Author Page for Leonid Kogan

1.

Technological Innovation, Resource Allocation and Growth

Downloads 4,748 ( 1,684)

Citation 126

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 4,148 (2,104)

Citation 15

Abstract:

Technological Innovation, Resource Allocation, and Growth

NBER Working Paper No. w17769

Number of pages: 46 Posted: 21 Jan 2012 Last Revised: 28 Oct 2014

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 600 (44,326)

Citation 30

Abstract:

2.

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) - Sloan School of Management

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Citation 6

Abstract:

3.

The Price Impact and Survival of Irrational Traders

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Citation 96

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 1,705 (9,519)

Abstract:

The Price Impact and Survival of Irrational Traders

NBER Working Paper No. w9434

Number of pages: 50 Posted: 10 Jan 2003 Last Revised: 20 Aug 2009

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 71 (337,529)

Citation 7

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:

4.

Pricing American Options: A Duality Approach

Downloads 1,412 ( 13,155)

2

Pricing American Options: A Duality Approach

Mit Sloan Working Paper No. 4340-01

Number of pages: 40 Posted: 05 Feb 2002

Martin Brendan Haugh and Leonid Kogan

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

Downloads 1,412 (12,892)

Citation 33

Abstract:

Pricing American Options: A Duality Approach

Operations Research, Forthcoming

Posted: 11 Mar 2003

Leonid Kogan and Martin Brendan Haugh

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

Abstract:

5.

Market Selection

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Citation 12

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 799 (30,027)

Citation 5

Abstract:

Market Selection

NBER Working Paper No. w15189

Number of pages: 41 Posted: 04 Aug 2009 Last Revised: 05 Jul 2010

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 81 (312,249)

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 73 (332,206)

Abstract:

6.

Measuring 'Dark Matter' in Asset Pricing Models

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

Number of pages: 83 Posted: 19 Sep 2013 Last Revised: 30 Nov 2019

Hui Chen, Winston Dou and Leonid Kogan

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

Downloads 837 (28,671)

Citation 21

Abstract:

7.

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

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Citation 5

3

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

EFA 0278

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 709 (35,412)

Citation 6

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: 25 Oct 2010

Leonid Kogan and Raman Uppal

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

Downloads 73 (332,206)

Abstract:

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

CEPR Discussion Paper No. 3306

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

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Abstract:

8.

Equilibrium Cross-Section of Returns

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Citation 187

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 717 (34,876)

Citation 7

Abstract:

Equilibrium Cross-Section of Returns

CEPR Discussion Paper No. 3482

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 (434,355)

Citation 16

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:

9.

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

Downloads 747 ( 33,463)

Citation 35

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, Leonid Kogan and George Serafeim

Causeway Capital Management, LLC, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard University - Harvard Business School

Downloads 535 (51,424)

Citation 6

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, Leonid Kogan and George Serafeim

Causeway Capital Management, LLC, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard University - Harvard Business School

Downloads 212 (146,531)

Citation 2

Abstract:

10.

Durability of Output and Expected Stock Returns

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Citation 48

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 653 (39,534)

Abstract:

Durability of Output and Expected Stock Returns

NBER Working Paper No. w12986

Number of pages: 65 Posted: 23 Mar 2007 Last Revised: 27 Jun 2010

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 61 (366,432)

Citation 3

Abstract:

11.

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

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Citation 150

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 591 (45,242)

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: 25 Oct 2010

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 48 (410,779)

Citation 15

Abstract:

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

Journal of Political Economy, No. 110, December 2002

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:

12.

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: 22 Jun 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 624 (42,686)

Citation 10

Abstract:

13.

Winners and Losers: Creative Destruction and the Stock Market

Downloads 599 ( 45,053)

Citation 10

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 579 (46,471)

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

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 20 (551,535)

Abstract:

14.

Cross-Firm Return Predictability and Accounting Quality

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

Wen Chen, Mozaffar Khan, Leonid Kogan and George Serafeim

City University of Hong Kong (CityUHK), Causeway Capital Management, LLC, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard University - Harvard Business School

Downloads 559 (49,263)

Abstract:

15.

Evaluating Portfolio Policies: A Duality Approach

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Citation 7

2

Evaluating Portfolio Policies: A Duality Approach

MIT Sloan Working Paper No. 4329-03

Number of pages: 26 Posted: 22 Jul 2003

Martin Brendan 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 413 (71,088)

Citation 3

Abstract:

Evaluating Portfolio Policies: A Duality Approach

NBER Working Paper No. w9861

Number of pages: 26 Posted: 20 Jul 2003 Last Revised: 24 Sep 2009

Martin Brendan 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 50 (403,502)

Citation 1

Abstract:

16.

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

Downloads 376 ( 79,962)

Citation 17

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 355 (84,794)

Citation 19

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

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 21 (545,033)

Abstract:

17.

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 348 (87,495)

Abstract:

18.

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 340 (89,809)

Citation 2

Abstract:

19.

Futures Prices in a Production Economy with Investment Constraints

Downloads 309 ( 99,838)

Citation 30

2

Futures Prices in a Production Economy with Investment Constraints

Number of pages: 37 Posted: 17 Feb 2004

Leonid Kogan, Dmitry Livdan and Amir Yaron

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

Downloads 245 (127,028)

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: 20 Aug 2009

Leonid Kogan, Dmitry Livdan and Amir Yaron

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

Downloads 64 (357,334)

Citation 4

Abstract:

20.

The Demographics of Innovation and Asset Returns

Downloads 277 (112,337)

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 134 (219,514)

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 108 (258,207)

Abstract:

The Demographics of Innovation and Asset Returns

NBER Working Paper No. w15457

Number of pages: 52 Posted: 03 Nov 2009 Last Revised: 27 Sep 2010

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 35 (465,214)

Abstract:

21.

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 241 (129,728)

Citation 6

Abstract:

22.

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: 07 Oct 2010

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) - Sloan School of Management

Downloads 91 (287,924)

Abstract:

23.

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 78 (316,395)

Abstract:

24.

Growth Opportunities, Technology Shocks, and Asset Prices

NBER Working Paper No. w17795

Number of pages: 57 Posted: 27 Jan 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

Downloads 36 (450,226)

Citation 8

Abstract:

25.

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

Number of pages: 39 Posted: 07 Oct 2019

Leonid Kogan and Indrajit Mitra

Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Michigan, Stephen M. Ross School of Business

Downloads 13 (575,740)

Abstract:

26.

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

Number of pages: 20 Posted: 21 Oct 2019

Hui Chen, Winston Dou and Leonid Kogan

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

Downloads 6 (621,320)

Abstract:

27.

Measuring “Dark Matter” in Asset Pricing Models

NBER Working Paper No. w26418

Number of pages: 83 Posted: 03 Dec 2019

Hui Chen, Winston Wei Dou and Leonid Kogan

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

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Abstract:

28.

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

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29.

Asset Prices and Real Investment

Journal of Financial Economics, Forthcoming

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 (29)

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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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Measuring “Dark Matter” in Asset Pricing Models

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