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 2 16 181
A Retrieved-Context Theory Of Financial Decisions 0 0 0 5 5 8 18 124
Asset Allocation 0 0 2 85 1 3 14 224
Bayesian Performance Evaluation 0 0 1 376 5 7 14 1,491
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 235 3 4 13 1,206
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 5 10 24 433
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 2 3 16 174
Cross-sectional Skewness 0 0 0 21 3 10 18 106
Cyclical Dispersion in Expected Defaults 0 0 0 181 2 2 7 805
Disaster Risk and its Implications for Asset Pricing 0 0 0 44 3 6 14 168
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 2 2 12 126
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 2 4 9 420
Foreseen Risks 0 0 0 21 1 12 21 116
Maximum likelihood estimation of the equity premium 0 0 0 40 1 2 11 154
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 4 6 17 182
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 4 7 14 396
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 1 1 15 282
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 3 3 11 46
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 7 12 39 191
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 3 4 21 151
Risks to Human Capital 0 0 0 12 9 10 17 70
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 0 485 1 2 10 1,185
Solving Models with External Habit 0 0 0 174 1 2 9 623
Sovereign Default and the Decline in Interest Rates 0 1 17 17 2 9 29 29
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 3 6 26 402
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 5 20 797
The Macroeconomic Announcement Premium 0 0 1 34 3 3 13 147
The Term Structures of Equity and Interest Rates 0 0 0 204 2 5 25 516
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 84 3 6 15 271
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 3 7 9 127
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 2 2 7 133
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 1 3 18 315
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 4 4 21 207
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 0 6 27 709
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 2 6 16 274
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 2 3 16 465
Total Working Papers 0 1 21 3,247 96 187 602 13,246

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 2 398 4 7 22 959
Asset Allocation 0 0 2 53 1 2 10 321
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 0 1 42 2 2 11 497
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 1 1 48 6 10 29 320
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 1 33 2 2 4 124
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 1 2 6 86
Discussion 0 0 0 2 2 3 7 38
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 2 7 11 338
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 0 1 86 1 1 12 258
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 53 2 5 21 372
Risk aversion and allocation to long-term bonds 0 0 0 71 0 1 4 308
Solving models with external habit 0 0 1 46 1 2 11 290
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 2 165 3 6 23 608
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 2 2 12 237
The term structures of equity and interest rates 0 0 0 112 1 3 10 645
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 2 4 6 162
Why Do Household Portfolio Shares Rise in Wealth? 0 1 3 77 2 3 17 458
Total Journal Articles 0 2 14 1,284 34 62 216 6,021

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 5 35
Total Chapters 0 0 0 9 1 1 5 35

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Statistics updated 2026-05-06