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 14 782
Asset Pricing with Fading Memory 1 1 1 10 1 1 20 71
Asset Pricing with Fading Memory 0 0 0 40 0 0 17 160
Asset Pricing with Fading Memory 0 0 0 21 0 1 22 79
Bank Risk Dynamics and Distance to Default 0 0 0 8 0 0 4 62
Bank Risk Dynamics and Distance to Default 0 0 0 28 1 2 22 120
Bank risk dynamics and distance to default 0 0 0 48 2 2 14 191
Carry Trades and Currency Crashes 0 1 2 643 1 8 44 2,347
Carry Trades and Currency Crashes 0 0 2 8 1 3 15 27
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 2 4 7 165 6 19 87 1,101
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 3 2 4 26 52
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 10 1 1 9 39
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 6 1 2 14 47
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 1 2 14 29
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 1 3 21 550
Do survey expectations of stock returns reflect risk-adjustments? 0 0 0 1 2 2 14 45
Dynamics of Subjective Risk Premia 0 0 0 2 0 2 12 18
Dynamics of Subjective Risk Premia 0 0 0 20 3 3 17 51
Dynamics of Subjective Risk Premia 0 0 1 19 0 9 25 56
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 1 4 102 0 4 39 348
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 0 0 9 117
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 4 7 27 304
Empirical Cross-Sectional Asset Pricing 0 0 0 59 0 1 36 215
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 2 2 15 162
Evaporating Liquidity 1 3 4 39 4 13 30 199
Evaporating Liquidity 0 0 0 34 4 10 35 222
Expectations Data in Asset Pricing 0 0 0 19 0 0 17 76
Expectations Data in Asset Pricing 0 0 1 21 1 2 17 55
Experiences, Expectations, and Asset Prices 0 0 4 4 0 4 23 23
Inexperienced Investors and Bubbles 0 0 0 118 1 1 7 585
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 4 1 3 18 27
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 2 2 15 33
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 1 2 8 12
Interest Rate Risk in Banking 0 1 3 4 0 4 23 27
Interest Rate Risk in Banking 1 2 3 10 1 4 15 28
Interest Rate Risk in Banking 0 0 2 20 0 0 20 39
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 1 3 15 69
Judging Banks’ Risk by the Profits They Report 0 0 1 12 1 2 12 25
Leaning Against Inflation Experiences 16 23 23 23 3 9 9 9
Market Efficiency in the Age of Big Data 0 1 1 22 1 4 21 72
Market Efficiency in the Age of Big Data 0 0 0 43 1 2 8 82
Market Efficiency in the Age of Big Data 0 0 0 50 0 0 12 146
Market efficiency in the age of big data 1 1 2 17 1 2 12 45
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 4 1 1 11 18
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 11 2 5 36 50
Risk-Adjusting the Returns to Venture Capital 0 0 0 32 1 6 19 164
Risk-Adjusting the Returns to Venture Capital 0 0 1 35 0 0 22 162
Seemingly Anchored Inflation Expectations 1 12 12 12 3 9 9 9
Seemingly Anchored Inflation Expectations 12 15 15 15 7 12 12 12
Seemingly Anchored Inflation Expectations 0 1 1 1 0 5 5 5
Seemingly Virtuous Complexity in Return Prediction 0 0 11 11 2 8 28 31
Shrinking the Cross Section 0 1 3 50 2 6 32 273
Shrinking the Cross Section 1 1 1 28 2 3 40 218
Sizing Up Repo 0 0 1 155 0 0 17 461
Sizing Up Repo 0 0 0 57 5 6 29 225
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 0 1 20 73
Socioeconomic Status and Macroeconomic Expectations 1 1 3 19 2 3 23 124
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 0 4 25 608
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 1 3 34 1,110
The Effect of Dividends on Consumption 0 0 0 89 1 2 20 472
The Liquidity Premium of Near-Money Assets 0 0 1 100 1 3 21 334
The Making of Hawks and Doves 0 0 0 25 1 3 27 67
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 50 1 4 25 92
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 0 39 2 2 23 87
The Statistical Limit of Arbitrage 1 1 2 7 1 5 24 41
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 1 3 37 180
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 1 8 0 3 23 49
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 0 1 9 1 3 24 45
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 0 1 32 3 3 24 124
Total Working Papers 38 70 121 3,640 92 250 1,489 14,009

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 2 7 83 1,872
Asset Pricing with Fading Memory 0 0 6 26 2 5 38 102
Banks’ Risk Dynamics and Distance to Default 0 0 0 10 0 0 32 62
Capturing the Value Premium in the United Kingdom 0 1 1 1 0 2 10 13
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 0 4 29 423 15 32 185 1,676
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 0 115 1 2 14 329
Do survey expectations of stock returns reflect risk adjustments? 0 0 0 12 1 2 23 76
Dynamics of subjective risk premia 0 0 1 9 2 4 31 65
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 1 1 15 31
Empirical Cross-Sectional Asset Pricing 0 0 1 112 2 3 26 465
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 1 12 243
Evaporating Liquidity 1 4 8 88 10 42 77 452
Experiences, expectations, and asset prices 0 1 1 1 0 4 13 13
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 0 0 7 7
Inexperienced investors and bubbles 1 4 10 247 3 12 50 1,005
Interpreting Factor Models 0 4 14 130 1 12 45 400
Learning from Inflation Experiences 2 9 54 471 11 28 172 1,484
Long-Run Inflation Uncertainty 0 0 0 12 0 0 8 56
Market efficiency in the age of big data 0 0 1 16 2 8 35 106
Optimal Factor Timing in a High-Dimensional Setting 2 6 19 20 3 11 45 48
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 11 38
Report of the Editor of The Journal of Finance for the Year 2021 0 0 0 10 1 1 6 38
Report of the Editor of the Journal of Finance for the Year 2016 0 0 0 8 0 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 1 2 30 100
Risk‐Adjusting the Returns to Venture Capital 0 0 6 41 3 9 56 212
Short sales, institutional investors and the cross-section of stock returns 0 0 13 672 2 8 51 1,644
Shrinking the cross-section 2 14 39 332 16 57 215 1,041
Sizing Up Repo 0 0 3 113 0 4 41 455
Socioeconomic Status and Macroeconomic Expectations 1 1 1 41 5 6 25 200
The Effect of Dividends on Consumption 0 0 1 82 1 3 23 580
The Liquidity Premium of Near-Money Assets 0 0 3 191 2 7 32 683
The conditional CAPM does not explain asset-pricing anomalies 0 2 6 597 1 4 38 1,645
The making of hawks and doves 1 2 13 92 4 12 64 347
Treasury inconvenience yields during the COVID-19 crisis 0 1 2 22 2 8 47 120
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 0 1 3 3 6 20 34
Total Journal Articles 10 54 240 4,620 97 305 1,601 15,858
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 4 16 273 11 25 152 1,086
Total Chapters 2 4 16 273 11 25 152 1,086

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Statistics updated 2026-09-10