Johnathan Loudis

University of Notre Dame - Mendoza College of Business

Notre Dame, IN 46556-5646

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 47,251

SSRN RANKINGS

Top 47,251

in Total Papers Downloads

1,080

SSRN CITATIONS

10

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

The Conditional Expected Market Return

Chabi-Yo, F., Loudis, J., 2020. The conditional expected market return. Journal of Financial Economics 137 (3), 752-786.
Number of pages: 108 Posted: 11 Sep 2017 Last Revised: 13 Oct 2020
Fousseni Chabi-Yo and Johnathan Loudis
University of Massachusetts Amherst - Isenberg School of Management and University of Notre Dame - Mendoza College of Business
Downloads 535 (60,319)
Citation 9

Abstract:

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Equity Risk Premium, Risk Neutral Moments, Preferences

2.

Stock Price Reactions to the Information and Bias in Analyst-Expected Returns

Number of pages: 137 Posted: 23 Mar 2019 Last Revised: 14 Jan 2021
Johnathan Loudis
University of Notre Dame - Mendoza College of Business
Downloads 286 (125,139)
Citation 1

Abstract:

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Expected returns, Cross section, Analysts, Price targets, Market efficiency, Price drift, Return reversal

3.

An Intertemporal Risk Factor Model

Kenan Institute of Private Enterprise Research Paper Forthcoming
Number of pages: 104 Posted: 01 Sep 2020 Last Revised: 02 Nov 2020
Fousseni Chabi-Yo, Andrei Gonçalves and Johnathan Loudis
University of Massachusetts Amherst - Isenberg School of Management, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Notre Dame - Mendoza College of Business
Downloads 131 (256,332)

Abstract:

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ICAPM, Intertemporal Risk, Long-term Investors, Factor Models

4.

A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models

Number of pages: 161 Posted: 01 Dec 2020 Last Revised: 11 Feb 2021
Fousseni Chabi-Yo and Johnathan Loudis
University of Massachusetts Amherst - Isenberg School of Management and University of Notre Dame - Mendoza College of Business
Downloads 128 (257,800)

Abstract:

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Market risk premium; Variance risk premium; Crash risk; Conditioning information; Risk-neutral moments; Preferences; Stochastic Discount Factor