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 3 17 188
A Retrieved-Context Theory Of Financial Decisions 0 0 0 5 1 2 20 128
Asset Allocation 0 0 1 86 0 1 15 228
Bayesian Performance Evaluation 0 0 0 376 0 1 12 1,493
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 235 2 2 17 1,211
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 5 6 29 442
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 0 1 18 177
Correlation Neglect in Asset Prices 1 1 1 1 4 4 4 4
Cross-sectional Skewness 0 0 0 21 0 0 20 109
Cyclical Dispersion in Expected Defaults 0 0 0 181 0 0 8 806
Disaster Risk and its Implications for Asset Pricing 0 0 0 44 0 3 16 171
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 0 3 13 130
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 0 0 9 420
Foreseen Risks 0 0 0 21 0 0 20 117
Maximum likelihood estimation of the equity premium 0 0 0 40 0 0 10 155
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 0 2 21 186
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 2 3 18 401
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 0 0 12 282
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 0 0 12 47
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 0 5 46 200
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 0 1 25 155
Risks to Human Capital 0 0 1 13 0 3 22 75
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 0 485 0 1 12 1,187
Solving Models with External Habit 0 0 0 174 1 1 9 625
Sovereign Default and the Decline in Interest Rates 0 0 1 17 0 0 16 30
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 1 1 25 403
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 2 22 799
The Macroeconomic Announcement Premium 0 0 1 34 1 3 13 151
The Term Structures of Equity and Interest Rates 0 0 0 204 0 4 29 521
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 84 1 4 20 276
What Investment Data Implies about the AI Transition 2 6 15 15 9 77 91 91
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 1 1 10 128
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 0 0 5 133
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 0 1 19 318
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 2 3 24 211
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 1 1 17 275
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 1 165 1 2 30 713
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 0 1 15 466
Total Working Papers 3 7 21 3,266 33 142 741 13,452

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 1 398 2 3 23 964
Asset Allocation 0 0 1 53 1 4 11 326
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 0 0 42 1 1 11 500
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 1 2 49 3 5 37 330
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 0 33 0 0 4 125
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 0 0 6 86
Discussion 0 0 0 2 0 0 8 39
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 1 1 13 341
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 0 0 86 0 0 10 261
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 53 1 2 20 375
Risk aversion and allocation to long-term bonds 0 0 1 72 0 1 8 312
Solving models with external habit 0 0 1 46 0 1 11 291
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 1 1 1 166 1 8 19 618
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 0 0 10 237
The term structures of equity and interest rates 0 0 1 113 0 1 14 649
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 0 0 6 163
Why Do Household Portfolio Shares Rise in Wealth? 0 0 2 77 1 4 20 463
Total Journal Articles 1 2 10 1,288 11 31 231 6,080

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 1 6 36
Total Chapters 0 0 0 9 0 1 6 36

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Statistics updated 2026-10-11