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 4 10 175
A Retrieved-Context Theory Of Financial Decisions 0 0 0 5 3 5 7 113
Asset Allocation 0 0 3 85 3 4 9 217
Bayesian Performance Evaluation 0 0 2 376 1 1 8 1,482
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 235 1 4 6 1,198
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 3 3 8 416
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 3 9 11 168
Cross-sectional Skewness 0 0 1 21 2 4 7 93
Cyclical Dispersion in Expected Defaults 0 0 0 181 1 1 1 799
Disaster Risk and its Implications for Asset Pricing 0 0 0 44 2 3 5 158
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 2 4 8 121
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 2 4 4 415
Foreseen Risks 0 0 0 21 3 5 7 102
Maximum likelihood estimation of the equity premium 0 0 0 40 0 2 4 147
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 1 4 6 169
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 1 2 3 385
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 1 1 4 271
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 3 7 7 42
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 4 4 7 158
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 1 3 4 133
Risks to Human Capital 0 0 1 12 3 5 6 58
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 1 485 0 5 8 1,180
Solving Models with External Habit 0 0 0 174 2 4 9 620
Sovereign Default and the Decline in Interest Rates 0 0 16 16 1 2 16 16
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 5 10 11 787
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 7 10 13 388
The Macroeconomic Announcement Premium 0 1 1 34 1 3 11 141
The Term Structures of Equity and Interest Rates 0 0 0 204 2 3 5 495
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 84 2 4 5 260
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 0 1 2 119
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 1 1 3 129
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 3 6 10 305
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 0 5 7 192
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 1 5 6 263
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 3 8 29 691
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 0 6 8 457
Total Working Papers 0 1 25 3,246 70 152 275 12,863

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 1 4 398 2 7 14 948
Asset Allocation 1 1 3 53 1 2 7 317
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 0 2 42 1 1 9 490
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 47 2 9 14 302
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 1 33 1 1 3 122
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 1 1 1 81
Discussion 0 0 0 2 2 3 3 34
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 0 2 6 330
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 0 3 86 1 4 14 255
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 53 2 5 11 360
Risk aversion and allocation to long-term bonds 0 0 0 71 0 1 1 305
Solving models with external habit 0 0 0 45 1 3 4 283
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 2 165 0 1 19 600
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 2 3 6 230
The term structures of equity and interest rates 0 0 0 112 3 3 4 638
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 1 3 76 1 8 18 451
Total Journal Articles 1 3 18 1,281 20 54 136 5,903

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 2 31
Total Chapters 0 0 0 9 1 1 2 31

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 2026-01-09