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 2 14 782
Asset Pricing with Fading Memory 0 0 0 9 0 2 20 70
Asset Pricing with Fading Memory 0 0 0 21 0 2 23 79
Asset Pricing with Fading Memory 0 0 0 40 0 0 18 160
Bank Risk Dynamics and Distance to Default 0 0 0 8 0 1 4 62
Bank Risk Dynamics and Distance to Default 0 0 0 28 0 6 21 119
Bank risk dynamics and distance to default 0 0 0 48 0 0 15 189
Carry Trades and Currency Crashes 0 1 3 643 2 10 44 2,346
Carry Trades and Currency Crashes 0 1 2 8 0 5 14 26
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 1 2 5 163 4 14 82 1,095
Do Survey Expectations of Stock Returns Reflect Risk Adjustments? 0 0 0 11 0 0 11 66
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 10 0 0 8 38
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 1 1 14 28
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 3 0 2 24 50
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 6 0 1 13 46
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 0 2 20 549
Do survey expectations of stock returns reflect risk-adjustments? 0 0 0 1 0 1 12 43
Dynamics of Subjective Risk Premia 0 0 0 2 1 3 13 18
Dynamics of Subjective Risk Premia 0 0 0 20 0 1 14 48
Dynamics of Subjective Risk Premia 0 0 1 19 0 12 26 56
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 0 1 9 117
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 2 4 102 1 8 39 348
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 16 0 1 14 162
Empirical Cross-Sectional Asset Pricing 0 0 1 95 3 4 23 300
Empirical Cross-Sectional Asset Pricing 0 0 0 59 0 4 36 215
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 0 0 13 160
Evaporating Liquidity 1 3 3 38 4 11 27 195
Evaporating Liquidity 0 0 0 34 2 8 32 218
Expectations Data in Asset Pricing 0 0 0 19 0 3 17 76
Expectations Data in Asset Pricing 0 0 1 21 1 1 16 54
Experiences, Expectations, and Asset Prices 0 0 4 4 1 6 23 23
Inexperienced Investors and Bubbles 0 0 0 118 0 0 6 584
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 0 2 13 31
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 4 1 2 17 26
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 1 1 7 11
Interest Rate Risk in Banking 0 1 2 9 1 3 15 27
Interest Rate Risk in Banking 0 0 2 20 0 1 20 39
Interest Rate Risk in Banking 0 1 3 4 1 5 24 27
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 1 3 15 68
Judging Banks’ Risk by the Profits They Report 0 0 1 12 1 3 11 24
Leaning Against Inflation Experiences 7 7 7 7 6 6 6 6
Market Efficiency in the Age of Big Data 0 0 0 43 1 1 8 81
Market Efficiency in the Age of Big Data 0 0 0 50 0 1 12 146
Market Efficiency in the Age of Big Data 1 1 1 22 1 6 20 71
Market efficiency in the age of big data 0 1 1 16 1 3 12 44
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 4 0 0 10 17
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 11 2 3 34 48
Risk-Adjusting the Returns to Venture Capital 0 0 1 35 0 2 22 162
Risk-Adjusting the Returns to Venture Capital 0 0 0 32 1 5 20 163
Seemingly Anchored Inflation Expectations 3 3 3 3 5 5 5 5
Seemingly Anchored Inflation Expectations 5 11 11 11 2 6 6 6
Seemingly Anchored Inflation Expectations 1 1 1 1 2 5 5 5
Seemingly Virtuous Complexity in Return Prediction 0 0 11 11 2 6 29 29
Shrinking the Cross Section 0 0 0 27 0 8 38 216
Shrinking the Cross Section 1 1 3 50 4 7 32 271
Sizing Up Repo 0 0 0 57 0 2 24 220
Sizing Up Repo 0 0 1 155 0 0 17 461
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 0 1 21 73
Socioeconomic Status and Macroeconomic Expectations 0 0 2 18 1 3 22 122
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 0 5 28 608
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 0 3 34 1,109
The Effect of Dividends on Consumption 0 0 0 89 0 1 19 471
The Liquidity Premium of Near-Money Assets 0 0 1 100 1 2 23 333
The Making of Hawks and Doves 0 0 0 25 0 3 26 66
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 50 2 8 24 91
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 0 39 0 0 22 85
The Statistical Limit of Arbitrage 0 0 1 6 0 4 23 40
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 1 3 36 179
Treasury Inconvenience Yields during the COVID-19 Crisis 0 1 1 8 2 7 23 49
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 0 1 9 2 2 24 44
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 0 1 32 0 2 22 121
Total Working Papers 20 37 84 3,602 62 242 1,434 13,917

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 0 658 4 11 81 1,870
Asset Pricing with Fading Memory 0 0 8 26 2 7 40 100
Banks’ Risk Dynamics and Distance to Default 0 0 0 10 0 4 32 62
Capturing the Value Premium in the United Kingdom 0 1 1 1 1 2 10 13
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 2 7 31 423 9 41 175 1,661
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 0 115 1 3 13 328
Do survey expectations of stock returns reflect risk adjustments? 0 0 1 12 1 3 24 75
Dynamics of subjective risk premia 0 0 1 9 1 3 29 63
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 0 2 14 30
Empirical Cross-Sectional Asset Pricing 0 0 1 112 1 3 26 463
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 1 1 12 243
Evaporating Liquidity 0 5 8 87 22 40 69 442
Experiences, expectations, and asset prices 0 1 1 1 2 6 13 13
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 0 1 7 7
Inexperienced investors and bubbles 1 4 9 246 2 12 48 1,002
Interpreting Factor Models 3 5 14 130 7 12 44 399
Learning from Inflation Experiences 3 12 55 469 6 29 170 1,473
Long-Run Inflation Uncertainty 0 0 0 12 0 0 8 56
Market efficiency in the age of big data 0 0 1 16 3 8 33 104
Optimal Factor Timing in a High-Dimensional Setting 2 8 18 18 5 17 43 45
Report of the Editor of The Journal of Finance for the Year 2018 0 0 0 4 0 0 2 48
Report of the Editor of The Journal of Finance for the Year 2019 0 0 0 5 0 0 8 39
Report of the Editor of The Journal of Finance for the Year 2020 0 0 0 8 0 0 12 38
Report of the Editor of The Journal of Finance for the Year 2021 0 0 0 10 0 0 5 37
Report of the Editor of the Journal of Finance for the Year 2016 0 0 0 8 2 2 8 54
Report of the Editor of the Journal of Finance for the Year 2017 0 0 0 3 0 0 3 75
Review Article: Perspectives on the Future of Asset Pricing 0 1 7 44 0 1 31 99
Risk‐Adjusting the Returns to Venture Capital 0 0 6 41 1 12 54 209
Short sales, institutional investors and the cross-section of stock returns 0 2 13 672 4 12 50 1,642
Shrinking the cross-section 5 13 43 330 15 58 213 1,025
Sizing Up Repo 0 0 3 113 2 5 41 455
Socioeconomic Status and Macroeconomic Expectations 0 0 0 40 0 2 21 195
The Effect of Dividends on Consumption 0 0 1 82 2 2 22 579
The Liquidity Premium of Near-Money Assets 0 0 4 191 2 8 36 681
The conditional CAPM does not explain asset-pricing anomalies 0 3 6 597 0 5 38 1,644
The making of hawks and doves 0 1 13 91 3 14 62 343
Treasury inconvenience yields during the COVID-19 crisis 1 1 2 22 4 7 48 118
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 0 1 3 3 5 18 31
Total Journal Articles 17 64 248 4,610 106 338 1,563 15,761
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 14 271 1 31 144 1,075
Total Chapters 1 4 14 271 1 31 144 1,075

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Statistics updated 2026-08-07