.
Kogan, Leonid's
Scholarly Papers
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column.
Aggregate Statistics
Total 10,528
Total Citations 552
1.
Bertsimas, Dimitris Massachusetts Institute of Technology (MIT) - Sloan School of Management
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Lo, Andrew W. Massachusetts Institute of Technology (MIT) - Sloan School of Management
1,721(3,638)
25
2.
The Price Impact and Survival of Irrational Traders
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Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Ross, Stephen A. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
Westerfield, Mark M. University of Washington
Posted:
10 Jan 03
Last Revised:
11 Sep 09
1,648(3,894)
62
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Ross, Stephen A. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
Westerfield, Mark M. University of Washington
0
Irrational Traders, Price Impact, Price Influence, Survival, Irrationality, Long Run Prices
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Ross, Stephen A. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
Westerfield, Mark M. University of Washington
1,596
62
Irrational Traders, Price Impact, Price Influence, Survival, Irrationality, Long Run Prices
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Ross, Stephen A. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
Westerfield, Mark M. University of Washington
52
62
3.
Pricing American Options: A Duality Approach
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Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Haugh, Martin Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
05 Feb 02
Last Revised:
26 Apr 03
1,172(7,120)
35
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Haugh, Martin Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
0
Haugh, Martin Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
1,172
35
Asset pricing, dynamic programming, simulation, American option, optimal stopping, duality
4.
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
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Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Uppal , Raman EDHEC Business School
Posted:
24 Aug 00
Last Revised:
25 Oct 10
737(14,818)
45
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Uppal , Raman EDHEC Business School
25
45
Asset allocation, stochastic investment opportunities, incomplete markets, borrowing constraints, asymptotic analysis
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Uppal , Raman EDHEC Business School
53
45
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Uppal , Raman EDHEC Business School
659
45
Asset allocation, stochastic investment opportunities, incomplete markets, borrowing constraints, asymptotic analysis
5.
Market Selection
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Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Ross, Stephen A. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
Westerfield, Mark M. University of Washington
Posted:
25 Mar 08
Last Revised:
16 Sep 11
698(16,050)
3
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Ross, Stephen A. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
Westerfield, Mark M. University of Washington
49
3
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Ross, Stephen A. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
Westerfield, Mark M. University of Washington
Posted:
25 Mar 08
Last Revised:
16 Sep 11
649
3
Market Selection, Heterogeneous Beliefs, State-Dependent Utility, Survival, Price Impact
6.
Equilibrium Cross-Section of Returns
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Gomes, Joao F. The Wharton School
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Zhang, Lu Ohio State University - Fisher College of Business
Posted:
13 Apr 01
Last Revised:
16 Sep 09
657(17,516)
168
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Gomes, Joao F. The Wharton School
Zhang, Lu Ohio State University - Fisher College of Business
0
Asset Pricing, Stock Returns, Book-to-market, Size, Equilibrium, Cross-section, Production, Investment, Business Cycle, Aggregation, Heterogeneity
Gomes, Joao F. The Wharton School
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Zhang, Lu Ohio State University - Fisher College of Business
41
168
Production based asset pricing, beta, size and book-to-market factors, CAPM, business cycle properties of stock returns
Gomes, Joao F. The Wharton School
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Zhang, Lu Ohio State University - Fisher College of Business
Posted:
13 Apr 01
Last Revised:
16 Sep 09
616
168
General equilibrium, the cross-section of returns, beta, size, book-to-market ratio, firm heterogeneity, business
7.
Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs
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Khan, Mozaffar University of Minnesota - Twin Cities - Carlson School of Management
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Serafeim, George Harvard University - Harvard Business School
Posted:
19 Mar 09
Last Revised:
24 Jul 11
616(19,248)
10
Khan, Mozaffar University of Minnesota - Twin Cities - Carlson School of Management
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Serafeim, George Harvard University - Harvard Business School
150
10
SEO, Market Timing, Price Impact, Trading Pressure, Mutual Fund
Khan, Mozaffar University of Minnesota - Twin Cities - Carlson School of Management
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Serafeim, George Harvard University - Harvard Business School
Posted:
19 Mar 09
Last Revised:
08 Jul 11
466
10
SEO, Market Timing, Price Impact, Trading Pressure, Mutual Fund
8.
Durability of Output and Expected Stock Returns
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Gomes, Joao F. The Wharton School
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Yogo, Motohiro Federal Reserve Bank of Minneapolis
Posted:
20 Mar 07
Last Revised:
27 Jun 10
615(19,278)
34
Gomes, Joao F. The Wharton School
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Yogo, Motohiro Federal Reserve Bank of Minneapolis
41
34
Gomes, Joao F. The Wharton School
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Yogo, Motohiro Federal Reserve Bank of Minneapolis
Posted:
20 Mar 07
Last Revised:
01 Nov 09
574
34
Cash flow, Durable goods, Factor-mimicking portfolio, Input-output accounts, Stock returns
9.
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
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Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
Posted:
08 Nov 00
Last Revised:
25 Oct 10
580(20,894)
101
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
0
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
39
100
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
541
99
10.
Evaluating Portfolio Policies: A Duality Approach
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Haugh, Martin Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Jul 03
Last Revised:
24 Sep 09
424(31,611)
4
Haugh, Martin Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
34
4
Haugh, Martin Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
390
4
Portfolio Choice, Duality, Dynamic Programming, Constraints, Monte Carlo, Simulation
11.
Bhamra, Harjoat Singh University of British Columbia (UBC) - Sauder School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Uppal , Raman EDHEC Business School
325(43,847)
Asset pricing, derivative valuation, portfolio choice, incomplete markets
12.
Futures Prices in a Production Economy with Investment Constraints
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Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Livdan, Dmitry University of California, Berkeley
Yaron, Amir University of Pennsylvania -- Wharton School of Business
Posted:
17 Feb 04
Last Revised:
14 Dec 11
288(50,530)
18
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Livdan, Dmitry University of California, Berkeley
Yaron, Amir University of Pennsylvania -- Wharton School of Business
56
18
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Livdan, Dmitry University of California, Berkeley
Yaron, Amir University of Pennsylvania -- Wharton School of Business
232
18
Futures, investment contraints, production economy, SMM
13.
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
Posted:
14 Mar 09
Last Revised:
20 Mar 13
236(62,975)
16
14.
The Demographics of Innovation and Asset Returns
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Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panageas, Stavros University of Chicago - Booth School of Business
Posted:
22 Oct 09
Last Revised:
29 Mar 11
233(63,873)
5
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panageas, Stavros University of Chicago - Booth School of Business
Posted:
08 Jan 10
Last Revised:
29 Mar 11
109
5
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panageas, Stavros University of Chicago - Booth School of Business
30
5
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panageas, Stavros University of Chicago - Booth School of Business
Posted:
22 Oct 09
Last Revised:
29 Mar 11
94
5
Asset Pricing, Equity Premium, Value Premium, Intergenerational Risk, Innovation, Displacement Risk
15.
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Tian, Mary H. Federal Reserve Board
Posted:
29 Nov 12
Last Revised:
16 Jan 13
177(84,121)
Anomalies, Factor Models, Data-mining, Firm Characteristic
16.
Technological Innovation, Resource Allocation, and Growth
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Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
Seru, Amit University of Chicago - Booth School of Business and NBER
Stoffman, Noah Indiana University Bloomington - Department of Finance
Posted:
21 Jan 12
Last Revised:
23 Dec 12
103(132,436)
2
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
Seru, Amit University of Chicago - Booth School of Business and NBER
Stoffman, Noah Indiana University Bloomington - Department of Finance
87
2
Innovation, patents, growth, reallocation
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
Seru, Amit University of Chicago - Booth School of Business and NBER
Stoffman, Noah Indiana University Bloomington - Department of Finance
16
2
17.
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panageas, Stavros University of Chicago - Booth School of Business
94(140,994)
2
consumption-based asset pricing, displacement risk, value premium, equity premium, incomplete markets
18.
A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
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Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
Posted:
06 Apr 12
Last Revised:
20 Mar 13
80(157,554)
6
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
Posted:
10 Apr 12
Last Revised:
20 Mar 13
69
6
stock returns, investment, firm characteristics, predictability, value premium
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
11
6
19.
Bertsimas, Dimitris Massachusetts Institute of Technology (MIT) - Sloan School of Management
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Lo, Andrew W. Massachusetts Institute of Technology (MIT) - Sloan School of Management
66(174,831)
1
20.
Technological Innovation: Winners and Losers
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Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
Stoffman, Noah Indiana University Bloomington - Department of Finance
Posted:
23 Dec 12
Last Revised:
05 Jan 13
35(230,806)
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
Stoffman, Noah Indiana University Bloomington - Department of Finance
0
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
Stoffman, Noah Indiana University Bloomington - Department of Finance
35
general equilibrium, asset pricing, innovation, risk sharing, technology shocks
21.
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
23(264,861)
15
22.
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Papanikolaou, Dimitris Northwestern University - Kellogg School of Management - Department of Finance
23.
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Investment, Irreversibility, General equilibrium, Leverage effect, book-to-market
