Paul Ehling

BI - Norwegian Business School

N-0442 Oslo

Norway

SCHOLARLY PAPERS

20

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6,991

SSRN CITATIONS
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Top 5,377

in Total Papers Citations

110

CROSSREF CITATIONS

231

Scholarly Papers (20)

1.
Downloads 1,258 (31,298)
Citation 52

Correlations

AFA 2011 Denver Meetings Paper
Number of pages: 85 Posted: 05 Mar 2007 Last Revised: 16 Aug 2013
Paul Ehling and Christian Heyerdahl-Larsen
BI - Norwegian Business School and BI Norwegian Business School
Downloads 1,156 (34,754)
Citation 21

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Equity Return Correlations, Heterogeneous Risk Aversion, Volatility of Turnover, Cyclical Dynamics of Stock Price Moments

Correlations

Banco de Espana Working Paper No. 1413
Number of pages: 91 Posted: 19 Jun 2014
Paul Ehling and Christian Heyerdahl-Larsen
BI - Norwegian Business School and BI Norwegian Business School
Downloads 102 (489,504)
Citation 33

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equity return correlations, heterogeneous risk aversion, volatility of turnover, cyclical dynamics of stock price moments

2.
Downloads 1,230 (32,350)
Citation 36

Disagreement about Inflation and the Yield Curve

Journal of Financial Economics (JFE), December 2016, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 139 Posted: 26 Mar 2012 Last Revised: 11 Aug 2020
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, BI Norwegian Business School and Texas A&M University - Mays Business School - Finance Department
Downloads 1,230 (31,824)
Citation 36

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Inflation disagreement, real and nominal yields, yield volatilities, cross-sectional consumption growth volatility, speculative trade

Disagreement About Inflation and the Yield Curve

Banco de Espana Working Paper No. 1532
Posted: 22 Nov 2015
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, BI Norwegian Business School and Texas A&M University - Mays Business School - Finance Department

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inflation disagreement, relative entropy, real and nominal yields, yield volatilities, break-even inflation, inflation risk premium, cross-sectional consumption growth volatility, trading on inflation

3.

Asset Prices and Portfolio Choice with Learning from Experience

Review of Economic Studies (ReStud), Forthcoming
Number of pages: 71 Posted: 14 Jan 2014 Last Revised: 10 Aug 2017
BI - Norwegian Business School, BI Norwegian Business School and BI Norwegian Business School
Downloads 676 (73,603)
Citation 52

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Learning from Experience Based Bias, Trend Chasing, Survey Based versus Objective Risk Premiums

4.

Portfolio Tax Trading with Carry-Over Losses

EFA 2008 Athens Meetings Paper, McCombs Research Paper Series No. IROM-02-08
Number of pages: 78 Posted: 04 Mar 2008 Last Revised: 25 Jun 2015
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Georgia State University-Robinson College of Business, University of Texas at Austin - McCombs School of Business and BI Norwegian Business School
Downloads 599 (85,674)
Citation 24

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portfolio choice, capital gain taxation, limited use of capital losses, carry-over losses

5.

Why Firms Purchase Property Insurance?

Swiss Finance Institute Research Paper No. 07-16
Number of pages: 46 Posted: 23 Mar 2007
Daniel Aunon-Nerin and Paul Ehling
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and BI - Norwegian Business School
Downloads 448 (122,257)
Citation 16

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Corporate Risk Management, Property Insurance

6.

Complete and Incomplete Financial Markets in Multi-Good Economies

EFA 2008 Athens Meetings Paper
Number of pages: 36 Posted: 14 Jul 2009 Last Revised: 25 Oct 2015
Paul Ehling and Christian Heyerdahl-Larsen
BI - Norwegian Business School and BI Norwegian Business School
Downloads 389 (143,819)
Citation 9

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Multi-good economies, Financial market incompleteness, Financial market completeness

7.

Risk Aversion Sensitive Real Business Cycles

Number of pages: 48 Posted: 08 Oct 2012 Last Revised: 16 May 2019
Hong Kong University of Science & Technology (HKUST) - Department of Finance, BI Norwegian Business School, BI - Norwegian Business School and BI Norwegian Business School
Downloads 366 (153,928)
Citation 1

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State-contingent technology; Time-varying risk aversion; Conditional volatility of investment; Predictability of returns

8.
Downloads 285 (200,868)
Citation 49

When Does Cash Matter? Evidence for Private Firms

Banco de Espana Working Paper No. 1412
Number of pages: 60 Posted: 17 Jun 2014
Paul Ehling and David Haushalter
BI - Norwegian Business School and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Downloads 157 (349,801)
Citation 30

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cash holdings, benefits of cash holdings, private companies

When Does Cash Matter? Evidence for Private Firms

Number of pages: 54 Posted: 19 Nov 2012 Last Revised: 21 Jan 2014
Paul Ehling and David Haushalter
BI - Norwegian Business School and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Downloads 128 (412,609)
Citation 19

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9.

Geographic Versus Industry Diversification: Constraints Matter

Number of pages: 52 Posted: 27 Apr 2005
Paul Ehling and Sofia Brito Ramos
BI - Norwegian Business School and ESSEC Business School
Downloads 261 (219,443)

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Diversification gains, EMU, geographic diversification, industry diversification, block-bootstrap tests

10.

Asset Prices with Wealth Dispersion

Kelley School of Business Research Paper No. 2021-12
Number of pages: 31 Posted: 04 Mar 2021 Last Revised: 06 Oct 2021
BI - Norwegian Business School, Central University of Finance and Economics (CUFE) - School of Finance and BI Norwegian Business School
Downloads 237 (241,337)

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Heterogeneous Risk Aversion, Overlapping Generations, Consumption Share Weighted Variance of the Risk-Tolerance, Return Predictability

11.

No Short in Sight

Number of pages: 79 Posted: 13 Dec 2022 Last Revised: 15 May 2023
BI - Norwegian Business School, BI Norwegian Business School and BI Norwegian Business School
Downloads 231 (247,213)

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Short-Sales Constraint, Learning from Experience, Reduced Attention to Signal, Endogenous Non-participation

12.

Agency and Corporate Purchase of Insurance

Number of pages: 35 Posted: 21 Mar 2010 Last Revised: 15 Apr 2013
Paul Ehling, Avner Kalay and Shagun Pant
BI - Norwegian Business School, Tel Aviv University - Faculty of Management and University of Iowa - Department of Finance
Downloads 213 (266,903)
Citation 2

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private benefits of control, property insurance

13.

Do International Portfolio Investors Follow Firms' Foreign Investment Decisions?

ECB Working Paper No. 815
Number of pages: 47 Posted: 02 Oct 2007
Roberto A. De Santis and Paul Ehling
European Central Bank (ECB) - Directorate General Economics and BI - Norwegian Business School
Downloads 212 (268,082)
Citation 3

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Foreign Direct Investment, Foreign Portfolio Investment, Tobin's q, Investor Heterogeneity, and Information Spillovers

14.

Corporate Insurance and Managers' and Owners' Risk Aversion

Number of pages: 38 Posted: 18 Feb 2009 Last Revised: 01 May 2013
Paul Ehling
BI - Norwegian Business School
Downloads 177 (315,344)

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Cash, Corporate Risk Management, Leverage, Managers' and Owners' Risk Aversion, Private Firms, Property Insurance

15.

Asset Pricing with a CEO

Number of pages: 51 Posted: 27 Sep 2020
BI - Norwegian Business School, BI Norwegian Business School and BI Norwegian Business School
Downloads 133 (399,362)

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Optimistic CEO, Tradeoff between Overinvestment and Diversion of Funds, Tobin's q, Welfare

16.

Cyclical β

Number of pages: 53 Posted: 20 Sep 2023 Last Revised: 19 Dec 2023
Paul Ehling and Costas Xiouros
BI - Norwegian Business School and BI Norwegian Business School
Downloads 120 (431,755)

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Conditional CAPM, cyclicality, cross-section of industry returns

17.

Tax Collection from Realized Capital Gains on Equity

Number of pages: 55 Posted: 01 Apr 2019 Last Revised: 25 Jan 2021
Paul Ehling, Stathis Tompaidis and Chunyu Yang
BI - Norwegian Business School, University of Texas at Austin - McCombs School of Business and BI Norwegian Business School
Downloads 106 (473,050)

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time-varying capital gains taxation, tax-optimal rebalancing, tax collection from realized capital gains

18.

Beliefs About Inflation and the Term Structure of Interest Rates

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 47 Posted: 12 Jun 2012
Texas A&M University - Mays Business School - Finance Department, University of Virginia (UVA) - McIntire School of Commerce, BI Norwegian Business School and BI - Norwegian Business School
Downloads 39 (794,151)

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19.
Downloads 11 (1,054,445)
Citation 1

The Debt Capacity of a Government

NBER Working Paper No. w29434
Number of pages: 44 Posted: 01 Nov 2021 Last Revised: 05 Jun 2022
Bernard Dumas, Paul Ehling and Chunyu Yang
INSEAD, BI - Norwegian Business School and BI Norwegian Business School
Downloads 11 (1,092,534)

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The Debt Capacity of a Government

CEPR Discussion Paper No. DP16687
Number of pages: 41 Posted: 09 Nov 2021
Bernard Dumas, Paul Ehling and Chunyu Yang
INSEAD, BI - Norwegian Business School and BI Norwegian Business School
Downloads 0
Citation 1
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Asset Market Bubbles, debt capacity, Fiscal policy, Social security sustainability

20.

Portfolio Choice with ESG Disagreement: Customizing Sustainability Through Direct Indexing

The Journal of Beta Investment Strategies Direct Indexing 2023, 14 ( 3 ) 132 - 149 DOI: 10.3905/jbis.2023.1.041
Posted: 20 Jan 2023 Last Revised: 06 Sep 2023
BI - Norwegian Business School, BI Norwegian Business School and Storebrand Asset Management

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ESG Ratings, Direct Indexing, Sustainable Investing, Portfolio Choice, Tracking Error, Disagreement