Author Page for Pietro Veronesi

1.

Learning in Financial Markets

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Citation 112

4

Learning in Financial Markets

Learning in Financial Markets, Forthcoming, Chicago Booth School of Business Research Paper No. 08-28

Number of pages: 30 Posted: 08 Jan 2009

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Abstract:

Learning in Financial Markets

NBER Working Paper No. w14646

Number of pages: 30 Posted: 19 Jan 2009 Last Revised: 10 Jul 2022

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 43

Abstract:

Learning in Financial Markets

CEPR Discussion Paper No. DP7127

Number of pages: 31 Posted: 18 Feb 2009

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 10

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Abstract:

Learning in Financial Markets

Posted: 04 Jun 2010

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Abstract:

2.

Technological Revolutions and Stock Prices

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Citation 140

3

Technological Revolutions and Stock Prices

CRSP Working Paper No. 606, AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings

Number of pages: 49 Posted: 24 May 2006 Last Revised: 04 Oct 2014

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 17

Abstract:

Technological Revolutions and Stock Prices

NBER Working Paper No. w11876

Number of pages: 50 Posted: 06 Oct 2006 Last Revised: 15 Dec 2022

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 447 (111,664)

Citation 59

Abstract:

Technological Revolutions and Stock Prices

CEPR Discussion Paper No. 5428

Number of pages: 48 Posted: 11 Apr 2006

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 20

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3.

The Price of Political Uncertainty: Theory and Evidence from the Option Market

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Citation 203

4

The Price of Political Uncertainty: Theory and Evidence from the Option Market

Fama-Miller Working Paper

Number of pages: 69 Posted: 19 Nov 2013 Last Revised: 26 Jun 2016

Bryan T. Kelly, Lubos Pastor and Pietro Veronesi

Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 3

Abstract:

The Price of Political Uncertainty: Theory and Evidence from the Option Market

Becker Friedman Institute for Research in Economics Working Paper No. 2014-01

Number of pages: 66 Posted: 13 Jan 2014

Bryan T. Kelly, Lubos Pastor and Pietro Veronesi

Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 158 (319,397)

Citation 3

Abstract:

The Price of Political Uncertainty: Theory and Evidence from the Option Market

NBER Working Paper No. w19812

Number of pages: 69 Posted: 17 Jan 2014 Last Revised: 19 Feb 2023

Bryan T. Kelly, Lubos Pastor and Pietro Veronesi

Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 120 (397,625)

Citation 12

Abstract:

The Price of Political Uncertainty: Theory and Evidence from the Option Market

CEPR Discussion Paper No. DP9822

Number of pages: 68 Posted: 02 Jun 2014

Bryan T. Kelly, Lubos Pastor and Pietro Veronesi

Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 42

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4.

Political Uncertainty and Risk Premia

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Citation 368

5

Political Uncertainty and Risk Premia

Number of pages: 58 Posted: 24 Sep 2011 Last Revised: 09 May 2017

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 16

Abstract:

Political Uncertainty and Risk Premia

Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-39

Number of pages: 58 Posted: 06 Oct 2011 Last Revised: 07 Mar 2014

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 291 (179,604)

Abstract:

Political Uncertainty and Risk Premia

Becker Friedman Institute for Research in Economics Working Paper No. 2011-007

Number of pages: 61 Posted: 07 Dec 2011 Last Revised: 11 Dec 2012

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 190 (271,834)

Citation 6

Abstract:

Political Uncertainty and Risk Premia

NBER Working Paper No. w17464

Number of pages: 59 Posted: 30 Sep 2011 Last Revised: 22 Mar 2023

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 60 (616,016)

Citation 1

Abstract:

Political Uncertainty and Risk Premia

CEPR Discussion Paper No. DP8601

Number of pages: 54 Posted: 01 Nov 2011

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 67

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5.

Uncertainty about Government Policy and Stock Prices

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Citation 388

4

Uncertainty about Government Policy and Stock Prices

Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series

Number of pages: 54 Posted: 16 Jun 2010 Last Revised: 06 Sep 2012

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 8

Abstract:

Uncertainty About Government Policy and Stock Prices

MFI Working Paper No. 2010-08

Number of pages: 54 Posted: 17 Jun 2010

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 6

Abstract:

Uncertainty About Government Policy and Stock Prices

NBER Working Paper No. w16128

Number of pages: 62 Posted: 29 Jun 2010 Last Revised: 26 Jan 2023

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Abstract:

Uncertainty About Government Policy and Stock Prices

CEPR Discussion Paper No. DP7897

Number of pages: 55 Posted: 19 Jul 2010

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 75

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6.

Political Cycles and Stock Returns

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Citation 38

3

Political Cycles and Stock Returns

Chicago Booth Research Paper No. 17-01, Fama-Miller Working Paper

Number of pages: 41 Posted: 01 Feb 2017 Last Revised: 28 May 2019

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 38

Abstract:

Political Cycles and Stock Returns

NBER Working Paper No. w23184

Number of pages: 42 Posted: 21 Feb 2017 Last Revised: 08 May 2022

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Abstract:

Political Cycles and Stock Returns

CEPR Discussion Paper No. DP11864

Number of pages: 44 Posted: 02 Mar 2017 Last Revised: 22 Oct 2018

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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7.

Was There a NASDAQ Bubble in the Late 1990s?

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Citation 147

3

Was There a NASDAQ Bubble in the Late 1990s?

Number of pages: 60 Posted: 20 Aug 2004

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 5

Abstract:

Was There a NASDAQ Bubble in the Late 1990s?

NBER Working Paper No. w10581

Number of pages: 52 Posted: 06 Jul 2004 Last Revised: 01 Dec 2022

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 128 (380,756)

Abstract:

Was There a NASDAQ Bubble in the Late 1990s?

Number of pages: 53 Posted: 12 Aug 2004

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 8

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8.

Stock Valuation and Learning About Profitability

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Citation 310

4

Stock Valuation and Learning About Profitability

Number of pages: 60 Posted: 11 Mar 2002

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 1,258 (28,185)

Citation 1

Abstract:

Stock Valuation and Learning About Profitability

NBER Working Paper No. w8991

Number of pages: 49 Posted: 13 Jun 2002 Last Revised: 28 Jul 2022

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 208 (251,273)

Citation 95

Abstract:

Stock Valuation and Learning About Profitability

Number of pages: 50 Posted: 29 Jul 2002

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 28

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Abstract:

Stock Valuation and Learning About Profitability

Posted: 14 Oct 2003

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Abstract:

9.

Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities

Number of pages: 64 Posted: 17 Feb 2000

Alexander David and Pietro Veronesi

Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business

Downloads 1,441 (23,418)

Citation 37

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10.

Inequality Aversion, Populism, and the Backlash Against Globalization

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Citation 23

3

Inequality Aversion, Populism, and the Backlash Against Globalization

Chicago Booth Research Paper No. 20-11, Fama-Miller Working Paper

Number of pages: 58 Posted: 01 Aug 2018 Last Revised: 05 Dec 2020

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 1,370 (24,816)

Citation 8

Abstract:

Inequality Aversion, Populism, and the Backlash Against Globalization

NBER Working Paper No. w24900

Number of pages: 56 Posted: 22 Aug 2018 Last Revised: 16 Jul 2023

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 3

Abstract:

Inequality Aversion, Populism, and the Backlash Against Globalization

CEPR Discussion Paper No. DP13107

Number of pages: 58 Posted: 21 Aug 2018 Last Revised: 28 May 2020

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 16

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11.

Stock Prices and IPO Waves

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Citation 2

3

Stock Prices and IPO Waves

Number of pages: 59 Posted: 13 Aug 2003

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 1,106 (33,915)

Abstract:

Stock Prices and IPO Waves

NBER Working Paper No. w9858

Number of pages: 60 Posted: 23 Jul 2003 Last Revised: 10 Dec 2022

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 82 (516,809)

Abstract:

Stock Prices and IPO Waves

Number of pages: 61 Posted: 19 Sep 2003

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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12.

What Ties Return Volatilities to Price Valuations and Fundamentals?

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Citation 100

2

What Ties Return Volatilities to Price Valuations and Fundamentals?

Journal of Political Economy, Forthcoming, AFA 2011 Denver Meetings Paper

Number of pages: 66 Posted: 12 Mar 2010 Last Revised: 29 May 2013

Alexander David and Pietro Veronesi

Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business

Downloads 889 (46,207)

Citation 1

Abstract:

What Ties Return Volatilities to Price Valuations and Fundamentals?

NBER Working Paper No. w15563

Number of pages: 66 Posted: 08 Dec 2009

Alexander David and Pietro Veronesi

Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business

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Citation 67

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13.

Entrepreneurial Learning, the Ipo Decision, and the Post-Ipo Drop in Firm Profitability

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Citation 56

4

Entrepreneurial Learning, the Ipo Decision, and the Post-Ipo Drop in Firm Profitability

CRSP Working Paper No. 616

Number of pages: 47 Posted: 19 Feb 2007

Lubos Pastor, Lucian Taylor and Pietro Veronesi

University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

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Abstract:

Entrepreneurial Learning, the IPO Decision, and the Post-Ipo Drop in Firm Profitability

Number of pages: 46 Posted: 17 Dec 2006

Lubos Pastor, Pietro Veronesi and Lucian Taylor

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Downloads 265 (197,742)

Abstract:

Entrepreneurial Learning, the IPO Decision, and the Post-Ipo Drop in Firm Profitability

NBER Working Paper No. w12792

Number of pages: 47 Posted: 24 Dec 2006 Last Revised: 16 Dec 2022

Lubos Pastor, Pietro Veronesi and Lucian Taylor

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Downloads 94 (473,773)

Citation 13

Abstract:

Entrepreneurial Learning, IPO Decision, and the Post-IPO Drop in Firm Profitability

CEPR Discussion Paper No. 6061

Number of pages: 49 Posted: 28 Jun 2007

Lubos Pastor, Lucian Taylor and Pietro Veronesi

University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

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14.

How Does Information Quality Affect Stock Returns?

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Citation 56

2

How Does Information Quality Affect Stock Returns?

Number of pages: 44 Posted: 11 Sep 1998

Pietro Veronesi

University of Chicago - Booth School of Business

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Citation 56

Abstract:

How Does Information Quality Affect Stock Returns?

Posted: 22 Jan 2001

Pietro Veronesi

University of Chicago - Booth School of Business

Abstract:

15.

Inflation and Earnings Uncertainty and Volatility Forecasts: A Structural Form Approach

Chicago GSB Research Paper, University of Calgary Haskyane School of Business Working Paper

Number of pages: 55 Posted: 27 Feb 2004 Last Revised: 20 Mar 2009

Alexander David and Pietro Veronesi

Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business

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Citation 28

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16.

Option-Based Credit Spreads

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Citation 42

3

Option-Based Credit Spreads

Chicago Booth Research Paper No. 15-49, Fama-Miller Working Paper

Number of pages: 44 Posted: 17 Dec 2014 Last Revised: 12 Sep 2017

Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, University of Toronto and University of Chicago - Booth School of Business

Downloads 800 (53,340)

Abstract:

Option-Based Credit Spreads

NBER Working Paper No. w20776

Number of pages: 45 Posted: 22 Dec 2014 Last Revised: 09 Apr 2023

Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, University of Toronto and University of Chicago - Booth School of Business

Downloads 52 (661,158)

Citation 4

Abstract:

Option-Based Credit Spreads

CEPR Discussion Paper No. DP10318

Number of pages: 67 Posted: 23 Jan 2015

Christopher L. Culp and Pietro Veronesi

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and University of Chicago - Booth School of Business

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Citation 9

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17.

Paulson's Gift

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Citation 86

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Paulson's Gift

Chicago Booth Research Paper No. 09-42

Number of pages: 69 Posted: 03 Nov 2009 Last Revised: 24 Dec 2009

Pietro Veronesi and Luigi Zingales

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 32

Abstract:

Paulson's Gift

NBER Working Paper No. w15458

Number of pages: 68 Posted: 03 Nov 2009 Last Revised: 29 Mar 2023

Pietro Veronesi and Luigi Zingales

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 56 (638,003)

Citation 34

Abstract:

Paulson's Gift

CEPR Discussion Paper No. DP7528

Number of pages: 69 Posted: 17 Nov 2009

Pietro Veronesi and Luigi Zingales

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 5

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18.

Rational Panics and Stock Market Crashes

Number of pages: 27 Posted: 12 Feb 1999

Gadi Barlevy and Pietro Veronesi

Federal Reserve Bank of Chicago and University of Chicago - Booth School of Business

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Citation 13

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19.

Information Acquisition in Financial Markets

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2

Information Acquisition in Financial Markets

Number of pages: 21 Posted: 09 Feb 1999

Gadi Barlevy and Pietro Veronesi

Federal Reserve Bank of Chicago and University of Chicago - Booth School of Business

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Abstract:

Information Acquisition in Financial Markets

Posted: 09 Feb 1999

Gadi Barlevy and Pietro Veronesi

Federal Reserve Bank of Chicago and University of Chicago - Booth School of Business

Abstract:

20.

The Time Series of the Cross Section of Asset Prices

Downloads 644 (71,941)

2

The Time Series of the Cross Section of Asset Prices

Number of pages: 64 Posted: 25 Oct 2002

Lior Menzly, Pietro Veronesi and Tano Santos

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School

Downloads 591 (79,034)

Abstract:

The Time Series of the Cross Section of Asset Prices

NBER Working Paper No. w9217

Number of pages: 65 Posted: 20 Sep 2002 Last Revised: 10 Mar 2022

Lior Menzly, Pietro Veronesi and Tano Santos

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School

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21.

Income Inequality and Asset Prices Under Redistributive Taxation

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Citation 9

5

Income Inequality and Asset Prices Under Redistributive Taxation

Number of pages: 39 Posted: 17 Oct 2015 Last Revised: 09 May 2017

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 503 (96,722)

Abstract:

Income Inequality and Asset Prices under Redistributive Taxation

Chicago Booth Research Paper No. 15-46, Fama-Miller Working Paper

Number of pages: 50 Posted: 18 Oct 2015

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 44 (711,797)

Abstract:

Income Inequality and Asset Prices Under Redistributive Taxation

Number of pages: 49 Posted: 18 Nov 2015

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 39 (747,352)

Abstract:

Income Inequality and Asset Prices Under Redistributive Taxation

NBER Working Paper No. w21668

Number of pages: 40 Posted: 26 Oct 2015 Last Revised: 17 Mar 2023

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 1

Abstract:

Income Inequality and Asset Prices Under Redistributive Taxation

CEPR Discussion Paper No. DP10899

Number of pages: 51 Posted: 28 Oct 2015

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Citation 2

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22.

Investors' and Central Bank's Uncertainty Embedded in Index Options

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Citation 17

2

Investors' and Central Bank's Uncertainty Embedded in Index Options

Review of Financial Studies (Forthcoming)

Number of pages: 73 Posted: 25 Jan 2011 Last Revised: 28 Jan 2014

Alexander David and Pietro Veronesi

Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business

Downloads 547 (87,085)

Citation 5

Abstract:

Investors' and Central Bank's Uncertainty Embedded in Index Options

NBER Working Paper No. w16764

Number of pages: 70 Posted: 07 Feb 2011 Last Revised: 23 Apr 2023

Alexander David and Pietro Veronesi

Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business

Downloads 43 (718,542)

Citation 4

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23.

Short and Long Horizon Term and Inflation Risk Premia in the Us Term Structure: Evidence from an Integrated Model for Nominal and Real Bond Prices Under Regime Shifts

Number of pages: 68 Posted: 03 Feb 2000

Francis Yared and Pietro Veronesi

Lehman Brothers, New York and University of Chicago - Booth School of Business

Downloads 554 (86,727)

Citation 14

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24.

Belief-Dependent Utilities, Aversion to State-Uncertainty and Asset Prices

Downloads 514 (95,183)

Citation 16

2

Belief-Dependent Utilities, Aversion to State-Uncertainty and Asset Prices

Number of pages: 65 Posted: 02 Oct 2001

Pietro Veronesi

University of Chicago - Booth School of Business

Downloads 485 (101,105)

Citation 19

Abstract:

Belief-Dependent Utilities, Aversion to State-Uncertainty and Asset Prices

Number of pages: 66 Posted: 28 Sep 2001

Pietro Veronesi

University of Chicago - Booth School of Business

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25.

Labor Income and Predictable Stock Returns

Downloads 434 (116,496)

Citation 88

2

Labor Income and Predictable Stock Returns

Number of pages: 59 Posted: 22 Aug 2000

Tano Santos and Pietro Veronesi

Columbia Business School and University of Chicago - Booth School of Business

Downloads 361 (142,575)

Citation 90

Abstract:

Labor Income and Predictable Stock Returns

NBER Working Paper No. w8309

Number of pages: 59 Posted: 03 Jun 2001 Last Revised: 16 Sep 2022

Tano Santos and Pietro Veronesi

Columbia Business School and University of Chicago - Booth School of Business

Downloads 73 (554,060)

Abstract:

26.

Stock-Based Compensation and CEO (Dis)Incentives

Downloads 400 (128,472)

Citation 82

3

Stock-Based Compensation and CEO (Dis)Incentives

Number of pages: 53 Posted: 27 Mar 2008

Efraim Benmelech, Eugene Kandel and Pietro Veronesi

Northwestern University - Kellogg School of Management, Hebrew University of Jerusalem - Department of Economics and University of Chicago - Booth School of Business

Downloads 318 (164,051)

Citation 2

Abstract:

Stock-Based Compensation and CEO (Dis)Incentives

NBER Working Paper No. w13732

Number of pages: 54 Posted: 11 Jan 2008 Last Revised: 09 Jan 2022

Efraim Benmelech, Pietro Veronesi and Eugene Kandel

Northwestern University - Kellogg School of Management, University of Chicago - Booth School of Business and Hebrew University of Jerusalem - Department of Economics

Downloads 77 (537,007)

Abstract:

Stock-Based Compensation and CEO (Dis)Incentives

CEPR Discussion Paper No. DP6515

Number of pages: 52 Posted: 05 Jun 2008

Efraim Benmelech, Eugene Kandel and Pietro Veronesi

Northwestern University - Kellogg School of Management, Hebrew University of Jerusalem - Department of Economics and University of Chicago - Booth School of Business

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Citation 41

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27.

Habit Formation and the Cross Section of Stock Returns

Number of pages: 74 Posted: 15 Dec 2001

Lior Menzly, Pietro Veronesi and Tano Santos

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School

Downloads 398 (128,843)

Citation 10

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28.

Conditional Betas

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Citation 4

2

Conditional Betas

Number of pages: 54 Posted: 16 Jan 2005

Tano Santos and Pietro Veronesi

Columbia Business School and University of Chicago - Booth School of Business

Downloads 325 (159,804)

Citation 1

Abstract:

Conditional Betas

NBER Working Paper No. w10413

Number of pages: 49 Posted: 20 Apr 2004 Last Revised: 16 Dec 2022

Tano Santos and Pietro Veronesi

Columbia Business School and University of Chicago - Booth School of Business

Downloads 59 (621,471)

Abstract:

29.

Regime Shifts and Changing Volatility in Stock Returns: A Rational Expectations Equilibrium Model

Center for Research in Security Prices Working Paper No. 474

Number of pages: 49 Posted: 11 Sep 1998

Pietro Veronesi

University of Chicago - Booth School of Business

Downloads 368 (140,616)

Citation 1

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30.

Uncertainty and Valuations: A Comment

Critical Finance Review, Forthcoming

Number of pages: 4 Posted: 18 Jan 2014

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 316 (165,676)

Abstract:

31.

Option-Implied Spreads and Option Risk Premia

Downloads 288 (182,660)

3

Option-Implied Spreads and Option Risk Premia

Chicago Booth Research Paper No. 21-19, Fama-Miller Working Paper

Number of pages: 43 Posted: 22 Jun 2021

Christopher L. Culp, Mihir Gandhi, Yoshio Nozawa and Pietro Veronesi

John Hopkins University, School of Advanced International Studies, Independent, University of Toronto and University of Chicago - Booth School of Business

Downloads 164 (309,375)

Abstract:

Option-Implied Spreads and Option Risk Premia

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-71

Number of pages: 44 Posted: 23 Jun 2021

Christopher L. Culp, Mihir Gandhi, Yoshio Nozawa and Pietro Veronesi

John Hopkins University, School of Advanced International Studies, Independent, University of Toronto and University of Chicago - Booth School of Business

Downloads 109 (426,999)

Abstract:

Option-Implied Spreads and Option Risk Premia

NBER Working Paper No. w28941

Number of pages: 43 Posted: 21 Jun 2021 Last Revised: 29 Jan 2023

Christopher L. Culp, Mihir Gandhi, Yoshio Nozawa and Pietro Veronesi

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Independent, University of Toronto and University of Chicago - Booth School of Business

Downloads 15 (963,381)

Abstract:

32.

Leverage

Columbia Business School Research Paper No. 17-1

Number of pages: 50 Posted: 01 Dec 2016 Last Revised: 23 Dec 2018

Tano Santos and Pietro Veronesi

Columbia Business School and University of Chicago - Booth School of Business

Downloads 257 (205,655)

Citation 1

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33.

Rational IPO Waves

Number of pages: 51 Posted: 09 Nov 2011

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 243 (216,405)

Citation 73

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34.

A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?

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2

A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?

Annual Review of Financial Economics, Vol. 14, pp. 439-463, 2022

Posted: 10 Nov 2022

Pietro Veronesi and Alexander David

University of Chicago - Booth School of Business and Haskayne School of Business, University of Calgary

Abstract:

A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?

Annual Review of Financial Economics, Volume 14, Forthcoming

Number of pages: 35 Posted: 04 Apr 2022

Alexander David and Pietro Veronesi

Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business

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Citation 2

Abstract:

35.

Habits and Leverage

Chicago Booth Research Paper No. 16-22, Fama-Miller Working Paper

Number of pages: 55 Posted: 30 Nov 2016 Last Revised: 10 Jun 2017

Tano Santos and Pietro Veronesi

Columbia University and University of Chicago - Booth School of Business

Downloads 145 (342,582)

Citation 4

Abstract:

36.

Cash-Flow Risk, Discount Risk, and the Value Premium

NBER Working Paper No. w11816

Number of pages: 59 Posted: 19 Feb 2006 Last Revised: 26 Dec 2022

Tano Santos and Pietro Veronesi

Columbia Business School and University of Chicago - Booth School of Business

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Abstract:

37.

Heterogeneous Households under Uncertainty

Downloads 75 (538,842)

Citation 1

4

Heterogeneous Households under Uncertainty

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-06

Number of pages: 60 Posted: 24 Jan 2019

Pietro Veronesi

University of Chicago - Booth School of Business

Downloads 41 (732,817)

Abstract:

Heterogeneous Households Under Uncertainty

NBER Working Paper No. w25448

Number of pages: 60 Posted: 15 Jan 2019 Last Revised: 15 Jul 2023

Pietro Veronesi

University of Chicago - Booth School of Business

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Abstract:

Heterogeneous Households Under Uncertainty

Number of pages: 59 Posted: 03 Jan 2019

Pietro Veronesi

University of Chicago - Booth School of Business

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Abstract:

Heterogeneous Households Under Uncertainty

CEPR Discussion Paper No. DP13466

Number of pages: 62 Posted: 23 Jan 2019

Pietro Veronesi

University of Chicago - Booth School of Business

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Citation 1

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Abstract:

38.

Self-image Bias and Lost Talent

Downloads 43 (701,667)

3

Self-image Bias and Lost Talent

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-39

Number of pages: 42 Posted: 08 Apr 2021

Marciano Siniscalchi and Pietro Veronesi

Northwestern University - Department of Economics and University of Chicago - Booth School of Business

Downloads 38 (754,898)

Abstract:

Self-Image Bias and Lost Talent

NBER Working Paper No. w28308

Number of pages: 72 Posted: 04 Jan 2021 Last Revised: 08 May 2022

Marciano Siniscalchi and Pietro Veronesi

Northwestern University - Department of Economics and University of Chicago - Booth School of Business

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Abstract:

Self-Image Bias and Lost Talent

CEPR Discussion Paper No. DP15621

Number of pages: 74 Posted: 15 Mar 2021

Marciano Siniscalchi and Pietro Veronesi

Northwestern University - Department of Economics and University of Chicago - Booth School of Business

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Abstract:

39.

Leverage

NBER Working Paper No. w22905

Number of pages: 51 Posted: 12 Dec 2016 Last Revised: 01 Feb 2023

Tano Santos and Pietro Veronesi

Columbia Business School and University of Chicago - Booth School of Business

Downloads 31 (787,733)

Citation 1

Abstract:

40.

Entrepreneurial Learning, the IPO Decision, and the Post-Ipo Drop in Firm Profitability

The Review of Financial Studies, Vol. 22, Issue 8, pp. 3005-3046, 2009

Posted: 05 Aug 2009

Lubos Pastor, Lucian A. Taylor and Pietro Veronesi

University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Abstract:

41.

Labor Income and Predictable Stock Returns

The Review of Financial Studies, Vol. 19, Issue 1, pp. 1-44, 2006

Posted: 29 Feb 2008

Tano Santos and Pietro Veronesi

Columbia University - Columbia Business School and University of Chicago - Booth School of Business

Abstract:

42.

Understanding Predictability

Posted: 26 Jan 2004

Lior Menzly, Pietro Veronesi and Tano Santos

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School

Abstract:

43.

Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model

Posted: 28 Mar 2000

Pietro Veronesi

University of Chicago - Booth School of Business

Pietro Veronesi

University of Chicago - Booth School of Business

Roman Family Professor of Finance

Centre for Economic Policy Research (CEPR)

Fellow

National Bureau of Economic Research (NBER)

43

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Paulson's Gift

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