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 5 15 180
A Retrieved-Context Theory Of Financial Decisions 0 0 0 5 2 6 13 119
Asset Allocation 0 0 3 85 1 6 14 223
Bayesian Performance Evaluation 0 0 1 376 1 4 9 1,486
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 235 1 5 10 1,203
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 2 12 19 428
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 0 4 14 172
Cross-sectional Skewness 0 0 0 21 4 10 15 103
Cyclical Dispersion in Expected Defaults 0 0 0 181 0 4 5 803
Disaster Risk and its Implications for Asset Pricing 0 0 0 44 1 7 12 165
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 0 3 10 124
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 1 3 7 418
Foreseen Risks 0 0 0 21 0 13 20 115
Maximum likelihood estimation of the equity premium 0 0 0 40 0 6 10 153
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 1 9 15 178
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 2 7 10 392
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 0 10 14 281
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 0 1 8 43
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 1 26 32 184
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 0 15 18 148
Risks to Human Capital 0 0 0 12 0 3 8 61
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 0 485 0 4 9 1,184
Solving Models with External Habit 0 0 0 174 0 2 8 622
Sovereign Default and the Decline in Interest Rates 1 1 17 17 2 11 27 27
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 2 10 20 797
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 1 11 23 399
The Macroeconomic Announcement Premium 0 0 1 34 0 3 11 144
The Term Structures of Equity and Interest Rates 0 0 0 204 3 19 23 514
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 84 2 8 12 268
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 1 5 6 124
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 0 2 5 131
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 2 9 17 314
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 0 11 17 203
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 4 9 14 272
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 2 18 27 709
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 0 6 14 463
Total Working Papers 1 1 22 3,247 37 287 511 13,150

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 0 3 398 2 7 19 955
Asset Allocation 0 0 3 53 1 3 10 320
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 0 1 42 0 5 10 495
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 1 1 48 1 12 24 314
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 1 33 0 0 2 122
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 1 4 5 85
Discussion 0 0 0 2 0 2 5 36
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 3 6 10 336
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 0 1 86 0 2 13 257
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 53 2 10 20 370
Risk aversion and allocation to long-term bonds 0 0 0 71 0 3 4 308
Solving models with external habit 0 1 1 46 1 6 10 289
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 2 165 3 5 20 605
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 0 5 10 235
The term structures of equity and interest rates 0 0 0 112 1 6 10 644
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 2 3 4 160
Why Do Household Portfolio Shares Rise in Wealth? 0 1 4 77 0 5 19 456
Total Journal Articles 0 3 17 1,284 17 84 195 5,987

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 3 4 34
Total Chapters 0 0 0 9 0 3 4 34

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Statistics updated 2026-04-09