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Bernard Herskovic

University of California, Los Angeles (UCLA) - Anderson School of Management

Assistant Professor

Los Angeles, CA 90095-1481

United States

http://bernardherskovic.com

  • University of California, Los Angeles (UCLA) - Anderson School of Management

SCHOLARLY PAPERS

7

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4,910

CITATIONS
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Top 30,871

in Total Papers Citations

7

Scholarly Papers (7)

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1.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

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Citation 2

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Journal of Financial Economics (JFE), Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-54
Number of pages: 53 Posted: 12 Nov 2012 Last Revised: 15 Nov 2015
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Chicago - Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2,386 (4,140)
Citation 2

Abstract:

Firm volatility, Idiosyncratic risk, Cross-section of stock returns

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

NBER Working Paper No. w20076
Number of pages: 66 Posted: 28 Apr 2014
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Chicago - Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 14 (502,866)
Citation 2

Abstract:

2.

Firm Volatility in Granular Networks

Downloads 1,444 ( 9,725)
Citation 2

Firm Volatility in Granular Networks

Chicago Booth Research Paper No. 12-56, Fama-Miller Working Paper
Number of pages: 47 Posted: 07 Dec 2012 Last Revised: 31 Aug 2017
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Chicago - Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 1,444 (9,688)
Citation 2

Abstract:

Firm volatility, networks, firm size distribution, aggregate volatility, granularity

3.

The Redistributive Effects of Monetary Policy

Downloads 50 (180,891)
Citation 1

The Redistributive Effects of Monetary Policy

Number of pages: 32 Posted: 22 Mar 2017
Daniel Andrei, Bernard Herskovic and Olivier Ledoit
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Zurich - Department of Economics
Downloads 50 (339,104)
Citation 1

Abstract:

Monetary policy, redistribution, networks

4.

Networks in Production: Asset Pricing Implications

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 09 Jun 2015 Last Revised: 16 Apr 2017
Bernard Herskovic
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 93 (32,914)

Abstract:

Networks, Input-Output, Systematic Risk

5.

Acquiring Information Through Peers

Number of pages: 91 Posted: 03 Jun 2015 Last Revised: 31 Aug 2017
Bernard Herskovic and Joao Ramos
University of California, Los Angeles (UCLA) - Anderson School of Management and Marshall School of Business - University of Southern California
Downloads 22 (104,315)

Abstract:

Network Formation, Information Acquisition, Coordination

6.

Promoting Educational Opportunities: Long-Run Implications of Affirmative Action in College Admissions

Number of pages: 49 Posted: 14 Jul 2015 Last Revised: 26 Jul 2017
Bernard Herskovic and Joao Ramos
University of California, Los Angeles (UCLA) - Anderson School of Management and Marshall School of Business - University of Southern California
Downloads 15 (195,963)

Abstract:

Affirmative Action, Intergenerational Mobility, Educational Investment

7.

Firm Volatility in Granual Networks

CEPR Discussion Paper No. DP12284
Number of pages: 50 Posted: 11 Sep 2017
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Chicago - Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 0 (569,371)
Citation 2
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Abstract:

aggregate volatility, firm size distribution, Firm volatility, granularity, networks

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