Pietro Veronesi

University of Chicago - Booth School of Business

Roman Family Professor of Finance

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

Centre for Economic Policy Research (CEPR)

Fellow

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

38

DOWNLOADS
Rank 569

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Top 569

in Total Papers Downloads

28,863

CITATIONS
Rank 486

SSRN RANKINGS

Top 486

in Total Papers Citations

974

Scholarly Papers (38)

1.
Downloads 3,898 ( 1,614)
Citation 35

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
Downloads 3,780 (1,679)
Citation 35

Abstract:

Learning in Financial Markets

NBER Working Paper No. w14646
Number of pages: 30 Posted: 19 Jan 2009
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 111 (199,915)
Citation 35

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
Downloads 7 (517,865)
Citation 35
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Abstract:

Bayesian, bubble, predictability, uncertainty, volatility

Learning in Financial Markets

Annual Review of Financial Economics, Vol. 1, pp. 361-381, 2009
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.
Downloads 2,948 ( 2,698)
Citation 54

Technological Revolutions and Stock Prices

CRSP Working Paper No. 606, EFA 2006 Zurich Meetings, AFA 2007 Chicago Meetings Paper
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
Downloads 2,882 (2,753)
Citation 54

Abstract:

bubble, internet, railroads, technology, innovation, learning, uncertainty

Technological Revolutions and Stock Prices

NBER Working Paper No. w11876
Number of pages: 50 Posted: 06 Oct 2006
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 53 (312,336)
Citation 54

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
Downloads 13 (484,661)
Citation 54
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Abstract:

Bubble, railroads, technology, innovation

3.
Downloads 2,359 ( 3,961)
Citation 16

Political Uncertainty and Risk Premia

Number of pages: 58 Posted: 24 Sep 2011 Last Revised: 01 Jun 2013
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,992 (5,192)
Citation 16

Abstract:

political, uncertainty, government, risk premium, put, learning, Bayesian

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 253 (95,483)
Citation 16

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 92 (228,240)
Citation 16

Abstract:

Political Uncertainty and Risk Premia

NBER Working Paper No. w17464
Number of pages: 59 Posted: 30 Sep 2011
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 20 (444,541)
Citation 16

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
Downloads 2 (544,449)
Citation 16
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Abstract:

Bayesian, government, learning, political, put, risk premium, uncertainty

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
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 2,205 (4,354)
Citation 1

Abstract:

political uncertainty, options, elections, summits, variance risk, tail risk

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
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 78 (253,373)
Citation 1

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
Bryan T. Kelly, Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 13 (484,661)
Citation 1

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
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1 (553,915)
Citation 1
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Abstract:

options, political uncertainty

5.
Downloads 2,186 ( 4,527)
Citation 27

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
Downloads 2,039 (5,007)
Citation 27

Abstract:

government, policy, uncertainty, learning, stock, price

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
Downloads 119 (189,748)
Citation 27

Abstract:

Uncertainty About Government Policy and Stock Prices

NBER Working Paper No. w16128
Number of pages: 62 Posted: 29 Jun 2010
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 26 (411,548)
Citation 27

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
Downloads 2 (544,449)
Citation 27
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Abstract:

government, learning, stock, uncertainty

6.
Downloads 1,333 ( 10,490)
Citation 85

Was There a Nasdaq Bubble in the Late 1990s?

CRSP Working Paper No. 557; AFA 2005 Philadelphia Meetings Paper
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
Downloads 1,269 (11,112)
Citation 85

Abstract:

Was There a NASDAQ Bubble in the Late 1990s?

NBER Working Paper No. w10581
Number of pages: 52 Posted: 06 Jul 2004
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 47 (330,252)
Citation 85

Abstract:

Was There a Nasdaq Bubble in the Late 1990s?

CEPR Discussion Paper No. 4485
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
Downloads 17 (461,688)
Citation 85
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Abstract:

Bubble, valuation, uncertainty

7.
Downloads 1,281 ( 11,196)
Citation 185

Stock Valuation and Learning About Profitability

CRSP Working Paper No. 537; EFA 2002 Berlin Meetings Discussion Paper
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 1,203 (12,101)
Citation 184

Abstract:

Stock Valuation and Learning About Profitability

NBER Working Paper No. w8991
Number of pages: 49 Posted: 13 Jun 2002
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 47 (330,252)
Citation 185

Abstract:

Stock Valuation and Learning about Profitability

CEPR Discussion Paper No. 3410
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
Downloads 31 (387,757)
Citation 185
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Abstract:

Valuation, learning, uncertainty, profitability, market to book

Stock Valuation and Learning about Profitability

Journal of Finance, Vol. 58, pp. 1749-1790, October 2003
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:

8.

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

CRSP Working Paper No. 485; FEDS Working Paper No. 1999-47
Number of pages: 64 Posted: 17 Feb 2000
Alexander David and Pietro Veronesi
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business
Downloads 1,258 (11,090)
Citation 32

Abstract:

9.
Downloads 1,097 ( 14,281)
Citation 11

Stock Prices and IPO Waves

CRSP Working Paper No. 548
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 1,037 (15,295)
Citation 11

Abstract:

Stock Prices and IPO Waves

NBER Working Paper No. w9858
Number of pages: 60 Posted: 23 Jul 2003
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 40 (353,105)
Citation 11

Abstract:

Stock Prices and IPO Waves

CEPR Discussion Paper No. 4002
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
Downloads 20 (444,541)
Citation 11
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Abstract:

10.
Downloads 886 ( 19,716)
Citation 93

How does Information Quality Affect Stock Returns?

CRSP Working Paper No. 462
Number of pages: 44 Posted: 11 Sep 1998
Pietro Veronesi
University of Chicago - Booth School of Business
Downloads 886 (19,348)
Citation 93

Abstract:

How Does Information Quality Affect Stock Returns?

As published in Journal of Finance
Posted: 22 Jan 2001
Pietro Veronesi
University of Chicago - Booth School of Business

Abstract:

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
Downloads 548 (38,016)
Citation 23

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 205 (118,305)
Citation 23

Abstract:

learning, IPO, diversification, profitability

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
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 61 (291,210)
Citation 23

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
Downloads 2 (544,449)
Citation 23
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Abstract:

Diversification, IPO, Learning

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
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business
Downloads 747 (24,877)
Citation 15

Abstract:

Volatility, Uncertainty, Valuation, Forecasting

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
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business
Downloads 12 (490,371)
Citation 15

Abstract:

13.

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
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business
Downloads 735 (24,508)
Citation 19

Abstract:

14.
Downloads 605 ( 33,760)
Citation 29

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
Downloads 605 (33,257)
Citation 29

Abstract:

Information Acquisition in Financial Markets

Review of Economic Studies
Posted: 09 Feb 1999
Gadi Barlevy and Pietro Veronesi
Federal Reserve Bank of Chicago and University of Chicago - Booth School of Business

Abstract:

15.
Downloads 593 ( 34,686)
Citation 8

The Time Series of the Cross Section of Asset Prices

CRSP Working Paper No. 541
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 561 (36,804)
Citation 8

Abstract:

The Time Series of the Cross Section of Asset Prices

NBER Working Paper No. w9217
Number of pages: 65 Posted: 20 Sep 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 32 (383,586)
Citation 8

Abstract:

16.
Downloads 581 ( 35,631)

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
Downloads 548 (38,016)

Abstract:

Paulson's Gift

NBER Working Paper No. w15458
Number of pages: 68 Posted: 03 Nov 2009
Pietro Veronesi and Luigi Zingales
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 31 (387,757)

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
Downloads 2 (544,449)
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Abstract:

bankruptcy, credit crisis, government intervention

17.

Rational Panics and Stock Market Crashes

CRSP Working Paper No. 483
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
Downloads 566 (35,792)
Citation 24

Abstract:

18.

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

Center for Research in Security Prices (CRSP) Working Paper No. 508
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 492 (43,786)
Citation 8

Abstract:

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
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business
Downloads 471 (46,179)
Citation 5

Abstract:

Fear measures, index options, central bank uncertainty, investors' uncertainty, predicting interest rates, nonlinearities, volatility of volatility, volatility premium, monetary policy

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

NBER Working Paper No. w16764
Number of pages: 70 Posted: 07 Feb 2011
Alexander David and Pietro Veronesi
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business
Downloads 12 (490,371)
Citation 5

Abstract:

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

CRSP Working Paper No. 529
Number of pages: 65 Posted: 02 Oct 2001
Pietro Veronesi
University of Chicago - Booth School of Business
Downloads 423 (52,789)
Citation 8

Abstract:

State-dependent Preferences, Uncertainty Aversion, Asset Pricing

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

CEPR Discussion Paper No. 2965
Number of pages: 66 Posted: 28 Sep 2001
Pietro Veronesi
University of Chicago - Booth School of Business
Downloads 29 (396,859)
Citation 8
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Abstract:

State dependent preferences, uncertainty aversion, asset pricing

21.
Downloads 349 ( 67,087)

Option-Based Credit Spreads

Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-49
Number of pages: 43 Posted: 17 Dec 2014 Last Revised: 03 Nov 2016
Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Federal Reserve Board of Governors and University of Chicago - Booth School of Business
Downloads 338 (69,102)

Abstract:

credit spreads, credit risk, default, bonds, Merton model

Option-Based Credit Spreads

NBER Working Paper No. w20776
Number of pages: 44 Posted: 22 Dec 2014
Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Federal Reserve Board of Governors and University of Chicago - Booth School of Business
Downloads 10 (501,749)
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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
Downloads 1 (553,915)
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Abstract:

credit spreads, default, Merton model, options

22.

Habit Formation and the Cross Section of Stock Returns

CRSP Working Paper No. 534
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 343 (66,866)
Citation 10

Abstract:

23.
Downloads 341 ( 68,977)
Citation 133

Labor Income And Predictable Stock Returns

CRSP Working Paper No. 520
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 314 (75,169)
Citation 133

Abstract:

Labor Income and Predictable Stock Returns

NBER Working Paper No. w8309
Number of pages: 59 Posted: 03 Jun 2001
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 27 (406,404)
Citation 133

Abstract:

24.
Downloads 341 ( 68,977)

Political Cycles and Stock Returns

Chicago Booth Research Paper No. 17-01, Fama-Miller Working Paper
Number of pages: 42 Posted: 01 Feb 2017 Last Revised: 24 Mar 2017
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 332 (70,569)

Abstract:

political cycles, risk aversion, presidential puzzle

Political Cycles and Stock Returns

NBER Working Paper No. w23184
Number of pages: 43 Posted: 21 Feb 2017
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 9 (507,217)
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Abstract:

Political Cycles and Stock Returns

CEPR Discussion Paper No. DP11864
Number of pages: 45 Posted: 02 Mar 2017
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 0
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Abstract:

political cycles, presidential puzzle, risk aversion

Income Inequality and Asset Prices Under Redistributive Taxation

Number of pages: 39 Posted: 17 Oct 2015 Last Revised: 23 Feb 2016
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 298 (79,710)

Abstract:

inequality, redistribution, taxation, asset pricing, entrepreneurship, heterogeneous agents, incomplete markets

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 19 (450,411)

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 13 (484,661)

Abstract:

inequality, taxation

Income Inequality and Asset Prices Under Redistributive Taxation

NBER Working Paper No. w21668
Number of pages: 40 Posted: 26 Oct 2015
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 6 (522,985)
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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
Downloads 0
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Abstract:

asset pricing, entrepreneurship, inequality, redistribution, taxation

26.

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 325 (72,123)

Abstract:

27.
Downloads 302 ( 79,000)
Citation 20

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 259 (93,079)
Citation 20

Abstract:

executive compensation, corporate governance

Stock-Based Compensation and CEO (Dis)Incentives

NBER Working Paper No. w13732
Number of pages: 54 Posted: 11 Jan 2008
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 38 (360,299)
Citation 20

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
Downloads 5 (528,006)
Citation 20
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Abstract:

CEO compensation, Sub-optimal investments

28.
Downloads 286 ( 84,025)
Citation 18

Conditional Betas

AFA 2005 Philadelphia Meetings Paper
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 257 (93,874)
Citation 18

Abstract:

Conditional Betas

NBER Working Paper No. w10413
Number of pages: 49 Posted: 20 Apr 2004
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 29 (396,859)
Citation 18

Abstract:

29.

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 156 (111,161)

Abstract:

30.

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 101 (170,290)
Citation 86

Abstract:

IPO, waves

31.

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

NBER Working Paper No. w11816
Number of pages: 59 Posted: 19 Feb 2006
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 53 (282,760)
Citation 7

Abstract:

32.

Habits and Leverage

NBER Working Paper No. w22905
Number of pages: 52 Posted: 12 Dec 2016
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 0 (508,692)
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Abstract:

33.

Habits and Leverage

Columbia Business School Research Paper No. 17-1
Number of pages: 51 Posted: 01 Dec 2016
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 0 (234,760)

Abstract:

Habit, Leverage, Heterogeneity

34.

Habits and Leverage

Fama-Miller Working Paper , Chicago Booth Research Paper No. 16-22
Number of pages: 52 Posted: 30 Nov 2016 Last Revised: 01 Dec 2016
Tano Santos and Pietro Veronesi
Columbia University and University of Chicago - Booth School of Business
Downloads 0 (429,829)

Abstract:

35.

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
Ľuboš Pástor, Lucian A. Taylor and Pietro Veronesi
affiliation not provided to SSRN, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Abstract:

D83, G32, L26

36.

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:

fetus, heart rate, prenatal environment, prenatal drug exposure, cigarette smoking

37.

Understanding Predictability

Journal of Political Economy, Vol. 112, No. 1, Pt. 1, pp. 1-47, February 2004
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:

38.

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

Review of Financial Studies, Vol. 12, Issue 5, Winter 2000
Posted: 28 Mar 2000
Pietro Veronesi
University of Chicago - Booth School of Business

Abstract: