Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks |
0 |
0 |
0 |
88 |
0 |
1 |
3 |
321 |
Accuracy Verification for Numerical Solutions of Equilibrium Models |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
79 |
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices |
0 |
0 |
0 |
170 |
0 |
0 |
1 |
466 |
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices |
0 |
0 |
1 |
107 |
1 |
1 |
4 |
404 |
Common Fund Flows: Flow Hedging and Factor Pricing |
0 |
0 |
3 |
19 |
1 |
2 |
20 |
55 |
Durability of Output and Expected Stock Returns |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
72 |
Durability of Output and Expected Stock Returns |
0 |
0 |
0 |
90 |
1 |
1 |
2 |
399 |
Equilibrium Cross-Section of Returns |
0 |
0 |
1 |
227 |
0 |
0 |
4 |
845 |
Evaluating Portfolio Policies: A Duality Approach |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
86 |
Evaluating Portfolio Policies: A Duality Approach |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
271 |
Firm characteristics and empirical factor models: a data-mining experiment |
0 |
0 |
2 |
46 |
0 |
2 |
10 |
257 |
Fund Flows and Income Risk of Fund Managers |
0 |
0 |
8 |
8 |
1 |
3 |
20 |
20 |
Futures Prices in a Production Economy with Investment Constraints |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
325 |
Futures Prices in a Production Economy with Investment Constraints |
0 |
0 |
0 |
62 |
1 |
1 |
2 |
301 |
Growth Opportunities, Technology Shocks, and Asset Prices |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
187 |
Growth opportunities and Investment-Specific Technology Shocks |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
57 |
Market Selection |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
92 |
Market Selection |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
170 |
Measuring “Dark Matter” in Asset Pricing Models |
0 |
0 |
0 |
35 |
0 |
0 |
6 |
99 |
Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
10 |
Oil Futures Prices in a Production Economy With Investment Constraints |
0 |
0 |
0 |
103 |
1 |
2 |
3 |
236 |
Operating Hedge and Gross Profitability Premium |
0 |
0 |
2 |
12 |
0 |
2 |
11 |
34 |
Price Impact and Survival of Irrational Traders |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
180 |
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model |
0 |
0 |
0 |
986 |
0 |
0 |
2 |
3,604 |
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies |
0 |
0 |
1 |
155 |
0 |
0 |
2 |
439 |
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies |
0 |
0 |
0 |
178 |
0 |
0 |
4 |
573 |
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies |
0 |
0 |
0 |
165 |
0 |
0 |
1 |
513 |
Technological Innovation and Labor Income Risk |
2 |
2 |
3 |
18 |
2 |
2 |
4 |
31 |
Technological Innovation and Labor Income Risk |
1 |
1 |
3 |
28 |
1 |
1 |
7 |
126 |
Technological Innovation, Resource Allocation, and Growth |
0 |
0 |
5 |
319 |
1 |
7 |
41 |
1,061 |
Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data |
0 |
0 |
24 |
24 |
0 |
3 |
48 |
48 |
Technology, Vintage-Specific Human Capital, and Labor Displacement: Evidence from Linking Patents with Occupations |
1 |
1 |
8 |
56 |
1 |
6 |
28 |
110 |
The Demographics of Innovation and Asset Returns |
0 |
0 |
0 |
8 |
2 |
5 |
8 |
78 |
The Demographics of Innovation and Asset Returns |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
139 |
The Price Impact and Survival of Irrational Traders |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
159 |
The Price Impact and Survival of Irrational Traders |
0 |
0 |
0 |
214 |
0 |
0 |
3 |
710 |
The Price Impact and Survival of Irrational Traders |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
148 |
Winners and Losers: Creative Destruction and the Stock Market |
0 |
0 |
0 |
94 |
2 |
2 |
6 |
313 |
Total Working Papers |
4 |
4 |
61 |
3,668 |
15 |
42 |
246 |
13,018 |