Dana Kiku

University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL 61820

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 42,013

SSRN RANKINGS

Top 42,013

in Total Papers Downloads

1,011

SSRN CITATIONS
Rank 2,754

SSRN RANKINGS

Top 2,754

in Total Papers Citations

50

CROSSREF CITATIONS

329

Scholarly Papers (11)

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 449 (63,819)
Citation 2

Abstract:

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2.

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 Minnesota - Twin Cities - Carlson School of Management and University of Illinois at Urbana-Champaign
Downloads 153 (193,724)
Citation 26

Abstract:

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

3.

Quantifying the Impact of Moral Hazard: Evidence From a Structural Estimation

Number of pages: 40 Posted: 27 Jun 2016 Last Revised: 16 Oct 2016
Hengjie Ai, Dana Kiku and Rui Li
University of Minnesota - Twin Cities - Carlson School of Management, University of Illinois at Urbana-Champaign and Purdue University - Department of Economics
Downloads 107 (254,832)

Abstract:

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

4.

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

Number of pages: 61 Posted: 01 Nov 2013
Hengjie Ai, Dana Kiku and Rui Li
University of Minnesota - Twin Cities - Carlson School of Management, University of Illinois at Urbana-Champaign and Purdue University - Department of Economics
Downloads 65 (344,954)
Citation 14

Abstract:

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Mechanism Design, Limited Commitment, Firm Dynamics

5.

Volatility, the Macroeconomy and Asset Prices

NBER Working Paper No. w18104
Number of pages: 54 Posted: 25 May 2012
Duke University and NBER, University of Illinois at Urbana-Champaign, University of Wisconsin - Madison and University of Pennsylvania -- Wharton School of Business
Downloads 56 (371,649)
Citation 2

Abstract:

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6.

Climate Change and Growth Risks

NBER Working Paper No. w23009
Number of pages: 39 Posted: 03 Jan 2017
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 53 (381,208)

Abstract:

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7.

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: 19 Nov 2009
Ravi Bansal, Dana Kiku and Amir Yaron
Duke University and NBER, University of Illinois at Urbana-Champaign and University of Pennsylvania -- Wharton School of Business
Downloads 35 (448,146)
Citation 19

Abstract:

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Cointegration and Consumption Risks in Asset Returns

NBER Working Paper No. w13108
Number of pages: 52 Posted: 27 Jun 2007 Last Revised: 09 Aug 2007
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign
Downloads 34 (463,329)
Citation 2

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

9.

Price of Long-Run Temperature Shifts in Capital Markets

NBER Working Paper No. w22529
Number of pages: 57 Posted: 22 Aug 2016
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 25 (496,932)
Citation 2

Abstract:

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10.

Risks for the Long Run: Estimation with Time Aggregation

NBER Working Paper No. w18305
Number of pages: 52 Posted: 18 Aug 2012
Ravi Bansal, Dana Kiku and Amir Yaron
Duke University and NBER, University of Illinois at Urbana-Champaign and University of Pennsylvania -- Wharton School of Business
Downloads 19 (531,802)
Citation 4

Abstract:

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11.

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 Minnesota - Twin Cities - Carlson School of Management and University of Illinois at Urbana-Champaign
Downloads 15 (555,366)
Citation 4

Abstract:

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