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 0 2 12 181
A Retrieved-Context Theory Of Financial Decisions 0 0 0 5 1 8 19 125
Asset Allocation 1 1 2 86 1 3 14 225
Bayesian Performance Evaluation 0 0 1 376 0 6 13 1,491
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 235 0 4 13 1,206
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 0 117 2 9 25 435
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 1 3 17 175
Cross-sectional Skewness 0 0 0 21 1 8 19 107
Cyclical Dispersion in Expected Defaults 0 0 0 181 1 3 8 806
Disaster Risk and its Implications for Asset Pricing 0 0 0 44 0 4 14 168
Do Rare Events Explain CDX Tranche Spreads? 0 0 0 9 1 3 12 127
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 0 3 9 420
Foreseen Risks 0 0 0 21 0 1 21 116
Maximum likelihood estimation of the equity premium 0 0 0 40 1 2 12 155
Option Prices in a Model with Stochastic Disaster Risk 0 0 0 22 2 7 19 184
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 0 6 14 396
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 0 1 14 282
Pricing Long-Lived Securities in Dynamic Endowment Economies 0 0 0 41 0 3 11 46
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 3 11 41 194
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 0 34 1 4 22 152
Risks to Human Capital 0 0 0 12 1 10 18 71
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 0 485 1 2 11 1,186
Solving Models with External Habit 0 0 0 174 0 1 8 623
Sovereign Default and the Decline in Interest Rates 0 1 17 17 0 4 29 29
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 2 20 797
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 0 4 26 402
The Macroeconomic Announcement Premium 0 0 1 34 0 3 12 147
The Term Structures of Equity and Interest Rates 0 0 0 204 1 6 26 517
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 84 0 5 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 0 4 9 127
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 0 2 6 133
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 0 3 18 315
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 1 5 21 208
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 6 16 274
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 1 1 1 165 1 3 28 710
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 0 2 16 465
Total Working Papers 2 3 22 3,249 20 153 608 13,266

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 1 7 21 960
Asset Allocation 0 0 2 53 0 2 9 321
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 0 1 42 2 4 13 499
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 1 48 3 10 32 323
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 1 33 1 3 5 125
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 0 2 6 86
Discussion 0 0 0 2 0 2 7 38
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 2 7 13 340
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 0 1 86 0 1 10 258
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 53 0 4 18 372
Risk aversion and allocation to long-term bonds 0 0 0 71 0 0 4 308
Solving models with external habit 0 0 1 46 0 2 11 290
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 2 165 2 8 22 610
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 0 2 12 237
The term structures of equity and interest rates 0 0 0 112 2 4 12 647
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 14 0 4 5 162
Why Do Household Portfolio Shares Rise in Wealth? 0 0 2 77 1 3 17 459
Total Journal Articles 0 0 13 1,284 14 65 217 6,035

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

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Statistics updated 2026-06-04