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 5 768
Asset Pricing with Fading Memory 0 0 0 21 0 0 0 56
Asset Pricing with Fading Memory 0 0 0 9 0 0 4 50
Asset Pricing with Fading Memory 0 0 1 40 0 0 3 142
Bank Risk Dynamics and Distance to Default 0 0 0 28 0 0 0 98
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 48 0 0 4 174
Carry Trades and Currency Crashes 0 0 4 6 0 1 5 12
Carry Trades and Currency Crashes 0 1 4 640 0 7 25 2,302
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 0 0 6 158 2 5 59 1,013
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 3 0 1 2 26
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 10 0 0 3 30
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 0 0 1 14
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 0 1 3 529
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 18 0 0 3 30
Dynamics of Subjective Risk Premia 0 0 0 2 0 0 0 5
Dynamics of Subjective Risk Premia 0 0 0 20 1 1 3 34
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 26 0 0 2 108
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 3 98 1 3 13 309
ECB Policies Involving Government Bond Purchases: Impacts and Channels 1 1 1 16 1 1 4 148
Empirical Cross-Sectional Asset Pricing 0 0 0 59 1 1 4 179
Empirical Cross-Sectional Asset Pricing 0 0 0 94 1 1 3 277
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 0 0 1 147
Evaporating Liquidity 0 0 1 34 0 1 4 186
Evaporating Liquidity 0 0 1 35 0 2 9 168
Expectations Data in Asset Pricing 0 1 2 19 0 3 11 59
Expectations Data in Asset Pricing 0 0 0 20 0 1 5 38
Inexperienced Investors and Bubbles 0 0 0 118 1 2 5 578
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 1 1 2 4
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 10 0 1 1 18
Interest Rate Risk in Banking 1 1 18 18 2 3 19 19
Interest Rate Risk in Banking 0 0 7 7 0 0 12 12
Interest Rate Risk in Banking 0 0 1 1 0 0 3 3
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 0 0 1 53
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 43 0 1 2 73
Market Efficiency in the Age of Big Data 0 0 0 21 0 1 1 51
Market Efficiency in the Age of Big Data 0 0 0 50 0 2 7 134
Market efficiency in the age of big data 0 0 1 15 0 1 4 32
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 2 1 2 7 7
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 0 9 9 1 4 14 14
Risk-Adjusting the Returns to Venture Capital 0 1 2 32 0 1 5 143
Risk-Adjusting the Returns to Venture Capital 0 0 0 34 0 1 2 140
Shrinking the Cross Section 0 0 4 47 1 4 29 239
Shrinking the Cross Section 0 1 2 27 0 2 10 178
Sizing Up Repo 0 0 2 57 0 0 2 196
Sizing Up Repo 0 0 0 154 0 2 7 444
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 0 0 2 52
Socioeconomic Status and Macroeconomic Expectations 0 0 0 16 1 1 8 100
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 0 1 5 580
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 1 2 2 1,075
The Effect of Dividends on Consumption 0 0 0 89 0 0 3 452
The Liquidity Premium of Near-Money Assets 0 0 1 99 1 1 8 310
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 1 1 4 63
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 49 0 0 2 67
The Statistical Limit of Arbitrage 0 1 5 5 1 4 17 17
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 2 22 0 0 6 143
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 1 1 4 26
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 0 2 8 0 1 6 20
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 1 1 1 31 2 2 4 99
Total Working Papers 3 8 88 3,518 23 74 397 12,483

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 1 6 12 658 2 9 30 1,789
Asset Pricing with Fading Memory 1 1 3 18 1 6 16 60
Banks’ Risk Dynamics and Distance to Default 0 0 2 10 0 3 15 30
Capturing the Value Premium in the United Kingdom 0 0 0 0 0 0 3 3
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 2 5 28 392 3 15 80 1,486
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 1 115 0 0 7 315
Do survey expectations of stock returns reflect risk adjustments? 0 0 1 11 2 4 9 51
Dynamics of subjective risk premia 0 0 4 8 0 1 17 34
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 0 0 4 16
Empirical Cross-Sectional Asset Pricing 0 1 3 111 0 1 15 437
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 1 1 231
Evaporating Liquidity 0 1 5 79 1 4 17 373
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 4 237 1 2 25 954
Interpreting Factor Models 1 2 8 116 3 4 23 355
Learning from Inflation Experiences 4 13 37 414 9 37 128 1,303
Long-Run Inflation Uncertainty 0 0 0 12 0 0 0 48
Market efficiency in the age of big data 0 0 2 15 0 3 16 71
Optimal Factor Timing in a High-Dimensional Setting 0 0 0 0 2 2 2 2
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 0 0 26
Report of the Editor of The Journal of Finance for the Year 2021 0 0 1 10 1 1 3 32
Report of the Editor of the Journal of Finance for the Year 2016 0 0 1 8 0 0 1 46
Report of the Editor of the Journal of Finance for the Year 2017 0 0 0 3 0 0 21 72
Review Article: Perspectives on the Future of Asset Pricing 0 2 14 37 3 6 28 68
Risk‐Adjusting the Returns to Venture Capital 0 0 3 35 1 2 8 155
Short sales, institutional investors and the cross-section of stock returns 2 4 13 659 6 9 32 1,592
Shrinking the cross-section 5 12 28 287 8 27 90 812
Sizing Up Repo 0 0 2 110 0 0 11 414
Socioeconomic Status and Macroeconomic Expectations 1 2 9 40 4 11 27 174
The Effect of Dividends on Consumption 0 1 2 81 1 5 12 557
The Liquidity Premium of Near-Money Assets 0 0 2 187 4 6 25 645
The conditional CAPM does not explain asset-pricing anomalies 0 0 7 591 0 4 28 1,606
The making of hawks and doves 0 1 14 78 1 6 51 281
Treasury inconvenience yields during the COVID-19 crisis 0 0 1 20 0 1 13 70
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 0 1 2 0 1 5 13
Total Journal Articles 17 51 208 4,362 53 171 763 14,198
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 2 10 257 2 8 76 931
Total Chapters 0 2 10 257 2 8 76 931

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Statistics updated 2025-08-05