Author Page for Leonid Kogan

1.

Technological Innovation, Resource Allocation and Growth

Downloads 6,102 ( 2,566)

Citation 749

2

Technological Innovation, Resource Allocation and Growth

Quarterly Journal of Economics, Forthcoming

Number of pages: 78 Posted: 22 Dec 2012 Last Revised: 02 Mar 2018

Leonid Kogan, Dimitris Papanikolaou, Amit Seru and Noah Stoffman

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, Stanford University and Indiana University - Kelley School of Business - Department of Finance

Downloads 5,292 (3,240)

Citation 15

Abstract:

Technological Innovation, Resource Allocation, and Growth

NBER Working Paper No. w17769

Number of pages: 46 Posted: 21 Jan 2012 Last Revised: 22 Jul 2023

Leonid Kogan, Dimitris Papanikolaou, Amit Seru and Noah Stoffman

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, Stanford University and Indiana University - Kelley School of Business - Department of Finance

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Citation 684

Abstract:

2.

Common Fund Flows: Flow Hedging and Factor Pricing

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Citation 16

2

Common Fund Flows: Flow Hedging and Factor Pricing

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper , Journal of Finance, Forthcoming

Number of pages: 62 Posted: 24 Apr 2020 Last Revised: 02 Jan 2024

Winston Wei Dou, Leonid Kogan and Wei Wu

University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University

Downloads 2,301 (12,570)

Citation 2

Abstract:

Common Fund Flows: Flow Hedging and Factor Pricing

NBER Working Paper No. w30234

Number of pages: 62 Posted: 11 Jul 2022 Last Revised: 14 Apr 2023

Winston Wei Dou, Leonid Kogan and Wei Wu

University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University

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Citation 8

Abstract:

3.

Measuring 'Dark Matter' in Asset Pricing Models

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Citation 26

2

Measuring 'Dark Matter' in Asset Pricing Models

Journal of Finance, Forthcoming, NBER Working Paper Series, The Rodney L. White Center Working Papers Series at the Wharton School, The Jacobs Levy Equity Management Center for Quantitative Financial Research Working Papers Series, The Wharton School Research Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 60 Posted: 19 Sep 2013 Last Revised: 25 Jan 2022

Hui Chen, Winston Wei Dou and Leonid Kogan

Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 1,839 (17,980)

Citation 17

Abstract:

Measuring “Dark Matter” in Asset Pricing Models

NBER Working Paper No. w26418

Number of pages: 61 Posted: 03 Dec 2019 Last Revised: 09 Mar 2023

Hui Chen, Winston Wei Dou and Leonid Kogan

Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 237 (248,282)

Abstract:

4.

When is Time Continuous?

MIT Laboratory of Financial Engineering (LFE) Working Paper No. LFE-1033-98

Number of pages: 51 Posted: 02 Sep 1998

Dimitris Bertsimas, Leonid Kogan and Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

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Citation 12

Abstract:

5.

The Price Impact and Survival of Irrational Traders

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Citation 119

3

The Price Impact and Survival of Irrational Traders

MIT Sloan Working Paper No. 4293-03, AFA 2004 San Diego Meetings, 14th Conference on Financial Economics & Acctg. (FEA), 5th Ann. Texas Finance Festival

Number of pages: 42 Posted: 20 Jan 2004

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Downloads 1,764 (19,123)

Abstract:

The Price Impact and Survival of Irrational Traders

NBER Working Paper No. w9434

Number of pages: 50 Posted: 10 Jan 2003 Last Revised: 13 Oct 2022

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Downloads 110 (479,991)

Citation 17

Abstract:

The Price Impact and Survival of Irrational Traders

Journal of Finance, February 2006

Posted: 12 Sep 2005

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Abstract:

6.

Pricing American Options: A Duality Approach

Downloads 1,589 (22,951)

2

Pricing American Options: A Duality Approach

Mit Sloan Working Paper No. 4340-01

Number of pages: 40 Posted: 05 Feb 2002

Martin B. Haugh and Leonid Kogan

Imperial College Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 1,589 (22,552)

Citation 53

Abstract:

Pricing American Options: A Duality Approach

Operations Research, Forthcoming

Posted: 11 Mar 2003

Leonid Kogan and Martin B. Haugh

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Imperial College Business School

Abstract:

7.

Smart Contracts and Decentralized Finance

Downloads 1,385 (28,121)

2

Smart Contracts and Decentralized Finance

Annual Review of Financial Economics, Vol. 15, pp. 523-542, 2023

Posted: 07 Nov 2023

Kose John, Leonid Kogan and Fahad Saleh

New York University (NYU) - Leonard N. Stern School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Florida

Abstract:

Smart Contracts and Decentralized Finance

MIT Sloan Research Paper No. 6800-22

Number of pages: 25 Posted: 28 Sep 2022 Last Revised: 18 Oct 2022

Kose John, Leonid Kogan and Fahad Saleh

New York University (NYU) - Leonard N. Stern School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Florida

Downloads 1,385 (27,655)

Abstract:

8.

Market Selection

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Citation 19

3

Market Selection

AFA 2009 San Francisco Meetings Paper

Number of pages: 54 Posted: 25 Mar 2008 Last Revised: 16 Nov 2016

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Downloads 866 (54,045)

Citation 4

Abstract:

Market Selection

Journal of Economic Theory, Forthcoming

Number of pages: 54 Posted: 15 Nov 2016

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Downloads 112 (473,593)

Citation 1

Abstract:

Market Selection

NBER Working Paper No. w15189

Number of pages: 41 Posted: 04 Aug 2009 Last Revised: 03 Jul 2023

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Downloads 98 (521,827)

Citation 8

Abstract:

9.

Firm Characteristics and Empirical Factor Models: A Model-Mining Experiment

FRB International Finance Discussion Paper

Number of pages: 58 Posted: 29 Nov 2012 Last Revised: 12 Nov 2020

Leonid Kogan and Mary H. Tian

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve System

Downloads 935 (49,364)

Citation 9

Abstract:

10.

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

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Citation 9

3

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

Number of pages: 63 Posted: 24 Aug 2000

Leonid Kogan and Raman Uppal

Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School

Downloads 803 (59,844)

Citation 10

Abstract:

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

NBER Working Paper No. w8609

Number of pages: 36 Posted: 17 Nov 2001 Last Revised: 11 Jul 2022

Leonid Kogan and Raman Uppal

Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School

Downloads 105 (496,904)

Citation 1

Abstract:

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

Number of pages: 39 Posted: 16 May 2002

Leonid Kogan and Raman Uppal

Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School

Downloads 26 (955,856)

Citation 1

Add to Cart

Abstract:

11.

Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data

Downloads 918 (50,578)

Citation 2

2

Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data

Number of pages: 99 Posted: 06 May 2020 Last Revised: 17 Jul 2024

Leonid Kogan, Dimitris Papanikolaou, Lawrence Schmidt and Bryan Seegmiller

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, MIT Sloan School of Management and Northwestern University - Kellogg School of Management

Downloads 883 (52,576)

Abstract:

Technology, Vintage-Specific Human Capital, and Labor Displacement: Evidence from Linking Patents with Occupations

NBER Working Paper No. w29552

Number of pages: 62 Posted: 13 Dec 2021 Last Revised: 16 Apr 2023

Leonid Kogan, Dimitris Papanikolaou, Lawrence Schmidt and Bryan Seegmiller

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, MIT Sloan School of Management and Northwestern University - Kellogg School of Management

Downloads 35 (871,521)

Citation 1

Abstract:

12.

Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs

Downloads 886 (53,114)

Citation 87

2

Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs

AFA 2010 Atlanta Meetings Paper

Number of pages: 47 Posted: 19 Mar 2009 Last Revised: 08 Jul 2011

Mozaffar Khan, Mozaffar Khan, Leonid Kogan and George Serafeim

University of Minnesota - Twin Cities - Carlson School of ManagementCauseway Capital Management, LLC, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School

Downloads 620 (83,629)

Citation 5

Abstract:

Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs

Journal of Finance, 67, no. 4: 1371–1395

Number of pages: 47 Posted: 08 Jul 2011 Last Revised: 19 Jul 2013

Mozaffar Khan, Mozaffar Khan, Leonid Kogan and George Serafeim

University of Minnesota - Twin Cities - Carlson School of ManagementCauseway Capital Management, LLC, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School

Downloads 266 (221,360)

Citation 11

Abstract:

13.

Equilibrium Cross-Section of Returns

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Citation 283

3

Equilibrium Cross-Section of Returns

U of Pennsylvania, Wharton School Working Paper, Journal of Political Economy, Vol. 111, No. 4, 2003

Number of pages: 71 Posted: 13 Apr 2001 Last Revised: 16 Sep 2009

Joao F. Gomes, Leonid Kogan and Lu Zhang

The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Ohio State University - Fisher College of Business

Downloads 841 (56,252)

Citation 10

Abstract:

Equilibrium Cross-Section of Returns

Number of pages: 61 Posted: 14 Sep 2002

Joao F. Gomes, Leonid Kogan and Lu Zhang

The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Ohio State University - Fisher College of Business

Downloads 42 (814,712)

Citation 34

Add to Cart

Abstract:

Equilibrium Cross-Section of Returns

MIT Sloan Working Paper No. 4265-02

Posted: 22 Oct 2002

Leonid Kogan, Joao F. Gomes and Lu Zhang

Massachusetts Institute of Technology (MIT) - Sloan School of Management, The Wharton School and Ohio State University - Fisher College of Business

Abstract:

14.

Fund Flows and Income Risk of Fund Managers

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Citation 1

2

Fund Flows and Income Risk of Fund Managers

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper , The Wharton School Research Paper

Number of pages: 70 Posted: 18 Sep 2023 Last Revised: 19 Aug 2024

Xiao Cen, Winston Wei Dou, Leonid Kogan and Wei Wu

Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University

Downloads 852 (55,243)

Abstract:

Fund Flows and Income Risk of Fund Managers

NBER Working Paper No. w31986

Number of pages: 71 Posted: 26 Dec 2023

Xiao Cen, Winston Wei Dou, Leonid Kogan and Wei Wu

Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University

Downloads 10 (1,137,649)

Citation 1

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Abstract:

15.

Winners and Losers: Creative Destruction and the Stock Market

Downloads 792 (61,922)

Citation 11

2

Winners and Losers: Creative Destruction and the Stock Market

Number of pages: 71 Posted: 23 Dec 2012 Last Revised: 12 Oct 2017

Leonid Kogan, Dimitris Papanikolaou and Noah Stoffman

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance and Indiana University - Kelley School of Business - Department of Finance

Downloads 747 (65,837)

Citation 11

Abstract:

Winners and Losers: Creative Destruction and the Stock Market

NBER Working Paper No. w18671

Number of pages: 72 Posted: 05 Jan 2013 Last Revised: 09 Jul 2023

Leonid Kogan, Dimitris Papanikolaou and Noah Stoffman

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance and Indiana University - Kelley School of Business - Department of Finance

Downloads 45 (792,212)

Citation 1

Abstract:

16.

Durability of Output and Expected Stock Returns

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Citation 85

2

Durability of Output and Expected Stock Returns

Journal of Political Economy, Vol. 117, No. 5, 2009, AFA 2008 New Orleans Meetings Paper

Number of pages: 63 Posted: 20 Mar 2007 Last Revised: 01 Nov 2009

Joao F. Gomes, Leonid Kogan and Motohiro Yogo

The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics

Downloads 691 (72,882)

Abstract:

Durability of Output and Expected Stock Returns

NBER Working Paper No. w12986

Number of pages: 65 Posted: 23 Mar 2007 Last Revised: 26 Dec 2022

Joao F. Gomes, Leonid Kogan and Motohiro Yogo

The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics

Downloads 83 (581,070)

Citation 11

Abstract:

17.

Cross-Firm Return Predictability and Accounting Quality

Number of pages: 47 Posted: 28 Sep 2015 Last Revised: 03 Feb 2016

Wen Chen, Mozaffar Khan, Mozaffar Khan, Leonid Kogan and George Serafeim

City University of Hong Kong (CityU), University of Minnesota - Twin Cities - Carlson School of ManagementCauseway Capital Management, LLC, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School

Downloads 751 (66,366)

Citation 1

Abstract:

18.

Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

Downloads 720 (70,113)

Citation 196

3

Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

EFA 2001 Barcelona Meetings; The Wharton School, Rodney L. White Center Working Paper No. 014-00

Number of pages: 47 Posted: 08 Nov 2000

Leonid Kogan and Yeung Lewis Chan

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Downloads 644 (79,731)

Citation 3

Abstract:

Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

NBER Working Paper No. w8607

Number of pages: 38 Posted: 17 Nov 2001 Last Revised: 10 Jul 2022

Yeung Lewis Chan and Leonid Kogan

Hong Kong University of Science & Technology (HKUST) - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 76 (612,496)

Citation 30

Abstract:

Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

Posted: 05 Dec 2002

Yeung Lewis Chan and Leonid Kogan

Hong Kong University of Science & Technology (HKUST) - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

19.

Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks

Downloads 554 (97,669)

Citation 69

2

Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks

Number of pages: 66 Posted: 10 Apr 2012 Last Revised: 09 Nov 2018

Leonid Kogan and Dimitris Papanikolaou

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance

Downloads 502 (109,054)

Citation 71

Abstract:

A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks

NBER Working Paper No. w17975

Number of pages: 69 Posted: 06 Apr 2012 Last Revised: 12 Feb 2023

Leonid Kogan and Dimitris Papanikolaou

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance

Downloads 52 (744,171)

Abstract:

20.

Evaluating Portfolio Policies: A Duality Approach

Downloads 534 (102,289)

Citation 10

2

Evaluating Portfolio Policies: A Duality Approach

MIT Sloan Working Paper No. 4329-03

Number of pages: 26 Posted: 22 Jul 2003

Martin B. Haugh, Leonid Kogan and Jiang Wang

Imperial College Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 450 (124,176)

Citation 4

Abstract:

Evaluating Portfolio Policies: A Duality Approach

NBER Working Paper No. w9861

Number of pages: 26 Posted: 20 Jul 2003 Last Revised: 12 Dec 2022

Martin B. Haugh, Leonid Kogan and Jiang Wang

Imperial College Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 84 (576,780)

Citation 1

Abstract:

21.

Growth Opportunities, Technology Shocks and Asset Prices

Journal of Finance, Forthcoming

Number of pages: 52 Posted: 14 Mar 2009 Last Revised: 20 Mar 2013

Leonid Kogan and Dimitris Papanikolaou

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance

Downloads 464 (121,137)

Citation 2

Abstract:

22.

Technological Innovation and Labor Income Risk

Downloads 442 (128,260)

Citation 1

3

Technological Innovation and Labor Income Risk

Number of pages: 98 Posted: 25 Jun 2020 Last Revised: 08 Jul 2021

Leonid Kogan, Dimitris Papanikolaou, Lawrence Schmidt and Jae Song

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, MIT Sloan School of Management and U.S. Social Security Administration

Downloads 364 (158,682)

Abstract:

Technological Innovation and Labor Income Risk

Number of pages: 98 Posted: 13 Jul 2020 Last Revised: 07 Jun 2021

Leonid Kogan, Dimitris Papanikolaou, Lawrence Schmidt, Jae Song and Boston College Center for Retirement Research

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, MIT Sloan School of Management, U.S. Social Security Administration and Boston College

Downloads 39 (838,089)

Abstract:

Technological Innovation and Labor Income Risk

NBER Working Paper No. w26964

Number of pages: 99 Posted: 13 Apr 2020 Last Revised: 06 Mar 2022

Leonid Kogan, Dimitris Papanikolaou, Lawrence Schmidt and Jae Song

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, MIT Sloan School of Management and U.S. Social Security Administration

Downloads 39 (838,089)

Citation 1

Abstract:

23.

Operating Hedge and Gross Profitability Premium

Downloads 418 (136,860)

Citation 10

2

Operating Hedge and Gross Profitability Premium

Journal of Finance, forthcoming

Number of pages: 50 Posted: 25 Oct 2021 Last Revised: 16 Mar 2023

Leonid Kogan, Jun Li and Harold H. Zhang

Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 408 (139,411)

Citation 1

Abstract:

Operating Hedge and Gross Profitability Premium

NBER Working Paper No. w30241

Number of pages: 48 Posted: 18 Jul 2022 Last Revised: 14 Apr 2023

Leonid Kogan, Jun Li and Harlod Zhang

Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Texas at Dallas and University of Texas at Dallas

Downloads 10 (1,137,649)

Citation 9

Abstract:

24.

Firm Characteristics and Empirical Factor Models: A Data-Mining Experiment

FRB International Finance Discussion Paper No. 1070

Number of pages: 52 Posted: 30 May 2017

Leonid Kogan and Mary H. Tian

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve System

Downloads 400 (144,011)

Citation 4

Abstract:

25.

Non-Redundant Derivatives in a Dynamic General Equilibrium Economy

London Business School Working Paper; EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper

Number of pages: 53 Posted: 20 Mar 2002

Harjoat Singh Bhamra, Leonid Kogan and Raman Uppal

Imperial College Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School

Downloads 399 (144,428)

Abstract:

26.

Displacement Risk and Asset Returns

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 50 Posted: 30 Jul 2011

Nicolae Garleanu, Leonid Kogan and Stavros Panageas

University of California, Berkeley - Haas School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of California, Los Angeles (UCLA) - Finance Area

Downloads 366 (159,047)

Citation 58

Abstract:

27.

Futures Prices in a Production Economy with Investment Constraints

Downloads 361 (161,465)

Citation 39

2

Futures Prices in a Production Economy with Investment Constraints

Number of pages: 37 Posted: 17 Feb 2004

Leonid Kogan, Dmitry Livdan, Amir Yaron and Amir Yaron

Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California, Berkeley and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 275 (214,074)

Citation 1

Abstract:

Futures Prices in a Production Economy with Investment Constraints

NBER Working Paper No. w11509

Number of pages: 48 Posted: 13 Sep 2005 Last Revised: 26 Dec 2022

Leonid Kogan, Dmitry Livdan, Amir Yaron and Amir Yaron

Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California, Berkeley and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 86 (568,364)

Citation 5

Abstract:

28.

Asset Growth Effect and Q Theory of Investment

Number of pages: 40 Posted: 04 Dec 2020

Leonid Kogan, Jun Li and Xiaotuo Qiao

Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Texas at Dallas and Zhongnan University of Economics and Law

Downloads 354 (164,923)

Citation 1

Abstract:

29.

The Demographics of Innovation and Asset Returns

Downloads 342 (171,167)

Citation 3

3

The Demographics of Innovation and Asset Returns

MFI Working Paper No. 2009-08

Number of pages: 52 Posted: 08 Jan 2010 Last Revised: 20 Dec 2013

Nicolae Garleanu, Leonid Kogan and Stavros Panageas

University of California, Berkeley - Haas School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of California, Los Angeles (UCLA) - Finance Area

Downloads 155 (365,974)

Citation 1

Abstract:

The Demographics of Innovation and Asset Returns

Number of pages: 52 Posted: 22 Oct 2009 Last Revised: 29 Mar 2011

Nicolae Garleanu, Leonid Kogan and Stavros Panageas

University of California, Berkeley - Haas School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of California, Los Angeles (UCLA) - Finance Area

Downloads 137 (404,685)

Citation 1

Abstract:

The Demographics of Innovation and Asset Returns

NBER Working Paper No. w15457

Number of pages: 52 Posted: 03 Nov 2009 Last Revised: 27 Mar 2023

Nicolae Garleanu, Leonid Kogan and Stavros Panageas

University of California, Berkeley - Haas School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of California, Los Angeles (UCLA) - Finance Area

Downloads 50 (757,413)

Citation 2

Abstract:

30.

Economics of Proof-of-Stake Payment Systems

MIT Sloan Research Paper No. 5845-19, 2021

Number of pages: 37 Posted: 10 Jan 2023

Leonid Kogan, Giulia Fanti and Pramod Viswanath

Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Illinois at Urbana-Champaign - Department of Electrical and Computer Engineering and University of Illinois at Urbana-Champaign

Downloads 263 (225,157)

Abstract:

31.

Online Appendix for 'Common Fund Flows: Flow Hedging and Factor Pricing'

Journal of Finance, Forthcoming

Number of pages: 62 Posted: 19 Nov 2020 Last Revised: 02 Jan 2024

Winston Wei Dou, Leonid Kogan and Wei Wu

University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University

Downloads 201 (291,160)

Abstract:

32.

Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model

NBER Working Paper No. w6250

Number of pages: 64 Posted: 16 Jul 2000 Last Revised: 03 Apr 2022

Dimitris Bertsimas, Leonid Kogan and Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

Downloads 168 (341,802)

Abstract:

33.

Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method

Downloads 142 (392,662)

3

Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method

Number of pages: 67 Posted: 07 Oct 2019 Last Revised: 19 Apr 2024

Leonid Kogan and Indrajit Mitra

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Banks - Federal Reserve Bank of Atlanta

Downloads 103 (504,013)

Abstract:

Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method

FRB Atlanta Working Paper No. 2021-16

Number of pages: 40 Posted: 13 Jul 2021

Leonid Kogan and Indrajit Mitra

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Banks - Federal Reserve Bank of Atlanta

Downloads 28 (936,151)

Abstract:

Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method

NBER Working Paper No. w30111

Number of pages: 68 Posted: 06 Jun 2022 Last Revised: 14 Apr 2023

Leonid Kogan and Indrajit Mitra

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Banks - Federal Reserve Bank of Atlanta

Downloads 11 (1,125,966)

Abstract:

34.

Online Appendix for 'Measuring the 'Dark Matter' in Asset Pricing Models'

Number of pages: 45 Posted: 21 Oct 2019 Last Revised: 25 Jan 2022

Hui Chen, Winston Wei Dou and Leonid Kogan

Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 122 (441,718)

Citation 11

Abstract:

35.

Growth Opportunities, Technology Shocks, and Asset Prices

NBER Working Paper No. w17795

Number of pages: 57 Posted: 27 Jan 2012 Last Revised: 15 Feb 2023

Leonid Kogan and Dimitris Papanikolaou

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance

Downloads 81 (582,289)

Citation 19

Abstract:

36.

A Note on Additional Materials for 'Common Fund Flows: Flow Hedging and Factor Pricing'

Journal of Finance, Forthcoming, The Wharton School Research Paper

Number of pages: 36 Posted: 24 Jan 2024

Winston Wei Dou, Leonid Kogan and Wei Wu

University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University

Downloads 63 (666,500)

Abstract:

37.

Online Appendix for “Fund Flows and Income Risk of Fund Managers”

The Wharton School Research Paper

Number of pages: 20 Posted: 18 Mar 2024 Last Revised: 14 Jun 2024

Xiao Cen, Winston Wei Dou, Leonid Kogan and Wei Wu

Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University

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38.

A Model of Procyclical Exchange Rates

Number of pages: 85 Posted: 20 Dec 2023 Last Revised: 27 Dec 2023

Qiushi Huang, Dimitris Papanikolaou and Leonid Kogan

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Northwestern University - Kellogg School of Management - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 47 (759,783)

Abstract:

39.

A Note on Additional Materials for “Fund Flows and Income Risk of Fund Managers”

The Wharton School Research Paper

Number of pages: 18 Posted: 18 Mar 2024

Xiao Cen, Winston Wei Dou, Leonid Kogan and Wei Wu

Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University

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40.

Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data

NBER Working Paper No. w31846

Number of pages: 95 Posted: 13 Nov 2023

Leonid Kogan, Dimitris Papanikolaou, Lawrence Schmidt and Bryan Seegmiller

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, MIT Sloan School of Management and Northwestern University - Kellogg School of Management

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41.

Technological Innovation, Intangible Capital, and Asset Prices

Annual Review of Financial Economics, Vol. 11, pp. 221-242, 2019

Posted: 12 Jan 2020

Leonid Kogan and Dimitris Papanikolaou

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance

Abstract:

42.

Economic Activity of Firms and Asset Prices

Annual Review of Financial Economics, Vol. 4, pp. 361-384, 2012

Posted: 04 Nov 2012

Leonid Kogan and Dimitris Papanikolaou

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance

Abstract:

43.

Asset Prices and Real Investment

Posted: 13 Jan 2004

Leonid Kogan

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Leonid Kogan

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Professor of Finance

National Bureau of Economic Research (NBER)

Faculty Research Fellow

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Scholarly Papers (43)

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Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

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Equilibrium Cross-Section of Returns

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Fund Flows and Income Risk of Fund Managers

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