Author Page for Johan Walden

Investor Networks in the Stock Market

AFA 2012 Chicago Meetings Paper

Number of pages: 44 Posted: 14 Mar 2011

Han N. Ozsoylev, Johan Walden, M. Deniz Yavuz and Recep Bildik

Koc University - College of Administrative Sciences and Economics, University of Lausanne, Purdue University - Krannert School of Management and Borsa Istanbul (Istanbul Stock Exchange)

Downloads 521 (51,611)

Citation 22

Abstract:

2.

Real Investments Under Knightian Uncertainty

Yale ICF Working Paper No. 04-08

Number of pages: 84 Posted: 27 Feb 2004

Johan Walden

University of Lausanne

Downloads 474 (58,193)

Abstract:

3.

Beauty is in the Bid of the Beholder: An Empirical Basis for Style

Yale ICF Working Paper No. 04-46

Number of pages: 32 Posted: 17 Nov 2004

William N. Goetzmann, Johan Walden, Mauro M. Maggioni and Peter Jones

Yale School of Management - International Center for Finance, University of Lausanne, Yale University - Department of Mathematics and Yale University - Department of Mathematics

Downloads 461 (60,205)

Citation 3

Abstract:

4.

Social Transmission Bias and Investor Behavior

Downloads 137 ( 78,540)

Citation 2

1

Social Transmission Bias and Investor Behavior

Rotman School of Management Working Paper No. 3053655

Number of pages: 66 Posted: 16 Oct 2017 Last Revised: 03 Jun 2019

Bing Han, David A. Hirshleifer and Johan Walden

University of Toronto, Rotman School of Management, University of California, Irvine - Paul Merage School of Business and University of Lausanne

Downloads 137 (207,476)

Abstract:

5.

Value at Risk Under Dependence and Heavy-Tailedness: Models with Common Shocks

Harvard Institute of Economic Research Discussion Paper No. 2139

Number of pages: 38 Posted: 10 Oct 2007

Rustam Ibragimov and Johan Walden

Harvard University - Department of Economics and University of Lausanne

Downloads 249 (120,627)

Citation 1

Abstract:

6.

Asset Pricing in Large Information Networks

Number of pages: 43 Posted: 05 Mar 2009 Last Revised: 29 Jun 2012

Han N. Ozsoylev and Johan Walden

Koc University - College of Administrative Sciences and Economics and University of Lausanne

Downloads 244 (123,144)

Citation 31

Abstract:

7.

Trading, Profits, and Volatility in a Dynamic Information Network Model

Number of pages: 47 Posted: 07 Feb 2015 Last Revised: 13 Aug 2018

Johan Walden

University of Lausanne

Downloads 203 (147,225)

Citation 9

Abstract:

8.

The Limits of Diversification When Losses May Be Large

Harvard Institute of Economic Research Discussion Paper No. 2104

Number of pages: 36 Posted: 03 Feb 2006

Rustam Ibragimov and Johan Walden

Harvard University - Department of Economics and University of Lausanne

Downloads 200 (149,221)

Citation 33

Abstract:

9.

Making Money: Commercial Banks, Liquidity Transformation and the Payment System

Ross School of Business Paper No. 1337

Number of pages: 34 Posted: 03 Jan 2017 Last Revised: 18 Dec 2017

Christine A. Parlour, Uday Rajan and Johan Walden

University of California, Berkeley - Finance Group, Stephen M. Ross School of Business, University of Michigan and University of Lausanne

Downloads 178 (165,991)

Citation 4

Abstract:

10.

Visibility Bias in the Transmission of Consumption Beliefs and Undersaving

Downloads 163 (179,251)

Citation 4

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Visibility Bias in the Transmission of Consumption Beliefs and Undersaving

Rotman School of Management Working Paper No. 2798638

Number of pages: 58 Posted: 23 Jun 2016 Last Revised: 02 Jun 2019

Bing Han, David A. Hirshleifer and Johan Walden

University of Toronto, Rotman School of Management, University of California, Irvine - Paul Merage School of Business and University of Lausanne

Downloads 158 (184,343)

Citation 5

Abstract:

Visibility Bias in the Transmission of Consumption Beliefs and Undersaving

NBER Working Paper No. w25566

Number of pages: 59 Posted: 19 Feb 2019

Bing Han, David A. Hirshleifer and Johan Walden

University of Toronto, Rotman School of Management, University of California, Irvine - Paul Merage School of Business and University of Lausanne

Downloads 5 (629,504)

Citation 3

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11.

Recovery with Unbounded Diffusion Processes

Review of Finance, Forthcoming

Number of pages: 49 Posted: 12 Oct 2014 Last Revised: 04 Nov 2016

Johan Walden

University of Lausanne

Downloads 151 (191,207)

Citation 20

Abstract:

12.

Portfolio Diversification Under Local, Moderate and Global Deviations from Power Laws

Harvard Institute of Economic Research Discussion Paper No. 2116

Number of pages: 23 Posted: 22 Mar 2006

Rustam Ibragimov and Johan Walden

Harvard University - Department of Economics and University of Lausanne

Downloads 151 (191,207)

Citation 7

Abstract:

13.

The Term Structure in an Exchange Economy with Two Trees

Number of pages: 35 Posted: 23 Jan 2009 Last Revised: 22 Mar 2011

Christine A. Parlour, Richard Stanton and Johan Walden

University of California, Berkeley - Finance Group, University of California, Berkeley - Haas School of Business and University of Lausanne

Downloads 137 (206,859)

Citation 2

Abstract:

14.

Efficiency and Distortions in a Production Economy with Heterogeneous Beliefs

Number of pages: 38 Posted: 07 Feb 2015

Christian Heyerdahl-Larsen and Johan Walden

Indiana University - Kelley School of Business - Department of Finance and University of Lausanne

Downloads 95 (269,635)

Citation 2

Abstract:

15.

Hedging Labor Income Risk

Riksbank Research Paper Series No. 86, Sveriges Riksbank Working Paper Series No. 255

Number of pages: 48 Posted: 23 Feb 2012

Sebastien Betermier, Thomas Jansson, Christine A. Parlour and Johan Walden

McGill University - Desautels Faculty of Management, Sveriges Riksbank - Research Division, University of California, Berkeley - Finance Group and University of Lausanne

Downloads 72 (318,824)

Citation 30

Abstract:

16.

Industrial Asset Pricing with Endogenous Business Cycles

Number of pages: 36 Posted: 29 Nov 2011 Last Revised: 17 Jul 2014

Marcus M. Opp, Christine A. Parlour and Johan Walden

Stockholm School of Economics - Department of Finance, University of California, Berkeley - Finance Group and University of Lausanne

Downloads 58 (356,551)

Abstract:

17.

Markup Cycles, Dynamic Misallocation, and Amplification

Journal of Economic Theory, Forthcoming

Number of pages: 49 Posted: 11 Jul 2014

Marcus M. Opp, Christine A. Parlour and Johan Walden

Stockholm School of Economics - Department of Finance, University of California, Berkeley - Finance Group and University of Lausanne

Downloads 34 (441,389)

Citation 6

Abstract:

18.

Limited Capital Market Participation and Human Capital Risk

NBER Working Paper No. w15709

Number of pages: 33 Posted: 01 Feb 2010 Last Revised: 23 Mar 2010

Jonathan Berk and Johan Walden

Stanford Graduate School of Business and University of Lausanne

Downloads 32 (449,922)

Citation 29

Abstract:

19.

Social Transmission Bias and Investor Behavior

NBER Working Paper No. w24281

Number of pages: 67 Posted: 05 Feb 2018

Bing Han, David A. Hirshleifer and Johan Walden

University of Toronto, Rotman School of Management, University of California, Irvine - Paul Merage School of Business and University of Lausanne

Downloads 6 (596,005)

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Abstract:

20.

Pricing and Capital Allocation for Multiline Insurance Firms

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Citation 2

2

Pricing and Capital Allocation for Multiline Insurance Firms

Journal of Risk and Insurance, Vol. 77, No. 3, pp. 551-578, September 2010

Number of pages: 28 Posted: 04 Aug 2010

Rustam Ibragimov, Dwight M. Jaffee and Johan Walden

Harvard University - Department of Economics, University of California, Berkeley - Finance Group and University of Lausanne

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Abstract:

Pricing and Capital Allocation for Multiline Insurance Firms

Journal of Risk and Insurance, Vol. 77, Issue 3, pp. 551-578, 2010

Number of pages: 28 Posted: 08 Mar 2018

Rustam Ibragimov, Dwight M. Jaffee and Johan Walden

Harvard University - Department of Economics, University of California, Berkeley - Finance Group and University of Lausanne

Downloads 1 (671,144)

Citation 11

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Abstract:

21.

The Industrial Organization of the US Residential Mortgage Market

Annual Review of Financial Economics, Vol. 6, pp. 259-288, 2014

Posted: 25 Nov 2014

Richard Stanton, Johan Walden and Nancy Wallace

University of California, Berkeley - Haas School of Business, University of Lausanne and University of California, Berkeley - Real Estate Group

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22.

Optimal Insurance with Costly Internal Capital

Risk Management and Insurance Review, Vol. 17, Issue 2, pp. 137-161, 2014

Number of pages: 25 Posted: 16 Sep 2014

Dwight M. Jaffee and Johan Walden

University of California, Berkeley - Finance Group and University of Lausanne

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Abstract:

23.

Nondiversification Traps in Catastrophe Insurance Markets

The Review of Financial Studies, Vol. 22, Issue 3, pp. 959-993, 2009

Posted: 17 Mar 2009

Rustam Ibragimov, Dwight M. Jaffee and Johan Walden

Harvard University - Department of Economics, University of California, Berkeley - Finance Group and University of Lausanne

Johan Walden

University of Lausanne

Swiss Finance Institute

University of California, Berkeley - Finance Group

Assistant Professor

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Scholarly Papers (23)

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Visibility Bias in the Transmission of Consumption Beliefs and Undersaving

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Social Transmission Bias and Investor Behavior

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Pricing and Capital Allocation for Multiline Insurance Firms

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Pricing and Capital Allocation for Multiline Insurance Firms

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Optimal Insurance with Costly Internal Capital

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Other Papers (1)

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