Annette Vissing-Jorgensen

Federal Reserve Board

Senior Adviser

20th Street and Constitution Avenue NW

Washington, DC 20015

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

29

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Top 4,147

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17,522

SSRN CITATIONS
Rank 413

SSRN RANKINGS

Top 413

in Total Papers Citations

1,660

CROSSREF CITATIONS

1,406

Scholarly Papers (29)

1.

Stock Returns Over the FOMC Cycle

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 08 Nov 2015 Last Revised: 08 Jun 2019
Anna Cieslak, Adair Morse and Annette Vissing-Jorgensen
Duke University - Fuqua School of Business, University of California, Berkeley - Haas School of Business and Federal Reserve Board
Downloads 3,003 (8,007)
Citation 77

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Monetary Policy, Federal Reserve, FOMC, Communication, Stock Returns

2.
Downloads 2,064 (14,576)
Citation 19

The Economics of the Fed Put

Number of pages: 94 Posted: 14 Apr 2017 Last Revised: 17 Jun 2020
Anna Cieslak and Annette Vissing-Jorgensen
Duke University - Fuqua School of Business and Federal Reserve Board
Downloads 1,999 (15,034)
Citation 22

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Fed Put, Monetary Policy, Stock Market, Textual Analysis, Taylor Rules

The Economics of the Fed Put

NBER Working Paper No. w26894
Number of pages: 67 Posted: 30 Mar 2020 Last Revised: 26 Jun 2023
Anna Cieslak and Annette Vissing-Jorgensen
Duke University - Fuqua School of Business and Federal Reserve Board
Downloads 65 (641,542)

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3.

The Private Equity Premium Puzzle

Number of pages: 51 Posted: 21 Feb 2001
Annette Vissing-Jorgensen, Tobias J. Moskowitz and Tobias J. Moskowitz
Federal Reserve Board and Yale University, Yale SOMAQR Capital
Downloads 1,965 (15,717)
Citation 3

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4.

Perspectives on Behavioral Finance: Does 'Irrationality' Disappear with Wealth? Evidence from Expectations and Actions

Number of pages: 57 Posted: 23 Jul 2003
Annette Vissing-Jorgensen
Federal Reserve Board
Downloads 1,683 (20,064)
Citation 216

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Behavioral finance, expectations

Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments

Quarterly Journal of Economics, Forthcoming, Stanford Law and Economics Olin Working Paper No. 296, MIT Department of Economics Working Paper No. 04-33, AFA 2005 Philadelphia Meetings
Number of pages: 59 Posted: 26 Aug 2005
Annette Vissing-Jorgensen, Michael Greenstone and Paul Oyer
Federal Reserve Board, University of Chicago - Department of Economics and Stanford Graduate School of Business
Downloads 561 (91,243)
Citation 5

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disclosure, SEC, securities market regulation

Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments

Number of pages: 59 Posted: 30 Sep 2004
Michael Greenstone, Annette Vissing-Jorgensen and Paul Oyer
University of Chicago - Department of Economics, Federal Reserve Board and Stanford Graduate School of Business
Downloads 532 (97,638)
Citation 1

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disclosure, SEC, securities market regulation

Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments

NBER Working Paper No. w11478
Number of pages: 59 Posted: 10 Aug 2005 Last Revised: 13 Nov 2022
Michael Greenstone, Annette Vissing-Jorgensen and Paul Oyer
University of Chicago - Department of Economics, Federal Reserve Board and Stanford Graduate School of Business
Downloads 91 (525,152)
Citation 43

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6.

Why Do Entrepreneurs Hold Large Ownership Shares? Testing Agency Theory Using Entrepreneur Effort and Wealth

CRSP Working Paper No. 544
Number of pages: 54 Posted: 17 Dec 2002
University of California, Davis - Departments of Economics and Agricultural Resource Economics, Federal Reserve Board and Yale University, Yale SOMAQR Capital
Downloads 1,161 (34,823)
Citation 5

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Informational Hold-Up and Performance Persistence in Venture Capital

EFA 2009 Bergen Meetings Paper
Number of pages: 83 Posted: 01 Sep 2008 Last Revised: 29 Oct 2014
National Bureau of Economic Research (NBER), Centre for Economic Policy Research (CEPR)Swedish House of Finance and Federal Reserve Board
Downloads 827 (55,187)
Citation 63

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Venture Capital, Performance Persistence, Learning, Hold-up

Informational Hold-Up and Performance Persistence in Venture Capital

NYU Working Paper No. 2451/31348
Number of pages: 46 Posted: 09 Mar 2009 Last Revised: 13 Jan 2015
National Bureau of Economic Research (NBER), Centre for Economic Policy Research (CEPR)Swedish House of Finance and Federal Reserve Board
Downloads 162 (338,365)
Citation 18

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8.

The Effects of Quantitative Easing on Interest Rates

Number of pages: 37 Posted: 14 Mar 2011
Annette Vissing-Jorgensen and Arvind Krishnamurthy
Downloads 879 (51,604)
Citation 8

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9.

The Impact of Pensions and Insurance on Global Yield Curves

Harvard Business School Finance Working Paper No. 18-109, Swiss Finance Institute Research Paper No. 19-59
Number of pages: 56 Posted: 16 Jun 2018 Last Revised: 13 Nov 2019
Robin M. Greenwood and Annette Vissing-Jorgensen
Harvard Business School - Finance Unit and Federal Reserve Board
Downloads 761 (62,909)
Citation 41

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10.

Reserve Demand, Interest Rate Control, and Quantitative Tightening

Number of pages: 56 Posted: 03 Mar 2023 Last Revised: 25 Oct 2023
David Lopez-Salido and Annette Vissing-Jorgensen
Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 528 (99,628)
Citation 4

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The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?

NBER Working Paper No. w8876
Number of pages: 54 Posted: 04 Apr 2002 Last Revised: 24 Jan 2022
Annette Vissing-Jorgensen, Tobias J. Moskowitz and Tobias J. Moskowitz
Federal Reserve Board and Yale University, Yale SOMAQR Capital
Downloads 483 (109,796)
Citation 66

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The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 24 Nov 2009
Tobias J. Moskowitz, Tobias J. Moskowitz and Annette Vissing-Jorgensen
Yale University, Yale SOMAQR Capital and Federal Reserve Board

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Survey of Consumer Finances, Flow of Funds Accounts, National Income & Product Accounts (U.S. Dept of Commerce), Equity financing, Risk orientation, Return on investment, Venture capital

12.
Downloads 201 (114,056)
Citation 1

A Stock Return Decomposition Using Observables

Number of pages: 77 Posted: 20 Mar 2022 Last Revised: 29 Dec 2022
Benjamin Knox and Annette Vissing-Jorgensen
Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 201 (278,962)
Citation 1

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Consumer Credit: Learning Your Customer's Default Risk from What (S)He Buys

Number of pages: 53 Posted: 16 Mar 2012
Annette Vissing-Jorgensen
Federal Reserve Board
Downloads 271 (208,766)
Citation 14

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Consumer credit, household finance, default

Consumer Credit: Learning Your Customer's Default Risk from What (S)He Buys

Number of pages: 53 Posted: 15 Mar 2010
Annette Vissing-Jorgensen
Federal Reserve Board
Downloads 193 (264,821)
Citation 3

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Consumer credit, default

A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002

Number of pages: 65 Posted: 17 Mar 2006
Yael V. Hochberg, Annette Vissing-Jorgensen and Paola Sapienza
National Bureau of Economic Research (NBER), Federal Reserve Board and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 304 (185,209)

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Sarbanes-Oxley Act, Lobbying, Event Study

A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002

Number of pages: 73 Posted: 30 Apr 2009
Yael V. Hochberg, Paola Sapienza and Annette Vissing-Jorgensen
National Bureau of Economic Research (NBER), Northwestern University - Kellogg School of Management - Department of Finance and Federal Reserve Board
Downloads 86 (544,579)

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A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002

NBER Working Paper No. w12952
Number of pages: 66 Posted: 09 Mar 2007 Last Revised: 23 Nov 2022
Yael V. Hochberg, Annette Vissing-Jorgensen and Paola Sapienza
National Bureau of Economic Research (NBER), Federal Reserve Board and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 43 (779,475)
Citation 24

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A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002

CEPR Discussion Paper No. DP6201
Number of pages: 68 Posted: 22 May 2008
Yael V. Hochberg, Paola Sapienza and Annette Vissing-Jorgensen
National Bureau of Economic Research (NBER), Northwestern University - Kellogg School of Management - Department of Finance and Federal Reserve Board
Downloads 2 (1,169,066)
Citation 7
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Corporate Governance, Sarbanes Oxley Act

15.

Long-Run Stockholder Consumption Risk and Asset Returns

Harvard Business School Finance Working Paper No. 08-060
Number of pages: 71 Posted: 01 Feb 2008
Federal Reserve Board, Harvard Business School and Yale University, Yale SOMAQR Capital
Downloads 326 (173,273)
Citation 100

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16.

The Impact of Treasury Supply on Financial Sector Lending and Stability

Swiss Finance Institute Research Paper No. 15-46
Number of pages: 91 Posted: 11 Nov 2015
Arvind Krishnamurthy and Annette Vissing-Jorgensen
Downloads 302 (187,775)
Citation 56

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Reasury Supply, Monetary Economics, Financial stability, Banking

17.

The Demand for Treasury Debt

NBER Working Paper No. w12881
Number of pages: 56 Posted: 31 Jan 2007 Last Revised: 12 Sep 2022
Annette Vissing-Jorgensen and Arvind Krishnamurthy
Downloads 222 (255,157)
Citation 110

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18.

The Value of Knowing

Regulation, Vol. 29, No. 2, pp. 52-61, Summer 2006
Number of pages: 10 Posted: 19 Jul 2006
Michael Greenstone, Annette Vissing-Jorgensen and Paul Oyer
University of Chicago - Department of Economics, Federal Reserve Board and Stanford Graduate School of Business
Downloads 207 (272,315)

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Michael Greenstone, Paul Oyer, Annette Vissing-Jorgensen, mandatory disclosure requirements, equity markets, 1964 Securities Acts Amendments, trade, investing, mandatory disclosure laws, maximization of shareholder value, diversion, equity markets

19.

Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures

NBER Working Paper No. w8884
Number of pages: 60 Posted: 11 Apr 2002 Last Revised: 12 Oct 2022
Annette Vissing-Jorgensen
Federal Reserve Board
Downloads 168 (327,979)
Citation 18

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20.

The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy

NBER Working Paper No. w17555
Number of pages: 54 Posted: 04 Nov 2011 Last Revised: 21 Jun 2023
Arvind Krishnamurthy and Annette Vissing-Jorgensen
Downloads 122 (423,706)
Citation 43

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Limited Asset Market Participation and the Elasticity of Intertemporal Substitution

NBER Working Paper No. w8896
Number of pages: 26 Posted: 11 Apr 2002 Last Revised: 24 Apr 2022
Annette Vissing-Jorgensen
Federal Reserve Board
Downloads 112 (454,057)
Citation 104

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Limited Asset Market Participation and the Elasticity of Intertemporal Substitution

Posted: 04 Sep 2003
Annette Vissing-Jorgensen
Federal Reserve Board

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The Treasury Market in Spring 2020 and the Response of the Federal Reserve

NBER Working Paper No. w29128
Number of pages: 60 Posted: 09 Aug 2021 Last Revised: 02 Feb 2023
Annette Vissing-Jorgensen
Federal Reserve Board
Downloads 77 (583,043)
Citation 2

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The Treasury Market in Spring 2020 and the Response of the Federal Reserve

CEPR Discussion Paper No. DP16410
Number of pages: 62 Posted: 22 Sep 2021
Annette Vissing-Jorgensen
Federal Reserve Board
Downloads 0
Citation 31
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COVID, Federal Reserve, Quantitative easing, Treasury markets

23.

The Increase in Income Cyclicality of High-Income Households and its Relation to the Rise in Top Income Shares

NBER Working Paper No. w16577
Number of pages: 51 Posted: 06 Dec 2010 Last Revised: 19 Apr 2023
Jonathan A. Parker and Annette Vissing-Jorgensen
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Board
Downloads 71 (602,192)
Citation 20

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24.

ECB Policies Involving Government Bond Purchases: Impact and Channels

NBER Working Paper No. w23985
Number of pages: 63 Posted: 06 Nov 2017 Last Revised: 16 Jul 2023
Arvind Krishnamurthy, Stefan Nagel and Annette Vissing-Jorgensen
Stanford Graduate School of Business, University of Chicago - Booth School of Business and Federal Reserve Board
Downloads 49 (720,775)
Citation 69

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25.

Who Bears Aggregate Fluctuations and How?

NBER Working Paper No. w14665
Number of pages: 15 Posted: 25 Jan 2009 Last Revised: 29 Jul 2022
Jonathan A. Parker and Annette Vissing-Jorgensen
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Board
Downloads 48 (727,104)
Citation 9

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26.

Informal Central Bank Communication

NBER Working Paper No. w28276
Number of pages: 14 Posted: 28 Dec 2020 Last Revised: 06 Apr 2023
Annette Vissing-Jorgensen
Federal Reserve Board
Downloads 15 (1,006,217)

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27.

The Economics of the Fed Put

CEPR Discussion Paper No. DP14685
Number of pages: 101 Posted: 08 May 2020
Anna Cieslak and Annette Vissing-Jorgensen
Duke University - Fuqua School of Business and Federal Reserve Board
Downloads 3 (1,115,353)
Citation 51
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Fed put, monetary policy, Stock market, Taylor rules, textual analysis

28.

ECB Policies Involving Government Bond Purchases: Impacts and Channels

CEPR Discussion Paper No. DP12399
Number of pages: 65 Posted: 30 Oct 2017
Arvind Krishnamurthy, Stefan Nagel and Annette Vissing-Jorgensen
Stanford Graduate School of Business, University of Chicago - Booth School of Business and Federal Reserve Board
Downloads 0 (1,138,292)
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29.

Testing Agency Theory with Entrepreneur Effort and Wealth

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 17 Nov 2009
University of California, Davis - Departments of Economics and Agricultural Resource Economics, Yale University, Yale SOMAQR Capital and Federal Reserve Board

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Risks, Survey of Small Business Finances (Federal Reserve Board), Principal agent model, Survey of Consumer Finances, National Survey of Small Business Finances (Federal Reserve Board), Firm performance, Wealth, Agency theory, Private firms, Firm ownership, Equity, Contracts & agreements, Incentives