Nikolai Roussanov

Latest Institution: University of Pennsylvania

All Institutions: Wharton School, University of Pennsylvania; University of Pennsylvania; MIT; NA; University of Pennsylvania, Wharton School; University of Southern California; Cornell University


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:

Conspicuous Consumption and Race

Year: 2007
Journal: Quarterly Journal of Economics
Authors: Kerwin Kofi Charles; Erik Hurst; Nikolai Roussanov

Common Risk Factors in Currency Markets

Year: 2008
Journal: Review of Financial Studies
Authors: Hanno Lustig; Nikolai Roussanov; Adrien Verdelhan

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

Year: 2010
Journal: Journal of Financial Economics
Authors: Nikolai Roussanov

Countercyclical Currency Risk Premia

Year: 2010
Journal: Journal of Financial Economics
Authors: Hanno Lustig; Nikolai Roussanov; Adrien Verdelhan

Status, Marriage, and Managers' Attitudes to Risk

Year: 2012
Journal: Management Science
Authors: Nikolai Roussanov; Pavel G. Savor

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

Year: 2013
Journal: Journal of Finance
Authors: Robert Ready; Nikolai Roussanov; Colin Ward

Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty

Year: 2013
Journal: Journal of Finance
Authors: Hui Chen; Michael Michaux; Nikolai Roussanov

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

Year: 2016
Journal: No Journal Matched
Authors: Erik Gilje; Robert Ready; Nikolai Roussanov

Shortrun Pain, Longrun Gain: Recessions and Technological Transformation

Year: 2018
Journal: Journal of Monetary Economics
Authors: Alexandr Kopytov; Nikolai Roussanov; Mathieu Taschereau-Dumouchel

Marketing Mutual Funds

Year: 2018
Journal: Review of Financial Studies
Authors: Nikolai Roussanov; Hongxun Ruan; Yanhao Wei

Cheap Thrills: The Price of Leisure and the Global Decline in Work Hours

Year: 2020
Journal: Journal of Political Economy
Authors: Alexandr Kopytov; Nikolai Roussanov; Mathieu Taschereau-Dumouchel

Getting to the Core Inflation Risks Within and Across Asset Classes

Year: 2022
Journal: No Journal Matched
Authors: Xiang Fang; Yang Liu; Nikolai Roussanov

Semiparametric Conditional Factor Models: Estimation and Inference

Year: 2023
Journal: No Journal Matched
Authors: Qihui Chen; Nikolai Roussanov; Xiaoliang Wang

Managing Mental Accounts: Payment Cards and Consumption Expenditures

Year: 2023
Journal: Review of Financial Studies
Authors: Michael Gelman; Nikolai Roussanov


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