Jan Schneider

University of Texas at Austin - Department of Finance

Red McCombs School of Business

Austin, TX 78712

United States

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 39,959

in Total Papers Downloads

790

CITATIONS
Rank 40,114

SSRN RANKINGS

Top 40,114

in Total Papers Citations

4

Scholarly Papers (5)

1.

A Rational Expectations Equilibrium with Informative Trading Volume

Journal of Finance, Forthcoming
Number of pages: 49 Posted: 25 Jan 2009 Last Revised: 26 Jan 2009
Jan Schneider
University of Texas at Austin - Department of Finance
Downloads 319 (69,835)
Citation 4

Abstract:

2.

Liquidity and Expected Returns in a Multi-Factor Asset Pricing Model

Number of pages: 55 Posted: 17 Mar 2009 Last Revised: 06 Oct 2010
Jan Schneider
University of Texas at Austin - Department of Finance
Downloads 188 (124,758)

Abstract:

3.

An Equilibrium Model of Informed Trading and Portfolio Rebalancing

Number of pages: 45 Posted: 25 Jan 2009 Last Revised: 19 Mar 2009
Jan Schneider
University of Texas at Austin - Department of Finance
Downloads 127 (169,537)

Abstract:

4.

On the Relation between the Persistence and Predictability of Dividend Growth Rates

Number of pages: 21 Posted: 08 Jan 2013
Jan Schneider
University of Texas at Austin - Department of Finance
Downloads 69 (264,345)

Abstract:

Price-dividend ratio, volatilty, long-run risk

5.

Risk Aversion and Reaction to News About Long-Term Economic Growth Rates

Number of pages: 25 Posted: 01 Dec 2012
Jan Schneider
University of Texas at Austin - Department of Finance
Downloads 59 (289,139)

Abstract:

risk premium, long-run risk, disapointment aversion