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 4 7 15 780
Asset Pricing with Fading Memory 0 0 0 40 4 7 18 160
Asset Pricing with Fading Memory 0 0 0 21 6 9 21 77
Asset Pricing with Fading Memory 0 0 0 9 4 8 18 68
Bank Risk Dynamics and Distance to Default 0 0 0 8 2 2 3 61
Bank Risk Dynamics and Distance to Default 0 0 0 28 3 7 15 113
Bank risk dynamics and distance to default 0 0 0 48 3 4 15 189
Carry Trades and Currency Crashes 0 0 3 642 10 18 41 2,336
Carry Trades and Currency Crashes 0 0 1 7 1 1 10 21
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 1 3 3 161 18 35 73 1,081
Do Survey Expectations of Stock Returns Reflect Risk Adjustments? 0 0 0 11 2 2 11 66
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 3 0 0 23 48
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 6 1 2 12 45
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 10 1 2 8 38
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 0 1 13 27
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 4 10 19 547
Do survey expectations of stock returns reflect risk-adjustments? 0 0 0 1 2 3 11 42
Dynamics of Subjective Risk Premia 0 0 0 20 1 5 14 47
Dynamics of Subjective Risk Premia 0 0 1 19 4 5 14 44
Dynamics of Subjective Risk Premia 0 0 0 2 2 3 10 15
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 4 4 8 116
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 2 100 5 13 34 340
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 1 16 1 1 14 161
Empirical Cross-Sectional Asset Pricing 0 0 0 59 5 13 33 211
Empirical Cross-Sectional Asset Pricing 0 0 1 95 2 6 20 296
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 2 5 13 160
Evaporating Liquidity 0 0 0 34 2 10 25 210
Evaporating Liquidity 0 0 0 35 3 4 18 184
Expectations Data in Asset Pricing 0 0 1 21 5 9 16 53
Expectations Data in Asset Pricing 0 0 1 19 4 8 17 73
Experiences, Expectations, and Asset Prices 0 3 4 4 7 11 17 17
Inexperienced Investors and Bubbles 0 0 0 118 0 1 8 584
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 4 1 2 15 24
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 1 2 7 10
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 0 3 12 29
Interest Rate Risk in Banking 0 0 2 3 5 6 19 22
Interest Rate Risk in Banking 0 0 1 8 2 4 12 24
Interest Rate Risk in Banking 1 1 3 20 5 6 22 38
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 2 4 12 65
Judging Banks’ Risk by the Profits They Report 0 0 1 12 1 3 8 21
Market Efficiency in the Age of Big Data 0 0 0 21 4 8 15 65
Market Efficiency in the Age of Big Data 0 0 0 50 2 3 13 145
Market Efficiency in the Age of Big Data 0 0 0 43 1 1 8 80
Market efficiency in the age of big data 0 0 0 15 2 3 10 41
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 1 2 2 4 2 3 12 17
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 2 2 11 9 13 35 45
Risk-Adjusting the Returns to Venture Capital 0 0 1 32 1 4 16 158
Risk-Adjusting the Returns to Venture Capital 1 1 1 35 6 9 21 160
Seemingly Virtuous Complexity in Return Prediction 0 0 11 11 3 4 23 23
Shrinking the Cross Section 1 1 2 49 4 5 29 264
Shrinking the Cross Section 0 0 1 27 7 13 32 208
Sizing Up Repo 1 1 1 155 5 7 19 461
Sizing Up Repo 0 0 0 57 4 8 22 218
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 1 6 20 72
Socioeconomic Status and Macroeconomic Expectations 0 1 2 18 3 6 20 119
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 6 11 24 603
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 7 9 33 1,106
The Effect of Dividends on Consumption 0 0 0 89 3 10 18 470
The Liquidity Premium of Near-Money Assets 0 1 1 100 2 6 22 331
The Making of Hawks and Doves 0 0 0 25 5 7 23 63
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 0 39 1 5 23 85
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 50 5 11 16 83
The Statistical Limit of Arbitrage 0 0 2 6 3 8 23 36
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 4 6 17 42
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 5 9 33 176
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 0 1 9 4 11 23 42
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 1 1 2 32 7 13 22 119
Total Working Papers 7 17 55 3,565 235 445 1,266 13,675

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 5 22 79 1,859
Asset Pricing with Fading Memory 1 4 9 26 8 18 39 93
Banks’ Risk Dynamics and Distance to Default 0 0 0 10 2 14 31 58
Capturing the Value Premium in the United Kingdom 0 0 0 0 3 3 8 11
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 3 9 29 416 17 55 149 1,620
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 0 115 0 0 10 325
Do survey expectations of stock returns reflect risk adjustments? 0 0 1 12 3 5 25 72
Dynamics of subjective risk premia 0 0 1 9 5 13 27 60
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 3 7 12 28
Empirical Cross-Sectional Asset Pricing 0 0 2 112 0 7 24 460
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 2 4 12 242
Evaporating Liquidity 0 1 4 82 6 12 33 402
Experiences, expectations, and asset prices 0 0 0 0 4 7 7 7
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 1 3 6 6
Inexperienced investors and bubbles 2 3 5 242 8 16 38 990
Interpreting Factor Models 1 4 11 125 2 13 36 387
Learning from Inflation Experiences 4 14 56 457 18 52 178 1,444
Long-Run Inflation Uncertainty 0 0 0 12 1 3 8 56
Market efficiency in the age of big data 0 0 1 16 4 7 28 96
Optimal Factor Timing in a High-Dimensional Setting 5 7 10 10 14 18 28 28
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 2 3 8 39
Report of the Editor of The Journal of Finance for the Year 2020 0 0 0 8 1 7 12 38
Report of the Editor of The Journal of Finance for the Year 2021 0 0 0 10 1 2 6 37
Report of the Editor of the Journal of Finance for the Year 2016 0 0 0 8 1 3 6 52
Report of the Editor of the Journal of Finance for the Year 2017 0 0 0 3 0 1 3 75
Review Article: Perspectives on the Future of Asset Pricing 0 1 8 43 2 7 36 98
Risk‐Adjusting the Returns to Venture Capital 1 2 6 41 6 15 44 197
Short sales, institutional investors and the cross-section of stock returns 1 2 15 670 4 17 47 1,630
Shrinking the cross-section 2 10 42 317 23 63 182 967
Sizing Up Repo 0 1 3 113 3 10 36 450
Socioeconomic Status and Macroeconomic Expectations 0 0 2 40 5 9 30 193
The Effect of Dividends on Consumption 0 0 2 82 2 6 25 577
The Liquidity Premium of Near-Money Assets 0 0 4 191 1 6 34 673
The conditional CAPM does not explain asset-pricing anomalies 0 1 3 594 6 11 37 1,639
The making of hawks and doves 0 4 13 90 5 19 54 329
Treasury inconvenience yields during the COVID-19 crisis 0 0 1 21 4 16 42 111
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 1 1 3 5 9 14 26
Total Journal Articles 20 64 235 4,546 177 483 1,396 15,423
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 2 5 12 267 27 59 121 1,044
Total Chapters 2 5 12 267 27 59 121 1,044

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Statistics updated 2026-05-06