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Stijn Van Nieuwerburgh

New York University Stern School of Business, Department of Finance

David S. Loeb Professor of Finance

44 West 4th Street

Suite 9-190

New York, NY 10012-1126

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Centre for Economic Policy Research (CEPR)

Faculty Research Fellow

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

  • New York University Stern School of Business, Department of Finance

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SCHOLARLY PAPERS

48

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Top 598

in Total Papers Downloads

28,829

CITATIONS
Rank 418

SSRN RANKINGS

Top 418

in Total Papers Citations

1,094

Scholarly Papers (48)

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1.

The Cross-Section and Time-Series of Stock and Bond Returns

Downloads 4,191 ( 1,488)
Citation 27

The Cross-Section and Time-Series of Stock and Bond Returns

Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65 Posted: 11 Feb 2009 Last Revised: 04 May 2017
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 3,263 (2,275)
Citation 27

Abstract:

The Cross-Section and Time-Series of Stock and Bond Returns

NYU Working Paper No. 2451/31423
Number of pages: 64 Posted: 13 Jan 2012 Last Revised: 16 Dec 2014
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 689 (28,718)
Citation 27

Abstract:

The Cross-Section and Time-Series of Stock and Bond Returns

NBER Working Paper No. w15688
Number of pages: 68 Posted: 01 Feb 2010
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 237 (105,146)
Citation 27

Abstract:

The Cross-Section and Time-Series of Stock and Bond Returns

CEPR Discussion Paper No. DP9024
Number of pages: 69 Posted: 28 Sep 2012
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2 (558,055)
Citation 27

Abstract:

bond risk premium, cross-section of stock returns

2.

Time-Varying Fund Manager Skill

Downloads 2,550 ( 3,615)
Citation 14

Time-Varying Fund Manager Skill

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 16 Nov 2011 Last Revised: 06 Dec 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 2,477 (3,697)
Citation 14

Abstract:

mutual funds, skills, business cycle

Time-Varying Fund Manager Skill

NYU Working Paper No. 2451/31336
Number of pages: 47 Posted: 26 Jun 2013
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 41 (359,422)
Citation 14

Abstract:

Time-Varying Fund Manager Skill

NBER Working Paper No. w17615
Number of pages: 48 Posted: 24 Nov 2011
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 31 (398,644)
Citation 14

Abstract:

Time-Varying Fund Manager Skill

CEPR Discussion Paper No. DP9025
Number of pages: 43 Posted: 28 Sep 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 1 (568,437)
Citation 14

Abstract:

BUSINESS CYCLE, MUTUAL FUNDS, SKILLS

3.

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

Downloads 2,545 ( 3,625)
Citation 10

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

American Economic Review, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-12
Number of pages: 70 Posted: 15 Feb 2011 Last Revised: 14 Nov 2015
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2,271 (4,308)
Citation 10

Abstract:

systemic risk, too-big-to-fail, option pricing, government bailout, financial disaster models

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

AFA 2012 Chicago Meetings Paper
Number of pages: 78 Posted: 17 Mar 2011 Last Revised: 06 Aug 2015
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 145 (166,533)
Citation 10

Abstract:

systemic risk, government bailout, too-big-to-fail, option pricing models, disaster models, financial crisis

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

NYU Working Paper No. 2451/31427
Number of pages: 56 Posted: 13 Jan 2012 Last Revised: 10 Feb 2016
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 99 (223,106)
Citation 10

Abstract:

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

NBER Working Paper No. w17149
Number of pages: 59 Posted: 20 Jun 2011
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 28 (412,641)
Citation 10

Abstract:

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

CEPR Discussion Paper No. DP9023
Number of pages: 58 Posted: 28 Sep 2012
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2 (558,055)
Citation 10

Abstract:

financial crisis, government bailout, option pricing models, systemic risk, too-big-to-fail

4.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Downloads 2,284 ( 4,340)
Citation 2

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Journal of Financial Economics (JFE), Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-54
Number of pages: 53 Posted: 12 Nov 2012 Last Revised: 15 Nov 2015
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2,270 (4,313)
Citation 2

Abstract:

Firm volatility, Idiosyncratic risk, Cross-section of stock returns

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

NBER Working Paper No. w20076
Number of pages: 66 Posted: 28 Apr 2014
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 14 (491,250)
Citation 2

Abstract:

5.

Rational Attention Allocation over the Business Cycle

Downloads 1,821 ( 6,419)
Citation 21

Rational Attention Allocation over the Business Cycle

Number of pages: 63 Posted: 29 May 2009 Last Revised: 15 Aug 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 1,558 (8,249)
Citation 19

Abstract:

information choice, investment management, business cycle

Rational Attention Allocation Over the Business Cycle

NYU Working Paper No. 2451/31425
Number of pages: 57 Posted: 13 Jan 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 238 (104,689)
Citation 19

Abstract:

Rational Attention Allocation Over the Business Cycle

NBER Working Paper No. w15450
Number of pages: 54 Posted: 03 Nov 2009
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 25 (428,097)
Citation 21

Abstract:

6.

Predictability of Returns and Cash Flows

Downloads 1,785 ( 6,675)
Citation 14

Predictability of Returns and Cash Flows

Number of pages: 33 Posted: 12 Dec 2010 Last Revised: 09 Jan 2011
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
Downloads 1,545 (8,371)
Citation 13

Abstract:

return predictability, present-value moel, dividend growth predictability

Predictability of Returns and Cash Flows

NYU Working Paper No. 2451/31426
Number of pages: 33 Posted: 13 Jan 2012
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
Downloads 208 (119,869)
Citation 14

Abstract:

Predictability of Returns and Cash Flows

NBER Working Paper No. w16648
Number of pages: 34 Posted: 29 Dec 2010
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
Downloads 32 (394,233)
Citation 14

Abstract:

Predictability of Returns and Cash Flows

Annual Review of Financial Economics, Vol. 3, pp. 467-491, 2011
Posted: 10 Jan 2012
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance

Abstract:

7.

Mortgage Timing

Downloads 1,558 ( 8,416)
Citation 17

Mortgage Timing

Number of pages: 67 Posted: 23 Dec 2008 Last Revised: 02 Oct 2015
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Man AHL and New York University Stern School of Business, Department of Finance
Downloads 1,374 (10,119)
Citation 17

Abstract:

Mortgage Timing

NYU Working Paper No. 2451/31424
Number of pages: 67 Posted: 13 Jan 2012
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, affiliation not provided to SSRN and New York University Stern School of Business, Department of Finance
Downloads 150 (162,709)
Citation 17

Abstract:

Mortgage Timing

NBER Working Paper No. w13361
Number of pages: 53 Posted: 10 Sep 2007
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Man AHL and New York University Stern School of Business, Department of Finance
Downloads 34 (385,956)
Citation 17

Abstract:

8.

Firm Volatility in Granular Networks

Downloads 1,388 ( 10,141)
Citation 2

Firm Volatility in Granular Networks

Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-56
Number of pages: 66 Posted: 07 Dec 2012 Last Revised: 15 Oct 2013
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 1,374 (10,119)
Citation 2

Abstract:

Volatility, networks, firm growth, firm volatility

Firm Volatility in Granular Networks

NBER Working Paper No. w19466
Number of pages: 55 Posted: 28 Sep 2013
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 14 (491,250)
Citation 2

Abstract:

9.

The Wealth-Consumption Ratio

Downloads 1,312 ( 11,118)
Citation 29

The Wealth-Consumption Ratio

Review of Asset Pricing Studies, Forthcoming, NYU Working Paper No. FIN-08-045, AFA 2008 New Orleans Meetings Paper , EFA 2007 Ljubljana Meetings Paper
Number of pages: 110 Posted: 09 Mar 2009 Last Revised: 31 Mar 2013
Hanno N. Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan
Stanford Graduate School of Business, New York University Stern School of Business, Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,284 (11,289)
Citation 29

Abstract:

The Wealth-Consumption Ratio

NBER Working Paper No. w13896
Number of pages: 52 Posted: 21 Mar 2008
Hanno N. Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan
Stanford Graduate School of Business, New York University Stern School of Business, Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 22 (444,953)
Citation 29

Abstract:

The Wealth-Consumption Ratio

CEPR Discussion Paper No. DP9022
Number of pages: 77 Posted: 28 Sep 2012
Hanno N. Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan
Stanford Graduate School of Business, New York University Stern School of Business, Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 6 (535,131)
Citation 29

Abstract:

discount rate, equity risk premium, excess return, interest rate, risk premium, stock market, stock returns

10.

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Downloads 998 ( 16,999)
Citation 35

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Journal of Political Economy, Forthcoming
Number of pages: 114 Posted: 10 May 2010 Last Revised: 07 Oct 2015
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 855 (21,082)
Citation 35

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 13 Jan 2012
Stijn Van Nieuwerburgh, Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance, University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and affiliation not provided to SSRN
Downloads 46 (342,559)
Citation 35

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NBER Working Paper No. w15988
Number of pages: 96 Posted: 17 May 2010
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 40 (363,008)
Citation 35

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 16 Nov 2010
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 34 (385,956)
Citation 35

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 22 Nov 2010
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 23 (439,252)
Citation 35

Abstract:

11.

Information Immobility and the Home Bias Puzzle

Downloads 824 ( 22,645)
Citation 82

Information Immobility and the Home Bias Puzzle

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 21 Nov 2005 Last Revised: 06 May 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 478 (46,623)
Citation 80

Abstract:

Home bias, asymmetric information, information theory, local bias

Information Immobility and the Home Bias Puzzle

NYU Working Paper No. FIN-04-026
Number of pages: 37 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 231 (107,977)
Citation 82

Abstract:

Information Immobility and the Home Bias Puzzle

NYU Working Paper No. SC-AM-05-05
Number of pages: 38 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 51 (327,061)
Citation 82

Abstract:

Information Immobility and the Home Bias Puzzle

NYU Working Paper No. FIN-07-017
Number of pages: 34 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 42 (355,973)
Citation 80

Abstract:

Home bias, asymmetric information, learning

Information Immobility and the Home Bias Puzzle

NBER Working Paper No. w13366
Number of pages: 45 Posted: 10 Sep 2007
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 22 (444,953)
Citation 80

Abstract:

12.

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Downloads 680 ( 29,702)
Citation 2

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Journal of Finance, Vol. 71, No. 2, 2016, Netspar Discussion Paper No. 05/2011-050, Chicago Booth Research Paper No. 11-34, Fama-Miller Working Paper, NYU Working Paper No. FIN-11-055
Number of pages: 63 Posted: 10 May 2011 Last Revised: 24 Dec 2015
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and Princeton University - Department of Economics
Downloads 670 (29,885)
Citation 2

Abstract:

Annuities, Health insurance, Life-cycle model, Life insurance, Portfolio choice

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

NBER Working Paper No. w17325
Number of pages: 64 Posted: 29 Aug 2011
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and Princeton University - Department of Economics
Downloads 10 (513,992)
Citation 2

Abstract:

13.

Why Has House Price Dispersion Gone Up?

Downloads 453 ( 50,450)
Citation 25

Why Has House Price Dispersion Gone Up?

NYU Working Paper No. FIN-06-010
Number of pages: 75 Posted: 03 Nov 2008 Last Revised: 25 Feb 2009
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
New York University Stern School of Business, Department of Finance and University of California, Los Angeles
Downloads 330 (73,141)
Citation 25

Abstract:

Why Has House Price Dispersion Gone Up?

Number of pages: 53 Posted: 10 Aug 2006
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
New York University Stern School of Business, Department of Finance and University of California, Los Angeles
Downloads 96 (227,869)
Citation 25

Abstract:

house price, income inequality, supply regulation

Why Has House Price Dispersion Gone Up?

NBER Working Paper No. w12538
Number of pages: 76 Posted: 02 Oct 2006
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
New York University Stern School of Business, Department of Finance and University of California, Los Angeles
Downloads 27 (417,592)
Citation 25

Abstract:

14.

Information Acquisition and Under-Diversification

Downloads 402 ( 58,384)
Citation 64

Information Acquisition and Under-Diversification

EFA 2005 Moscow Meetings
Number of pages: 36 Posted: 16 Nov 2004 Last Revised: 17 Mar 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 336 (71,552)
Citation 64

Abstract:

Information choice, portfolio theory, learning, asymmetric information

Information Acquisition and Under-Diversification

NYU Working Paper No. 2451/26030
Number of pages: 36 Posted: 13 Oct 2008
Laura Veldkamp and Stijn Van Nieuwerburgh
New York University - Stern School of Business and New York University Stern School of Business, Department of Finance
Downloads 51 (327,061)
Citation 64

Abstract:

Information Acquisition and Under-Diversification

NBER Working Paper No. w13904
Number of pages: 37 Posted: 21 Mar 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 15 (485,325)
Citation 64

Abstract:

15.

Technological Change and the Growing Inequality in Managerial Compensation

Downloads 381 ( 62,285)
Citation 6

Technological Change and the Growing Inequality in Managerial Compensation

Journal of Financial Economics (JFE), Vol. 99, No. 3, 2011, NYU Working Paper No. FIN-08-044
Number of pages: 45 Posted: 09 Mar 2009 Last Revised: 01 Oct 2015
Hanno N. Lustig, Chad Syverson and Stijn Van Nieuwerburgh
Stanford Graduate School of Business, University of Chicago Booth School of Business and New York University Stern School of Business, Department of Finance
Downloads 355 (67,020)
Citation 6

Abstract:

Technological Change and the Growing Inequality in Managerial Compensation

NBER Working Paper No. w14661
Number of pages: 57 Posted: 25 Jan 2009
Hanno N. Lustig, Chad Syverson and Stijn Van Nieuwerburgh
Stanford Graduate School of Business, University of Chicago Booth School of Business and New York University Stern School of Business, Department of Finance
Downloads 26 (422,812)
Citation 6

Abstract:

16.

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives

Downloads 381 ( 62,285)
Citation 21

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives

Journal of Finance, Forthcoming
Number of pages: 50 Posted: 27 Apr 2007 Last Revised: 08 Jun 2010
John Ameriks, Andrew Caplin, Steven Laufer and Stijn Van Nieuwerburgh
The Vanguard Group, Inc., New York University (NYU) - Department of Economics, Federal Reserve Board and New York University Stern School of Business, Department of Finance
Downloads 360 (65,921)
Citation 21

Abstract:

public care aversion, annuity puzzle, bequest, long-term care, survey methodology, household finance

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives

NBER Working Paper No. w13105
Number of pages: 58 Posted: 27 Jun 2007
John Ameriks, Andrew Caplin, Steven Laufer and Stijn Van Nieuwerburgh
The Vanguard Group, Inc., New York University (NYU) - Department of Economics, Federal Reserve Board and New York University Stern School of Business, Department of Finance
Downloads 21 (450,688)
Citation 21

Abstract:

17.

Reconciling the Return Predictability Evidence

Downloads 371 ( 64,249)
Citation 103

Reconciling the Return Predictability Evidence

AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 03 Mar 2006
Stijn Van Nieuwerburgh and Martin Lettau
New York University Stern School of Business, Department of Finance and University of California - Haas School of Business
Downloads 306 (79,561)
Citation 103

Abstract:

return predictability, structural breaks

Reconciling the Return Predictability Evidence

NBER Working Paper No. w12109
Number of pages: 51 Posted: 14 May 2006
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance
Downloads 34 (385,956)
Citation 103

Abstract:

Reconciling the Return Predictability Evidence

NYU Working Paper No. FIN-06-013
Number of pages: 52 Posted: 03 Nov 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance
Downloads 31 (398,644)
Citation 103

Abstract:

Reconciling the Return Predictability Evidence

The Review of Financial Studies, Vol. 21, Issue 4, pp. 1607-1652, 2008
Posted: 08 Aug 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance

Abstract:

12, 14

18.

Are Mutual Fund Managers Paid for Investment Skill?

Downloads 310 ( 78,947)

Are Mutual Fund Managers Paid for Investment Skill?

Swedish House of Finance Research Paper No. 17-9
Number of pages: 63 Posted: 10 Feb 2017 Last Revised: 22 Apr 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Stockholm School of Economics - Department of Finance, University of Rochester - Simon Business School, New York University Stern School of Business, Department of Finance and Stockholm University - Department of Economics
Downloads 301 (81,026)

Abstract:

Portfolio Manager Compensation, Mutual Fund Performance, Wage Dynamics

Are Mutual Fund Managers Paid for Investment Skill?

NBER Working Paper No. w23373
Number of pages: 64 Posted: 01 May 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Stockholm School of Economics - Department of Finance, University of Rochester - Simon Business School, New York University Stern School of Business, Department of Finance and Stockholm University - Department of Economics
Downloads 9 (519,471)

Abstract:

Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12010
Number of pages: 66 Posted: 02 May 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Stockholm School of Economics - Department of Finance, University of Rochester - Simon Business School, New York University Stern School of Business, Department of Finance and Stockholm University - Department of Economics
Downloads 0

Abstract:

financial sector income, mutual fund performance, Portfolio manager compensation

19.

A Rational Theory of Mutual Funds' Attention Allocation

NYU Working Paper No. 2451/28347
Number of pages: 53 Posted: 26 Jun 2013 Last Revised: 29 Oct 2015
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 305 (22,857)

Abstract:

mutual funds, rational inattention, portfolio choice

20.

The Sovereign-Bank Diabolic Loop and Esbies

Downloads 299 ( 82,189)

The Sovereign-Bank Diabolic Loop and Esbies

American Economic Review, Vol. 6, No. 5, May 2016, HEC Paris Research Paper No. FIN-2016-1133, Columbia Business School Research Paper No. 16-12
Number of pages: 14 Posted: 25 Jan 2016 Last Revised: 14 Jun 2016
Markus K. Brunnermeier, Luis Garicano, Philip R. R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, University of Chicago - Booth School of Business - Economics, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia Business School, MIT Sloan, New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 286 (85,962)

Abstract:

diabolic loop, sovereign debt crisis, government default, bank default, bailout, ESBies

The Sovereign-Bank Diabolic Loop and Esbies

NBER Working Paper No. w21993
Number of pages: 16 Posted: 15 Feb 2016
Markus K. Brunnermeier, Luis Garicano, Philip R. R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, University of Chicago - Booth School of Business - Economics, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia Business School, MIT Sloan, New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 12 (502,755)

Abstract:

The Sovereign-Bank Diabolic Loop and ESBies

CEPR Discussion Paper No. DP11317
Number of pages: 17 Posted: 13 Jun 2016
Markus K. Brunnermeier, Luis Garicano, Philip R. R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, University of Chicago - Booth School of Business - Economics, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia University, MIT Sloan, New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 1 (568,437)

Abstract:

bailout, bank default, diabolic loop, ESBies, government default, sovereign debt crisis

21.

Stock Market Development and Economic Growth in Belgium

NYU Working Paper No. FIN-05-024
Number of pages: 36 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh, Frans Buelens and Ludo Cuyvers
New York University Stern School of Business, Department of Finance, University of Antwerp and affiliation not provided to SSRN
Downloads 249 (92,846)
Citation 7

Abstract:

22.

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Downloads 225 (111,278)
Citation 40

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Number of pages: 65 Posted: 16 Nov 2004
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 108 (209,619)
Citation 40

Abstract:

Housing collateral, risk sharing, risk premia

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NYU Working Paper No. S-MF-04-11
Number of pages: 70 Posted: 12 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 63 (294,170)
Citation 38

Abstract:

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NBER Working Paper No. w10955
Number of pages: 62 Posted: 25 May 2006
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 36 (377,904)
Citation 40

Abstract:

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NYU Working Paper No. FIN-04-010
Number of pages: 65 Posted: 03 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 18 (468,056)
Citation 38

Abstract:

23.

Identifying the Benefits from Home Ownership: A Swedish Experiment

Downloads 212 (118,018)

Identifying the Benefits from Home Ownership: A Swedish Experiment

Swedish House of Finance Research Paper No. 16-11, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 82 Posted: 29 May 2016 Last Revised: 23 Nov 2016
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld‐Toal
Stockholm School of Economics - Department of Finance, New York University Stern School of Business, Department of Finance, Stockholm University - Department of Economics and Universite du Luxembourg
Downloads 204 (122,162)

Abstract:

home ownership, housing wealth, marginal propensity to consume out of housing wealth, privatization of social housing

Identifying the Benefits from Home Ownership: A Swedish Experiment

NBER Working Paper No. w22882
Number of pages: 83 Posted: 05 Dec 2016
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld-Toal
Stockholm School of Economics - Department of Finance, New York University Stern School of Business, Department of Finance, Stockholm University - Department of Economics and Luxembourg School of Finance
Downloads 8 (524,829)

Abstract:

Identifying the Benefits from Home Ownership: A Swedish Experiment

CEPR Discussion Paper No. DP11656
Number of pages: 85 Posted: 29 Nov 2016
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld-Toal
Stockholm School of Economics - Department of Finance, New York University Stern School of Business, Department of Finance, Stockholm University - Department of Economics and Luxembourg School of Finance
Downloads 0

Abstract:

collateral effect, home ownership, housing wealth, mobility, MPC

24.

Monetary Policy in an Equilibrium Portfolio Balance Model

Downloads 203 (117,517)
Citation 1

Monetary Policy in an Equilibrium Portfolio Balance Model

IMF Working Paper No. 07/72
Number of pages: 33 Posted: 12 Apr 2007
Michael Kumhof and Stijn Van Nieuwerburgh
International Monetary Fund (IMF) and New York University Stern School of Business, Department of Finance
Downloads 203 (122,736)
Citation 1

Abstract:

Monetary Policy in an Equilibrium Portfolio Balance Model

NYU Working Paper No. FIN-11-055
Posted: 13 Jan 2012
Michael Kumhof and Stijn Van Nieuwerburgh
International Monetary Fund (IMF) and New York University Stern School of Business, Department of Finance

Abstract:

25.

Housing, Finance and the Macroeconomy

Downloads 190 (130,858)

Housing, Finance and the Macroeconomy

Handbook of Regional Economics, Forthcoming
Number of pages: 77 Posted: 02 Jul 2014
Morris A. Davis and Stijn Van Nieuwerburgh
Rutgers Business School and New York University Stern School of Business, Department of Finance
Downloads 165 (148,808)

Abstract:

housing, macroeconomics, asset pricing, review

Housing, Finance and the Macroeconomy

NBER Working Paper No. w20287
Number of pages: 77 Posted: 24 Jul 2014
Morris A. Davis and Stijn Van Nieuwerburgh
Rutgers Business School and New York University Stern School of Business, Department of Finance
Downloads 25 (428,097)

Abstract:

26.

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

Downloads 172 (143,382)
Citation 139

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

EFA 2004 Maastricht Meetings Paper No. 1403, Journal of Finance, Vol. 60, No. 3, 2005
Number of pages: 56 Posted: 23 Jun 2004 Last Revised: 27 Aug 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 123 (190,047)
Citation 139

Abstract:

Asset Pricing, Risk Sharing

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. S-MF-04-02
Number of pages: 58 Posted: 12 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 20 (456,476)
Citation 118

Abstract:

Asset Pricing, Risk Sharing

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. S-MF-03-12
Number of pages: 55 Posted: 12 Nov 2008
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
Downloads 19 (462,374)
Citation 118

Abstract:

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. FIN-03-024
Number of pages: 56 Posted: 11 Nov 2008
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
Downloads 10 (513,992)
Citation 118

Abstract:

27.

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

Downloads 164 (149,537)
Citation 13

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

NYU Working Paper No. 2451/31432
Number of pages: 55 Posted: 13 Jan 2012
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance
Downloads 94 (231,141)
Citation 8

Abstract:

Reconciling the Return Predictability Evidence: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

CEPR Discussion Paper No. 5355
Number of pages: 57 Posted: 23 Jan 2006
Stijn Van Nieuwerburgh and Martin Lettau
New York University Stern School of Business, Department of Finance and University of California - Haas School of Business
Downloads 25 (428,097)
Citation 13

Abstract:

Predictibility, Stock returns, dividend price ratio, price ratios, out-of-sample test

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

NYU Working Paper No. 2451/31432
Number of pages: 55 Posted: 03 Nov 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance
Downloads 24 (433,552)
Citation 8

Abstract:

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

NYU Working Paper No. 2451/31432
Number of pages: 55 Posted: 03 Nov 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance
Downloads 21 (450,688)
Citation 8

Abstract:

28.

How Much Does Household Collateral Constrain Regional Risk Sharing?

Downloads 131 (180,304)
Citation 33

How Much Does Household Collateral Constrain Regional Risk Sharing?

Review of Economic Dynamics, Vol. 13, No. 2, 2010
Number of pages: 52 Posted: 09 Jul 2008 Last Revised: 27 Aug 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 77 (262,400)
Citation 26

Abstract:

Risk Sharing, Collateral, Real Estate

How Much Does Household Collateral Constrain Regional Risk Sharing?

NBER Working Paper No. w10505
Number of pages: 53 Posted: 01 Jun 2004
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 28 (412,641)
Citation 33

Abstract:

How Much Does Household Collateral Constrain Regional Risk Sharing?

NYU Working Paper No. FIN-04-009
Number of pages: 52 Posted: 03 Nov 2008 Last Revised: 16 Oct 2009
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 26 (422,812)
Citation 26

Abstract:

Regional risk sharing, housing collateral

29.

Information Acquisition and Portfolio Under-Diversi¯Cation

NYU Working Paper No. FIN-04-025
Number of pages: 39 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 119 (178,095)
Citation 61

Abstract:

30.

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability*

8th Annual Texas Finance Festival
Number of pages: 55 Posted: 08 Apr 2006
Stijn Van Nieuwerburgh and Martin Lettau
New York University Stern School of Business, Department of Finance and University of California - Haas School of Business
Downloads 114 (195,478)
Citation 13

Abstract:

31.

Judging the Quality of Survey Data by Comparison with 'Truth' as Measured by Administrative Records: Evidence from Sweden

Chapter in NBER Book Improving the Measurement of Consumer Expenditures, Christopher Carroll, Thomas Crossley, John Sabelhaus, eds., Forthcoming, NBER Book Series Studies in Income and Wealth, University of Chicago Press, Forthcoming
Number of pages: 36 Posted: 22 Feb 2012 Last Revised: 26 Jan 2014
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Roine Vestman
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and Stockholm University - Department of Economics
Downloads 112 (141,913)
Citation 4

Abstract:

Consumption measurement, consumption inequality, measurement error, surveys, household finance

32.

Foreign Ownership of U.S. Safe Assets: Good or Bad?

Downloads 86 (243,051)

Foreign Ownership of U.S. Safe Assets: Good or Bad?

NYU Working Paper No. 2451/31435
Number of pages: 70 Posted: 13 Jan 2012 Last Revised: 10 Feb 2014
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 82 (252,568)

Abstract:

international capital flows, international risk sharing, foreign purchases of safe assets

Foreign Ownership of U.S. Safe Assets: Good or Bad?

NBER Working Paper No. w19917
Number of pages: 62 Posted: 24 Feb 2014
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 4 (545,076)

Abstract:

33.

Learning Asymmetries in Real Business Cycles

Downloads 80 (254,171)
Citation 30

Learning Asymmetries in Real Business Cycles

NYU Working Paper No. S-MF-03-08
Number of pages: 37 Posted: 12 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 59 (304,282)
Citation 30

Abstract:

Learning Asymmetries in Real Business Cycles

NYU Working Paper No. FIN-05-025
Number of pages: 37 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 21 (450,688)
Citation 30

Abstract:

34.

ESBies: Safety in the Tranches

Downloads 77 (259,941)

ESBies: Safety in the Tranches

CFS WP No. 537
Number of pages: 55 Posted: 06 Oct 2016
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank - European Systemic Risk Board Secretariat, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 51 (327,061)

Abstract:

ESBies: Safety in the Tranches

Prepared for the 64th Panel Meeting of Economic Policy, 14-15 October 2016
Number of pages: 52 Posted: 21 Sep 2016
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank - European Systemic Risk Board Secretariat, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 26 (422,812)

Abstract:

ESBies, safe assets, sovereign debt, default, sovereign exposures, diabolic loop, tranching, pooling

ESBies: Safety in the Tranches

CEPR Discussion Paper No. DP11537
Number of pages: 55 Posted: 03 Oct 2016
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank - European Systemic Risk Board Secretariat, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 0

Abstract:

bank-sovereign loop, ESBies, Euro crisis, monetary policy, public debt issuance, safe assets

35.

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

Downloads 77 (231,233)
Citation 1

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

IMF Working Paper No. 02/29
Number of pages: 44 Posted: 29 Jan 2006
Michael Kumhof and Stijn Van Nieuwerburgh
International Monetary Fund (IMF) and New York University Stern School of Business, Department of Finance
Downloads 77 (262,400)
Citation 1

Abstract:

Sterilized intervention, fiscal non-neutrality, currency risk premium, portfolio balance theory

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

NYU Working Paper No. FIN-11-058
Posted: 13 Jan 2012
Michael Kumhof and Stijn Van Nieuwerburgh
International Monetary Fund (IMF) and New York University Stern School of Business, Department of Finance

Abstract:

36.

The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

Downloads 74 (266,242)
Citation 36

The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

Review of Financial Studies (2008), 21(5), NYU Working Paper No. FIN-05-023
Number of pages: 63 Posted: 03 Nov 2008 Last Revised: 27 Aug 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 43 (352,544)
Citation 36

Abstract:

The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

NBER Working Paper No. w11564
Number of pages: 64 Posted: 05 Oct 2005
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 31 (398,644)
Citation 36

Abstract:

The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

The Review of Financial Studies, Vol. 21, Issue 5, pp. 2097-2137, 2008
Posted: 19 Sep 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

Abstract:

G12, G14, G33

37.

Housing Collateral and Consumption Insurance Across Us Regions

NYU Working Paper No. S-MF-04-10
Number of pages: 47 Posted: 12 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 49 (308,014)
Citation 7

Abstract:

38.

Phasing Out the GSEs

Journal of Monetary Economics, Forthcoming
Number of pages: 69 Posted: 02 Apr 2015 Last Revised: 18 Mar 2016
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance, University of Texas at Austin and New York University Stern School of Business, Department of Finance
Downloads 48 (96,274)

Abstract:

financial intermediation, housing policy, government bailouts

39.

Can Housing Collateral Explain Long-Run Swings in Asset Returns?

Downloads 32 (321,943)
Citation 21

Can Housing Collateral Explain Long-Run Swings in Asset Returns?

NBER Working Paper No. w12766
Number of pages: 47 Posted: 22 Dec 2006
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 32 (394,233)
Citation 21

Abstract:

Can Housing Collateral Explain Long-Run Swings in Asset Returns?

NYU Working Paper No. FIN-11-059
Posted: 13 Jan 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

Abstract:

40.

Information Acquisition and Portfolio Under-Diversification

NYU Working Paper No. SC-AM-05-08
Number of pages: 37 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 27 (384,930)
Citation 60

Abstract:

41.

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective

NBER Working Paper No. w9959
Number of pages: 56 Posted: 06 Oct 2005
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 24 (393,141)
Citation 133

Abstract:

42.

Inside Information and the Own Company Stock Puzzle

NYU Working Paper No. SC-AM-05-07
Number of pages: 17 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
Downloads 23 (420,755)
Citation 3

Abstract:

43.

International Capital Flows and House Prices: Theory and Evidence

NBER Working Paper No. w17751
Number of pages: 64 Posted: 14 Jan 2012
Jack Y Favilukis, David Kohn, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, Pontificia Universidad Catolica de Chile, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 17 (456,966)
Citation 5

Abstract:

44.

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives

NYU Working Paper No. 2451/31428
Number of pages: 58 Posted: 10 Sep 2013
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
Downloads 3 (497,735)

Abstract:

45.

Why are Reits Currently so Expensive?

Number of pages: 43 Posted: 29 Apr 2017
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
Downloads 0 (184,736)

Abstract:

commercial property, REITS, real estate risk and return, real estate bubble

46.

Out-of-Town Home Buyers and City Welfare

Number of pages: 58 Posted: 24 Feb 2017 Last Revised: 07 Jun 2017
Jack Y Favilukis and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance and New York University Stern School of Business, Department of Finance
Downloads 0 (174,950)

Abstract:

Dynamic Spatial Equilibrium, House Prices, Foreign Investors, Affordable Housing, Gentrification

47.

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Number of pages: 63 Posted: 16 Mar 2016 Last Revised: 30 Apr 2017
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance, University of Texas at Austin and New York University Stern School of Business, Department of Finance
Downloads 0 (65,058)

Abstract:

financial intermediation, macroprudential policy, credit spread, intermediary-based asset pricing

48.

Phasing Out the Gses

NBER Working Paper No. w21626
Number of pages: 78 Posted: 12 Oct 2015
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance, University of Texas at Austin and New York University Stern School of Business, Department of Finance
Downloads 0 (540,249)

Abstract:

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