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 2 6 16 187
A Retrieved-Context Theory Of Financial Decisions 0 0 0 5 1 2 19 127
Asset Allocation 0 0 1 86 0 3 15 228
Bayesian Performance Evaluation 0 0 0 376 1 2 14 1,493
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 235 0 3 15 1,209
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 1 2 24 437
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 0 2 18 177
Cross-sectional Skewness 0 0 0 21 0 2 20 109
Cyclical Dispersion in Expected Defaults 0 0 0 181 0 0 8 806
Disaster Risk and its Implications for Asset Pricing 0 0 0 44 3 3 16 171
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 3 3 14 130
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 0 0 9 420
Foreseen Risks 0 0 0 21 0 1 20 117
Maximum likelihood estimation of the equity premium 0 0 0 40 0 0 10 155
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 2 2 21 186
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 1 3 16 399
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 0 0 12 282
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 0 1 12 47
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 3 6 46 200
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 1 3 25 155
Risks to Human Capital 0 1 1 13 2 4 22 75
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 0 485 1 1 12 1,187
Solving Models with External Habit 0 0 0 174 0 1 8 624
Sovereign Default and the Decline in Interest Rates 0 0 10 17 0 1 19 30
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 1 2 22 799
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 0 0 24 402
The Macroeconomic Announcement Premium 0 0 1 34 1 3 12 150
The Term Structures of Equity and Interest Rates 0 0 0 204 4 4 29 521
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 84 3 4 19 275
What Investment Data Implies about the AI Transition 2 13 13 13 64 82 82 82
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 9 127
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 0 0 6 133
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 1 3 19 318
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 1 1 22 209
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 0 16 274
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 1 165 0 2 29 712
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 1 1 16 466
Total Working Papers 2 14 27 3,263 97 153 716 13,419

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 1 398 1 2 21 962
Asset Allocation 0 0 1 53 2 4 11 325
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 0 0 42 0 0 11 499
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 1 1 2 49 2 4 34 327
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 0 33 0 0 4 125
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 0 0 6 86
Discussion 0 0 0 2 0 1 8 39
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 0 0 12 340
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 0 0 86 0 3 12 261
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 53 0 2 19 374
Risk aversion and allocation to long-term bonds 0 1 1 72 1 4 8 312
Solving models with external habit 0 0 1 46 1 1 11 291
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 1 165 2 7 22 617
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 0 0 11 237
The term structures of equity and interest rates 0 1 1 113 1 2 14 649
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 0 1 6 163
Why Do Household Portfolio Shares Rise in Wealth? 0 0 2 77 2 3 19 462
Total Journal Articles 1 3 10 1,287 12 34 229 6,069

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 1 1 6 36
Total Chapters 0 0 0 9 1 1 6 36

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Statistics updated 2026-09-10