Jonathan Hartley

Stanford University

PhD Student

Stanford, CA

United States

http://www.jonathanhartley.net

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 9,273

SSRN RANKINGS

Top 9,273

in Total Papers Downloads

7,276

SSRN CITATIONS
Rank 17,324

SSRN RANKINGS

Top 17,324

in Total Papers Citations

45

CROSSREF CITATIONS

17

Scholarly Papers (19)

1.

The Cost of COVID-19: A Rough Estimate of the 2020 US GDP Impact

Special Edition Policy Brief
Number of pages: 7 Posted: 07 Apr 2020
Christos Makridis and Jonathan Hartley
Stanford University and Stanford University
Downloads 1,880 (12,502)
Citation 18

Abstract:

Loading...

GDP, economic indicators, healthcare, coronavirus, coronavirus pandemic, COVID-19, public health, economics, quarantine, economy, economic crisis

2.

Inattention and Prices Over Time: Experimental Evidence from 'The Price Is Right' (1972-2019)

Number of pages: 16 Posted: 26 Oct 2019 Last Revised: 02 Feb 2020
Jonathan Hartley
Stanford University
Downloads 916 (36,504)

Abstract:

Loading...

Inattention, Natural Experiments, Prices, Inflation, Behavioral Macroeconomics

3.

Predictable End-of-Month Treasury Returns

Number of pages: 41 Posted: 22 Aug 2019 Last Revised: 03 Dec 2019
Jonathan Hartley and Krista Schwarz
Stanford University and Board of Governors of the Federal Reserve System
Downloads 832 (41,660)
Citation 1

Abstract:

Loading...

Treasury yields, anomalies, market efficiency, excess returns, month-end, portfolio rebalancing

4.

The Cost of COVID-19: A Rough Estimate of the 2020 U.S. GDP

Number of pages: 6 Posted: 23 Mar 2020 Last Revised: 27 Apr 2020
Christos Makridis and Jonathan Hartley
Stanford University and Stanford University
Downloads 658 (56,837)
Citation 4

Abstract:

Loading...

coronavirus, COVID-19, real GDP, economic growth

An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies

Number of pages: 44 Posted: 26 May 2020 Last Revised: 30 Jan 2021
Alessandro Rebucci, Jonathan Hartley and Daniel Jiménez
Johns Hopkins University - Carey Business School, Stanford University and International Monetary Fund (IMF)
Downloads 569 (67,651)
Citation 13

Abstract:

Loading...

Bond Yields, Central Banks, COVID-19, Event Study, Exchange Rates, GVAR, Monetary Policy, Swap Lines, Quantitative Easing

An Event Study of Covid-19 Central Bank Quantitative Easing in Advanced and Emerging Economies

NBER Working Paper No. w27339
Number of pages: 45 Posted: 10 Jun 2020 Last Revised: 18 Jun 2022
Jonathan Hartley, Alessandro Rebucci and Daniel Jiménez
Stanford University, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 59 (495,293)
Citation 2

Abstract:

Loading...

An Event Study of Covid-19 Central Bank Quantitative Easing in Advanced and Emerging Economies

CEPR Discussion Paper No. DP14841
Number of pages: 47 Posted: 16 Jun 2020 Last Revised: 11 Feb 2021
Jonathan Hartley and Alessandro Rebucci
Stanford University and Johns Hopkins University - Carey Business School
Downloads 1 (933,540)
Citation 3
  • Add to Cart

Abstract:

Loading...

6.

Recession Prediction Markets and Rare Macroeconomic Disaster Risk in Asset Prices

Number of pages: 29 Posted: 21 Feb 2020 Last Revised: 10 Nov 2020
Jonathan Hartley
Stanford University
Downloads 376 (111,972)

Abstract:

Loading...

7.

Interest Rate Momentum and Monetary Policy Cycles

Number of pages: 15 Posted: 23 Mar 2020 Last Revised: 10 Aug 2020
Jonathan Hartley
Stanford University
Downloads 355 (119,391)
Citation 1

Abstract:

Loading...

Asset Pricing, Interest Rates, Fixed Income, Value, Momentum, Behavioral Finance, Monetary Policy

Credible Emerging Market Central Banks Could Embrace Quantitative Easing to Fight COVID-19

CEPR Policy Portal 2020
Number of pages: 6 Posted: 07 Jul 2020
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Stanford University, Bruegel, Johns Hopkins University - Carey Business School and Institute of International Finance
Downloads 280 (152,580)

Abstract:

Loading...

Credible Emerging Market Central Banks could Embrace Quantitative Easing to Fight COVID-19

HKUST IEMS Working Paper Forthcoming
Number of pages: 10 Posted: 18 Aug 2020
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Stanford University, Bruegel, Johns Hopkins University - Carey Business School and Institute of International Finance
Downloads 38 (597,002)
Citation 1

Abstract:

Loading...

Coronavirus, COVID-19, Quantitative Easing, Emerging Markets, Fiscal Stimulus

Should the U.S. Government Issue Floating Rate Notes?

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 38 Posted: 24 Apr 2017 Last Revised: 24 Feb 2021
Jonathan Hartley and Urban J. Jermann
Stanford University and University of Pennsylvania - Finance Department
Downloads 290 (147,273)

Abstract:

Loading...

floating rate notes, fixed income arbitrage, tax-smoothing, optimal debt management

Should the U.S. Government Issue Floating Rate Notes?

NBER Working Paper No. w27065
Number of pages: 39 Posted: 28 Apr 2020 Last Revised: 15 Jun 2022
Jonathan Hartley and Urban J. Jermann
Stanford University and University of Pennsylvania - Finance Department
Downloads 3 (901,962)

Abstract:

Loading...

Do Pre-Registration and Pre-Analysis Plans Reduce p-Hacking and Publication Bias?

Number of pages: 42 Posted: 09 Aug 2022
IZA Institute of Labor EconomicsUniversity of Ottawa - Department of Economics, Wilfrid Laurier University, Stanford University and University of Ottawa - Department of Economics
Downloads 287 (149,353)

Abstract:

Loading...

Pre-analysis Plan, Pre-registration, p-Hacking, Publication Bias, Research Credibility

11.

Liquid Alternative Mutual Funds versus Hedge Funds

Number of pages: 19 Posted: 08 Feb 2017
Jonathan Hartley
Stanford University
Downloads 274 (156,641)
Citation 3

Abstract:

Loading...

Mutual Funds, Hedge Funds

12.

Do Foreign Buyer Taxes Affect House Prices?

Number of pages: 43 Posted: 11 Oct 2021
Stanford University, Baruch College, CUNY, University of Pennsylvania - Wharton School, Department of Real Estate and University of Pennsylvania - The Wharton SchoolCity University of New York (CUNY) - Department of Real Estate
Downloads 181 (231,327)

Abstract:

Loading...

Housing, House Prices, Foreign Buyer Taxes, Vacancy Taxes

13.

Going for Two: Optimizing between Extra Points and Two Point Conversions in the NFL

Number of pages: 18 Posted: 12 Feb 2017
Jonathan Hartley
Stanford University
Downloads 124 (313,149)

Abstract:

Loading...

Behavioral Microeconomics, Optimization Techniques, Firm Strategy, Firm Behavior, Sports

14.

Friedman’s Plucking Model: New International Evidence From Maddison Project Data

Number of pages: 7 Posted: 01 Mar 2021
Jonathan Hartley
Stanford University
Downloads 61 (480,206)

Abstract:

Loading...

Markov Chains, Recessions, International Business Cycles

15.

The Local Residential Land Use Regulatory Environment Across U.S. Housing Markets: Evidence from a New Wharton Index

NBER Working Paper No. w26573
Number of pages: 64 Posted: 24 Dec 2019 Last Revised: 11 Aug 2022
Joseph Gyourko, Jonathan Hartley and Jacob Krimmel
University of Pennsylvania, Stanford University and Board of Governors of the Federal Reserve System
Downloads 54 (507,966)
Citation 8

Abstract:

Loading...

16.

The Mortgage Interest Tax Deduction and the Great Recession

Number of pages: 25 Posted: 10 Mar 2018
Jonathan Hartley and Jonathan Dorf
Stanford University and University of Pennsylvania, The Wharton School, Students
Downloads 38 (583,934)

Abstract:

Loading...

Public Economics, Mortgage subsidies, Incidence, Optimal Taxation, House Prices, Mortgage Interest Deductions

17.

Covered Interest Rate Parity Deviations In External Emerging Market Sovereign Debt

Journal of Fixed Income, Vol. 29, No. 4, 2020, https://jfi.pm-research.com/content/29/4/92
Posted: 12 Sep 2019
Jonathan Hartley
Stanford University

Abstract:

Loading...

Behavioral Finance, Exchange Rates, Fixed Income, Arbitrage, Dollar Funding, Government Debt Management

18.

Jim Cramer's ‘Mad Money’ Charitable Trust Performance and Factor Attribution

Posted: 15 May 2016
Jonathan Hartley and Matthew Olson
Stanford University and University of Pennsylvania, The Wharton School, Students
Downloads 0 (910,098)

Abstract:

Loading...

Asset Pricing, Market Efficiency, Leverage, Size, Value, Momentum, Quality

19.

Statistically Measuring 2016 Presidential Candidate Electability: Evidence from Prediction Markets

AEI Economics Working Paper 2016-04
Posted: 10 May 2016
Jonathan Hartley and Kevin A. Hassett
Stanford University and American Enterprise Institute (AEI)

Abstract:

Loading...

Forecasting and Prediction Methods, Economic Models of Political Processes, Information and Market Efficiency