Hengjie Ai

Names

Identifer

Contact

Affiliations

• University of Minnesota / Carlson School of Management
  • EDIRC entry
  • location:

Research profile

author of:

• Information Quality and Long‐Run Risk: Asset Pricing Implications
  Journal of Finance, American Finance Association (2010)
  by Hengjie Ai
  (ReDIF-article, bla:jfinan:v:65:y:2010:i:4:p:1333-1367)
• A Theory of Risk Aversion without the Independence Axiom
  Econometric Society 2004 North American Summer Meetings, Econometric Society (2004)
  by Hengjie Ai
  (ReDIF-paper, ecm:nasm04:578)
• Growth to value: Option exercise and the cross section of equity returns
  Journal of Financial Economics, Elsevier (2013)
  by Ai, Hengjie & Kiku, Dana
  (ReDIF-article, eee:jfinec:v:107:y:2013:i:2:p:325-349)
• Moral hazard, investment, and firm dynamics
  FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2012)
  by Hengjie Ai & Rui Li
  (ReDIF-paper, fip:fedacq:2012-01)
• Asset Pricing with Endogenously Uninsurable Tail Risk
  Staff Report, Federal Reserve Bank of Minneapolis (2018)
  by Hengjie Ai & Anmol Bhandari
  (ReDIF-paper, fip:fedmsr:570)
• Smooth nonexpected utility without state independence
  Working Papers, Federal Reserve Bank of Minneapolis (2005)
  by Hengjie Ai
  (ReDIF-paper, fip:fedmwp:637)
• Risk Preferences and The Macro Announcement Premium
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Hengjie Ai & Ravi Bansal
  (ReDIF-paper, nbr:nberwo:22527)
• Asset Pricing with Endogenously Uninsurable Tail Risk
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Hengjie Ai & Anmol Bhandari
  (ReDIF-paper, nbr:nberwo:24972)
• Identifying Preference for Early Resolution from Asset Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Hengjie Ai & Ravi Bansal & Hongye Guo & Amir Yaron
  (ReDIF-paper, nbr:nberwo:31087)
• Macroeconomic Announcement Premium
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Hengjie Ai & Ravi Bansal & Hongye Guo
  (ReDIF-paper, nbr:nberwo:31923)
• Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital
  Review of Financial Studies, Society for Financial Studies (2013)
  by Hengjie Ai & Mariano Massimiliano Croce & Kai Li
  (ReDIF-article, oup:rfinst:v:26:y:2013:i:2:p:491-530)
• A Model of Cross-Section of Equity Returns and Firm Dynamics
  2008 Meeting Papers, Society for Economic Dynamics (2008)
  by Hengjie Ai & Dana Kiku
  (ReDIF-paper, red:sed008:1030)
• Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital
  2010 Meeting Papers, Society for Economic Dynamics (2010)
  by Mariano Croce & Kai Li & Hengjie Ai
  (ReDIF-paper, red:sed010:663)