Lars A. Lochstoer

University of California, Los Angeles (UCLA) - Anderson School of Management

Associate Professor of Finance

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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3,365

CITATIONS
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Top 5,140

in Total Papers Citations

101

Scholarly Papers (9)

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 57 Posted: 14 Mar 2008 Last Revised: 15 Dec 2015
Viral V. Acharya, Tarun Ramadorai and Lars A. Lochstoer
New York University - Leonard N. Stern School of Business, Imperial College London and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 777 (24,023)
Citation 23

Abstract:

Corporate Hedging, Commodity Pricing, Default Risk, Incomplete Markets, Limits to Arbitrage

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51 Posted: 09 Mar 2009 Last Revised: 08 Jan 2013
Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 476 (46,561)
Citation 23

Abstract:

commodities, hedging, limits to arbitrage, oil and gas, futures

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

NYU Working Paper No. 2451/29543
Number of pages: 57 Posted: 10 Sep 2013
Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 48 (334,086)
Citation 23

Abstract:

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

NBER Working Paper No. w16875
Number of pages: 57 Posted: 14 Mar 2011
Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 33 (387,314)
Citation 23

Abstract:

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

CEPR Discussion Paper No. DP7327
Number of pages: 57 Posted: 15 Jul 2009
Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 1 (564,552)
Citation 23

Abstract:

Commodities, Futures, Hedging, Limits to Arbitrage

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

NYU Working Paper No. 2451/29543, Columbia Business School Research Paper No. 13-48
Posted: 26 Jun 2013
Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London

Abstract:

2.

Investor Inattention and the Market Impact of Summary Statistics

Management Science, Forthcoming
Number of pages: 29 Posted: 27 Mar 2008 Last Revised: 17 Sep 2011
Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, University of Washington - Department of Finance and Business Economics, University of California, Los Angeles (UCLA) - Anderson School of Management and The Conference Board
Downloads 405 (52,635)
Citation 4

Abstract:

Limited attention, macroeconomic news, informational efficiency

3.

Learning about Consumption Dynamics

Journal of Finance, Forthcoming
Number of pages: 71 Posted: 17 Mar 2010 Last Revised: 29 Jan 2016
Michael S. Johannes, Lars A. Lochstoer and Yiqun Mou
Columbia Business School - Finance and Economics, University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School
Downloads 322 (60,272)
Citation 6

Abstract:

Parameter Learning in General Equilibrium: The Asset Pricing Implications

Number of pages: 45 Posted: 18 Mar 2012 Last Revised: 19 Sep 2015
Pierre Collin-Dufresne, Michael Johannes and Lars A. Lochstoer
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, Columbia University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 206 (120,219)
Citation 9

Abstract:

Parameter learning, asset pricing, general equilibrium

Parameter Learning in General Equilibrium: The Asset Pricing Implications

Netspar Discussion Paper No. 05/2012-039
Number of pages: 69 Posted: 26 Nov 2012 Last Revised: 05 Apr 2013
Pierre Collin-Dufresne, Michael Johannes and Lars A. Lochstoer
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, Columbia University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 77 (260,587)
Citation 9

Abstract:

Parameter Learning in General Equilibrium: The Asset Pricing Implications

NBER Working Paper No. w19705
Number of pages: 70 Posted: 10 Dec 2013
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, Columbia Business School - Finance and Economics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 7 (526,764)
Citation 9

Abstract:

5.

Long-Run Risk Through Consumption Smoothing

EFA 2007 Ljubljana Meetings Paper
Number of pages: 67 Posted: 27 Feb 2007 Last Revised: 27 Jul 2011
Georg Kaltenbrunner and Lars A. Lochstoer
London Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 288 (79,754)
Citation 53

Abstract:

Asset Pricing, Long-Run Risk, Asset Prices and the Macroeconomy

6.

Asset Pricing When 'This Time is Different'

Swiss Finance Institute Research Paper No. 13-73, Columbia Business School Research Paper No. 14-8
Number of pages: 70 Posted: 02 Jan 2014 Last Revised: 29 Jan 2016
Pierre Collin-Dufresne, Michael Johannes and Lars A. Lochstoer
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, Columbia University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 104 (106,787)

Abstract:

Asset pricing

7.

Expected Returns and the Business Cycle: Heterogeneous Goods and Time-Varying Risk Aversion

Number of pages: 53 Posted: 04 Nov 2008
Lars A. Lochstoer
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 69 (258,160)
Citation 6

Abstract:

Asset Pricing, Consumption, Heterogeneous Goods, Habit Formation, Predictability,

8.

What Drives Anomaly Returns?

Columbia Business School Research Paper No. 16-50
Number of pages: 73 Posted: 13 Jul 2016 Last Revised: 14 May 2017
Lars A. Lochstoer and Paul C. Tetlock
University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School - Finance and Economics
Downloads 0 (80,932)

Abstract:

Anomalies, expected stock returns, efficient portfolio

9.

Expected Returns and the Business Cycle: Heterogeneous Goods and Time-Varying Risk Aversion

The Review of Financial Studies, Vol. 22, Issue 12, pp. 5251-5294, 2009
Posted: 24 Nov 2009
Lars A. Lochstoer
University of California, Los Angeles (UCLA) - Anderson School of Management

Abstract:

E2, G1