Nikolai L. Roussanov

University of Pennsylvania - The Wharton School

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

12

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13,064

CITATIONS
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Top 1,969

in Total Papers Citations

231

Scholarly Papers (12)

1.
Downloads 7,329 ( 760)
Citation 219

Common Risk Factors in Currency Markets

Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74 Posted: 01 Jun 2008 Last Revised: 27 Aug 2012
Hanno N. Lustig, Nikolai L. Roussanov and Adrien Verdelhan
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 7,222 (767)
Citation 238

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Carry Trade, Currency Risk

Common Risk Factors in Currency Markets

NBER Working Paper No. w14082
Number of pages: 63 Posted: 14 Jul 2008 Last Revised: 25 Jun 2010
Hanno N. Lustig, Nikolai L. Roussanov and Adrien Verdelhan
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 107 (251,429)

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2.
Downloads 1,826 ( 8,293)
Citation 40

Countercyclical Currency Risk Premia

Journal of Financial Economics (JFE), Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 58 Posted: 26 Jan 2010 Last Revised: 07 Nov 2014
Hanno N. Lustig, Nikolai L. Roussanov and Adrien Verdelhan
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,787 (8,432)
Citation 21

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Exchange Rates, Forecasting, Risk Premia

Countercyclical Currency Risk Premia

NBER Working Paper No. w16427
Number of pages: 78 Posted: 04 Oct 2010 Last Revised: 15 Apr 2016
Hanno N. Lustig, Nikolai L. Roussanov and Adrien Verdelhan
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 39 (432,086)
Citation 55

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3.

Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status

Journal of Finance, Forthcoming
Number of pages: 45 Posted: 07 Jun 2008 Last Revised: 13 Dec 2011
Nikolai L. Roussanov
University of Pennsylvania - The Wharton School
Downloads 813 (28,721)
Citation 44

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portfolio choice, diversification, social status, wealth distribution

Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty

Journal of Finance, Forthcoming
Number of pages: 79 Posted: 22 Jun 2012 Last Revised: 23 Nov 2018
Hui Chen, Michael Michaux and Nikolai L. Roussanov
Massachusetts Institute of Technology, University of Southern California - Marshall School of Business and University of Pennsylvania - The Wharton School
Downloads 784 (29,695)
Citation 13

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mortgage refinancing, home equity, housing collateral, liquidity constraints, household consumption and saving decisions, leverage

Houses as Atms? Mortgage Refinancing and Macroeconomic Uncertainty

NBER Working Paper No. w19421
Number of pages: 76 Posted: 20 Sep 2013 Last Revised: 21 Apr 2016
Hui Chen, Michael Michaux and Nikolai L. Roussanov
Massachusetts Institute of Technology, University of Southern California - Marshall School of Business and University of Pennsylvania - The Wharton School
Downloads 17 (552,212)

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Commodity Trade and the Carry Trade: A Tale of Two Countries

Journal of Finance, Forthcoming
Number of pages: 76 Posted: 28 Jul 2012 Last Revised: 13 Feb 2017
Robert C. Ready, Nikolai L. Roussanov and Colin Ward
University of Oregon - Department of Finance, University of Pennsylvania - The Wharton School and University of Minnesota - Carlson School of Management
Downloads 755 (31,299)

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currency risk premia, international trade, commodity markets, return predictability, Baltic Dry Index

Commodity Trade and the Carry Trade: A Tale of Two Countries

NBER Working Paper No. w19371
Number of pages: 59 Posted: 30 Aug 2013 Last Revised: 07 Sep 2013
Robert C. Ready, Nikolai L. Roussanov and Colin Ward
University of Oregon - Department of Finance, University of Pennsylvania - The Wharton School and University of Minnesota - Carlson School of Management
Downloads 27 (495,631)
Citation 18

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6.
Downloads 468 ( 59,405)
Citation 1

Marketing Mutual Funds

Number of pages: 69 Posted: 03 Jan 2018 Last Revised: 01 Oct 2018
Nikolai L. Roussanov, Hongxun Ruan and Yanhao Wei
University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School and University of Southern California - Marshall School of Business
Downloads 454 (61,040)
Citation 1

Abstract:

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mutual funds, distribution costs, broker commissions, performance evaluation, capital misallocation, investor welfare, financial regulation, structural estimation, search costs, information frictions, household finance

Marketing Mutual Funds

NBER Working Paper No. w25056
Number of pages: 70 Posted: 17 Sep 2018
Nikolai L. Roussanov, Hongxun Ruan and Yanhao Wei
University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School and University of Southern California - Marshall School of Business
Downloads 14 (571,737)
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Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns

Journal of Financial Economics, Forthcoming
Number of pages: 93 Posted: 05 Mar 2005 Last Revised: 29 Aug 2013
Nikolai L. Roussanov
University of Pennsylvania - The Wharton School
Downloads 417 (67,661)

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consumption-based asset pricing, conditioning information, human capital, stock return predictability, nonparametric regression, value premium, linear factor models, relative wealth concerns.

Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns

NBER Working Paper No. w16073
Number of pages: 88 Posted: 14 Jun 2010 Last Revised: 30 Sep 2010
Nikolai L. Roussanov
University of Pennsylvania - The Wharton School
Downloads 22 (520,223)
Citation 10

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Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution

Number of pages: 69 Posted: 02 Dec 2016
Erik Gilje, Robert C. Ready and Nikolai L. Roussanov
University of Pennsylvania - The Wharton School, University of Oregon - Department of Finance and University of Pennsylvania - The Wharton School
Downloads 170 (173,828)
Citation 1

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long-run growth, oil prices, shale oil, fracking, horizontal drilling, mimicking portfolios

Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution

NBER Working Paper No. w22914
Number of pages: 53 Posted: 12 Dec 2016
Erik Gilje, Robert Ready and Nikolai L. Roussanov
University of Pennsylvania - The Wharton School, University of Rochester and University of Pennsylvania - The Wharton School
Downloads 26 (495,631)

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9.

After the Tide: Commodity Currencies and Global Trade

Carnegie-Rochester Conference Series on Public Policy, Forthcoming
Number of pages: 49 Posted: 06 Mar 2017
Robert Ready, Nikolai L. Roussanov and Colin Ward
University of Rochester, University of Pennsylvania - The Wharton School and University of Minnesota - Carlson School of Management
Downloads 123 (226,020)

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shipping, trade costs, carry trade, currency risk premia, exchange rates, international risk sharing, commodity trade

Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation

Number of pages: 40 Posted: 27 Nov 2017
University of Pennsylvania, The Wharton School, University of Pennsylvania - The Wharton School and Cornell University - Department of Economics
Downloads 114 (240,302)

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job polarization, routine-biased technical change, business cycle, human capital investment, upskilling, Great Recession

Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation

NBER Working Paper No. w24373
Number of pages: 40 Posted: 06 Mar 2018
University of Pennsylvania, The Wharton School, University of Pennsylvania - The Wharton School and Cornell University - Department of Economics
Downloads 6 (626,283)
Citation 1
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11.

Conspicuous Consumption and Race

NBER Working Paper No. w13392
Number of pages: 65 Posted: 14 Sep 2007 Last Revised: 06 Aug 2010
Kerwin Kofi Charles, Erik Hurst and Nikolai L. Roussanov
University of Michigan - Department of Economics & Ford School, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Downloads 120 (230,266)
Citation 91

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12.
Downloads 47 (393,747)
Citation 2

Status, Marriage, and Managers' Attitudes to Risk

NBER Working Paper No. w17904
Number of pages: 54 Posted: 10 Mar 2012 Last Revised: 27 Oct 2014
Nikolai L. Roussanov and Pavel G. Savor
University of Pennsylvania - The Wharton School and DePaul University - Kellstadt Graduate School of Business
Downloads 47 (400,830)
Citation 2

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Marriage and Managers’ Attitudes to Risk

AFA 2013 San Diego Meetings Paper
Posted: 21 Mar 2011 Last Revised: 21 Apr 2014
Nikolai L. Roussanov and Pavel G. Savor
University of Pennsylvania - The Wharton School and DePaul University - Kellstadt Graduate School of Business

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CEOs, idiosyncratic risk, status concerns