Johnathan Loudis

University of Notre Dame - Mendoza College of Business

Notre Dame, IN 46556-5646

United States

  • University of Notre Dame - Mendoza College of Business

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 27,917

SSRN RANKINGS

Top 27,917

in Total Papers Downloads

3,192

SSRN CITATIONS
Rank 33,821

SSRN RANKINGS

Top 33,821

in Total Papers Citations

26

CROSSREF CITATIONS

2

Ideas:
“  I am an Assistant Professor of Finance at the University of Notre Dame. My research interests lie broadly in empirical asset pricing, asset pricing theory, and macro-finance. I have previously worked at GE Global Research, SustainX (an alternative energy startup), and Oliver Wyman Financial Services.  ”

  • University of Notre Dame - Mendoza College of Business

Scholarly Papers (6)

Actions:
Email selected abstracts
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 722 (62,004)
Citation 11

Abstract:

Loading...

Equity Risk Premium, Risk Neutral Moments, Preferences

2.

The Subjective Risk and Return Expectations of Institutional Investors

Fisher College of Business Working Paper No. 2023-03-014, Charles A. Dice Center Working Paper No. 2023-14
Number of pages: 69 Posted: 25 May 2023
Spencer J. Couts, Andrei S. Gonçalves and Johnathan Loudis
University of Southern California - Sol Price School of Public Policy, Ohio State University (OSU) - Fisher College of Business and University of Notre Dame - Mendoza College of Business
Downloads 578 (82,119)

Abstract:

Loading...

Institutional Investors, Subjective Beliefs, Subjective Expected Returns, Subjective Risk, Subjective Risk Premia

3.

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

Number of pages: 53 Posted: 23 Mar 2019 Last Revised: 16 Oct 2023
Johnathan Loudis
University of Notre Dame - Mendoza College of Business
Downloads 570 (83,588)
Citation 1

Abstract:

Loading...

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

4.

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

Number of pages: 209 Posted: 01 Dec 2020 Last Revised: 26 Jun 2023
Fousseni Chabi-Yo and Johnathan Loudis
University of Massachusetts Amherst - Isenberg School of Management and University of Notre Dame - Mendoza College of Business
Downloads 508 (96,477)
Citation 2

Abstract:

Loading...

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

5.

An Intertemporal Risk Factor Model

Number of pages: 159 Posted: 01 Sep 2020 Last Revised: 23 Jan 2023
Fousseni Chabi-Yo, Andrei S. Gonçalves and Johnathan Loudis
University of Massachusetts Amherst - Isenberg School of Management, Ohio State University (OSU) - Fisher College of Business and University of Notre Dame - Mendoza College of Business
Downloads 430 (117,655)
Citation 1

Abstract:

Loading...

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

6.

Idiosyncratic financial risk and a reevaluation of the market risk-return tradeoff

Number of pages: 122 Posted: 30 Apr 2019 Last Revised: 29 Jan 2023
Sung Je Byun, Johnathan Loudis and Lawrence Schmidt
Federal Reserve Bank of Dallas - Banking Supervision, University of Notre Dame - Mendoza College of Business and MIT Sloan School of Management
Downloads 384 (134,004)

Abstract:

Loading...

Risk-Return Trade-Off; Idiosyncratic Risk; Empirical Asset Pricing