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 4 14 2 4 26 47
A Retrieved-Context Theory Of Financial Decisions 0 0 1 1 0 2 13 18
Asset Allocation 0 0 4 80 2 3 14 185
Bayesian Performance Evaluation 0 0 0 372 0 1 5 1,417
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements 0 0 0 233 1 1 18 1,147
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 2 113 3 4 18 377
Can time-varying risk of rare disasters explain aggregate stock market volatility? 0 0 0 0 3 4 19 114
Cross-sectional Skewness 0 0 0 16 0 3 7 28
Cyclical Dispersion in Expected Defaults 0 0 0 179 0 2 12 54
Disaster Risk and its Implications for Asset Pricing 0 0 0 37 1 5 23 120
Do Rare Events Explain CDX Tranche Spreads? 0 1 2 7 2 6 17 42
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors 0 0 0 86 1 2 5 399
Foreseen Risks 0 0 1 19 2 4 21 55
Maximum likelihood estimation of the equity premium 0 0 0 38 0 1 8 85
Option Prices in a Model with Stochastic Disaster Risk 0 0 1 19 0 5 14 63
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? 0 0 0 167 0 1 9 320
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 0 0 1 2 13 220
Pricing Long-Lived Securities in Dynamic Endowment Economies 1 1 2 40 1 3 16 30
Rare Booms and Disasters in a Multi-sector Endowment Economy 0 0 0 18 0 1 5 75
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility 0 0 3 32 1 2 17 93
Risks to Human Capital 0 0 6 6 1 5 20 20
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation 0 0 2 475 6 11 26 1,132
Solving Models with External Habit 0 0 4 161 4 7 25 561
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 2 5 13 758
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 1 89 1 1 10 347
The Macroeconomic Announcement Premium 2 3 6 27 2 7 22 73
The Term Structures of Equity and Interest Rates 0 0 2 202 0 1 19 419
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 81 1 4 21 234
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio 0 0 0 22 1 4 9 95
What is the chance that the equity premium varies over time? evidence from predictive regressions 0 0 0 26 1 3 8 114
Why Do Household Portfolio Shares Rise in Wealth? 0 0 1 56 3 4 19 200
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 1 4 11 124
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 1 163 3 8 22 570
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 1 3 16 197
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 1 78 1 3 18 358
Total Working Papers 3 5 44 3,129 48 126 539 10,091


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 2 369 2 3 18 797
Asset Allocation 0 0 3 46 2 6 24 260
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements 0 1 2 29 3 13 38 382
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? 0 0 1 39 5 8 29 215
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" 0 0 0 30 0 1 10 110
Comment on: Are behavioral asset-pricing models structural? 0 0 0 21 1 1 5 75
Discussion 0 0 0 2 0 0 9 28
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 35 4 8 35 235
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets 0 1 2 47 2 5 22 163
Predictable returns and asset allocation: Should a skeptical investor time the market? 0 0 2 49 0 2 12 280
Risk aversion and allocation to long-term bonds 0 0 0 68 1 2 8 214
Solving models with external habit 0 0 1 40 0 2 14 224
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 2 7 140 2 12 36 470
The declining equity premium: what role does macroeconomic risk play? 0 0 1 22 2 4 14 186
The term structures of equity and interest rates 0 1 6 107 1 7 29 500
Using Samples of Unequal Length in Generalized Method of Moments Estimation 0 0 0 12 1 3 14 126
Why Do Household Portfolio Shares Rise in Wealth? 0 0 4 65 1 4 32 291
Total Journal Articles 0 5 31 1,121 27 81 349 4,556


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 0 0 1 7 7
Total Chapters 0 0 0 0 0 1 7 7


Statistics updated 2020-11-03