Dimitris Papanikolaou

Northwestern University - Kellogg School of Management - Department of Finance

Assistant Professor

Evanston, IL 60208

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

16

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CITATIONS
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SSRN RANKINGS

Top 3,912

in Total Papers Citations

138

Scholarly Papers (16)

Technological Innovation, Resource Allocation and Growth

Quarterly Journal of Economics, Forthcoming
Number of pages: 78 Posted: 22 Dec 2012 Last Revised: 05 Feb 2017
Leonid Kogan, Dimitris Papanikolaou, Amit Seru and Noah Stoffman
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, Stanford University and Indiana University - Kelley School of Business - Department of Finance
Downloads 2,445 (3,642)
Citation 9

Abstract:

Innovation, patents, growth, reallocation

Technological Innovation, Resource Allocation, and Growth

NBER Working Paper No. w17769
Number of pages: 46 Posted: 21 Jan 2012
Leonid Kogan, Dimitris Papanikolaou, Amit Seru and Noah Stoffman
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, Stanford University and Indiana University - Kelley School of Business - Department of Finance
Downloads 403 (55,985)
Citation 9

Abstract:

2.
Downloads 1,865 ( 5,927)
Citation 6

Portfolio Choice with Illiquid Assets

Number of pages: 46 Posted: 26 Oct 2010 Last Revised: 01 Oct 2014
Andrew Ang, Dimitris Papanikolaou and Mark M. Westerfield
Downloads 1,542 (8,085)
Citation 6

Abstract:

Asset Allocation, Liquidity, Alternative Assets, Liquidity Crises

Portfolio Choice with Illiquid Assets

Netspar Discussion Paper No. 10/2010-092
Number of pages: 47 Posted: 22 Apr 2011 Last Revised: 19 Sep 2014
Andrew Ang, Dimitris Papanikolaou and Mark M. Westerfield
Downloads 197 (122,732)
Citation 6

Abstract:

Asset allocation, liquidity, alternative assets, liquidity crises

Portfolio Choice with Illiquid Assets

Management Science, November 2014, Columbia Business School Research Paper No. 14-52
Number of pages: 46 Posted: 03 Oct 2014
Andrew Ang, Dimitris Papanikolaou and Mark M. Westerfield
Downloads 109 (202,336)
Citation 6

Abstract:

Asset Allocation, Liquidity, Alternative Assets, Liquidity Crises

Portfolio Choice with Illiquid Assets

NBER Working Paper No. w19436
Number of pages: 47 Posted: 14 Sep 2013
Andrew Ang, Dimitris Papanikolaou and Mark M. Westerfield
Downloads 17 (461,164)
Citation 6

Abstract:

3.

Investment Shocks and Asset Prices

Number of pages: 47 Posted: 21 Nov 2006 Last Revised: 11 Jul 2011
Dimitris Papanikolaou
Downloads 385 (54,386)
Citation 26

Abstract:

investment-specifc shocks, general equilibrium, asset pricing, cross-sectional tests, real investment opportunity set

4.

Investment, Idiosyncratic Risk, and Ownership

Journal of Finance, Vol. 67, No. 3, 2012
Number of pages: 52 Posted: 24 Dec 2008 Last Revised: 20 Mar 2013
Dimitris Papanikolaou and Vasia Panousi
Northwestern University - Kellogg School of Management - Department of Finance and University of Montreal, Department of Economics
Downloads 355 (65,635)
Citation 24

Abstract:

Investment, idiosyncratic risk, managerial ownership

Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks

Number of pages: 57 Posted: 10 Apr 2012 Last Revised: 20 Mar 2013
Leonid Kogan and Dimitris Papanikolaou
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 301 (79,006)
Citation 6

Abstract:

stock returns, investment, firm characteristics, predictability, value premium

A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks

NBER Working Paper No. w17975
Number of pages: 69 Posted: 06 Apr 2012
Leonid Kogan and Dimitris Papanikolaou
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 16 (466,809)
Citation 6

Abstract:

6.

Sources of Systematic Risk

Number of pages: 37 Posted: 17 Mar 2008 Last Revised: 14 Aug 2010
Igor Makarov and Dimitris Papanikolaou
Downloads 315 (65,429)
Citation 2

Abstract:

Factor analysis, identification, heteroscedasticity

7.

Growth Opportunities, Technology Shocks and Asset Prices

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 14 Mar 2009 Last Revised: 20 Mar 2013
Leonid Kogan and Dimitris Papanikolaou
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 295 (75,557)
Citation 21

Abstract:

8.

Financial Relationships and the Limits to Arbitrage

Number of pages: 43 Posted: 26 Jul 2005
Jiro E. Kondo and Dimitris Papanikolaou
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 280 (83,898)

Abstract:

Limits to arbitrage, inefficient markets, financial relationships

9.

Adverse Selection, Slow Moving Capital and Misallocation

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57 Posted: 09 Oct 2013 Last Revised: 09 Sep 2015
William Fuchs, Brett S. Green and Dimitris Papanikolaou
University of California, Berkeley - Haas School of Business, University of California, Berkeley - Haas School of Business and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 271 (56,184)

Abstract:

Misallocation, Adverse Selection, General Equilibrium, Convex Adjustment Costs

10.

Organization Capital and the Cross-Section of Expected Returns

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 14 Mar 2009 Last Revised: 20 Mar 2013
Andrea L. Eisfeldt and Dimitris Papanikolaou
Downloads 256 (72,761)
Citation 21

Abstract:

11.
Downloads 210 (115,756)

Long-Run Bulls and Bears

Journal of Monetary Economics, 76, S21-S36, 2015.
Number of pages: 38 Posted: 30 Dec 2014 Last Revised: 10 Feb 2017
Downloads 192 (125,772)

Abstract:

Stock market returns

Long-Run Bulls and Bears

NBER Working Paper No. w20858
Number of pages: 39 Posted: 20 Jan 2015
Downloads 18 (455,458)
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Abstract:

Long-Run Bulls and Bears

CEPR Discussion Paper No. DP10351
Number of pages: 39 Posted: 23 Jan 2015
Downloads 0
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Abstract:

stock market returns

Winners and Losers: Creative Destruction and the Stock Market

Number of pages: 55 Posted: 23 Dec 2012 Last Revised: 15 May 2015
Leonid Kogan, Dimitris Papanikolaou and Noah Stoffman
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 183 (132,335)
Citation 2

Abstract:

general equilibrium, asset pricing, innovation, risk sharing, technology shocks

Winners and Losers: Creative Destruction and the Stock Market

NBER Working Paper No. w18671
Number of pages: 56 Posted: 05 Jan 2013
Leonid Kogan, Dimitris Papanikolaou and Noah Stoffman
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 8 (512,071)
Citation 2

Abstract:

In Search of Ideas: Technological Innovation and Executive Pay Inequality

Sloan Foundation Economics Research Paper, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51 Posted: 06 Feb 2017
Carola Frydman and Dimitris Papanikolaou
Downloads 33 (379,048)

Abstract:

inequality, technology, executive compensation

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Abstract:

14.

Growth Opportunities, Technology Shocks, and Asset Prices

NBER Working Paper No. w17795
Number of pages: 57 Posted: 27 Jan 2012
Leonid Kogan and Dimitris Papanikolaou
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 24 (390,514)
Citation 21

Abstract:

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Abstract:

16.

Economic Activity of Firms and Asset Prices

Annual Review of Financial Economics, Vol. 4, pp. 361-384, 2012
Posted: 04 Nov 2012
Leonid Kogan and Dimitris Papanikolaou
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance

Abstract: