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 2 765
Asset Pricing with Fading Memory 0 0 0 9 0 0 4 49
Asset Pricing with Fading Memory 0 0 1 39 0 0 3 141
Asset Pricing with Fading Memory 0 0 1 21 0 0 1 56
Bank Risk Dynamics and Distance to Default 0 0 0 28 0 0 1 98
Bank Risk Dynamics and Distance to Default 0 0 1 8 1 1 2 58
Bank risk dynamics and distance to default 0 0 1 48 2 2 6 174
Carry Trades and Currency Crashes 1 1 3 5 1 1 3 10
Carry Trades and Currency Crashes 0 1 5 639 3 7 22 2,293
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? 0 1 6 158 6 13 55 1,002
Do Survey Expectations of Stock Returns Reflect Risk Adjustments? 0 0 0 11 1 3 8 55
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 1 6 0 1 2 33
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 3 0 1 2 25
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 4 0 1 1 14
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? 0 0 0 10 0 3 3 30
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation 0 0 0 158 1 1 3 528
Do survey expectations of stock returns reflect risk-adjustments? 0 0 0 0 0 1 2 29
Dynamics of Subjective Risk Premia 0 0 0 20 1 1 3 32
Dynamics of Subjective Risk Premia 0 0 0 2 0 0 1 5
Dynamics of Subjective Risk Premia 0 0 0 18 0 1 3 30
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 1 5 98 0 1 16 305
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 26 0 0 4 108
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 15 1 1 4 147
Empirical Cross-Sectional Asset Pricing 0 0 0 59 2 2 4 178
Empirical Cross-Sectional Asset Pricing 0 0 1 94 0 0 3 275
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 3 56 0 0 4 147
Evaporating Liquidity 0 0 1 34 1 2 4 185
Evaporating Liquidity 0 0 0 34 2 3 10 165
Expectations Data in Asset Pricing 0 1 1 18 1 3 7 54
Expectations Data in Asset Pricing 0 0 0 20 0 3 3 36
Inexperienced Investors and Bubbles 0 0 0 118 0 1 6 575
Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows 0 0 0 10 0 0 0 17
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 0 0 2
Interest Rate Risk in Banking 0 6 6 6 0 7 7 7
Interest Rate Risk in Banking 1 17 17 17 2 13 13 13
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 3 13
Market Efficiency in the Age of Big Data 0 0 0 43 0 0 1 72
Market Efficiency in the Age of Big Data 0 0 0 50 1 4 5 131
Market Efficiency in the Age of Big Data 0 0 0 21 0 0 1 50
Market efficiency in the age of big data 0 0 1 15 0 1 6 30
Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux 0 2 2 2 1 1 3 3
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux 1 1 9 9 1 2 9 9
Risk-Adjusting the Returns to Venture Capital 0 1 1 31 0 2 3 141
Risk-Adjusting the Returns to Venture Capital 0 0 0 34 0 0 1 139
Shrinking the Cross Section 1 1 1 26 3 4 13 174
Shrinking the Cross Section 1 1 9 46 1 3 43 232
Sizing Up Repo 0 0 0 154 0 2 5 442
Sizing Up Repo 0 1 2 57 0 1 3 196
Socioeconomic Status and Macroeconomic Expectations 0 0 1 16 1 3 8 97
Socioeconomic Status and Macroeconomic Expectations 0 0 2 5 0 1 7 52
The Conditional CAPM Does Not Explain Asset-pricing Anomalies 0 0 0 164 0 1 5 578
The Conditional CAPM does not Explain Asset-Pricing Anamolies 0 0 0 365 0 0 2 1,073
The Effect of Dividends on Consumption 0 0 0 89 1 1 4 451
The Liquidity Premium of Near-Money Assets 0 0 3 99 2 5 13 309
The Making of Hawks and Doves 0 0 1 24 0 0 3 38
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 1 1 49 0 1 3 66
The Making of Hawks and Doves: Inflation Experiences on the FOMC 0 0 0 38 1 1 3 61
The Statistical Limit of Arbitrage 0 1 4 4 0 3 13 13
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 0 7 2 3 4 25
Treasury Inconvenience Yields during the COVID-19 Crisis 0 0 2 22 1 3 7 142
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? 0 1 3 8 0 4 7 19
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock 0 0 0 30 0 0 3 97
Total Working Papers 5 38 97 3,501 40 120 393 12,356

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 3 4 11 652 6 11 33 1,777
Asset Pricing with Fading Memory 0 2 7 17 2 6 19 52
Banks’ Risk Dynamics and Distance to Default 1 1 3 10 3 7 12 24
Capturing the Value Premium in the United Kingdom 0 0 0 0 0 0 2 2
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? 3 6 33 383 8 19 94 1,459
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals 0 0 1 115 2 3 8 313
Do survey expectations of stock returns reflect risk adjustments? 1 1 1 11 1 3 7 46
Dynamics of subjective risk premia 0 1 4 7 4 8 19 30
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 0 2 4 16
Empirical Cross-Sectional Asset Pricing 0 1 3 110 0 4 18 433
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 0 5 230
Evaporating Liquidity 1 1 4 77 1 6 15 366
First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” 0 0 0 0 0 0 0 0
Inexperienced investors and bubbles 1 1 5 235 4 10 31 945
Interpreting Factor Models 1 1 10 114 3 8 24 349
Learning from Inflation Experiences 3 9 45 394 12 24 128 1,240
Long-Run Inflation Uncertainty 0 0 0 12 0 0 0 48
Market efficiency in the age of big data 0 1 5 15 0 4 17 64
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 1 1 10 0 1 1 30
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 5 16 19 70
Review Article: Perspectives on the Future of Asset Pricing 2 7 10 32 4 11 18 56
Risk‐Adjusting the Returns to Venture Capital 2 2 6 35 3 3 9 151
Short sales, institutional investors and the cross-section of stock returns 1 3 16 653 3 9 45 1,578
Shrinking the cross-section 2 5 31 273 7 18 108 777
Sizing Up Repo 0 1 3 110 1 6 14 412
Socioeconomic Status and Macroeconomic Expectations 1 1 7 36 1 3 17 159
The Effect of Dividends on Consumption 0 0 3 80 0 4 13 551
The Liquidity Premium of Near-Money Assets 0 1 10 187 2 8 32 637
The conditional CAPM does not explain asset-pricing anomalies 1 1 14 591 4 8 38 1,598
The making of hawks and doves 4 8 23 77 6 15 64 268
Treasury inconvenience yields during the COVID-19 crisis 0 0 5 20 3 5 17 65
Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock 0 0 0 1 0 1 4 11
Total Journal Articles 27 59 262 4,286 85 223 836 13,906
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 2 8 254 2 21 74 908
Total Chapters 0 2 8 254 2 21 74 908

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Statistics updated 2025-03-03