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Marcin T. Kacperczyk

SSRN Author Rank: 662 by Downloads and 904 by Citations

 

Imperial College London - Accounting, Finance, and Macroeconomics


 South Kensington campus
 London SW7 2AZ
 United Kingdom
 email address
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States
 email address

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. Marcin T. Kacperczyk's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
24,887
Total
Citations
583
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Sialm, Clemens
University of Texas at Austin - McCombs School of Business
Zheng, Lu
University of California, Irvine - Paul Merage School of Business
Posted:
28 Feb 05
Last Revised:
27 Aug 10
3,793
(1,557)
113

2.   Incl. Electronic Paper
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Sialm, Clemens
University of Texas at Austin - McCombs School of Business
Zheng, Lu
University of California, Irvine - Paul Merage School of Business
Posted:
10 Feb 03
Last Revised:
16 Sep 09
2,551
(3,172)
160

3.   Incl. Electronic Paper
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Veldkamp, Laura
New York University - Stern School of Business
Posted:
16 Nov 11
Last Revised:
10 Sep 13
2,382
(3,563)
13

4.  
The Price of Sin: The Effects of Social Norms on Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Sauder School of Business Working Paper, AFA 2008 New Orleans Meetings Paper, EFA 2006 Zurich Meetings
Number of Pages in PDF File: 50
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Hong, Harrison G.
Columbia University, Graduate School of Arts and Sciences, Department of Economics
Posted:
05 Aug 05
2,211
(3,797)
76

5.   Incl. Electronic Paper
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Veldkamp, Laura
New York University - Stern School of Business
Posted:
29 May 09
Last Revised:
10 Sep 13
1,742
(6,150)
21

6.  
Fong, Kingsley Y. L.
University of New South Wales - School of Banking and Finance
Hong, Harrison G.
Columbia University, Graduate School of Arts and Sciences, Department of Economics
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Kubik, Jeffrey D.
Syracuse University - Department of Economics
Posted:
12 Dec 11
Last Revised:
20 Aug 14
1,231
(9,552)
5

7.  
Chen, Huafeng (Jason)
Texas A&M University
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Ortiz-Molina, Hernan
University of British Columbia (UBC) - Sauder School of Business
Posted:
24 Mar 08
Last Revised:
28 Sep 10
1,141
(12,305)
11

8.   Incl. Electronic Paper
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Seru, Amit
University of Chicago - Booth School of Business
Posted:
13 Dec 04
Last Revised:
06 Feb 07
1,115
(12,888)
61

9.  
How Safe are Money Market Funds? | Show Abstract | Download This Paper | Open PDF in Browser |
Quarterly Journal of Economics, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of Pages in PDF File: 50
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Schnabl, Philipp
New York University (NYU) - Department of Finance
Posted:
25 Feb 11
Last Revised:
13 Mar 13
1,101
(12,979)
7

10.   Incl. Electronic Paper
Hong, Harrison G.
Columbia University, Graduate School of Arts and Sciences, Department of Economics
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Posted:
17 Mar 08
Last Revised:
08 Sep 09
1,063
(13,837)
31

11.   Incl. Electronic Paper
Chen, Huafeng (Jason)
Texas A&M University
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Ortiz-Molina, Hernan
University of British Columbia (UBC) - Sauder School of Business
Posted:
21 Sep 06
Last Revised:
25 Aug 12
1,052
(14,082)
27

12.  
A New Class of Bayesian Semiparametric Models with Applications to Option Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Stern School of Business Working Paper, McCombs Research Paper Series No. IROM-08-05
Number of Pages in PDF File: 41
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Damien, Paul
University of Texas at Austin - McCombs School of Business
Walker, Stephen G.
University of Bath - School of Mathematical Sciences
Posted:
08 Aug 03
Last Revised:
15 Jun 11
1,051
(14,082)
2

13.   Incl. Electronic Paper
Glode, Vincent
University of Pennsylvania - The Wharton School
Hollifield, Burton
Carnegie Mellon University - David A. Tepper School of Business
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Kogan, Shimon
Interdisciplinary Center (IDC) Herzliyah - Arison School of Business
Posted:
21 Mar 09
Last Revised:
14 Jan 12
894
(17,999)
9

14.   Incl. Electronic Paper
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Schnabl, Philipp
New York University (NYU) - Department of Finance
Posted:
17 Nov 09
Last Revised:
05 Aug 10
683
(26,483)
28

15.  
Do Optimists Grow Faster and Invest More? | Show Abstract | Download This Paper | Open PDF in Browser |
EFMA 2002 London Meetings, Sauder School of Business Working Paper
Number of Pages in PDF File: 39
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Kominek, Zbigniew W.
European Bank for Reconstruction and Development (EBRD)
Posted:
25 Feb 02
536
(36,771)
1

16.   Incl. Electronic Paper
Di Maggio, Marco
Harvard Business School
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Posted:
25 Jun 14
Last Revised:
20 Jun 16
340
(64,343)
 

17.  
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Veldkamp, Laura
New York University - Stern School of Business
Posted:
26 Jun 13
Last Revised:
29 Oct 15
305
(27,887)
 

18.   Incl. Electronic Paper
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Nosal, Jaromir B.
Columbia Business School - Economics Department
Stevens, Luminita
University of Maryland
Posted:
01 Mar 14
Last Revised:
09 Jul 16
299
(74,419)
 

19.   Incl. Electronic Paper
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Schnabl, Philipp
New York University (NYU) - Department of Finance
Posted:
29 Aug 11
Last Revised:
10 Sep 13
37
(330,408)
7

20.  
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Pagnotta, Emiliano
Imperial College Business School
Posted:
24 Nov 15
Last Revised:
15 Jun 16
0
(70,792)
 

21.  
Industry Concentration and Mutual Fund Performance | Show Abstract |
Journal of Investment Management, Vol. 5, No. 1, First Quarter 2007
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Sialm, Clemens
University of Texas at Austin - McCombs School of Business
Zheng, Lu
University of California, Irvine - Paul Merage School of Business
Posted:
28 Mar 07
 

22.  
Asset Allocation Under Distribution Uncertainty | Show Abstract | Download This Paper | Open PDF in Browser |
McCombs Research Paper Series No. IROM-01-11
Number of Pages in PDF File: 55
Kacperczyk, Marcin T.
Imperial College London - Accounting, Finance, and Macroeconomics
Damien, Paul
University of Texas at Austin - McCombs School of Business
Posted:
20 Apr 11
Last Revised:
18 Jun 11
0
11


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