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 0 6 14 179
A Retrieved-Context Theory Of Financial Decisions 0 0 0 5 1 7 11 117
Asset Allocation 0 0 3 85 1 8 13 222
Bayesian Performance Evaluation 0 0 2 376 1 4 10 1,485
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 235 0 5 9 1,202
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 3 13 18 426
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 1 7 14 172
Cross-sectional Skewness 0 0 0 21 3 8 12 99
Cyclical Dispersion in Expected Defaults 0 0 0 181 0 5 5 803
Disaster Risk and its Implications for Asset Pricing 0 0 0 44 2 8 11 164
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 0 5 10 124
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 1 4 6 417
Foreseen Risks 0 0 0 21 11 16 20 115
Maximum likelihood estimation of the equity premium 0 0 0 40 1 6 10 153
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 1 9 14 177
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 1 6 8 390
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 0 11 14 281
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 0 4 8 43
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 4 29 32 183
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 1 16 18 148
Risks to Human Capital 0 0 1 12 1 6 9 61
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 0 485 1 4 10 1,184
Solving Models with External Habit 0 0 0 174 1 4 8 622
Sovereign Default and the Decline in Interest Rates 0 0 16 16 5 10 25 25
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 2 17 23 398
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 3 13 19 795
The Macroeconomic Announcement Premium 0 0 1 34 0 4 13 144
The Term Structures of Equity and Interest Rates 0 0 0 204 0 18 20 511
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 84 1 8 11 266
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 3 4 5 123
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 0 3 5 131
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 0 10 15 312
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 0 164 4 19 25 707
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 6 10 268
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 1 6 14 463
Total Working Papers 0 0 23 3,246 54 320 486 13,113

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 1 7 18 953
Asset Allocation 0 1 3 53 0 3 9 319
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 0 1 42 0 6 11 495
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 1 1 1 48 3 13 23 313
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 1 33 0 1 3 122
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 0 4 4 84
Discussion 0 0 0 2 1 4 5 36
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 2 3 9 333
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 0 2 86 0 3 14 257
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 53 1 10 19 368
Risk aversion and allocation to long-term bonds 0 0 0 71 1 3 4 308
Solving models with external habit 0 1 1 46 0 6 9 288
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 2 165 0 2 17 602
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 0 7 10 235
The term structures of equity and interest rates 0 0 0 112 1 8 9 643
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 0 1 3 158
Why Do Household Portfolio Shares Rise in Wealth? 1 1 4 77 1 6 20 456
Total Journal Articles 2 4 18 1,284 11 87 187 5,970

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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04