Jessica Wachter

All Institutions: The Wharton School, University of Pennsylvania; University of Pennsylvania; NA; National Bureau of Economic Research; Department of Finance, The Wharton School, University of Pennsylvania

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Bayesian Performance Evaluation

Year: 1999
Journal: Journal of Finance
Authors: Klaas Baks; Andrew Metrick; Jessica Wachter

Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements

Year: 2004
Journal: Journal of Financial and Quantitative Analysis
Authors: Malcolm Baker; Lubomir Litov; Jessica Wachter; Jeffrey Wurgler

Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

Year: 2005
Journal: Journal of Finance
Authors: Martin Lettau; Jessica Wachter

Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

Year: 2005
Journal: Journal of Finance
Authors: Martin Lettau; Jessica Wachter

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Year: 2006
Journal: Review of Financial Studies
Authors: Martin Lettau; Sydney Ludvigson; Jessica Wachter

Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

Year: 2008
Journal: Journal of Finance
Authors: Jessica Wachter

Asset Allocation

Year: 2010
Journal: Annual Review of Financial Economics
Authors: Jessica Wachter

Foreseen Risks

Year: 2018
Journal: Journal of Economic Theory
Authors: Joo F. Gomes; Marco Grotteria; Jessica Wachter

Risks to Human Capital

Year: 2020
Journal: No Journal Matched
Authors: Mehran Ebrahimian; Jessica Wachter

Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):