Stefan Nagel
Names
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Stefan |
| last: |
Nagel |
Identifer
Contact
Affiliations
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National Bureau of Economic Research (NBER) (weight: 1%)
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University of Chicago
/ Booth School of Business (weight: 98%)
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Centre for Economic Policy Research (CEPR) (weight: 1%)
Research profile
author of:
- Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals (RePEc:aea:aecrev:v:98:y:2008:i:3:p:713-36)
by Markus K. Brunnermeier & Stefan Nagel - Empirical Cross-Sectional Asset Pricing (RePEc:anr:refeco:v:5:y:2013:p:167-199)
by Stefan Nagel - Do Survey Expectations of Stock Returns Reflect Risk Adjustments? (RePEc:bca:bocawp:19-11)
by Klaus Adam & Dmitry Matveev & Stefan Nagel - Treasury Inconvenience Yields during the COVID-19 Crisis (RePEc:bfi:wpaper:2020-79)
by Zhiguo He & Stefan Nagel & Zhaogang Song - The Effect of Dividends on Consumption (RePEc:bin:bpeajo:v:38:y:2007:i:2007-1:p:231-292)
by Malcolm Baker & Stefan Nagel & Jeffrey Wurgler - Unknown item RePEc:bla:jfinan:v:59:y:2004:i:5:p:2013-2040 (article)
- Estimation and Evaluation of Conditional Asset Pricing Models (RePEc:bla:jfinan:v:66:y:2011:i:3:p:873-909)
by Stefan Nagel & Kenneth J. Singleton - Sizing Up Repo (RePEc:bla:jfinan:v:69:y:2014:i:6:p:2381-2417)
by Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov - Risk‐Adjusting the Returns to Venture Capital (RePEc:bla:jfinan:v:71:y:2016:i:3:p:1437-1470)
by Arthur Korteweg & Stefan Nagel - Report of the Editor of the Journal of Finance for the Year 2016 (RePEc:bla:jfinan:v:72:y:2017:i:4:p:1859-1874)
by Stefan Nagel - Interpreting Factor Models (RePEc:bla:jfinan:v:73:y:2018:i:3:p:1183-1223)
by Serhiy Kozak & Stefan Nagel & Shrihari Santosh - Report of the Editor of the Journal of Finance for the Year 2017 (RePEc:bla:jfinan:v:73:y:2018:i:4:p:1937-1951)
by Stefan Nagel - Report of the Editor of The Journal of Finance for the Year 2018 (RePEc:bla:jfinan:v:74:y:2019:i:4:p:2117-2132)
by Stefan Nagel - Report of the Editor of The Journal of Finance for the Year 2019 (RePEc:bla:jfinan:v:75:y:2020:i:2:p:1157-1172)
by Stefan Nagel - Report of the Editor of The Journal of Finance for the Year 2020 (RePEc:bla:jfinan:v:76:y:2021:i:2:p:1019-1028)
by Stefan Nagel - Report of the Editor of The Journal of Finance for the Year 2021 (RePEc:bla:jfinan:v:77:y:2022:i:2:p:1413-1421)
by Stefan Nagel - Expectations Data in Asset Pricing (RePEc:bon:boncrc:crctr224_2022_337)
by Klaus Adam & Stefan Nagel - First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” (RePEc:bpj:bejmac:v:12:y:2012:i:3:p:9:n:1006)
by Nagel Stefan - Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows (RePEc:ces:ceswps:_10118)
by Stefan Nagel & Zhen Yan - Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux (RePEc:ces:ceswps:_11305)
by Stefan Nagel & Zhengyang Xu - Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? (RePEc:ces:ceswps:_7285)
by Klaus Adam & Dmitry Matveev & Stefan Nagel - Bank risk dynamics and distance to default (RePEc:ces:ceswps:_7637)
by Stefan Nagel & Amiyatosh Purnanandam - Market Efficiency in the Age of Big Data (RePEc:ces:ceswps:_8015)
by Ian Martin & Stefan Nagel - Dynamics of Subjective Risk Premia (RePEc:ces:ceswps:_9693)
by Stefan Nagel & Zhengyang Xu - The Making of Hawks and Doves: Inflation Experiences on the FOMC (RePEc:cpr:ceprdp:11902)
by Nagel, Stefan & Malmendier, Ulrike M. & Yan, Zhen - ECB Policies Involving Government Bond Purchases: Impacts and Channels (RePEc:cpr:ceprdp:12399)
by Nagel, Stefan & Vissing-Jørgensen, Annette & Krishnamurthy, Arvind - Shrinking the Cross Section (RePEc:cpr:ceprdp:12463)
by Nagel, Stefan & Santosh, Shrihari & Kozak, Serhiy - Socioeconomic Status and Macroeconomic Expectations (RePEc:cpr:ceprdp:12464)
by Nagel, Stefan & Kuhnen, Camelia & Das, Sreyoshi - Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? (RePEc:cpr:ceprdp:13213)
by Adam, Klaus & Nagel, Stefan & Matveev, Dmitry - Bank Risk Dynamics and Distance to Default (RePEc:cpr:ceprdp:13715)
by Nagel, Stefan & Purnanandam, Amiyatosh - Asset Pricing with Fading Memory (RePEc:cpr:ceprdp:13973)
by Nagel, Stefan & Xu, Zhengyang - Market Efficiency in the Age of Big Data (RePEc:cpr:ceprdp:14235)
by Martin, Ian & Nagel, Stefan - The Making of Hawks and Doves (RePEc:cpr:ceprdp:14938)
by Malmendier, Ulrike M. & Nagel, Stefan & Yan, Zhen - Dynamics of Subjective Risk Premia (RePEc:cpr:ceprdp:17064)
by Nagel, Stefan & Xu, Zhengyang - Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows (RePEc:cpr:ceprdp:17695)
by Nagel, Stefan & Yan, Zhen - Evaporating Liquidity (RePEc:cpr:ceprdp:8775)
by Nagel, Stefan - Sizing Up Repo (RePEc:cpr:ceprdp:8795)
by Krishnamurthy, Arvind & Nagel, Stefan & Orlov, Dmitry - Empirical Cross-Sectional Asset Pricing (RePEc:cpr:ceprdp:9227)
by Nagel, Stefan - Risk-Adjusting the Returns to Venture Capital (RePEc:cpr:ceprdp:9610)
by Nagel, Stefan & Korteweg, Arthur - Interest Rate Risk in Banking (RePEc:ecl:stabus:4194)
by DeMarzo, Peter & Krishnamurthy, Arvind & Nagel, Stefan - ECB Policies Involving Government Bond Purchases: Impact and Channels (RePEc:ecl:stabus:repec:ecl:stabus:3578)
by Krishnamurthy, Arvind & Nagel, Stefan & Vissing-Jorgensen, Annette - Shrinking the cross-section (RePEc:eee:jfinec:v:135:y:2020:i:2:p:271-292)
by Kozak, Serhiy & Nagel, Stefan & Santosh, Shrihari - Treasury inconvenience yields during the COVID-19 crisis (RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79)
by He, Zhiguo & Nagel, Stefan & Song, Zhaogang - Market efficiency in the age of big data (RePEc:eee:jfinec:v:145:y:2022:i:1:p:154-177)
by Martin, Ian W.R. & Nagel, Stefan - Dynamics of subjective risk premia (RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001459)
by Nagel, Stefan & Xu, Zhengyang - Short sales, institutional investors and the cross-section of stock returns (RePEc:eee:jfinec:v:78:y:2005:i:2:p:277-309)
by Nagel, Stefan - The conditional CAPM does not explain asset-pricing anomalies (RePEc:eee:jfinec:v:82:y:2006:i:2:p:289-314)
by Lewellen, Jonathan & Nagel, Stefan - Inexperienced investors and bubbles (RePEc:eee:jfinec:v:93:y:2009:i:2:p:239-258)
by Greenwood, Robin & Nagel, Stefan - A skeptical appraisal of asset pricing tests (RePEc:eee:jfinec:v:96:y:2010:i:2:p:175-194)
by Lewellen, Jonathan & Nagel, Stefan & Shanken, Jay - The making of hawks and doves (RePEc:eee:moneco:v:117:y:2021:i:c:p:19-42)
by Malmendier, Ulrike & Nagel, Stefan & Yan, Zhen - Do survey expectations of stock returns reflect risk adjustments? (RePEc:eee:moneco:v:117:y:2021:i:c:p:723-740)
by Adam, Klaus & Matveev, Dmitry & Nagel, Stefan - Market efficiency in the age of big data (RePEc:ehl:lserod:112960)
by Martin, Ian W.R. & Nagel, Stefan - Long-Run Inflation Uncertainty (RePEc:ijc:ijcjou:y:2016:q:3:a:5)
by Stefan Nagel - The Conditional CAPM Does Not Explain Asset-pricing Anomalies (RePEc:mit:sloanp:3544)
by Lewellen, Jonathan & Nagel, Stefan - Carry Trades and Currency Crashes (RePEc:nbr:nberch:7286)
by Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen - The Effect of Dividends on Consumption (RePEc:nbr:nberwo:12288)
by Malcolm Baker & Stefan Nagel & Jeffrey Wurgler - A Skeptical Appraisal of Asset-Pricing Tests (RePEc:nbr:nberwo:12360)
by Jonathan Lewellen & Stefan Nagel & Jay Shanken - Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation (RePEc:nbr:nberwo:12809)
by Markus K. Brunnermeier & Stefan Nagel - Inexperienced Investors and Bubbles (RePEc:nbr:nberwo:14111)
by Robin Greenwood & Stefan Nagel - Carry Trades and Currency Crashes (RePEc:nbr:nberwo:14473)
by Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen - Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? (RePEc:nbr:nberwo:14813)
by Ulrike Malmendier & Stefan Nagel - Estimation and Evaluation of Conditional Asset Pricing Models (RePEc:nbr:nberwo:16457)
by Stefan Nagel & Kenneth J. Singleton - Evaporating Liquidity (RePEc:nbr:nberwo:17653)
by Stefan Nagel - Sizing Up Repo (RePEc:nbr:nberwo:17768)
by Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov - Empirical Cross-Sectional Asset Pricing (RePEc:nbr:nberwo:18554)
by Stefan Nagel - Risk-Adjusting the Returns to Venture Capital (RePEc:nbr:nberwo:19347)
by Arthur Korteweg & Stefan Nagel - Interpreting Repo Statistics in the Flow of Funds Accounts (RePEc:nbr:nberwo:19389)
by Arvind Krishnamurthy & Stefan Nagel - The Liquidity Premium of Near-Money Assets (RePEc:nbr:nberwo:20265)
by Stefan Nagel - Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock (RePEc:nbr:nberwo:22209)
by Jeffrey Hoopes & Patrick Langetieg & Stefan Nagel & Daniel Reck & Joel Slemrod & Bryan Stuart - The Making of Hawks and Doves: Inflation Experiences on the FOMC (RePEc:nbr:nberwo:23228)
by Ulrike Malmendier & Stefan Nagel & Zhen Yan - ECB Policies Involving Government Bond Purchases: Impact and Channels (RePEc:nbr:nberwo:23985)
by Arvind Krishnamurthy & Stefan Nagel & Annette Vissing-Jorgensen - Socioeconomic Status and Macroeconomic Expectations (RePEc:nbr:nberwo:24045)
by Sreyoshi Das & Camelia M. Kuhnen & Stefan Nagel - Shrinking the Cross Section (RePEc:nbr:nberwo:24070)
by Serhiy Kozak & Stefan Nagel & Shrihari Santosh - Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? (RePEc:nbr:nberwo:25122)
by Klaus Adam & Dmitry Matveev & Stefan Nagel - Bank Risk Dynamics and Distance to Default (RePEc:nbr:nberwo:25807)
by Stefan Nagel & Amiyatosh Purnanandam - Asset Pricing with Fading Memory (RePEc:nbr:nberwo:26255)
by Stefan Nagel & Zhengyang Xu - Market Efficiency in the Age of Big Data (RePEc:nbr:nberwo:26586)
by Ian Martin & Stefan Nagel - Treasury Inconvenience Yields during the COVID-19 Crisis (RePEc:nbr:nberwo:27416)
by Zhiguo He & Stefan Nagel & Zhaogang Song - Dynamics of Subjective Risk Premia (RePEc:nbr:nberwo:29803)
by Stefan Nagel & Zhengyang Xu - Expectations Data in Asset Pricing (RePEc:nbr:nberwo:29977)
by Klaus Adam & Stefan Nagel - Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows (RePEc:nbr:nberwo:30692)
by Stefan Nagel & Zhen Yan - When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? (RePEc:nbr:nberwo:31275)
by Serhiy Kozak & Stefan Nagel - Judging Banks’ Risk by the Profits They Report (RePEc:nbr:nberwo:31635)
by Ben S. Meiselman & Stefan Nagel & Amiyatosh Purnanandam - Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux (RePEc:nbr:nberwo:32884)
by Stefan Nagel & Zhengyang Xu - The Statistical Limit of Arbitrage (RePEc:nbr:nberwo:33070)
by Rui Da & Stefan Nagel & Dacheng Xiu - Interest Rate Risk in Banking (RePEc:nbr:nberwo:33308)
by Peter M. DeMarzo & Arvind Krishnamurthy & Stefan Nagel - The Conditional CAPM does not Explain Asset-Pricing Anamolies (RePEc:nbr:nberwo:9974)
by Jonathan Lewellen & Stefan Nagel - Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock (RePEc:oup:econjl:v:132:y:2022:i:641:p:299-325.)
by Jeffrey L Hoopes & Patrick Langetieg & Stefan Nagel & Daniel Reck & Joel Slemrod & Bryan A Stuart - Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? (RePEc:oup:qjecon:v:126:y:2011:i:1:p:373-416)
by Ulrike Malmendier & Stefan Nagel - Learning from Inflation Experiences (RePEc:oup:qjecon:v:131:y:2016:i:1:p:53-87.)
by Ulrike Malmendier & Stefan Nagel - The Liquidity Premium of Near-Money Assets (RePEc:oup:qjecon:v:131:y:2016:i:4:p:1927-1971.)
by Stefan Nagel - ECB Policies Involving Government Bond Purchases: Impact and Channels
[The “greatest” carry trade ever? Understanding eurozone bank risks] (RePEc:oup:revfin:v:22:y:2018:i:1:p:1-44.)
by Arvind Krishnamurthy & Stefan Nagel & Annette Vissing-Jorgensen - Evaporating Liquidity (RePEc:oup:rfinst:v:25:y:2012:i:7:p:2005-2039)
by Stefan Nagel - Socioeconomic Status and Macroeconomic Expectations (RePEc:oup:rfinst:v:33:y:2020:i:1:p:395-432.)
by Sreyoshi Das & Camelia M Kuhnen & Stefan Nagel - Banks’ Risk Dynamics and Distance to Default (RePEc:oup:rfinst:v:33:y:2020:i:6:p:2421-2467.)
by Stefan Nagel & Amiyatosh Purnanandam - Review Article: Perspectives on the Future of Asset Pricing
[Do survey expectations of stock returns reflect risk-adjustments?] (RePEc:oup:rfinst:v:34:y:2021:i:4:p:2126-2160.)
by Markus Brunnermeier & Emmanuel Farhi & Ralph S J Koijen & Arvind Krishnamurthy & Sydney C Ludvigson & Hanno Lustig & Stefan Nagel & Monika Piazzesi - Asset Pricing with Fading Memory (RePEc:oup:rfinst:v:35:y:2022:i:5:p:2190-2245.)
by Stefan Nagel & Zhengyang Xu - Carry Trades and Currency Crashes (RePEc:pri:econom:2008-1)
by Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen - Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? (RePEc:red:sed019:641)
by Klaus Adam & Dmitry Matveev & Stefan Nagel - Asset Pricing with Fading Memory (RePEc:red:sed019:71)
by Stefan Nagel & Zhengyang Xu - Capturing the Value Premium in the United Kingdom (RePEc:taf:ufajxx:v:59:y:2003:i:6:p:35-45)
by Elroy Dimson & Stefan Nagel & Garrett Quigley - Do survey expectations of stock returns reflect risk-adjustments? (RePEc:zbw:cfswop:600)
by Adam, Klaus & Matveev, Dmitry & Nagel, Stefan