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Nagel, Stefan's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
10,990 |
Total
Citations
990 |
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1.
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Nagel, Stefan
Stanford Graduate School of Business Brunnermeier, Markus K.
Princeton University - Department of Economics
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2,540
(1,857)
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164
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Bubbles, Hedge Funds, Limits to Arbitrage
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2.
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Nagel, Stefan
Stanford Graduate School of Business
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1,713
(3,672)
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5
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Momentum, book-to-market, overreaction, underreaction, behavioral finance, long horizon stock performance
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3.
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The Conditional CAPM Does Not Explain Asset-pricing Anomalies
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Versions (2)
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Lewellen, Jonathan
Dartmouth College - Tuck School of Business Nagel, Stefan
Stanford Graduate School of Business
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Posted:
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15 Sep 03
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Last Revised:
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23 Apr 10
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1,166
(7,186)
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157
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Lewellen, Jonathan
Dartmouth College - Tuck School of Business Nagel, Stefan
Stanford Graduate School of Business
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257
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157
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Lewellen, Jonathan
Dartmouth College - Tuck School of Business Nagel, Stefan
Stanford Graduate School of Business
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909
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157
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Time-varying betas, conditional CAPM, asset-pricing anomalies, book-to-market, momentum
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4.
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A Skeptical Appraisal of Asset-Pricing Tests
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Versions (2)
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Lewellen, Jonathan
Dartmouth College - Tuck School of Business Nagel, Stefan
Stanford Graduate School of Business Shanken, Jay A.
Emory University - Goizueta Business School
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Posted:
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17 Mar 06
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Last Revised:
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03 Sep 10
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1,123
(7,662)
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157
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Lewellen, Jonathan
Dartmouth College - Tuck School of Business Nagel, Stefan
Stanford Graduate School of Business Shanken, Jay A.
Emory University - Goizueta Business School
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27
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157
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Lewellen, Jonathan
Dartmouth College - Tuck School of Business Nagel, Stefan
Stanford Graduate School of Business Shanken, Jay A.
Emory University - Goizueta Business School
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17 Mar 06
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Last Revised:
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24 Feb 09
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1,096
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157
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asset pricing tests, stock returns, cross section
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5.
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Inexperienced Investors and Bubbles
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Nagel, Stefan
Stanford Graduate School of Business Greenwood, Robin M.
Harvard Business School - Finance Unit
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Posted:
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15 Feb 07
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Last Revised:
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24 Jul 10
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860
(11,769)
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38
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Greenwood, Robin M.
Harvard Business School - Finance Unit Nagel, Stefan
Stanford Graduate School of Business
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11
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37
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Nagel, Stefan
Stanford Graduate School of Business Greenwood, Robin M.
Harvard Business School - Finance Unit
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15 Feb 07
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Last Revised:
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22 Jan 09
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849
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37
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Mutual Funds, Behavioral Finance, Experience, Learning, Asset Pricing, Stock Price Bubble
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6.
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Dimson, Elroy
London Business School Nagel, Stefan
Stanford Graduate School of Business Quigley, Garrett
Dimensional Fund Advisors Ltd
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738
(14,815)
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20
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Value Premium, Book-to-Market, Trading Cost
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7.
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Nagel, Stefan
Stanford Graduate School of Business
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674
(16,940)
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5
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Book-to-market, Institutional investors, Short-sale constraints
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8.
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Nagel, Stefan
Stanford Graduate School of Business
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462
(28,324)
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6
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Trading Volume, Style Investing, Mutual Funds
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9.
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The Effect of Dividends on Consumption
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Versions (4)
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Baker, Malcolm P.
Harvard Business School Nagel, Stefan
Stanford Graduate School of Business Wurgler, Jeffrey
NYU Stern School of Business
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Posted:
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06 Mar 06
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Last Revised:
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31 Jul 10
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381
(36,213)
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19
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Baker, Malcolm P.
Harvard Business School Nagel, Stefan
Stanford Graduate School of Business Wurgler, Jeffrey
NYU Stern School of Business
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67
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19
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Baker, Malcolm P.
Harvard Business School Nagel, Stefan
Stanford Graduate School of Business Wurgler, Jeffrey
NYU Stern School of Business
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30 Apr 07
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Last Revised:
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12 Jan 09
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0
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dividend, consumption, tax cut, CEX, mental accounting
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Baker, Malcolm P.
Harvard Business School Nagel, Stefan
Stanford Graduate School of Business Wurgler, Jeffrey
NYU Stern School of Business
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25
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19
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Baker, Malcolm P.
Harvard Business School Nagel, Stefan
Stanford Graduate School of Business Wurgler, Jeffrey
NYU Stern School of Business
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| Posted: |
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06 Mar 06
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Last Revised:
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12 Aug 08
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289
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19
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Dividend, consumption, household
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10.
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Nagel, Stefan
Stanford Graduate School of Business
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355
(39,473)
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10
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Accounting data; Selection bias; Survivor bias; Book-to-market
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11.
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Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
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Nagel, Stefan
Stanford Graduate School of Business Brunnermeier, Markus K.
Princeton University - Department of Economics
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Posted:
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28 Feb 05
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Last Revised:
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09 Nov 10
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257
(57,484)
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56
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Nagel, Stefan
Stanford Graduate School of Business Brunnermeier, Markus K.
Princeton University - Department of Economics
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41
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56
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Brunnermeier, Markus K.
Princeton University - Department of Economics Nagel, Stefan
Stanford Graduate School of Business
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216
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56
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Household portfolio choice, risk aversion, panel data
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12.
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Evaporating Liquidity
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Versions (3)
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Nagel, Stefan
Stanford Graduate School of Business
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Posted:
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22 Mar 10
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Last Revised:
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20 Jan 12
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220
(67,941)
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19
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Nagel, Stefan
Stanford Graduate School of Business
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5
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19
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Financial Crisis, Liquidity, Return Reversals
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Nagel, Stefan
Stanford Graduate School of Business
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15
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19
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Nagel, Stefan
Stanford Graduate School of Business
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| Posted: |
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22 Mar 10
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Last Revised:
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23 Jul 11
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200
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19
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Liquidity, Immediacy, Reversal Strategies, VIX, Financial Crisis
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13.
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Empirical Cross-Sectional Asset Pricing
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Nagel, Stefan
Stanford Graduate School of Business
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Posted:
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13 Nov 12
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Last Revised:
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01 Feb 13
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148
(99,255)
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Nagel, Stefan
Stanford Graduate School of Business
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2
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cross-section of stock returns, Empirical asset pricing
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Nagel, Stefan
Stanford Graduate School of Business
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1
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Nagel, Stefan
Stanford Graduate School of Business
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145
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empirical asset pricing, cross-section of stock returns
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14.
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Estimation and Evaluation of Conditional Asset Pricing Models
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Nagel, Stefan
Stanford Graduate School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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Posted:
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05 Oct 10
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Last Revised:
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18 Oct 10
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134
(108,007)
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13
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Nagel, Stefan
Stanford Graduate School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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26
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13
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Nagel, Stefan
Stanford Graduate School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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108
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13
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Asset Pricing Tests, GMM, Optimal Instruments, Stochastic Discount Factor
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15.
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Malmendier, Ulrike
University of California, Berkeley - Department of Economics Nagel, Stefan
Stanford Graduate School of Business
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112
(124,729)
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70
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16.
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Sizing Up Repo
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Krishnamurthy, Arvind
Northwestern University - Kellogg School of Management Nagel, Stefan
Stanford Graduate School of Business Orlov, Dmitry
affiliation not provided to SSRN
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Posted:
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19 Jan 12
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Last Revised:
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16 Mar 12
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42
(216,001)
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19
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Krishnamurthy, Arvind
Northwestern University - Kellogg School of Management Nagel, Stefan
Stanford Graduate School of Business Orlov, Dmitry
affiliation not provided to SSRN
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6
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19
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Dealer Banks, Financial Crisis, Repurchase Agreements, Shadow Banking
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Krishnamurthy, Arvind
Northwestern University - Kellogg School of Management Nagel, Stefan
Stanford Graduate School of Business Orlov, Dmitry
affiliation not provided to SSRN
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36
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19
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17.
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Lewellen, Jonathan
Dartmouth College - Tuck School of Business Nagel, Stefan
Stanford Graduate School of Business
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42
(216,001)
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154
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18.
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Brunnermeier, Markus K.
Princeton University - Department of Economics Nagel, Stefan
Stanford Graduate School of Business Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
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23
(265,204)
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79
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19.
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Dimson, Elroy
London Business School Nagel, Stefan
Stanford Graduate School of Business Quigley, Garrett
Dimensional Fund Advisors Ltd
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| Posted: |
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25 Jan 04
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Last Revised:
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07 Oct 11
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Portfolio Management, equity strategies
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