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 2 2 6 770
Asset Pricing with Fading Memory 0 0 1 40 2 6 7 148
Asset Pricing with Fading Memory 0 0 0 21 3 4 4 60
Asset Pricing with Fading Memory 0 0 0 9 1 2 5 52
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 3 3 101
Bank risk dynamics and distance to default 0 0 0 48 1 4 7 178
Carry Trades and Currency Crashes 0 2 4 642 2 7 24 2,309
Carry Trades and Currency Crashes 0 1 3 7 0 2 5 14
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 0 0 1 158 3 4 28 1,017
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 10 1 1 4 31
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 3 2 2 4 28
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 6 3 3 4 36
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 0 1 2 15
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 0 0 2 529
Do survey expectations of stock returns reflect risk-adjustments? 0 0 1 1 0 0 3 31
Dynamics of Subjective Risk Premia 0 0 0 2 0 1 1 6
Dynamics of Subjective Risk Premia 0 0 0 20 3 3 6 37
Dynamics of Subjective Risk Premia 0 0 0 18 0 1 2 31
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 98 0 0 7 309
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 1 1 1 109
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 1 16 3 3 5 151
Empirical Cross-Sectional Asset Pricing 0 0 0 59 1 1 4 180
Empirical Cross-Sectional Asset Pricing 0 0 0 94 0 0 3 277
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 0 0 0 147
Evaporating Liquidity 0 0 1 35 2 3 10 171
Evaporating Liquidity 0 0 0 34 2 3 6 189
Expectations Data in Asset Pricing 0 0 2 19 0 0 10 59
Expectations Data in Asset Pricing 0 0 0 20 1 1 6 39
Inexperienced Investors and Bubbles 0 0 0 118 0 0 4 578
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 1 2 3 20
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 4 2 2 4 11
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 1 0 0 2 4
Interest Rate Risk in Banking 1 1 8 8 2 4 16 16
Interest Rate Risk in Banking 0 0 18 18 1 1 20 20
Interest Rate Risk in Banking 0 0 1 1 1 3 6 6
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 0 1 1 54
Judging Banks’ Risk by the Profits They Report 1 1 2 12 1 1 2 14
Market Efficiency in the Age of Big Data 0 0 0 43 0 1 2 74
Market Efficiency in the Age of Big Data 0 0 0 21 2 2 3 53
Market Efficiency in the Age of Big Data 0 0 0 50 0 2 9 136
Market efficiency in the age of big data 0 0 1 15 1 2 6 34
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 2 0 0 5 7
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 0 1 9 1 1 9 15
Risk-Adjusting the Returns to Venture Capital 0 0 0 34 0 1 2 141
Risk-Adjusting the Returns to Venture Capital 0 0 2 32 1 3 8 146
Seemingly Virtuous Complexity in Return Prediction 0 11 11 11 1 10 10 10
Shrinking the Cross Section 0 1 4 48 5 9 27 248
Shrinking the Cross Section 0 0 2 27 2 2 11 180
Sizing Up Repo 0 0 0 154 0 0 5 444
Sizing Up Repo 0 0 1 57 0 0 1 196
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 0 1 2 53
Socioeconomic Status and Macroeconomic Expectations 0 0 0 16 2 3 9 103
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 1 5 9 585
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 2 4 6 1,079
The Effect of Dividends on Consumption 0 0 0 89 1 2 5 454
The Liquidity Premium of Near-Money Assets 0 0 0 99 1 4 11 314
The Making of Hawks and Doves 0 0 1 25 0 0 3 40
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 49 0 0 2 67
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 39 1 2 5 65
The Statistical Limit of Arbitrage 0 1 4 6 3 4 14 21
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 0 0 4 26
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 1 22 4 4 9 147
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 0 1 8 0 1 6 21
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 0 1 31 0 1 4 100
Total Working Papers 2 18 78 3,536 69 136 418 12,619

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 10 658 7 16 42 1,805
Asset Pricing with Fading Memory 1 3 6 21 1 7 21 67
Banks’ Risk Dynamics and Distance to Default 0 0 1 10 1 2 16 32
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 4 22 396 15 28 82 1,514
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 1 115 1 2 8 317
Do survey expectations of stock returns reflect risk adjustments? 0 1 2 12 2 4 12 55
Dynamics of subjective risk premia 0 0 2 8 0 0 12 34
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 0 1 3 17
Empirical Cross-Sectional Asset Pricing 0 0 2 111 1 4 13 441
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 2 2 3 233
Evaporating Liquidity 0 1 4 80 2 4 18 377
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 1 1 1 1
Inexperienced investors and bubbles 0 0 3 237 1 3 22 957
Interpreting Factor Models 1 3 9 119 2 4 22 359
Learning from Inflation Experiences 5 9 39 423 18 39 134 1,342
Long-Run Inflation Uncertainty 0 0 0 12 0 0 0 48
Market efficiency in the age of big data 0 1 2 16 0 4 15 75
Optimal Factor Timing in a High-Dimensional Setting 0 2 2 2 0 3 5 5
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 1 1 27
Report of the Editor of The Journal of Finance for the Year 2021 0 0 1 10 0 0 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 1 1 20 73
Review Article: Perspectives on the Future of Asset Pricing 0 2 14 39 2 7 31 75
Risk‐Adjusting the Returns to Venture Capital 2 3 5 38 3 8 15 163
Short sales, institutional investors and the cross-section of stock returns 1 1 11 660 5 10 35 1,602
Shrinking the cross-section 4 14 37 301 16 42 104 854
Sizing Up Repo 2 2 3 112 5 5 14 419
Socioeconomic Status and Macroeconomic Expectations 0 0 6 40 2 6 25 180
The Effect of Dividends on Consumption 0 0 1 81 4 4 15 561
The Liquidity Premium of Near-Money Assets 1 3 4 190 1 10 28 655
The conditional CAPM does not explain asset-pricing anomalies 0 0 1 591 2 3 21 1,609
The making of hawks and doves 3 6 18 84 5 10 42 291
Treasury inconvenience yields during the COVID-19 crisis 1 1 1 21 3 9 19 79
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 0 1 2 0 1 4 14
Total Journal Articles 23 56 208 4,418 103 241 807 14,439
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 2 9 259 11 16 71 947
Total Chapters 2 2 9 259 11 16 71 947

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Statistics updated 2025-11-08