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Lochstoer, Lars A.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,120 |
Total
Citations
85 |
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1.
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Limits to Arbitrage and Hedging: Evidence from Commodity Markets
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Versions (4)
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Acharya, Viral V. New York University - Leonard N. Stern School of Business Lochstoer, Lars A. Columbia Business School - Finance and Economics Ramadorai, Tarun University of Oxford - Said Business School
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Posted:
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14 Mar 08
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Last Revised:
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08 Jan 13
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1,050
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19
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Acharya, Viral V. New York University - Leonard N. Stern School of Business Lochstoer, Lars A. Columbia Business School - Finance and Economics Ramadorai, Tarun University of Oxford - Said Business School
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32
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18
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Acharya, Viral V. New York University - Leonard N. Stern School of Business Lochstoer, Lars A. Columbia Business School - Finance and Economics Ramadorai, Tarun University of Oxford - Said Business School
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Commodities, Futures, Hedging, Limits to Arbitrage
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Acharya, Viral V. New York University - Leonard N. Stern School of Business Lochstoer, Lars A. Columbia Business School - Finance and Economics Ramadorai, Tarun University of Oxford - Said Business School
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09 Mar 09
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08 Jan 13
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313
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commodities, hedging, limits to arbitrage, oil and gas, futures
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Acharya, Viral V. New York University - Leonard N. Stern School of Business Ramadorai, Tarun University of Oxford - Said Business School Lochstoer, Lars A. Columbia Business School - Finance and Economics
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14 Mar 08
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Last Revised:
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27 Jul 11
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704
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19
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Corporate Hedging, Commodity Pricing, Default Risk, Incomplete Markets, Limits to Arbitrage
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2.
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Kogan, Shimon University of Texas at Austin Gilbert, Thomas University of Washington - Department of Finance and Business Economics Lochstoer, Lars A. Columbia Business School - Finance and Economics Ozyildirim, Ataman The Conference Board
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27 Mar 08
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Last Revised:
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17 Sep 11
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350
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6
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Limited attention, macroeconomic news, informational efficiency
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3.
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Kaltenbrunner, Georg London Business School Lochstoer, Lars A. Columbia Business School - Finance and Economics
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27 Feb 07
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Last Revised:
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27 Jul 11
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266
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49
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Asset Pricing, Long-Run Risk, Asset Prices and the Macroeconomy
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4.
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Johannes, Michael S. Columbia Business School - Finance and Economics Lochstoer, Lars A. Columbia Business School - Finance and Economics Mou, Yiqun Columbia Business School
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17 Mar 10
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Last Revised:
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25 Jul 11
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259
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4
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5.
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Parameter Learning in General Equilibrium: The Asset Pricing Implications
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Versions (2)
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Collin-Dufresne, Pierre Columbia Business School - Finance and Economics Johannes, Michael Columbia University Lochstoer, Lars A. Columbia Business School - Finance and Economics
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Posted:
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18 Mar 12
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Last Revised:
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05 Apr 13
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130
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2
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Collin-Dufresne, Pierre Columbia Business School - Finance and Economics Johannes, Michael Columbia University Lochstoer, Lars A. Columbia Business School - Finance and Economics
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26 Nov 12
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Last Revised:
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05 Apr 13
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38
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2
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Collin-Dufresne, Pierre Columbia Business School - Finance and Economics Johannes, Michael Columbia University Lochstoer, Lars A. Columbia Business School - Finance and Economics
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18 Mar 12
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Last Revised:
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05 Apr 13
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92
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2
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6.
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Lochstoer, Lars A. Columbia Business School - Finance and Economics
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65
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5
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Asset Pricing, Consumption, Heterogeneous Goods, Habit Formation, Predictability,
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7.
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Lochstoer, Lars A. Columbia Business School - Finance and Economics
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E2, G1
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