Paul Ehling

BI - Norwegian Business School

N-0442 Oslo

Norway

SCHOLARLY PAPERS

12

DOWNLOADS
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CITATIONS
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Top 14,223

in Total Papers Citations

26

Scholarly Papers (12)

1.
Downloads 998 ( 17,430)
Citation 4

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 London Business School - Department of Finance
Downloads 945 (18,589)
Citation 4

Abstract:

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 London Business School - Department of Finance
Downloads 53 (327,471)
Citation 4

Abstract:

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

2.
Downloads 834 ( 22,836)
Citation 1

Disagreement about Inflation and the Yield Curve

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 133 Posted: 26 Mar 2012 Last Revised: 14 Jan 2017
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, London Business School - Department of Finance and University of Pennsylvania - Finance Department
Downloads 834 (22,460)
Citation 1

Abstract:

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, London Business School - Department of Finance and University of Pennsylvania - Finance Department

Abstract:

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.

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 444 (46,263)

Abstract:

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

4.

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 328 (68,277)
Citation 7

Abstract:

Corporate Risk Management, Property Insurance

5.

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 London Business School - Department of Finance
Downloads 227 (87,355)

Abstract:

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

6.

Geographic versus Industry Diversification: Constraints Matter

ECB Working Paper No. 425
Number of pages: 52 Posted: 27 Apr 2005
Paul Ehling and Sofia Brito Ramos
BI - Norwegian Business School and ESSEC
Downloads 189 (128,145)
Citation 7

Abstract:

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

7.

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 London Business School - Department of Finance
Downloads 175 (68,472)

Abstract:

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

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 98 (229,265)

Abstract:

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 73 (276,340)

Abstract:

cash holdings, benefits of cash holdings, private companies

9.

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 122 (187,369)
Citation 1

Abstract:

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

10.

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 119 (176,477)
Citation 3

Abstract:

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

11.

Risk Aversion Sensitive Real Business Cycles

Number of pages: 56 Posted: 08 Oct 2012 Last Revised: 05 Sep 2017
Nanyang Technological University (NTU), BI Norwegian Business School, BI - Norwegian Business School and BI Norwegian Business School
Downloads 117 (142,664)

Abstract:

State-contingent technology; Risk aversion; Volatility of the growth rate of total factor productivity and investment; Autocorrelations and correlations of macroeconomic quantities

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 115 (183,963)
Citation 2

Abstract:

private benefits of control, property insurance