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 1 3 6 771
Asset Pricing with Fading Memory 0 0 0 21 0 8 9 65
Asset Pricing with Fading Memory 0 0 0 9 1 4 6 55
Asset Pricing with Fading Memory 0 0 1 40 2 6 11 152
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 0 1 4 102
Bank risk dynamics and distance to default 0 0 0 48 1 4 9 181
Carry Trades and Currency Crashes 0 0 3 7 4 5 10 19
Carry Trades and Currency Crashes 0 0 3 642 2 6 25 2,313
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 0 0 0 158 9 22 41 1,036
Do Survey Expectations of Stock Returns Reflect Risk Adjustments? 0 0 0 11 1 3 6 58
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 3 4 9 11 35
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 1 3 5 18
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 10 0 5 6 35
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 6 1 5 6 38
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 0 4 6 533
Do survey expectations of stock returns reflect risk-adjustments? 0 0 1 1 0 4 7 35
Dynamics of Subjective Risk Premia 0 0 0 2 1 4 5 10
Dynamics of Subjective Risk Premia 0 1 1 19 0 5 7 36
Dynamics of Subjective Risk Premia 0 0 0 20 1 5 8 39
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 0 1 1 109
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 1 1 99 6 10 14 319
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 1 16 3 6 8 154
Empirical Cross-Sectional Asset Pricing 0 0 0 59 3 4 7 183
Empirical Cross-Sectional Asset Pricing 0 1 1 95 4 6 8 283
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 3 5 5 152
Evaporating Liquidity 0 0 0 34 5 8 11 195
Evaporating Liquidity 0 0 1 35 4 6 13 175
Expectations Data in Asset Pricing 0 0 1 19 2 2 9 61
Expectations Data in Asset Pricing 0 1 1 21 1 3 8 41
Inexperienced Investors and Bubbles 0 0 0 118 1 2 5 580
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 1 1 3 5
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 1 4 6 23
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 4 5 7 7 16
Interest Rate Risk in Banking 0 1 8 8 2 4 17 18
Interest Rate Risk in Banking 1 1 2 2 3 7 12 12
Interest Rate Risk in Banking 1 1 4 19 4 8 17 27
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 2 2 3 56
Judging Banks’ Risk by the Profits They Report 0 1 1 12 1 3 3 16
Market Efficiency in the Age of Big Data 0 0 0 21 0 3 4 54
Market Efficiency in the Age of Big Data 0 0 0 50 1 3 10 139
Market Efficiency in the Age of Big Data 0 0 0 43 2 2 4 76
Market efficiency in the age of big data 0 0 0 15 0 2 5 35
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 0 2 1 2 7 9
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 0 1 9 2 4 11 18
Risk-Adjusting the Returns to Venture Capital 0 0 1 32 3 5 10 150
Risk-Adjusting the Returns to Venture Capital 0 0 0 34 3 8 10 149
Seemingly Virtuous Complexity in Return Prediction 0 0 11 11 2 5 14 14
Shrinking the Cross Section 0 0 3 48 5 12 25 255
Shrinking the Cross Section 0 0 2 27 4 9 16 187
Sizing Up Repo 0 0 0 154 1 3 6 447
Sizing Up Repo 0 0 0 57 3 5 5 201
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 0 2 4 55
Socioeconomic Status and Macroeconomic Expectations 1 1 1 17 6 8 14 109
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 1 4 10 588
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 4 15 19 1,092
The Effect of Dividends on Consumption 0 0 0 89 1 3 6 456
The Liquidity Premium of Near-Money Assets 0 0 0 99 4 6 13 319
The Making of Hawks and Doves 0 0 1 25 2 5 7 45
The Making of Hawks and Doves: Inflation Experiences on the FOMC 1 1 2 50 3 4 6 71
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 39 3 4 8 68
The Statistical Limit of Arbitrage 0 0 3 6 3 6 14 24
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 3 11 13 154
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 5 8 12 34
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 1 1 1 9 5 6 8 27
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 0 1 31 1 1 4 101
Total Working Papers 5 11 58 3,545 148 341 611 12,891

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 9 658 4 16 45 1,814
Asset Pricing with Fading Memory 0 2 5 22 5 8 25 74
Banks’ Risk Dynamics and Distance to Default 0 0 1 10 3 4 16 35
Capturing the Value Premium in the United Kingdom 0 0 0 0 1 2 3 5
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 4 12 29 406 15 59 112 1,558
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 0 115 4 7 12 323
Do survey expectations of stock returns reflect risk adjustments? 0 0 2 12 3 7 16 60
Dynamics of subjective risk premia 1 1 2 9 5 7 16 41
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 0 1 2 18
Empirical Cross-Sectional Asset Pricing 0 0 1 111 0 3 11 443
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 2 4 5 235
Evaporating Liquidity 0 0 4 80 6 10 24 385
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 1 3 3 3
Inexperienced investors and bubbles 0 1 4 238 7 14 32 970
Interpreting Factor Models 1 2 7 120 6 8 20 365
Learning from Inflation Experiences 8 20 51 438 15 49 151 1,373
Long-Run Inflation Uncertainty 0 0 0 12 0 1 1 49
Market efficiency in the age of big data 0 0 2 16 5 9 21 84
Optimal Factor Timing in a High-Dimensional Setting 0 1 3 3 0 2 7 7
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 1 3 3 34
Report of the Editor of The Journal of Finance for the Year 2020 0 0 0 8 2 3 4 30
Report of the Editor of The Journal of Finance for the Year 2021 0 0 0 10 1 2 4 34
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 1 17 73
Review Article: Perspectives on the Future of Asset Pricing 1 1 15 40 4 11 39 84
Risk‐Adjusting the Returns to Venture Capital 0 3 6 39 8 14 26 174
Short sales, institutional investors and the cross-section of stock returns 3 6 15 665 4 11 38 1,608
Shrinking the cross-section 1 8 36 305 18 48 119 886
Sizing Up Repo 0 2 3 112 2 9 14 423
Socioeconomic Status and Macroeconomic Expectations 0 0 5 40 2 4 24 182
The Effect of Dividends on Consumption 0 1 2 82 1 7 15 564
The Liquidity Premium of Near-Money Assets 0 2 4 191 1 5 24 659
The conditional CAPM does not explain asset-pricing anomalies 0 1 2 592 5 11 24 1,618
The making of hawks and doves 0 5 15 86 7 16 44 302
Treasury inconvenience yields during the COVID-19 crisis 0 1 1 21 7 13 27 89
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 0 1 2 1 2 5 16
Total Journal Articles 19 69 225 4,464 146 374 949 14,710
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 3 7 260 10 31 69 967
Total Chapters 1 3 7 260 10 31 69 967

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Statistics updated 2026-01-09