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 1 4 768
Asset Pricing with Fading Memory 0 0 1 40 3 4 5 146
Asset Pricing with Fading Memory 0 0 0 9 0 1 5 51
Asset Pricing with Fading Memory 0 0 0 21 0 1 1 57
Bank Risk Dynamics and Distance to Default 0 0 0 8 0 0 1 58
Bank Risk Dynamics and Distance to Default 0 0 0 28 3 3 3 101
Bank risk dynamics and distance to default 0 0 0 48 0 3 6 177
Carry Trades and Currency Crashes 1 2 5 642 4 5 25 2,307
Carry Trades and Currency Crashes 1 1 3 7 2 2 5 14
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 0 0 2 158 0 3 40 1,014
Do Survey Expectations of Stock Returns Reflect Risk Adjustments? 0 0 0 11 0 0 3 55
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 10 0 0 3 30
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 0 1 2 15
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 6 0 0 1 33
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 3 0 0 2 26
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 0 0 2 529
Do survey expectations of stock returns reflect risk-adjustments? 0 0 1 1 0 0 4 31
Dynamics of Subjective Risk Premia 0 0 0 2 0 1 1 6
Dynamics of Subjective Risk Premia 0 0 0 20 0 1 3 34
Dynamics of Subjective Risk Premia 0 0 0 18 0 1 3 31
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 2 98 0 1 9 309
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 0 0 1 108
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 1 1 16 0 1 2 148
Empirical Cross-Sectional Asset Pricing 0 0 0 94 0 1 3 277
Empirical Cross-Sectional Asset Pricing 0 0 0 59 0 1 3 179
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 0 0 1 147
Evaporating Liquidity 0 0 1 35 0 1 8 169
Evaporating Liquidity 0 0 0 34 0 1 4 187
Expectations Data in Asset Pricing 0 0 0 20 0 0 5 38
Expectations Data in Asset Pricing 0 0 2 19 0 0 10 59
Inexperienced Investors and Bubbles 0 0 0 118 0 1 5 578
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 1 1 2 19
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 4 0 0 2 9
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 0 1 2 4
Interest Rate Risk in Banking 0 0 7 7 1 2 14 14
Interest Rate Risk in Banking 0 0 1 1 1 2 5 5
Interest Rate Risk in Banking 0 1 18 18 0 2 19 19
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 0 1 2 54
Judging Banks’ Risk by the Profits They Report 0 0 1 11 0 0 2 13
Market Efficiency in the Age of Big Data 0 0 0 21 0 0 1 51
Market Efficiency in the Age of Big Data 0 0 0 43 0 1 3 74
Market Efficiency in the Age of Big Data 0 0 0 50 2 2 9 136
Market efficiency in the age of big data 0 0 1 15 0 1 5 33
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 2 0 1 5 7
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 0 7 9 0 1 10 14
Risk-Adjusting the Returns to Venture Capital 0 0 2 32 0 2 7 145
Risk-Adjusting the Returns to Venture Capital 0 0 0 34 1 1 3 141
Seemingly Virtuous Complexity in Return Prediction 11 11 11 11 6 9 9 9
Shrinking the Cross Section 1 1 5 48 2 5 25 243
Shrinking the Cross Section 0 0 2 27 0 0 10 178
Sizing Up Repo 0 0 0 154 0 0 5 444
Sizing Up Repo 0 0 2 57 0 0 2 196
Socioeconomic Status and Macroeconomic Expectations 0 0 0 16 0 2 9 101
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 0 1 3 53
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 1 4 9 584
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 1 3 4 1,077
The Effect of Dividends on Consumption 0 0 0 89 1 1 4 453
The Liquidity Premium of Near-Money Assets 0 0 0 99 0 4 10 313
The Making of Hawks and Doves 0 0 1 25 0 0 4 40
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 39 0 2 5 64
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 49 0 0 2 67
The Statistical Limit of Arbitrage 1 1 6 6 1 2 18 18
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 0 1 4 26
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 1 22 0 0 5 143
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 0 1 8 0 1 6 21
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 1 1 31 0 3 5 100
Total Working Papers 15 19 89 3,534 30 90 400 12,550

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 1 11 658 9 11 37 1,798
Asset Pricing with Fading Memory 0 3 5 20 2 7 21 66
Banks’ Risk Dynamics and Distance to Default 0 0 1 10 1 1 15 31
Capturing the Value Premium in the United Kingdom 0 0 0 0 0 0 1 3
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 0 4 23 394 8 16 78 1,499
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 1 115 1 1 8 316
Do survey expectations of stock returns reflect risk adjustments? 0 1 2 12 0 4 11 53
Dynamics of subjective risk premia 0 0 3 8 0 0 15 34
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 1 1 3 17
Empirical Cross-Sectional Asset Pricing 0 0 2 111 1 3 14 440
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 0 1 231
Evaporating Liquidity 0 1 4 80 0 3 16 375
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 0 0 0 0
Inexperienced investors and bubbles 0 0 3 237 1 3 24 956
Interpreting Factor Models 2 3 9 118 2 5 22 357
Learning from Inflation Experiences 1 8 35 418 12 30 128 1,324
Long-Run Inflation Uncertainty 0 0 0 12 0 0 0 48
Market efficiency in the age of big data 1 1 3 16 4 4 18 75
Optimal Factor Timing in a High-Dimensional Setting 1 2 2 2 2 5 5 5
Report of the Editor of The Journal of Finance for the Year 2018 0 0 0 4 0 0 0 46
Report of the Editor of The Journal of Finance for the Year 2019 0 0 0 5 0 0 0 31
Report of the Editor of The Journal of Finance for the Year 2020 0 0 0 8 0 1 1 27
Report of the Editor of The Journal of Finance for the Year 2021 0 0 1 10 0 1 3 32
Report of the Editor of the Journal of Finance for the Year 2016 0 0 0 8 0 0 0 46
Report of the Editor of the Journal of Finance for the Year 2017 0 0 0 3 0 0 19 72
Review Article: Perspectives on the Future of Asset Pricing 2 2 14 39 3 8 30 73
Risk‐Adjusting the Returns to Venture Capital 1 1 3 36 4 6 12 160
Short sales, institutional investors and the cross-section of stock returns 0 2 11 659 4 11 34 1,597
Shrinking the cross-section 4 15 37 297 12 34 100 838
Sizing Up Repo 0 0 1 110 0 0 9 414
Socioeconomic Status and Macroeconomic Expectations 0 1 6 40 3 8 23 178
The Effect of Dividends on Consumption 0 0 2 81 0 1 12 557
The Liquidity Premium of Near-Money Assets 1 2 4 189 3 13 28 654
The conditional CAPM does not explain asset-pricing anomalies 0 0 4 591 0 1 24 1,607
The making of hawks and doves 2 3 15 81 3 6 45 286
Treasury inconvenience yields during the COVID-19 crisis 0 0 0 20 3 6 16 76
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 0 1 2 0 1 6 14
Total Journal Articles 15 50 203 4,395 79 191 779 14,336
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 0 0 7 257 2 7 63 936
Total Chapters 0 0 7 257 2 7 63 936

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Statistics updated 2025-10-06