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Stefan Nagel

university of chicago

46H指数
162论文数
1.7W被引数
收录论文 35
发表时间
Optimal Factor Timing in a High-Dimensional Setting
err2025-03-01
err0
errOAAI
errLehnherr, Rob; Mehta, Manan; Nagel, Stefan
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Dynamics of subjective risk premia *
err2023-11-01
err7
PREAI
errNagel, Stefan; Xu, Zhengyang
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Market efficiency in the age of big data
err2022-07-01
err35
errOAAI
errMartin, Ian W. R.; Nagel, Stefan
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Treasury inconvenience yields during the COVID-19 crisis
err2022-01-01
err51
errOAAI
errHe, Zhiguo; Nagel, Stefan; Song, Zhaogang
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WHO SELLS DURING A CRASH? EVIDENCE FROM TAX RETURN DATA ON DAILY SALES OF STOCK
err2021-07-19
err5
errOAAI
errHoopes, Jeffrey L.; Langetieg, Patrick; Nagel, Stefan; Reck, Daniel; Slemrod, Joel; Stuart, Bryan A.
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Review Article: Perspectives on the Future of Asset Pricing
err2021-02-09
err37
errOAAI
errBrunnermeier, Markus; Farhi, Emmanuel; Koijen, Ralph S. J.; Krishnamurthy, Arvind; Ludvigson, Sydney C.; Lustig, Hanno; Nagel, Stefan; Piazzesi, Monika
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The making of hawks and doves鹰和鸽子的制作
err2021-01-01
err63
PREAI
errMalmendier, Ulrike; Nagel, Stefan; Yan, Zhen
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Do survey expectations of stock returns reflect risk adjustments?
err2021-01-01
err14
errOAAI
errAdam, Klaus; Matveev, Dmitry; Nagel, Stefan
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Shrinking the cross-section
err2020-02-01
err216
PREAI
errKozak, Serhiy; Nagel, Stefan; Santosh, Shrihari
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Banks' Risk Dynamics and Distance to Default
err2019-10-17
err28
PREAI
errNagel, Stefan; Purnanandam, Amiyatosh
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Socioeconomic Status and Macroeconomic Expectations
err2019-03-29
err69
errOAAI
errDas, Sreyoshi; Kuhnen, Camelia M.; Nagel, Stefan
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Capturing the value premium in the United Kingdom
err2019-01-02
err89
PREAI
errDimson, E; Nagel, S; Quigley, G
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Interpreting Factor Models
err2018-03-09
err133
PREAI
errKozak, Serhiy; Nagel, Stefan; Santosh, Shrihari
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