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 2 4 767
Asset Pricing with Fading Memory 0 0 0 9 0 1 4 50
Asset Pricing with Fading Memory 0 1 1 40 0 1 3 142
Asset Pricing with Fading Memory 0 0 0 21 0 0 0 56
Bank Risk Dynamics and Distance to Default 0 0 1 8 0 0 2 58
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 48 0 0 5 174
Carry Trades and Currency Crashes 0 0 4 6 1 1 5 12
Carry Trades and Currency Crashes 1 1 5 640 2 9 26 2,302
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 0 0 6 158 2 6 58 1,011
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 0 0 3 30
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 3 1 1 2 26
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 0 0 1 14
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 6 0 0 1 33
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 1 1 4 529
Do survey expectations of stock returns reflect risk-adjustments? 0 1 1 1 0 1 4 31
Dynamics of Subjective Risk Premia 0 0 0 20 0 0 2 33
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
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 26 0 0 3 108
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 4 98 1 2 16 308
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 15 0 0 3 147
Empirical Cross-Sectional Asset Pricing 0 0 0 94 0 1 2 276
Empirical Cross-Sectional Asset Pricing 0 0 0 59 0 0 3 178
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 2 56 0 0 3 147
Evaporating Liquidity 0 0 1 34 1 1 4 186
Evaporating Liquidity 0 1 1 35 1 3 9 168
Expectations Data in Asset Pricing 0 0 0 20 0 1 5 38
Expectations Data in Asset Pricing 0 1 2 19 2 4 12 59
Inexperienced Investors and Bubbles 0 0 0 118 1 1 5 577
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 0 1 1 18
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 1 0 1 1 3
Interest Rate Risk in Banking 0 0 1 1 0 0 3 3
Interest Rate Risk in Banking 0 0 17 17 1 1 17 17
Interest Rate Risk in Banking 0 1 7 7 0 4 12 12
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 50 1 2 7 134
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 1 15 0 1 4 32
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 0 2 2 1 3 6 6
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 0 0 9 9 1 4 13 13
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 1 1 2 140
Shrinking the Cross Section 0 1 6 47 1 4 33 238
Shrinking the Cross Section 0 1 2 27 0 2 11 178
Sizing Up Repo 0 0 2 57 0 0 2 196
Sizing Up Repo 0 0 0 154 1 2 7 444
Socioeconomic Status and Macroeconomic Expectations 0 0 0 16 0 1 7 99
Socioeconomic Status and Macroeconomic Expectations 0 0 0 5 0 0 2 52
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 1 1 5 580
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 1 1 1 1,074
The Effect of Dividends on Consumption 0 0 0 89 0 1 3 452
The Liquidity Premium of Near-Money Assets 0 0 1 99 0 0 8 309
The Making of Hawks and Doves 0 0 1 25 0 1 4 40
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 1 49 0 1 2 67
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 1 1 39 0 1 3 62
The Statistical Limit of Arbitrage 0 1 5 5 2 3 16 16
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 0 0 3 25
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 0 3 8 1 1 7 20
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 0 0 30 0 0 2 97
Total Working Papers 1 11 93 3,515 25 76 396 12,460

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 5 12 657 0 9 29 1,787
Asset Pricing with Fading Memory 0 0 3 17 3 5 18 59
Banks’ Risk Dynamics and Distance to Default 0 0 2 10 0 5 16 30
Capturing the Value Premium in the United Kingdom 0 0 0 0 0 1 3 3
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 2 6 28 390 7 21 87 1,483
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 1 2 8 49
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 2 18 437
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 1 1 231
Evaporating Liquidity 0 2 5 79 2 5 16 372
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 0 0 0 0
Inexperienced investors and bubbles 0 1 4 237 1 5 26 953
Interpreting Factor Models 0 1 9 115 0 3 22 352
Learning from Inflation Experiences 4 13 38 410 14 43 128 1,294
Long-Run Inflation Uncertainty 0 0 0 12 0 0 0 48
Market efficiency in the age of big data 0 0 3 15 1 4 17 71
Optimal Factor Timing in a High-Dimensional Setting 0 0 0 0 0 0 0 0
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 0 1 2 31
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 1 21 72
Review Article: Perspectives on the Future of Asset Pricing 2 3 14 37 3 6 25 65
Risk‐Adjusting the Returns to Venture Capital 0 0 4 35 0 2 8 154
Short sales, institutional investors and the cross-section of stock returns 2 4 14 657 2 8 31 1,586
Shrinking the cross-section 1 9 26 282 7 23 96 804
Sizing Up Repo 0 0 2 110 0 0 12 414
Socioeconomic Status and Macroeconomic Expectations 1 3 8 39 3 11 24 170
The Effect of Dividends on Consumption 0 1 3 81 1 5 12 556
The Liquidity Premium of Near-Money Assets 0 0 2 187 2 4 21 641
The conditional CAPM does not explain asset-pricing anomalies 0 0 8 591 1 6 32 1,606
The making of hawks and doves 0 1 15 78 1 11 52 280
Treasury inconvenience yields during the COVID-19 crisis 0 0 1 20 1 1 14 70
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 1 1 2 0 2 6 13
Total Journal Articles 12 51 213 4,345 50 188 774 14,145
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 3 11 257 3 14 76 929
Total Chapters 0 3 11 257 3 14 76 929

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Statistics updated 2025-07-04