Paul Ehling

BI - Norwegian Business School

N-0442 Oslo

Norway

SCHOLARLY PAPERS

13

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24

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Scholarly Papers (13)

1.
Downloads 1,060 ( 19,423)

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 Indiana University - Kelley School of Business - Department of Finance
Downloads 994 (21,008)

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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 Indiana University - Kelley School of Business - Department of Finance
Downloads 66 (338,242)

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

2.
Downloads 1,022 ( 20,508)

Disagreement about Inflation and the Yield Curve

Journal of Financial Economics (JFE), December 2016
Number of pages: 139 Posted: 26 Mar 2012 Last Revised: 04 Jan 2018
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Indiana University - Kelley School of Business - Department of Finance and Tepper School of Business; Carnegie Mellon University
Downloads 1,022 (20,144)

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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, Indiana University - Kelley School of Business - Department of Finance and Tepper School of Business; Carnegie Mellon University

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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.

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 525 (51,144)

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

4.

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 Indiana University - Kelley School of Business - Department of Finance
Downloads 481 (57,118)

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

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 381 (75,644)

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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 Indiana University - Kelley School of Business - Department of Finance
Downloads 317 (93,314)

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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
Nanyang Technological University (NTU), BI Norwegian Business School, BI - Norwegian Business School and BI Norwegian Business School
Downloads 215 (139,453)

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

8.

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 205 (145,826)

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

9.
Downloads 188 (158,023)

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 101 (260,736)

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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 87 (287,499)

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cash holdings, benefits of cash holdings, private companies

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 150 (192,234)

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

11.

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 146 (196,496)

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private benefits of control, property insurance

12.

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 130 (215,757)

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

13.

Tax Collection from Realized Capital Gains on Equity

Number of pages: 54 Posted: 01 Apr 2019 Last Revised: 16 May 2019
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 14 (547,257)

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