Sai Ma

Board of Governors of the Federal Reserve

20th St. and Constitution Ave.

Washington, DC 20551

United States

http://saimaecon.com

SCHOLARLY PAPERS

12

DOWNLOADS

577

SSRN CITATIONS
Rank 9,907

SSRN RANKINGS

Top 9,907

in Total Papers Citations

80

CROSSREF CITATIONS

35

Scholarly Papers (12)

1.
Downloads 127 (245,880)
Citation 12

Capital Share Risk in U.S. Asset Pricing

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 22 Aug 2018
University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve
Downloads 99 (295,462)
Citation 9

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risk premia, cross-section, capital share, labor share, inequality

Capital Share Risk in U.S. Asset Pricing

NBER Working Paper No. w20744
Number of pages: 52 Posted: 15 Dec 2014
University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve
Downloads 28 (537,855)

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Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing

CEPR Discussion Paper No. DP10335
Number of pages: 80 Posted: 23 Jan 2015
University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve
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capital share, heterogeneous agents, inequality, labor share, momentum, value premium

Capital Share Risk in U.S. Asset Pricing

CEPR Discussion Paper No. DP12628
Number of pages: 77 Posted: 22 Jan 2018 Last Revised: 29 Jan 2018
University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve
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capital share, inequality, Labor Share, value premium

2.

Housing Cycles and Exchange Rates

Fisher College of Business Working Paper No. 2019-03-014, Charles A. Dice Center Working Paper No. 2019-14
Number of pages: 54 Posted: 09 May 2019 Last Revised: 07 Apr 2020
Sai Ma and Shaojun Zhang
Board of Governors of the Federal Reserve and The Ohio State University
Downloads 110 (273,075)
Citation 1

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housing, exchange rate, predictability

3.

What is Certain About Uncertainty?

FRB International Finance Discussion Paper No. 1294
Number of pages: 73 Posted: 07 Aug 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 102 (287,763)

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4.

Heterogeneous Intermediaries and Asset Prices

Number of pages: 74 Posted: 04 Sep 2018
Sai Ma
Board of Governors of the Federal Reserve
Downloads 80 (335,235)
Citation 3

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intermediary asset pricing, heterogeneity

5.

Housing Risk and the Cross-Section of Returns Across Many Asset Classes

Fisher College of Business Working Paper No. 2020-03-008, Charles A. Dice Working Paper No. 2020-08
Number of pages: 55 Posted: 10 May 2020
Sai Ma and Shaojun Zhang
Board of Governors of the Federal Reserve and The Ohio State University
Downloads 56 (404,816)

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asset classes, cross section, risk, housing, demand shocks

6.

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

NBER Working Paper No. w21803
Number of pages: 52 Posted: 14 Dec 2015
New York University - Department of Economics, Board of Governors of the Federal Reserve and Columbia Business School - Economics Department
Downloads 40 (465,572)
Citation 38

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7.

Uncertainty and Growth Disasters

FRB International Finance Discussion Paper No. 1279
Number of pages: 35 Posted: 15 Jun 2020
Boyan Jovanovic and Sai Ma
New York University - Department of Economics and Board of Governors of the Federal Reserve
Downloads 17 (591,838)

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8.

Shock Restricted Structural Vector-Autoregressions

NBER Working Paper No. w23225
Number of pages: 49 Posted: 19 Mar 2017
New York University - Department of Economics, Board of Governors of the Federal Reserve and Columbia Business School - Economics Department
Downloads 16 (598,313)
Citation 4

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9.

Covid-19 and the Macroeconomic Effects of Costly Disasters

NBER Working Paper No. w26987
Number of pages: 24 Posted: 13 Apr 2020
New York University - Department of Economics, Board of Governors of the Federal Reserve and Columbia Business School - Economics Department
Downloads 15 (605,115)
Citation 5

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10.

Competition and Implementation Cycles

Number of pages: 51 Posted: 09 Nov 2018
Sai Ma
Board of Governors of the Federal Reserve
Downloads 11 (632,934)

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Endogenous Fluctuations, Implementation Cycles, Sunspot

Belief Distortions and Macroeconomic Fluctuations

NBER Working Paper No. w27406
Number of pages: 89 Posted: 22 Jun 2020
Duke University, New York University - Department of Economics and Board of Governors of the Federal Reserve
Downloads 2 (734,591)
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Belief Distortions and Macroeconomic Fluctuations

CEPR Discussion Paper No. DP15003
Number of pages: 91 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Duke University, New York University - Department of Economics and Board of Governors of the Federal Reserve
Downloads 1 (748,621)
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beliefs, Biases, Expectations, Machine Learning

12.

Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy

FEDS Notes No. 2019-10-08
Posted: 22 Oct 2019
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve and Government of the United States of America - Division of International Finance (IFDP)

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