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Wachter, Jessica A.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,743 |
Total
Citations
1,085 |
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1.
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Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements
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Versions (3)
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Baker, Malcolm P.
Harvard Business School Litov, Lubomir P.
University of Arizona - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Wurgler, Jeffrey
NYU Stern School of Business
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Posted:
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03 Mar 05
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Last Revised:
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13 Dec 11
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1,722
(3,757)
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51
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Baker, Malcolm P.
Harvard Business School Litov, Lubomir P.
University of Arizona - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Wurgler, Jeffrey
NYU Stern School of Business
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201
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51
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Baker, Malcolm P.
Harvard Business School Litov, Lubomir P.
University of Arizona - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Wurgler, Jeffrey
NYU Stern School of Business
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139
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51
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Baker, Malcolm P.
Harvard Business School Litov, Lubomir P.
University of Arizona - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Wurgler, Jeffrey
NYU Stern School of Business
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03 Mar 05
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Last Revised:
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13 Dec 11
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1,382
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51
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Mutual fund, performance evaluation
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2.
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Does Mutual Fund Performance Vary Over the Business Cycle?
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Versions (5)
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hide multiple versions |
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Boudry, Walter
New York University (NYU) - Department of Finance Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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29 Nov 03
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Last Revised:
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13 Dec 11
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820
(12,818)
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13
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Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Boudry, Walter
New York University (NYU) - Department of Finance
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70
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13
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Boudry, Walter
New York University (NYU) - Department of Finance Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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35
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13
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Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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28
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13
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Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Boudry, Walter
New York University (NYU) - Department of Finance
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45
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13
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Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Boudry, Walter
New York University (NYU) - Department of Finance
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642
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13
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3.
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The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
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Versions (5)
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hide multiple versions |
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Lettau, Martin
University of California - Haas School of Business Wachter, Jessica A.
University of Pennsylvania - Finance Department Ludvigson, Sydney C.
New York University - Department of Economics
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Posted:
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12 Aug 04
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Last Revised:
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13 Dec 11
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779
(13,851)
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106
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Lettau, Martin
University of California - Haas School of Business Ludvigson, Sydney C.
New York University - Department of Economics Wachter, Jessica A.
University of Pennsylvania - Finance Department
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44
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106
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Lettau, Martin
University of California - Haas School of Business Ludvigson, Sydney C.
New York University - Department of Economics Wachter, Jessica A.
University of Pennsylvania - Finance Department
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0
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G12
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Lettau, Martin
University of California - Haas School of Business Wachter, Jessica A.
University of Pennsylvania - Finance Department Ludvigson, Sydney C.
New York University - Department of Economics
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24
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106
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Equity premium, macroeconomic volatility, stock market boom, regime shifts
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Lettau, Martin
University of California - Haas School of Business Wachter, Jessica A.
University of Pennsylvania - Finance Department Ludvigson, Sydney C.
New York University - Department of Economics
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638
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106
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Lettau, Martin
University of California - Haas School of Business Wachter, Jessica A.
University of Pennsylvania - Finance Department Ludvigson, Sydney C.
New York University - Department of Economics
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73
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106
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4.
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Bayesian Performance Evaluation
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Baks, Klaas
Emory University - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Metrick, Andrew
Yale School of Management
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Posted:
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23 Apr 99
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Last Revised:
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13 Dec 11
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648
(18,054)
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68
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Baks, Klaas
Emory University - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Metrick, Andrew
Yale School of Management
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57
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68
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Baks, Klaas
Emory University - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Metrick, Andrew
Yale School of Management
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591
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68
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5.
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Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Warusawitharana, Missaka
Federal Reserve Board - Board of Governors
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Posted:
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19 Mar 05
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Last Revised:
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13 Dec 11
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561
(22,116)
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27
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Warusawitharana, Missaka
Federal Reserve Board - Board of Governors
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98
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27
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Warusawitharana, Missaka
Federal Reserve Board - Board of Governors
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463
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27
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6.
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Why Do Household Portfolio Shares Rise in Wealth?
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Yogo, Motohiro
Federal Reserve Bank of Minneapolis
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Posted:
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16 Mar 07
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Last Revised:
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13 Dec 11
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437
(30,760)
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19
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Yogo, Motohiro
Federal Reserve Bank of Minneapolis
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18
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19
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Yogo, Motohiro
Federal Reserve Bank of Minneapolis
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| Posted: |
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16 Mar 07
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Last Revised:
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13 Dec 11
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419
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19
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Decreasing relative risk aversion, Engel curves, Life-cycle model, Nonhomothetic utility, Portfolio choice
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7.
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Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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26 Nov 01
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Last Revised:
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13 Dec 11
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385
(36,090)
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97
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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0
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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385
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97
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8.
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Habit Formation and Returns on Bonds and Stocks
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Versions (5)
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hide multiple versions |
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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12 Mar 01
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Last Revised:
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13 Dec 11
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348
(40,889)
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23
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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30
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23
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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13
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23
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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28
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23
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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23
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23
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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254
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23
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9.
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Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
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Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Lettau, Martin
University of California - Haas School of Business Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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04 Feb 05
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Last Revised:
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13 Dec 11
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323
(44,677)
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106
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Lettau, Martin
University of California - Haas School of Business
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30
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106
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Value, growth, duration, habit formation
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Lettau, Martin
University of California - Haas School of Business
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45
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106
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Lettau, Martin
University of California - Haas School of Business Wachter, Jessica A.
University of Pennsylvania - Finance Department
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248
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106
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Value, Growth, duration, habit formation
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10.
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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313
(46,399)
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118
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11.
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What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio
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Versions (2)
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hide multiple versions |
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Warusawitharana, Missaka
Federal Reserve Board - Board of Governors
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Posted:
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20 Mar 07
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Last Revised:
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06 Jun 13
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246
(60,915)
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5
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Warusawitharana, Missaka
Federal Reserve Board - Board of Governors
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22
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5
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Wachter, Jessica A.
University of Pennsylvania - Finance Department Warusawitharana, Missaka
Federal Reserve Board - Board of Governors
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| Posted: |
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20 Mar 07
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Last Revised:
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06 Jun 13
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224
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5
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12.
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Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
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Versions (2)
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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10 Oct 08
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Last Revised:
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08 Aug 12
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225
(66,990)
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46
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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| Posted: |
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18 Mar 10
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Last Revised:
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08 Aug 12
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189
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46
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Rare disasters, Peso problem, Excess volatility
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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36
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46
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13.
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Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?
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Versions (5)
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Sangvinatsos, Antonios A.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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28 Nov 03
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Last Revised:
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13 Dec 11
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211
(71,569)
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41
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Sangvinatsos, Antonios A.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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14
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41
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Sangvinatsos, Antonios A.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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9
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41
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Sangvinatsos, Antonios A.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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9
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41
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Sangvinatsos, Antonios A.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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9
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41
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Sangvinatsos, Antonios A.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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170
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41
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14.
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Baker, Malcolm P.
Harvard Business School Litov, Lubomir P.
University of Arizona - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Wurgler, Jeffrey
NYU Stern School of Business
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192
(81,161)
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48
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15.
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Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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149
(99,592)
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5
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16.
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Risk Aversion and Allocation to Long-Term Bonds
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Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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03 Nov 08
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Last Revised:
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13 Dec 11
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94
(142,422)
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34
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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19
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34
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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61
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34
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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14
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34
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17.
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Asset Allocation
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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10 Aug 10
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Last Revised:
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13 Dec 11
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54
(195,574)
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1
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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0
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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54
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18.
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Optimal Consumption and Portfolio Allocation Under Mean-Reverting Returns: An Exact Solution for Complete Markets
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Versions (3)
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hide multiple versions |
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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04 Nov 08
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Last Revised:
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13 Dec 11
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54
(195,574)
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94
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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18
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94
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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14
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94
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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22
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94
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19.
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Lettau, Martin
University of California - Haas School of Business Wachter, Jessica A.
University of Pennsylvania - Finance Department
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43
(215,906)
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26
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20.
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Portfolio and Consumption Decisions Under Mean-Revering Returns: An Exact Solution for Complete Markets
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Show Abstracts |
Hide Abstracts |
Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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03 Nov 08
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Last Revised:
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13 Dec 11
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43
(215,906)
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94
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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22
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94
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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14
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94
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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7
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94
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21.
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Using Samples of Unequal Length in Generalized Method of Moments Estimation
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Show Abstracts |
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Versions (3)
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Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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23 Oct 08
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Last Revised:
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13 Dec 11
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41
(219,985)
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5
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Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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| Posted: |
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09 Mar 09
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Last Revised:
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13 Dec 11
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18
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5
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Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Lynch , Anthony W.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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15
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5
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22.
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Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors
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Sangvinatsos, Antonios A.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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Posted:
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16 Nov 03
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Last Revised:
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13 Dec 11
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44
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Sangvinatsos, Antonios A.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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11
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41
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Sangvinatsos, Antonios A.
New York University (NYU) - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department
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20
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41
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23.
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Wachter, Jessica A.
University of Pennsylvania - Finance Department
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24
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12
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24.
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Baks, Klaas
Emory University - Department of Finance Wachter, Jessica A.
University of Pennsylvania - Finance Department Metrick, Andrew
Yale School of Management
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