Eben Lazarus

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Assistant Professor of Finance

100 Main Street, E62-633

Cambridge, MA 02142

United States

http://elazarus.mit.edu

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 15,285

in Total Papers Downloads

5,035

SSRN CITATIONS
Rank 35,585

SSRN RANKINGS

Top 35,585

in Total Papers Citations

13

CROSSREF CITATIONS

9

Scholarly Papers (7)

1.

Does the Market Understand Time Variation in the Equity Premium?

Posted: 04 Aug 2022 Last Revised: 13 Jan 2023
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,337 (9,514)

Abstract:

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

2.

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 Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,253 (10,109)
Citation 14

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

3.

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 Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 129 (329,686)
Citation 4

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4.

A New Test of Excess Movement in Asset Prices

MIT Sloan Research Paper No. 6788-22
Number of pages: 70 Posted: 13 Sep 2022 Last Revised: 18 Oct 2022
Ned Augenblick and Eben Lazarus
University of California, Berkeley - Economic Analysis & Policy Group and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 110 (369,731)

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Volatility bounds, asset prices, beliefs, rational expectations, risk aversion

5.

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

Number of pages: 31 Posted: 15 Aug 2019 Last Revised: 05 Dec 2022
Eben Lazarus
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 86 (440,523)
Citation 2

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6.

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
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University College London and Harvard University - Department of Economics
Downloads 65 (507,675)
Citation 5

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

7.

Overinference from Weak Signals and Underinference from Strong Signals

Number of pages: 59 Posted: 30 Dec 2022
Ned Augenblick, Eben Lazarus and Michael Thaler
University of California, Berkeley - Economic Analysis & Policy Group, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University College London - Drayton House
Downloads 55 (564,265)

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