Eben Lazarus

University of California, Berkeley - Haas School of Business - Finance Group

Assistant Professor of Finance

Haas School of Business

545 Student Services Building

Berkeley, CA 94720

United States

http://ebenlazarus.github.io

SCHOLARLY PAPERS

8

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Top 13,393

in Total Papers Downloads

6,664

SSRN CITATIONS
Rank 20,949

SSRN RANKINGS

Top 20,949

in Total Papers Citations

50

CROSSREF CITATIONS

9

Scholarly Papers (8)

1.

Duration-Driven Returns

Journal of Finance, Forthcoming
Number of pages: 91 Posted: 14 Jun 2019 Last Revised: 20 Jun 2022
Niels Joachim Gormsen and Eben Lazarus
University of Chicago - Booth School of Business and University of California, Berkeley - Haas School of Business - Finance Group
Downloads 2,989 (7,747)
Citation 14

Abstract:

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

2.

Does the Market Understand Time Variation in the Equity Premium?

Posted: 04 Aug 2022 Last Revised: 13 Jan 2023
Independent, University of Chicago - Booth School of Business and University of California, Berkeley - Haas School of Business - Finance Group
Downloads 2,439 (10,685)
Citation 2

Abstract:

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asset pricing, expected stock returns, rational expectations, diagnostic expectations, time-varying discount rates

3.

Overinference from Weak Signals and Underinference from Strong Signals

MIT Sloan Research Paper No. 6830-22
Number of pages: 67 Posted: 30 Dec 2022 Last Revised: 13 May 2023
Ned Augenblick, Eben Lazarus and Michael Thaler
University of California, Berkeley - Economic Analysis & Policy Group, University of California, Berkeley - Haas School of Business - Finance Group and University College London - Drayton House
Downloads 362 (149,511)

Abstract:

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4.
Downloads 288 (190,248)

Forward Return Expectations

Number of pages: 90 Posted: 28 Sep 2023
Independent, University of Chicago - Booth School of Business and University of California, Berkeley - Haas School of Business - Finance Group
Downloads 281 (194,133)

Abstract:

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asset pricing, expected stock returns, time-varying discount rates

Forward Return Expectations

NBER Working Paper No. w31687
Number of pages: 56 Posted: 18 Sep 2023
Independent, University of Chicago and University of California, Berkeley - Haas School of Business - Finance Group
Downloads 7 (1,087,555)
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5.

Restrictions on Asset-Price Movements Under Rational Expectations: Theory and Evidence

Number of pages: 87 Posted: 13 Aug 2019 Last Revised: 25 Jan 2022
Ned Augenblick and Eben Lazarus
University of California, Berkeley - Economic Analysis & Policy Group and University of California, Berkeley - Haas School of Business - Finance Group
Downloads 188 (286,627)
Citation 4

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6.

A New Test of Excess Movement in Asset Prices

MIT Sloan Research Paper No. 6788-22
Number of pages: 71 Posted: 13 Sep 2022 Last Revised: 19 Jul 2023
Ned Augenblick and Eben Lazarus
University of California, Berkeley - Economic Analysis & Policy Group and University of California, Berkeley - Haas School of Business - Finance Group
Downloads 187 (289,424)

Abstract:

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Asset prices, volatility bounds, beliefs, rational expectations, risk aversion

7.

Horizon-Dependent Risk Pricing: Evidence from Short-Dated Options

Number of pages: 31 Posted: 15 Aug 2019 Last Revised: 05 Dec 2022
Eben Lazarus
University of California, Berkeley - Haas School of Business - Finance Group
Downloads 130 (389,662)
Citation 2

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8.

The Size-Power Tradeoff in HAR Inference

Number of pages: 32 Posted: 15 Aug 2019 Last Revised: 18 Jan 2021
Eben Lazarus, Daniel J. Lewis and James H. Stock
University of California, Berkeley - Haas School of Business - Finance Group, University College London and Harvard University - Department of Economics
Downloads 81 (539,987)
Citation 10

Abstract:

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heteroskedasticity- and autocorrelation-robust estimation, HAR, long-run variance estimator