Johnathan Loudis

University of Notre Dame - Mendoza College of Business

Notre Dame, IN 46556-5646

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 43,519

in Total Papers Downloads

1,336

SSRN CITATIONS
Rank 48,087

SSRN RANKINGS

Top 48,087

in Total Papers Citations

12

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.  ”

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 568 (60,789)
Citation 11

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: 135 Posted: 23 Mar 2019 Last Revised: 22 Jun 2021
Johnathan Loudis
University of Notre Dame - Mendoza College of Business
Downloads 362 (104,175)
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: 112 Posted: 01 Sep 2020 Last Revised: 19 May 2021
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 218 (175,864)

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: 177 Posted: 01 Dec 2020 Last Revised: 29 Jun 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 188 (201,393)
Citation 1

Abstract:

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