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 16 3 8 22 149
A Retrieved-Context Theory Of Financial Decisions 0 1 1 3 1 9 26 89
Asset Allocation 0 0 1 82 0 0 3 206
Bayesian Performance Evaluation 0 0 0 372 4 10 28 1,462
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 234 0 5 11 1,184
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 116 0 1 2 401
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 2 5 8 148
Cross-sectional Skewness 0 0 0 19 2 4 20 74
Cyclical Dispersion in Expected Defaults 0 0 0 181 14 35 66 192
Disaster Risk and its Implications for Asset Pricing 0 0 0 41 0 0 3 147
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 8 1 12 31 102
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 0 0 3 408
Foreseen Risks 0 0 1 21 1 3 15 89
Maximum likelihood estimation of the equity premium 0 0 0 40 0 7 20 126
Option Prices in a Model with Stochastic Disaster Risk 0 0 1 22 4 10 34 154
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 1 9 30 370
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 2 6 13 259
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 1 41 0 0 2 34
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 2 10 35 137
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 1 34 2 5 12 115
Risks to Human Capital 0 1 1 8 0 1 4 48
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 1 481 0 0 4 1,164
Solving Models with External Habit 0 0 9 171 0 10 19 594
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 1 1 2 774
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 89 0 0 2 367
The Macroeconomic Announcement Premium 0 0 3 32 0 4 14 116
The Term Structures of Equity and Interest Rates 0 1 1 204 3 9 31 480
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 82 0 0 2 250
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 0 1 2 114
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 0 0 1 125
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 60 0 13 35 282
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 2 9 21 167
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 2 8 18 653
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 3 10 21 241
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 4 18 45 434
Total Working Papers 0 3 21 3,193 54 223 605 11,655

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 2 3 388 8 21 51 904
Asset Allocation 0 0 0 47 0 5 14 298
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 0 1 39 1 4 19 468
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 1 44 1 4 11 272
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 1 32 0 0 3 119
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 0 0 1 80
Discussion 0 0 0 2 0 0 0 31
Growth or glamour? fundamentals and systemic risk in stock returns 0 1 1 38 2 8 24 303
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 2 2 6 70 3 5 15 219
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 51 0 4 16 327
Risk aversion and allocation to long-term bonds 0 1 2 71 3 15 35 288
Solving models with external habit 0 0 0 41 2 5 11 259
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 1 2 146 1 6 10 525
The declining equity premium: what role does macroeconomic risk play? 0 0 0 24 0 0 1 217
The term structures of equity and interest rates 0 0 0 111 2 11 44 614
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 1 14 1 3 7 153
Why Do Household Portfolio Shares Rise in Wealth? 0 1 4 72 3 24 58 399
Total Journal Articles 2 8 22 1,211 27 115 320 5,476

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 2 6 0 1 7 24
Total Chapters 0 0 2 6 0 1 7 24

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Statistics updated 2023-05-07