Marcin Kacperczyk

Names

first:	Marcin
last:	Kacperczyk

Identifer

RePEc Short-ID:

pka457

Contact

homepage:

http://www.kacperczyk.net

Affiliations

Centre for Economic Policy Research (CEPR) (weight: 1%)
- EDIRC entry
- location:
Imperial College / Business School (weight: 99%)
- EDIRC entry
- location:

Research profile

author of:

When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009 (RePEc:aea:jecper:v:24:y:2010:i:1:p:29-50)
by Marcin Kacperczyk & Philipp Schnabl
The Financial Cost of Carbon (RePEc:bla:jacrfn:v:34:y:2022:i:2:p:17-29)
by Patrick Bolton & Zachery Halem & Marcin Kacperczyk
On the Industry Concentration of Actively Managed Equity Mutual Funds (RePEc:bla:jfinan:v:60:y:2005:i:4:p:1983-2011)
by Marcin Kacperczyk & Clemens Sialm & Lu Zheng
Fund Manager Use of Public Information: New Evidence on Managerial Skills (RePEc:bla:jfinan:v:62:y:2007:i:2:p:485-528)
by Marcin Kacperczyk & Amit Seru
Time-Varying Fund Manager Skill (RePEc:bla:jfinan:v:69:y:2014:i:4:p:1455-1484)
by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp
The Private Production of Safe Assets (RePEc:bla:jfinan:v:76:y:2021:i:2:p:495-535)
by Marcin Kacperczyk & Christophe Pérignon & Guillaume Vuillemey
Legal Risk and Insider Trading (RePEc:bla:jfinan:v:79:y:2024:i:1:p:305-355)
by Marcin Kacperczyk & Emiliano S. Pagnotta
ESG Investing and Stock Return Comovements (RePEc:boa:wpaper:202403)
by Marcin Kacperczyk & Lin Peng & Jing Xie
When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows (RePEc:cmu:gsiawp:-751188628)
by Shimon Kogan & Burton Hollifield & Marcin Kacperczyk & Amit Seru
The Private Production of Safe Assets (RePEc:cpr:ceprdp:12086)
by Vuillemey, Guillaume & Kacperczyk, Marcin & Perignon, Christophe
The Private Production of Safe Assets (RePEc:cpr:ceprdp:12395)
by Kacperczyk, Marcin & Perignon, Christophe & Vuillemey, Guillaume
Investor Sophistication and Capital Income Inequality (RePEc:cpr:ceprdp:12870)
by Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita
Chasing Private Information (RePEc:cpr:ceprdp:12871)
by Kacperczyk, Marcin & Pagnotta, Emiliano
Becker Meets Kyle: Inside Insider Trading (RePEc:cpr:ceprdp:13928)
by Kacperczyk, Marcin & Pagnotta, Emiliano
Swing Pricing and Fragility in Open-end Mutual Funds (RePEc:cpr:ceprdp:13929)
by Kacperczyk, Marcin & Jin, Dunhong & Kahraman, Bige & Suntheim, Felix
Carbon Premium around the World (RePEc:cpr:ceprdp:14567)
by Kacperczyk, Marcin & Bolton, Patrick
Do Investors Care about Carbon Risk? (RePEc:cpr:ceprdp:14568)
by Kacperczyk, Marcin & Bolton, Patrick
Time-Varying Fund Manager Skill (RePEc:cpr:ceprdp:9025)
by Veldkamp, Laura & Kacperczyk, Marcin & Van Nieuwerburgh, Stijn
Labor Unions, Operating Flexibility, and the Cost of Equity (RePEc:cup:jfinqa:v:46:y:2011:i:01:p:25-58_00)
by Chen, Huafeng Jason & Kacperczyk, Marcin & Ortiz-Molina, Hernán
The Private Production of Safe Assets (RePEc:ebg:heccah:1212)
by Perignon, Christophe & Vuillemey, Guillaume & Kacperczyk, Marcin T.
Do Optimists Grow Faster and Invest More? (RePEc:ecj:ac2002:109)
by Kacperczyk, Marcin & Zbigniew Kominek (YE)
A Bayesian semiparametric approach to pricing the S&P 500 index options (RePEc:ecm:nawm04:202)
by Marcin Kacperczyk; Paul Damien; Stephen Walker
The unintended consequences of the zero lower bound policy (RePEc:eee:jfinec:v:123:y:2017:i:1:p:59-80)
by Di Maggio, Marco & Kacperczyk, Marcin
Do investors care about carbon risk? (RePEc:eee:jfinec:v:142:y:2021:i:2:p:517-549)
by Bolton, Patrick & Kacperczyk, Marcin
The price of sin: The effects of social norms on markets (RePEc:eee:jfinec:v:93:y:2009:i:1:p:15-36)
by Hong, Harrison & Kacperczyk, Marcin
Investor sophistication and capital income inequality (RePEc:eee:moneco:v:107:y:2019:i:c:p:18-31)
by Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita
Swing Pricing and Fragility in Open-end Mutual Funds (RePEc:imf:imfwpa:2019/227)
by Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim
Investor sophistication and capital income inequality (RePEc:nbp:nbpmis:199)
by Marcin Kacperczyk & Jaromir Nosal & Luminita Stevens
On the Industry Concentration of Actively Managed Equity Mutual Funds (RePEc:nbr:nberwo:10770)
by Marcin Kacperczyk & Clemens Sialm & Lu Zheng
Unobserved Actions of Mutual Funds (RePEc:nbr:nberwo:11766)
by Marcin Kacperczyk & Clemens Sialm & Lu Zheng
Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry (RePEc:nbr:nberwo:15038)
by Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan
Rational Attention Allocation Over the Business Cycle (RePEc:nbr:nberwo:15450)
by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp
When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009 (RePEc:nbr:nberwo:15538)
by Marcin Kacperczyk & Philipp Schnabl
Implicit Guarantees and Risk Taking: Evidence from Money Market Funds (RePEc:nbr:nberwo:17321)
by Marcin Kacperczyk & Philipp Schnabl
Time-Varying Fund Manager Skill (RePEc:nbr:nberwo:17615)
by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp
Investor Sophistication and Capital Income Inequality (RePEc:nbr:nberwo:20246)
by Marcin Kacperczyk & Jaromir B. Nosal & Luminita Stevens
The Unintended Consequences of the Zero Lower Bound Policy (RePEc:nbr:nberwo:22351)
by Marco Di Maggio & Marcin Kacperczyk
Do Foreign Investors Improve Market Efficiency? (RePEc:nbr:nberwo:24765)
by Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang
Do Investors Care about Carbon Risk? (RePEc:nbr:nberwo:26968)
by Patrick Bolton & Marcin Kacperczyk
Global Pricing of Carbon-Transition Risk (RePEc:nbr:nberwo:28510)
by Patrick Bolton & Marcin Kacperczyk
Firm Commitments (RePEc:nbr:nberwo:31244)
by Patrick Bolton & Marcin Kacperczyk
Competition and Bias (RePEc:oup:qjecon:v:125:y:2010:i:4:p:1683-1725.)
by Harrison Hong & Marcin Kacperczyk
How Safe Are Money Market Funds? (RePEc:oup:qjecon:v:128:y:2013:i:3:p:1073-1122)
by Marcin Kacperczyk & Philipp Schnabl
Do Security Analysts Discipline Credit Rating Agencies?
[Credit ratings accuracy and analyst incentives] (RePEc:oup:rcorpf:v:11:y:2022:i:4:p:815-848.)
by Kingsley Fong & Harrison Hong & Marcin Kacperczyk & Jeffrey D Kubik
Review of Finance (RePEc:oup:revfin)
from European Finance Association as editor
Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers (RePEc:oup:revfin:v:16:y:2011:i:2:p:347-383)
by Huafeng (JASON) Chen & Marcin Kacperczyk & Hernán Ortiz-Molina
Sustainable Finance
[A simplemodel of capital market equilibrium with incomplete information] (RePEc:oup:revfin:v:26:y:2022:i:6:p:1309-1313.)
by Alex Edmans & Marcin Kacperczyk
Are Carbon Emissions Associated with Stock Returns? Comment (RePEc:oup:revfin:v:28:y:2024:i:1:p:107-109.)
by Patrick Bolton & Marcin Kacperczyk
Unobserved Actions of Mutual Funds (RePEc:oup:rfinst:v:21:y:2008:i:6:p:2379-2416)
by Marcin Kacperczyk & Clemens Sialm & Lu Zheng
Chasing Private Information (RePEc:oup:rfinst:v:32:y:2019:i:12:p:4997-5047.)
by Marcin Kacperczyk & Emiliano S Pagnotta
Do Foreign Institutional Investors Improve Price Efficiency?
[Does governance travel around the world? Evidence from institutional investors] (RePEc:oup:rfinst:v:34:y:2021:i:3:p:1317-1367.)
by Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang
Swing Pricing and Fragility in Open-End Mutual Funds (RePEc:oup:rfinst:v:35:y:2022:i:1:p:1-50.)
by Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim
Does Aggregate Buyer Satisfaction affect Household Consumption Growth? (RePEc:ovr:docfra:1802)
by Claes Fornell & Paul Damien & Marcin Kacperczyk & Michel Wedel
Recessions are a Time to Shine: A theory of attention allocation over the business cycle (RePEc:red:sed009:461)
by Stijn Van Nieuwerburgh & Laura Veldkamp & Marcin Kacperczyk
Investor Polarization, Trading Volume, and Return Dynamics (RePEc:red:sed013:1025)
by Luminita Stevens & Jaromir Nosal & Marcin Kacperczyk
Market Power and Informational Efficiency (RePEc:red:sed017:356)
by Savitar Sundaresan & Jaromir Nosal & Marcin Kacperczyk
A new class of Bayesian semi-parametric models with applications to option pricing (RePEc:taf:quantf:v:13:y:2013:i:6:p:967-980)
by Marcin Kacperczyk & Paul Damien & Stephen G. Walker
Net-Zero Carbon Portfolio Alignment (RePEc:taf:ufajxx:v:78:y:2022:i:2:p:19-33)
by Patrick Bolton & Marcin Kacperczyk & Frédéric Samama
A Rational Theory of Mutual Funds' Attention Allocation (RePEc:wly:emetrp:v:84:y:2016:i::p:571-626)
by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp
Hedge Funds in the Aftermath of the Financial Crisis (RePEc:wly:finmar:v:18:y:2009:i:2:p:155-156)
by Stephen Brown & Marcin Kacperczyk & Alexander Ljungqvist & Anthony Lynch & Lasse Pedersen & Matthew Richardson
Net-Zero Investing (RePEc:wsi:wschap:9789811297786_0009)
by Marcin Kacperczyk
Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry (RePEc:wsi:wschap:9789813100091_0003)
by Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan

The profile is maintained by Marcin Kacperczyk

Permanent link: http://authors.repec.org/pro/pka457/