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 0 9 1 1 5 51
Asset Pricing with Fading Memory 0 0 0 21 1 1 1 57
Asset Pricing with Fading Memory 0 0 1 40 1 1 4 143
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 3 3 7 177
Carry Trades and Currency Crashes 0 0 3 6 0 1 4 12
Carry Trades and Currency Crashes 1 2 4 641 1 3 22 2,303
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 0 0 4 158 1 5 55 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 4 1 1 2 15
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 Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 0 1 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 20 0 1 3 34
Dynamics of Subjective Risk Premia 0 0 0 2 1 1 1 6
Dynamics of Subjective Risk Premia 0 0 0 18 1 1 4 31
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 3 98 0 2 12 309
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 26 0 0 2 108
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 4 179
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 0 0 1 147
Evaporating Liquidity 0 0 1 34 1 2 5 187
Evaporating Liquidity 0 0 1 35 1 2 9 169
Expectations Data in Asset Pricing 0 0 0 20 0 0 5 38
Expectations Data in Asset Pricing 0 0 2 19 0 2 10 59
Inexperienced Investors and Bubbles 0 0 0 118 0 2 5 578
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 0 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 0 1 18
Interest Rate Risk in Banking 0 1 18 18 0 3 19 19
Interest Rate Risk in Banking 0 0 1 1 1 1 4 4
Interest Rate Risk in Banking 0 0 7 7 1 1 13 13
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 1 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 43 1 1 3 74
Market Efficiency in the Age of Big Data 0 0 0 50 0 1 7 134
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 1 15 1 1 5 33
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 2 0 2 7 7
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 0 9 9 0 2 14 14
Risk-Adjusting the Returns to Venture Capital 0 0 2 32 2 2 7 145
Risk-Adjusting the Returns to Venture Capital 0 0 0 34 0 1 2 140
Seemingly Virtuous Complexity in Return Prediction 0 0 0 0 3 3 3 3
Shrinking the Cross Section 0 0 4 47 2 4 27 241
Shrinking the Cross Section 0 0 2 27 0 0 10 178
Sizing Up Repo 0 0 2 57 0 0 2 196
Sizing Up Repo 0 0 0 154 0 1 6 444
Socioeconomic Status and Macroeconomic Expectations 0 0 0 16 1 2 9 101
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 1 1 3 53
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 3 4 8 583
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 1 3 3 1,076
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 3 4 11 313
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 1 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 0 0 5 5 0 3 17 17
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 1 2 6 21
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 1 1 31 1 3 5 100
Total Working Papers 1 5 83 3,519 37 85 410 12,520

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 12 658 0 2 29 1,789
Asset Pricing with Fading Memory 2 3 5 20 4 8 19 64
Banks’ Risk Dynamics and Distance to Default 0 0 2 10 0 0 15 30
Capturing the Value Premium in the United Kingdom 0 0 0 0 0 0 1 3
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 2 6 26 394 5 15 79 1,491
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? 1 1 2 12 2 5 11 53
Dynamics of subjective risk premia 0 0 4 8 0 0 16 34
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 0 0 4 16
Empirical Cross-Sectional Asset Pricing 0 0 3 111 2 2 15 439
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 0 1 231
Evaporating Liquidity 1 1 5 80 2 5 17 375
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 4 237 1 3 25 955
Interpreting Factor Models 0 1 7 116 0 3 22 355
Learning from Inflation Experiences 3 11 35 417 9 32 125 1,312
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 1 15 71
Optimal Factor Timing in a High-Dimensional Setting 1 1 1 1 1 3 3 3
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 1 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 21 72
Review Article: Perspectives on the Future of Asset Pricing 0 2 14 37 2 8 30 70
Risk‐Adjusting the Returns to Venture Capital 0 0 3 35 1 2 9 156
Short sales, institutional investors and the cross-section of stock returns 0 4 13 659 1 9 33 1,593
Shrinking the cross-section 6 12 34 293 14 29 100 826
Sizing Up Repo 0 0 2 110 0 0 11 414
Socioeconomic Status and Macroeconomic Expectations 0 2 7 40 1 8 23 175
The Effect of Dividends on Consumption 0 0 2 81 0 2 12 557
The Liquidity Premium of Near-Money Assets 1 1 3 188 6 12 27 651
The conditional CAPM does not explain asset-pricing anomalies 0 0 6 591 1 2 28 1,607
The making of hawks and doves 1 1 14 79 2 4 46 283
Treasury inconvenience yields during the COVID-19 crisis 0 0 0 20 3 4 13 73
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 0 1 2 1 1 6 14
Total Journal Articles 18 47 209 4,380 59 162 767 14,257
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 9 257 3 8 70 934
Total Chapters 0 0 9 257 3 8 70 934

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Statistics updated 2025-09-05