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 1 1 17 0 1 15 164
A Retrieved-Context Theory Of Financial Decisions 1 1 1 4 2 3 12 101
Asset Allocation 0 0 0 82 0 0 1 207
Bayesian Performance Evaluation 0 0 0 372 0 1 10 1,472
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 234 0 1 6 1,190
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 1 117 0 1 5 406
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 1 1 7 155
Cross-sectional Skewness 0 0 0 19 0 0 9 83
Cyclical Dispersion in Expected Defaults 0 0 0 181 42 178 405 597
Disaster Risk and its Implications for Asset Pricing 1 2 2 43 1 2 3 150
Do Rare Events Explain CDX Tranche Spreads? 0 0 1 9 0 0 10 112
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 0 1 2 410
Foreseen Risks 0 0 0 21 0 1 4 93
Maximum likelihood estimation of the equity premium 0 0 0 40 0 0 15 141
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 0 0 8 162
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 0 0 12 382
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 0 0 6 265
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 0 0 1 35
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 0 0 13 150
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 0 0 9 124
Risks to Human Capital 0 0 0 8 0 1 1 49
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 2 483 0 1 6 1,170
Solving Models with External Habit 0 0 2 173 0 0 13 607
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 0 1 775
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 1 90 0 1 4 371
The Macroeconomic Announcement Premium 1 1 1 33 2 2 11 127
The Term Structures of Equity and Interest Rates 0 0 0 204 0 0 10 490
Using Samples of Unequal Length in Generalized Method of Moments Estimation 2 2 2 84 3 3 4 254
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 2 116
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 0 0 1 126
Why Do Household Portfolio Shares Rise in Wealth? 0 0 1 61 0 0 12 294
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 0 1 17 184
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 1 15 256
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 0 0 9 662
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 0 0 15 449
Total Working Papers 5 7 15 3,208 51 200 674 12,329


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 5 393 3 5 23 927
Asset Allocation 1 1 3 50 2 4 10 308
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 0 1 40 1 1 10 478
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 1 2 46 0 4 10 282
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 0 32 0 0 0 119
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 0 0 15 318
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 1 1 9 79 1 1 17 236
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 1 2 53 1 2 10 337
Risk aversion and allocation to long-term bonds 0 0 0 71 0 0 15 303
Solving models with external habit 0 0 4 45 1 2 16 275
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 1 1 9 155 1 4 31 556
The declining equity premium: what role does macroeconomic risk play? 0 0 0 24 0 0 3 220
The term structures of equity and interest rates 0 0 1 112 1 2 15 629
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 0 0 2 155
Why Do Household Portfolio Shares Rise in Wealth? 0 0 1 73 0 2 29 428
Total Journal Articles 4 6 37 1,248 11 27 206 5,682


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 3 9 0 0 3 27
Total Chapters 0 0 3 9 0 0 3 27


Statistics updated 2024-05-04