Access Statistics for Jessica A. Wachter

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
"Superstitious" Investors 0 0 0 17 1 2 7 171
A Retrieved-Context Theory Of Financial Decisions 0 0 0 5 0 2 4 108
Asset Allocation 0 1 3 85 1 2 5 213
Bayesian Performance Evaluation 0 1 3 376 0 1 6 1,479
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 1 235 1 1 3 1,194
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 1 3 6 413
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 0 1 4 159
Cross-sectional Skewness 0 0 2 21 1 1 5 89
Cyclical Dispersion in Expected Defaults 0 0 0 181 0 0 0 798
Disaster Risk and its Implications for Asset Pricing 0 0 1 44 1 1 4 155
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 0 1 3 116
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 0 0 1 411
Foreseen Risks 0 0 0 21 2 2 3 97
Maximum likelihood estimation of the equity premium 0 0 0 40 2 2 3 145
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 0 0 3 165
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 0 1 1 383
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 1 2 4 270
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 0 0 0 35
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 1 1 4 154
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 0 0 6 130
Risks to Human Capital 0 0 2 12 0 0 2 53
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 2 485 0 0 4 1,175
Solving Models with External Habit 0 0 1 174 0 1 8 616
Sovereign Default and the Decline in Interest Rates 6 7 7 7 6 11 11 11
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 0 1 777
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 1 2 3 378
The Macroeconomic Announcement Premium 0 0 0 33 0 3 11 138
The Term Structures of Equity and Interest Rates 0 0 0 204 1 1 2 492
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 84 0 0 1 256
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 0 0 1 118
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 0 0 1 127
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 0 2 4 299
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 0 0 2 187
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 0 1 21 683
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 0 2 258
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 0 1 1 450
Total Working Papers 6 9 22 3,236 20 45 147 12,703

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A consumption-based model of the term structure of interest rates 0 1 4 397 1 2 10 941
Asset Allocation 0 1 2 52 0 2 5 314
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 1 1 2 42 1 2 7 488
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 1 47 1 2 10 293
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 1 1 33 0 1 2 121
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 0 0 0 80
Discussion 0 0 0 2 0 0 0 31
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 1 1 8 328
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 1 4 86 0 1 10 249
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 53 0 1 6 355
Risk aversion and allocation to long-term bonds 0 0 0 71 0 0 1 304
Solving models with external habit 0 0 0 45 0 1 4 280
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 1 3 164 1 7 28 595
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 1 1 3 226
The term structures of equity and interest rates 0 0 0 112 0 0 3 635
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 0 0 2 157
Why Do Household Portfolio Shares Rise in Wealth? 0 0 2 75 0 1 12 443
Total Journal Articles 1 6 19 1,277 6 22 111 5,840

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Imperfect Expectations: Theory and Evidence" 0 0 0 9 0 0 1 30
Total Chapters 0 0 0 9 0 0 1 30

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Statistics updated 2025-09-05