Steve Raymond

University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School

McColl Building

Chapel Hill, NC 27599-3490

United States

University of North Carolina (UNC) at Chapel Hill - Department of Economics

Chapel Hill, NC 27599

United States

  • University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School

  • University of North Carolina (UNC) at Chapel Hill - Department of Economics

SCHOLARLY PAPERS

7

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2,400

SSRN CITATIONS
Rank 16,453

SSRN RANKINGS

Top 16,453

in Total Papers Citations

79

CROSSREF CITATIONS

11

Scholarly Papers (7)

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1.

Government Debt and the Returns to Innovation

Downloads 781 (63,145)
Citation 28

Government Debt and the Returns to Innovation

Journal of Financial Economics (JFE), Forthcoming, Fisher College of Business Working Paper No. 2016-03-10, Charles A. Dice Center Working Paper No. 2016-10
Number of pages: 81 Posted: 24 May 2016 Last Revised: 25 Jul 2018
Mariano (Max) Massimiliano Croce, Thien Tung Nguyen, Steve Raymond and Lukas Schmid
Finance Department, Bocconi University, Federal Reserve Board of Governors, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Southern California - Marshall School of Business
Downloads 781 (62,192)
Citation 4

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Government Debt, Fiscal Uncertainty, Cross Section of Stock Returns, Predictability, R&D, Growth

Government Debt and the Returns to Innovation

CEPR Discussion Paper No. DP12617
Number of pages: 81 Posted: 22 Jan 2018
Mariano (Max) Massimiliano Croce, Thien Tung Nguyen, Steve Raymond and Lukas Schmid
Finance Department, Bocconi University, Federal Reserve Board of Governors, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Southern California - Marshall School of Business
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Citation 3
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Cross Section of Stock Returns, Fiscal Uncertainty, Government Debt, growth, predictability, R&D

2.

Ambiguity with Machine Learning: An Application to Portfolio Choice

Downloads 380 (152,704)

Ambiguity with Machine Learning: An Application to Portfolio Choice

Number of pages: 54 Posted: 02 Nov 2021
Eric Ghysels, Yan Qian and Steve Raymond
University of North Carolina Kenan-Flagler Business School, University of North Carolina at Chapel Hill and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 380 (151,382)
Citation 1

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Knightian uncertainty, bootstrap, machine learning

3.

Artificial Intelligence Alter Egos:Who benefits from Robo-investing?

Number of pages: 75 Posted: 06 Nov 2019
Catherine D'Hondt, Rudy De Winne, Eric Ghysels and Steve Raymond
UCLouvain, Louvain School of Management - Louvain Finance, UCLouvain - Louvain Finance, University of North Carolina Kenan-Flagler Business School and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 320 (183,958)
Citation 12

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Machine Learning, Portfolio Allocation, FinTech

4.

Persistent Government Debt and Aggregate Risk Distribution

Downloads 248 (229,768)
Citation 12

Persistent Government Debt and Aggregate Risk Distribution

Fisher College of Business Working Paper No. 2019-03-02, Charles A. Dice Center Working Paper No. 2019-2
Number of pages: 73 Posted: 29 Nov 2018 Last Revised: 14 Apr 2020
Mariano (Max) Massimiliano Croce, Thien Tung Nguyen and Steve Raymond
Finance Department, Bocconi University, Federal Reserve Board of Governors and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 247 (239,570)

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Fiscal Policy, Endogenous Growth Risk, Asset Prices

Persistent Government Debt and Aggregate Risk Distribution

CEPR Discussion Paper No. DP13922
Number of pages: 66 Posted: 20 Aug 2019
Mariano (Max) Massimiliano Croce and Steve Raymond
Finance Department, Bocconi University and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
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Citation 13
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asset prices, Endogenous Growth Risk, Fiscal policy

5.

Granularity and (Downside) Risk in Equity Markets

Number of pages: 65 Posted: 21 Apr 2018
Eric Ghysels, Hanwei Liu and Steve Raymond
University of North Carolina Kenan-Flagler Business School, University of North Carolina (UNC) at Chapel Hill and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 251 (236,030)
Citation 1

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6.

Institutional Investors and Granularity in Equity Markets

Number of pages: 81 Posted: 28 Feb 2021
Eric Ghysels, Hanwei Liu and Steve Raymond
University of North Carolina Kenan-Flagler Business School, University of North Carolina (UNC) at Chapel Hill and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 245 (241,727)
Citation 1

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Granularity, Institutional investors

7.

A Tax Plan for Endogenous Innovation

Downloads 175 (261,375)

A Tax Plan for Endogenous Innovation

Number of pages: 44 Posted: 14 Apr 2017
Mariano (Max) Massimiliano Croce, Anastasios G. Karantounias, Steve Raymond and Lukas Schmid
Finance Department, Bocconi University, University of Surrey - School of Economics, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Southern California - Marshall School of Business
Downloads 175 (329,898)

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Innovation, endogenous growth, government debt, labor tax, subsidy, profit tax