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 2 7 14 1 7 26 43
A Retrieved-Context Theory Of Financial Decisions 0 0 1 1 0 5 16 16
Asset Allocation 0 1 5 80 1 2 14 182
Bayesian Performance Evaluation 0 0 1 372 0 2 10 1,416
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 233 3 6 23 1,146
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 1 3 113 2 3 17 373
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 3 9 22 110
Cross-sectional Skewness 0 0 0 16 0 1 6 25
Cyclical Dispersion in Expected Defaults 0 0 1 179 1 4 20 52
Disaster Risk and its Implications for Asset Pricing 0 0 0 37 1 8 20 115
Do Rare Events Explain CDX Tranche Spreads? 0 1 1 6 0 5 12 36
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 1 1 4 397
Foreseen Risks 0 0 1 19 1 4 25 51
Maximum likelihood estimation of the equity premium 0 0 0 38 0 2 9 84
Option Prices in a Model with Stochastic Disaster Risk 0 1 2 19 0 3 11 58
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 2 3 10 319
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 2 7 12 218
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 1 39 1 4 16 27
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 0 1 10 74
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 1 6 32 0 6 20 91
Risks to Human Capital 0 0 6 6 0 3 15 15
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 1 2 475 3 6 18 1,121
Solving Models with External Habit 1 1 4 161 1 3 28 554
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 1 1 11 753
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 1 1 89 1 3 12 346
The Macroeconomic Announcement Premium 0 1 9 24 1 4 27 66
The Term Structures of Equity and Interest Rates 0 0 4 202 3 11 24 418
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 81 3 3 24 230
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 0 3 9 91
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 1 1 5 111
Why Do Household Portfolio Shares Rise in Wealth? 0 0 1 56 4 6 18 196
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 0 2 11 120
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 1 163 0 3 19 562
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 5 17 194
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 1 78 2 6 21 355
Total Working Papers 1 11 58 3,124 39 143 562 9,965


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 4 369 0 6 22 794
Asset Allocation 0 0 3 46 2 7 25 254
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 1 2 28 3 6 36 369
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 1 2 39 3 9 25 207
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 0 30 1 3 9 109
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 1 1 4 74
Discussion 0 0 0 2 0 2 10 28
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 35 7 10 34 227
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 0 1 46 1 6 20 158
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 1 2 49 1 4 11 278
Risk aversion and allocation to long-term bonds 0 0 0 68 1 3 8 212
Solving models with external habit 0 0 1 40 3 5 18 222
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 2 4 6 138 5 10 38 458
The declining equity premium: what role does macroeconomic risk play? 0 0 2 22 1 2 12 182
The term structures of equity and interest rates 0 1 5 106 2 10 35 493
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 12 2 4 18 123
Why Do Household Portfolio Shares Rise in Wealth? 1 2 5 65 4 15 36 287
Total Journal Articles 3 11 33 1,116 37 103 361 4,475


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 0 2 6 6 6
Total Chapters 0 0 0 0 2 6 6 6


Statistics updated 2020-08-05