Christian Heyerdahl-Larsen

Indiana University - Kelley School of Business - Department of Finance

1309 E. 10th St.

Bloomington, IN 47405

United States

SCHOLARLY PAPERS

9

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4,185

SSRN CITATIONS
Rank 6,870

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Top 6,870

in Total Papers Citations

27

CROSSREF CITATIONS

125

Scholarly Papers (9)

1.
Downloads 1,077 ( 20,053)
Citation 51

Correlations

AFA 2011 Denver Meetings Paper
Number of pages: 85 Posted: 05 Mar 2007 Last Revised: 16 Aug 2013
Paul Ehling and Christian Heyerdahl-Larsen
BI - Norwegian Business School and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,002 (21,896)
Citation 21

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Equity Return Correlations, Heterogeneous Risk Aversion, Volatility of Turnover, Cyclical Dynamics of Stock Price Moments

Correlations

Banco de Espana Working Paper No. 1413
Number of pages: 91 Posted: 19 Jun 2014
Paul Ehling and Christian Heyerdahl-Larsen
BI - Norwegian Business School and Indiana University - Kelley School of Business - Department of Finance
Downloads 75 (329,744)
Citation 32

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equity return correlations, heterogeneous risk aversion, volatility of turnover, cyclical dynamics of stock price moments

Disagreement about Inflation and the Yield Curve

Journal of Financial Economics (JFE), December 2016
Number of pages: 139 Posted: 26 Mar 2012 Last Revised: 04 Jan 2018
Paul Ehling, Michael F. Gallmeyer, Christian Heyerdahl-Larsen and Philipp K. Illeditsch
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Indiana University - Kelley School of Business - Department of Finance and University of Pennsylvania - Finance Department
Downloads 1,036 (20,791)
Citation 8

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Inflation disagreement, real and nominal yields, yield volatilities, cross-sectional consumption growth volatility, speculative trade

Disagreement About Inflation and the Yield Curve

Banco de Espana Working Paper No. 1532
Posted: 22 Nov 2015
Paul Ehling, Michael F. Gallmeyer, Christian Heyerdahl-Larsen and Philipp K. Illeditsch
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Indiana University - Kelley School of Business - Department of Finance and University of Pennsylvania - Finance Department

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inflation disagreement, relative entropy, real and nominal yields, yield volatilities, break-even inflation, inflation risk premium, cross-sectional consumption growth volatility, trading on inflation

3.

Risk Premia and Volatilities in a Nonlinear Term Structure Model

Review of Finance, Forthcoming
Number of pages: 74 Posted: 01 Apr 2013 Last Revised: 10 Sep 2016
Peter Feldh├╝tter, Christian Heyerdahl-Larsen and Philipp K. Illeditsch
Copenhagen Business School, Indiana University - Kelley School of Business - Department of Finance and University of Pennsylvania - Finance Department
Downloads 706 (36,469)
Citation 4

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Nonlinear Term Structure Models, Expected Excess Returns, Stochastic Volatility, Unspanned Risk Premia (URP), Unspanned Stochastic Volatility (USV)

4.

Asset Prices and Portfolio Choice with Learning from Experience

Review of Economic Studies (ReStud), Forthcoming
Number of pages: 71 Posted: 14 Jan 2014 Last Revised: 10 Aug 2017
Paul Ehling, Alessandro Graniero and Christian Heyerdahl-Larsen
BI - Norwegian Business School, BI Norwegian Business School and Indiana University - Kelley School of Business - Department of Finance
Downloads 507 (56,299)
Citation 17

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Learning from Experience Based Bias, Trend Chasing, Survey Based versus Objective Risk Premiums

5.

Asset Prices and Real Exchange Rates with Deep Habits

Review of Financial Studies, Forthcoming
Number of pages: 59 Posted: 09 Oct 2009 Last Revised: 13 Jun 2014
Christian Heyerdahl-Larsen
Indiana University - Kelley School of Business - Department of Finance
Downloads 341 (90,328)
Citation 16

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Asset Pricing Moments, Real Exchange Rates, Multi-Good Economies, Deep Habits

6.

Complete and Incomplete Financial Markets in Multi-Good Economies

EFA 2008 Athens Meetings Paper
Number of pages: 36 Posted: 14 Jul 2009 Last Revised: 25 Oct 2015
Paul Ehling and Christian Heyerdahl-Larsen
BI - Norwegian Business School and Indiana University - Kelley School of Business - Department of Finance
Downloads 323 (95,922)
Citation 3

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Multi-good economies, Financial market incompleteness, Financial market completeness

7.

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 97 (278,687)
Citation 4

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Speculation, heterogeneous beliefs, mispricing, investments, welfare

8.

Demand Disagreement

Number of pages: 60 Posted: 28 Dec 2017 Last Revised: 11 Dec 2019
Christian Heyerdahl-Larsen and Philipp K. Illeditsch
Indiana University - Kelley School of Business - Department of Finance and University of Pennsylvania - Finance Department
Downloads 78 (319,000)
Citation 1

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Demand shocks, demand disagreement, heterogeneous beliefs and time preferences, asset pricing puzzles, trading volume

9.

Disagreement about Innovations and Endogenous Growth

Number of pages: 31 Posted: 05 Dec 2019
Christian Heyerdahl-Larsen, Philipp K. Illeditsch and Howard Kung
Indiana University - Kelley School of Business - Department of Finance, University of Pennsylvania - Finance Department and London Business School
Downloads 20 (537,399)

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Disagreement, Optimism, Entrepreneurship, Externality, Endogenous Growth, Innovations, Laffer Curve