Dana Kiku

University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL 61820

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 43,001

SSRN RANKINGS

Top 43,001

in Total Papers Downloads

1,595

SSRN CITATIONS
Rank 2,391

SSRN RANKINGS

Top 2,391

in Total Papers Citations

216

CROSSREF CITATIONS

329

Scholarly Papers (12)

1.

Long Run Risks and Equity Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 53 Posted: 22 Mar 2006
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign
Downloads 475 (86,549)
Citation 2

Abstract:

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2.

Climate Change and Growth Risks

NBER Working Paper No. w23009
Number of pages: 39 Posted: 03 Jan 2017 Last Revised: 16 May 2021
Ravi Bansal, Marcelo Ochoa and Dana Kiku
Duke University and NBER, Board of Governors of the Federal Reserve System and University of Illinois at Urbana-Champaign
Downloads 237 (183,085)
Citation 3

Abstract:

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3.

A Quantitative Model of Dynamic Moral Hazard

Number of pages: 40 Posted: 27 Jun 2016 Last Revised: 29 Jun 2020
Hengjie Ai, Dana Kiku, Rui Li and Rui Li
University of Wisconsin-Madison, University of Illinois at Urbana-Champaign and University of Wisconsin - MadisonPurdue University - Department of Economics
Downloads 174 (242,284)
Citation 3

Abstract:

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Structural Estimation, Dynamic Moral Hazard, CEO Compensation, General Equilibrium, Firm Dynamics

4.

Growth to Value: Option Exercise and the Cross-Section of Equity Returns

Number of pages: 59 Posted: 16 Feb 2009 Last Revised: 08 Dec 2011
Hengjie Ai and Dana Kiku
University of Wisconsin-Madison and University of Illinois at Urbana-Champaign
Downloads 166 (252,030)
Citation 34

Abstract:

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Value Premium, Cross Section, Long-Run Risk, Real Options

5.

Price of Long-Run Temperature Shifts in Capital Markets

NBER Working Paper No. w22529
Number of pages: 57 Posted: 22 Aug 2016 Last Revised: 24 Jul 2022
Ravi Bansal, Dana Kiku and Marcelo Ochoa
Duke University and NBER, University of Illinois at Urbana-Champaign and Board of Governors of the Federal Reserve System
Downloads 115 (334,734)
Citation 5

Abstract:

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6.

A Mechanism Design Model of Firm Dynamics: The Case of Limited Commitment

Number of pages: 61 Posted: 01 Nov 2013
Hengjie Ai, Dana Kiku, Rui Li and Rui Li
University of Wisconsin-Madison, University of Illinois at Urbana-Champaign and University of Wisconsin - MadisonPurdue University - Department of Economics
Downloads 85 (406,906)
Citation 14

Abstract:

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Mechanism Design, Limited Commitment, Firm Dynamics

7.

Risks for the Long Run: Estimation with Time Aggregation

NBER Working Paper No. w18305
Number of pages: 52 Posted: 18 Aug 2012 Last Revised: 09 Jul 2022
Duke University and NBER, University of Illinois at Urbana-Champaign and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 72 (446,988)
Citation 21

Abstract:

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8.

Volatility, the Macroeconomy and Asset Prices

Journal of Finance, Vol. 69, No. 6, 2014, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 67 Posted: 01 Dec 2014
Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business, University of Illinois at Urbana-Champaign, University of Wisconsin - Madison and Duke University
Downloads 71 (450,375)
Citation 35

Abstract:

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9.

Volatility, the Macroeconomy and Asset Prices

NBER Working Paper No. w18104
Number of pages: 54 Posted: 25 May 2012 Last Revised: 20 Jun 2022
Duke University and NBER, University of Illinois at Urbana-Champaign, University of Wisconsin - Madison and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 71 (450,375)
Citation 17

Abstract:

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10.

An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

NBER Working Paper No. w15504
Number of pages: 38 Posted: 17 Nov 2009 Last Revised: 14 May 2022
Duke University and NBER, University of Illinois at Urbana-Champaign and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 54 (514,908)
Citation 94

Abstract:

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11.
Downloads 42 (571,113)
Citation 13

Cointegration and Consumption Risks in Asset Returns

NBER Working Paper No. w13108
Number of pages: 52 Posted: 27 Jun 2007 Last Revised: 27 Apr 2022
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign
Downloads 42 (583,022)
Citation 13

Abstract:

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Cointegration and Consumption Risks in Asset Returns

The Review of Financial Studies, Vol. 22, Issue 3, pp. 1343-1375, 2009
Posted: 17 Mar 2009
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign

Abstract:

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G1, G12

12.

Volatility Risks and Growth Options

Finance Down Under 2014 Building on the Best from the Cellars of Finance
Number of pages: 56 Posted: 01 Nov 2013
Hengjie Ai and Dana Kiku
University of Wisconsin-Madison and University of Illinois at Urbana-Champaign
Downloads 33 (621,031)
Citation 7

Abstract:

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