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 3 3 17 785
Asset Pricing with Fading Memory 0 0 0 21 1 1 23 80
Asset Pricing with Fading Memory 0 1 1 10 0 1 20 71
Asset Pricing with Fading Memory 0 0 0 40 0 0 14 160
Bank Risk Dynamics and Distance to Default 0 0 0 28 0 1 19 120
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 48 0 2 14 191
Carry Trades and Currency Crashes 0 0 1 8 2 3 15 29
Carry Trades and Currency Crashes 2 2 3 645 5 8 45 2,352
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 1 4 8 166 5 15 92 1,106
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 1 3 27 53
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 10 0 1 9 39
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 6 0 1 14 47
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 0 2 14 29
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 0 1 21 550
Do survey expectations of stock returns reflect risk-adjustments? 0 0 0 1 1 3 15 46
Dynamics of Subjective Risk Premia 0 0 1 19 0 0 25 56
Dynamics of Subjective Risk Premia 0 0 0 2 0 1 12 18
Dynamics of Subjective Risk Premia 0 0 0 20 0 3 17 51
ECB Policies Involving Government Bond Purchases: Impact and Channels 1 1 5 103 2 3 41 350
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 1 1 10 118
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 16 0 0 14 162
Empirical Cross-Sectional Asset Pricing 0 0 0 59 1 1 37 216
Empirical Cross-Sectional Asset Pricing 0 0 1 95 0 7 27 304
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 0 2 15 162
Evaporating Liquidity 0 2 4 39 5 13 35 204
Evaporating Liquidity 0 0 0 34 7 13 42 229
Expectations Data in Asset Pricing 0 0 1 21 1 3 18 56
Expectations Data in Asset Pricing 0 0 0 19 0 0 17 76
Experiences, Expectations, and Asset Prices 0 0 4 4 2 3 25 25
Inexperienced Investors and Bubbles 0 0 0 118 0 1 7 585
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 1 3 15 34
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 1 3 9 13
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 4 1 3 19 28
Interest Rate Risk in Banking 0 0 3 4 0 1 22 27
Interest Rate Risk in Banking 0 0 2 20 0 0 20 39
Interest Rate Risk in Banking 0 1 3 10 1 3 15 29
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 1 3 16 70
Judging Banks’ Risk by the Profits They Report 0 0 1 12 0 2 12 25
Leaning Against Inflation Experiences 0 23 23 23 4 13 13 13
Market Efficiency in the Age of Big Data 0 1 1 22 1 3 22 73
Market Efficiency in the Age of Big Data 0 0 0 43 0 2 8 82
Market Efficiency in the Age of Big Data 0 0 0 50 0 0 10 146
Market efficiency in the age of big data 0 1 2 17 1 3 13 46
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 4 0 1 11 18
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 11 1 5 37 51
Risk-Adjusting the Returns to Venture Capital 0 0 0 32 0 2 19 164
Risk-Adjusting the Returns to Venture Capital 0 0 1 35 0 0 21 162
Seemingly Anchored Inflation Expectations 0 6 12 12 2 7 11 11
Seemingly Anchored Inflation Expectations 0 15 15 15 2 14 14 14
Seemingly Anchored Inflation Expectations 0 1 1 1 0 2 5 5
Seemingly Virtuous Complexity in Return Prediction 0 0 0 11 1 5 23 32
Shrinking the Cross Section 1 2 2 29 2 4 42 220
Shrinking the Cross Section 0 1 2 50 1 7 31 274
Sizing Up Repo 0 0 1 155 2 2 19 463
Sizing Up Repo 1 1 1 58 2 7 31 227
Socioeconomic Status and Macroeconomic Expectations 0 1 3 19 1 4 24 125
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 1 1 21 74
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 0 0 24 608
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 0 1 33 1,110
The Effect of Dividends on Consumption 0 0 0 89 2 3 21 474
The Liquidity Premium of Near-Money Assets 0 0 1 100 1 3 22 335
The Making of Hawks and Doves 1 1 1 26 1 2 28 68
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 0 39 2 4 25 89
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 50 1 4 26 93
The Statistical Limit of Arbitrage 0 1 1 7 1 2 24 42
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 22 4 6 41 184
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 1 8 0 2 23 49
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 0 1 9 1 4 25 46
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 0 1 32 0 3 24 124
Total Working Papers 7 65 113 3,647 76 230 1,535 14,085

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 1 1 659 9 15 83 1,881
Asset Pricing with Fading Memory 1 1 7 27 2 6 38 104
Banks’ Risk Dynamics and Distance to Default 0 0 0 10 1 1 32 63
Capturing the Value Premium in the United Kingdom 0 0 1 1 0 1 10 13
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 0 2 29 423 13 37 190 1,689
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 0 115 0 2 13 329
Do survey expectations of stock returns reflect risk adjustments? 0 0 0 12 0 2 23 76
Dynamics of subjective risk premia 0 0 1 9 2 5 33 67
ECB Policies Involving Government Bond Purchases: Impact and Channels* 2 2 2 3 4 5 18 35
Empirical Cross-Sectional Asset Pricing 0 0 1 112 0 3 25 465
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 1 12 243
Evaporating Liquidity 1 2 9 89 19 51 96 471
Experiences, expectations, and asset prices 0 0 1 1 1 3 14 14
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 0 0 7 7
Inexperienced investors and bubbles 0 2 10 247 1 6 50 1,006
Interpreting Factor Models 0 3 12 130 0 8 43 400
Learning from Inflation Experiences 5 10 58 476 8 25 168 1,492
Long-Run Inflation Uncertainty 0 0 0 12 0 0 8 56
Market efficiency in the age of big data 1 1 1 17 4 9 35 110
Optimal Factor Timing in a High-Dimensional Setting 1 5 19 21 3 11 46 51
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 0 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 2 2 7 46 3 4 30 103
Risk‐Adjusting the Returns to Venture Capital 0 0 5 41 6 10 58 218
Short sales, institutional investors and the cross-section of stock returns 0 0 13 672 3 9 50 1,647
Shrinking the cross-section 8 15 43 340 31 62 234 1,072
Sizing Up Repo 1 1 4 114 4 6 45 459
Socioeconomic Status and Macroeconomic Expectations 1 2 2 42 1 6 23 201
The Effect of Dividends on Consumption 0 0 1 82 0 3 23 580
The Liquidity Premium of Near-Money Assets 0 0 2 191 3 7 32 686
The conditional CAPM does not explain asset-pricing anomalies 0 0 6 597 1 2 39 1,646
The making of hawks and doves 1 2 12 93 6 13 67 353
Treasury inconvenience yields during the COVID-19 crisis 0 1 2 22 6 12 50 126
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 0 1 3 0 6 20 34
Total Journal Articles 25 52 250 4,645 131 334 1,653 15,989
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 18 275 6 18 156 1,092
Total Chapters 2 5 18 275 6 18 156 1,092

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Statistics updated 2026-10-11