Niels Joachim Gormsen

University of Chicago - Booth School of Business

Assistant Professor of Finance

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

  • University of Chicago - Booth School of Business

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 1,641

SSRN RANKINGS

Top 1,641

in Total Papers Downloads

24,564

SSRN CITATIONS
Rank 12,917

SSRN RANKINGS

Top 12,917

in Total Papers Citations

55

CROSSREF CITATIONS

37

Scholarly Papers (9)

Actions:
Email selected abstracts
1.

Coronavirus: Impact on Stock Prices and Growth Expectations

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-22
Number of pages: 34 Posted: 17 Mar 2020 Last Revised: 04 Aug 2020
Niels Joachim Gormsen and Ralph S. J. Koijen
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 10,699 (583)
Citation 36

Abstract:

Loading...

2.

Betting Against Correlation: Testing Theories of the Low-Risk Effect

Downloads 7,828 ( 1,008)
Citation 13

Betting Against Correlation: Testing Theories of the Low-Risk Effect

Number of pages: 73 Posted: 08 Feb 2017 Last Revised: 21 Jun 2018
Clifford S. Asness, Andrea Frazzini, Niels Joachim Gormsen and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC, University of Chicago - Booth School of Business and AQR Capital Management, LLC
Downloads 7,826 (996)
Citation 5

Abstract:

Loading...

asset pricing, leverage constraints, lottery demand, margin, sentiment

Betting Against Correlation: Testing Theories of the Low-Risk Effect

Number of pages: 65 Posted: 14 Feb 2018
Clifford S. Asness, Andrea Frazzini, Niels Joachim Gormsen and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC, University of Chicago - Booth School of Business and AQR Capital Management, LLC
Downloads 2 (835,617)
Citation 9
  • Add to Cart

Abstract:

Loading...

Asset Pricing, leverage constraints, lottery demand, margin, sentiment

3.

Time Variation of the Equity Term Structure

Journal of Finance, Forthcoming
Number of pages: 63 Posted: 21 Jun 2017 Last Revised: 07 Apr 2021
Niels Joachim Gormsen
University of Chicago - Booth School of Business
Downloads 1,780 (12,373)
Citation 18

Abstract:

Loading...

asset pricing, equity term structure, time varying discount rates

4.

Duration-Driven Returns

Number of pages: 87 Posted: 14 Jun 2019 Last Revised: 30 Jul 2021
Niels Joachim Gormsen and Eben Lazarus
University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,618 (14,382)
Citation 14

Abstract:

Loading...

asset pricing, cross-section of stock returns, cash-flow growth, duration, survey expectations, dividend strips

5.

Higher-Moment Risk

Number of pages: 62 Posted: 15 Nov 2017 Last Revised: 19 Feb 2020
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 870 (35,827)
Citation 9

Abstract:

Loading...

asset pricing, financial economics, higher order moments, tail risk

6.

Conditional Risk in Global Stock Returns

Number of pages: 75 Posted: 16 Nov 2017 Last Revised: 28 Jun 2021
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 511 (71,954)

Abstract:

Loading...

Asset Pricing, Conditional CAPM, Factor Models, Time-Varying Discount Rates

7.

Expected Stock Returns and Firms’ Perceived Cost of Capital

Number of pages: 62 Posted: 11 Dec 2020 Last Revised: 27 Aug 2021
Niels Joachim Gormsen
University of Chicago - Booth School of Business
Downloads 503 (73,342)
Citation 1

Abstract:

Loading...

8.

Implied Dividend Volatility and Expected Growth

Number of pages: 15 Posted: 23 Dec 2020 Last Revised: 31 Dec 2020
Niels Joachim Gormsen, Ralph S. J. Koijen and Ian Martin
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 446 (84,761)

Abstract:

Loading...

9.

Selfish Corporations

Chicago Booth Research Paper No. 20-51, Chicago Booth: George J. Stigler Center for the Study of the Economy & the State Working Paper No. 305, Fama-Miller Working Paper
Number of pages: 100 Posted: 02 Dec 2020 Last Revised: 27 Sep 2021
Emanuele Colonnelli, Niels Joachim Gormsen and Timothy McQuade
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Stanford University
Downloads 309 (128,103)
Citation 2

Abstract:

Loading...

big business, corporations, information experiment, economic policies, ESG, beliefs, bailouts