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 3 9 173
A Retrieved-Context Theory Of Financial Decisions 0 0 0 5 1 1 3 109
Asset Allocation 0 0 3 85 1 2 6 214
Bayesian Performance Evaluation 0 0 2 376 0 2 7 1,481
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 235 1 2 3 1,195
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 0 1 5 413
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 0 0 2 159
Cross-sectional Skewness 0 0 2 21 2 3 6 91
Cyclical Dispersion in Expected Defaults 0 0 0 181 0 0 0 798
Disaster Risk and its Implications for Asset Pricing 0 0 0 44 0 1 2 155
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 1 2 5 118
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 0 0 0 411
Foreseen Risks 0 0 0 21 1 3 4 98
Maximum likelihood estimation of the equity premium 0 0 0 40 0 2 3 145
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 3 3 5 168
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 1 1 2 384
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 0 1 4 270
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 3 3 3 38
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 0 1 3 154
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 0 0 2 130
Risks to Human Capital 0 0 2 12 1 1 3 54
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 1 485 3 3 6 1,178
Solving Models with External Habit 0 0 0 174 1 1 6 617
Sovereign Default and the Decline in Interest Rates 0 15 16 16 1 10 15 15
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 3 3 4 780
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 2 3 5 380
The Macroeconomic Announcement Premium 1 1 1 34 1 1 10 139
The Term Structures of Equity and Interest Rates 0 0 0 204 0 1 2 492
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 84 1 1 2 257
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 1 118
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 0 1 2 128
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 2 2 6 301
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 1 1 3 188
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 2 2 4 260
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 1 1 22 684
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 1 2 3 452
Total Working Papers 1 16 27 3,246 36 64 168 12,747

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 1 1 5 398 1 2 10 942
Asset Allocation 0 0 2 52 0 1 6 315
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 1 2 42 0 2 8 489
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 47 1 2 7 294
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 1 33 0 0 2 121
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 0 0 0 80
Discussion 0 0 0 2 0 0 0 31
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 1 2 6 329
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 0 3 86 1 3 11 252
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 53 1 1 7 356
Risk aversion and allocation to long-term bonds 0 0 0 71 1 1 1 305
Solving models with external habit 0 0 0 45 1 1 4 281
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 1 2 165 1 6 22 600
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 0 2 4 227
The term structures of equity and interest rates 0 0 0 112 0 0 1 635
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 0 0 2 157
Why Do Household Portfolio Shares Rise in Wealth? 0 0 2 75 3 3 15 446
Total Journal Articles 1 3 17 1,279 11 26 106 5,860

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 0 1 30
Total Chapters 0 0 0 9 0 0 1 30

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

Statistics updated 2025-11-08