0 2 48 1 10 28 260
Sizing Up Repo 0 0 0 154 1 9 13 455
Sizing Up Repo 0 0 0 57 4 16 18 214
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 3 14 17 69
Socioeconomic Status and Macroeconomic Expectations 1 2 2 18 2 12 18 115
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 3 8 17 595
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 1 10 25 1,098
The Effect of Dividends on Consumption 0 0 0 89 6 11 15 466
The Liquidity Premium of Near-Money Assets 0 0 0 99 1 11 17 326
The Making of Hawks and Doves 0 0 1 25 0 13 18 56
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 39 2 17 21 82
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 1 1 50 6 10 12 78
The Statistical Limit of Arbitrage 0 0 2 6 2 9 17 30
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 1 8 12 37
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 3 19 28 170
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 1 1 9 4 13 16 35
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 0 1 31 4 10 13 110
Total Working Papers 7 15 54 3,555 121 608 994 13,351

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A skeptical appraisal of asset pricing tests 0 0 6 658 9 36 69 1,846
Asset Pricing with Fading Memory 2 2 7 24 7 13 30 82
Banks’ Risk Dynamics and Distance to Default 0 0 0 10 10 22 30 54
Capturing the Value Premium in the United Kingdom 0 0 0 0 0 4 6 8
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 2 7 26 409 17 39 123 1,582
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 0 115 0 6 12 325
Do survey expectations of stock returns reflect risk adjustments? 0 0 1 12 2 12 23 69
Dynamics of subjective risk premia 0 1 2 9 3 14 20 50
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 2 5 7 23
Empirical Cross-Sectional Asset Pricing 0 1 2 112 5 15 25 458
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 5 8 238
Evaporating Liquidity 1 2 5 82 4 15 28 394
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 2 3 5 5
Inexperienced investors and bubbles 1 2 5 240 4 15 33 978
Interpreting Factor Models 1 3 8 122 7 22 32 381
Learning from Inflation Experiences 7 20 56 450 22 56 174 1,414
Long-Run Inflation Uncertainty 0 0 0 12 0 4 5 53
Market efficiency in the age of big data 0 0 1 16 1 11 26 90
Optimal Factor Timing in a High-Dimensional Setting 0 0 3 3 1 4 11 11
Report of the Editor of The Journal of Finance for the Year 2018 0 0 0 4 0 2 2 48
Report of the Editor of The Journal of Finance for the Year 2019 0 0 0 5 1 4 6 37
Report of the Editor of The Journal of Finance for the Year 2020 0 0 0 8 4 7 9 35
Report of the Editor of The Journal of Finance for the Year 2021 0 0 0 10 0 2 5 35
Report of the Editor of the Journal of Finance for the Year 2016 0 0 0 8 2 5 5 51
Report of the Editor of the Journal of Finance for the Year 2017 0 0 0 3 1 2 5 75
Review Article: Perspectives on the Future of Asset Pricing 1 4 11 43 2 13 37 93
Risk‐Adjusting the Returns to Venture Capital 1 1 5 40 5 21 36 187
Short sales, institutional investors and the cross-section of stock returns 1 7 16 669 2 11 37 1,615
Shrinking the cross-section 3 6 37 310 12 48 139 916
Sizing Up Repo 1 1 3 113 6 25 34 446
Socioeconomic Status and Macroeconomic Expectations 0 0 4 40 2 6 27 186
The Effect of Dividends on Consumption 0 0 2 82 3 11 23 574
The Liquidity Premium of Near-Money Assets 0 0 4 191 2 11 32 669
The conditional CAPM does not explain asset-pricing anomalies 0 1 2 593 2 17 32 1,630
The making of hawks and doves 3 3 12 89 10 25 52 320
Treasury inconvenience yields during the COVID-19 crisis 0 0 1 21 5 18 35 100
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 1 1 2 3 3 5 9 20
Total Journal Articles 25 62 221 4,507 158 534 1,192 15,098
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Carry Trades and Currency Crashes 1 4 9 263 10 38 87 995
Total Chapters 1 4 9 263 10 38 87 995

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Statistics updated 2026-03-04