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J

Jessica A. Wachter

university of pennsylvania

37H指数
124论文数
7.9K被引数
收录论文 27
发表时间
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Learning with rare disasters
errQUANTITATIVE ECONOMICS
IF2.2
err2025-11-01
err0
PREAI
errWachter, Jessica A.; Zhu, Yicheng
err分享
err收藏
Is the United States a Lucky Survivor? A Hierarchical Bayesian Approach美国是一个幸运的幸存者吗？一种分层贝叶斯方法
errfinance
IF0
err2025-04-16
err0
PREAI
errJULES VAN BINSBERGEN; SOPHIA HUA; JONAS PEETERS; JESSICA WACHTER
err分享
err收藏
A Retrieved-Context Theory of Financial Decisions
errQUARTERLY JOURNAL OF ECONOMICS
IF12.7
err2023-10-03
err4
errOAAI
errWachter, Jessica A.; Kahana, Michael Jacob
err分享
err收藏
A Model of Two Days: Discrete News and Asset Prices
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2021-07-28
err12
PREAI
errWachter, Jessica A.; Zhu, Yicheng
err分享
err收藏
Multivariate stochastic volatility modeling of neural data
errELIFE
IF0
err2019-08-01
err7
errOAAI
errPhan, Tung D.; Wachter, Jessica A.; Solomon, Ethan A.; Kahana, Michael J.
err分享
err收藏
Do Rare Events Explain CDX Tranche Spreads?
errJOURNAL OF FINANCE
IF9.5
err2018-10-10
err30
errOAAI
errSeo, Sang Byung; Wachter, Jessica A.
err分享
err收藏
Cyclical Dispersion in Expected Defaults
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2018-08-01
err7
errOAAI
errGomes, Joao F.; Grotteria, Marco; Wachter, Jessica A.
err分享
err收藏
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2018-01-31
err32
errOAAI
errKilic, Mete; Wachter, Jessica A.
err分享
err收藏
Maximum likelihood estimation of the equity premium
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2017-09-01
err27
errOAAI
errAvdis, Efstathios; Wachter, Jessica A.
err分享
err收藏
Disaster Risk and Its Implications for Asset Pricing
errANNUAL REVIEW OF FINANCIAL ECONOMICS
IF0
err2015-12-07
err63
errOAAI
errTsai, Jerry; Wachter, Jessica A.
err分享
err收藏
Rare Booms and Disasters in a Multisector Endowment Economy
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2015-11-25
err28
errOAAI
errTsai, Jerry; Wachter, Jessica A.
err分享
err收藏
What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio
errJOURNAL OF ECONOMETRICS
IF4
err2015-05-01
err16
errOAAI
errWachter, Jessica A.; Warusawitharana, Missaka
err分享
err收藏
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
errJOURNAL OF FINANCE
IF9.5
err2013-05-20
err437
errOAAI
errWachter, Jessica A.
err分享
err收藏
Using Samples of Unequal Length in Generalized Method of Moments Estimation
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2013-02-08
err20
errOAAI
errLynch, Anthony W.; Wachter, Jessica A.
err分享
err收藏
The term structures of equity and interest rates
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2011-07-01
err90
errOAAI
errLettau, Martin; Wachter, Jessica A.
err分享
err收藏
Asset Allocation
errANNUAL REVIEW OF FINANCIAL ECONOMICS
IF0
err2010-12-01
err26
PREAI
errWachter, Jessica A.
err分享
err收藏
Why Do Household Portfolio Shares Rise in Wealth?
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2010-09-28
err129
errOAAI
errWachter, Jessica A.; Yogo, Motohiro
err分享
err收藏
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2010-08-02
err142
errOAAI
errBaker, Malcolm; Litov, Lubomir; Wachter, Jessica A.; Wurgler, Jeffrey
err分享
err收藏
Predictable returns and asset allocation: Should a skeptical investor time the market?
errJOURNAL OF ECONOMETRICS
IF4
err2009-02-01
err72
errOAAI
errWachter, Jessica A.; Warusawitharana, Missaka
err分享
err收藏
The declining equity premium: What role does macroeconomic risk play?
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2007-04-12
err195
errOAAI
errLettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica A.
err分享
err收藏

研究方向

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合作学者
合作期刊
M
Michael J. Kahana
H 指数: 90 · 论文数: 397
S
Sydney C. Ludvigson
H 指数: 52 · 论文数: 136
M
Malcolm Baker
H 指数: 51 · 论文数: 166
J
Jeffrey Wurgler
H 指数: 48 · 论文数: 124
A
Andrew Metrick
H 指数: 45 · 论文数: 265
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