Stefan Nagel

The Conditional CAPM Does Not Explain Asset-Pricing Anomalies

Year: 2003
Journal: Journal of Financial Economics
Authors: Jonathan Lewellen; Stefan Nagel

A Skeptical Appraisal of Asset-Pricing Tests

Year: 2006
Journal: Journal of Financial Economics
Authors: Jonathan Lewellen; Stefan Nagel; Jay Shanken

Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Microevidence on Individuals' Asset Allocation

Year: 2006
Journal: American Economic Review
Authors: Markus K. Brunnermeier; Stefan Nagel

The Effect of Dividends on Consumption

Year: 2006
Journal: Brookings Papers on Economic Activity
Authors: Malcolm Baker; Stefan Nagel; Jeffrey Wurgler

Carry Trades and Currency Crashes

Year: 2008
Journal: No Journal Matched
Authors: Markus K. Brunnermeier; Stefan Nagel; Lasse H. Pedersen

Inexperienced Investors and Bubbles

Year: 2008
Journal: Journal of Financial Economics
Authors: Robin Greenwood; Stefan Nagel

Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?

Year: 2009
Journal: Quarterly Journal of Economics
Authors: Ulrike Malmendier; Stefan Nagel

Estimation and Evaluation of Conditional Asset Pricing Models

Year: 2010
Journal: Journal of Finance
Authors: Stefan Nagel; Kenneth J Singleton

Evaporating Liquidity

Year: 2011
Journal: Review of Financial Studies
Authors: Stefan Nagel

Sizing Up Repo

Year: 2012
Journal: Journal of Finance
Authors: Arvind Krishnamurthy; Stefan Nagel; Dmitry Orlov

Empirical Cross-Sectional Asset Pricing

Year: 2012
Journal: Annual Review of Financial Economics
Authors: Stefan Nagel

Evaporating Liquidity

Year: 2012
Journal: Review of Financial Studies
Authors: Stefan Nagel

Sizing Up Repo

Year: 2012
Journal: Journal of Finance
Authors: Arvind Krishnamurthy; Stefan Nagel; Dmitry Orlov

Empirical Cross-Sectional Asset Pricing

Year: 2012
Journal: Annual Review of Financial Economics
Authors: Stefan Nagel

Risk-Adjusting the Returns to Venture Capital

Year: 2013
Journal: Journal of Finance
Authors: Arthur Korteweg; Stefan Nagel

Interpreting Repo Statistics in the Flow of Funds Accounts

Year: 2013
Journal: No Journal Matched
Authors: Arvind Krishnamurthy; Stefan Nagel

Risk-Adjusting the Returns to Venture Capital

Year: 2013
Journal: No Journal Matched
Authors: Arthur Korteweg; Stefan Nagel

The Liquidity Premium of Near-Money Assets

Year: 2014
Journal: Quarterly Journal of Economics
Authors: Stefan Nagel

Who Sold During the Crash of 2008-09? Evidence from Tax-Return Data on Daily Sales of Stock

Year: 2016
Journal: No Journal Matched
Authors: Jeffrey Hoopes; Patrick Langetieg; Stefan Nagel; Daniel Reck; Joel Slemrod; Bryan Stuart

The Making of Hawks and Doves: Inflation Experiences on the FOMC

Year: 2017
Journal: No Journal Matched
Authors: Ulrike Malmendier; Stefan Nagel; Zhen Yan

Shrinking the Cross Section

Year: 2017
Journal: Journal of Financial Economics
Authors: Serhiy Kozak; Stefan Nagel; Shrihari Santosh

Socioeconomic Status and Macroeconomic Expectations

Year: 2017
Journal: Review of Financial Studies
Authors: Sreyoshi Das; Camelia M. Kuhnen; Stefan Nagel

ECB Policies Involving Government Bond Purchases: Impact and Channels

Year: 2017
Journal: Review of Finance
Authors: Arvind Krishnamurthy; Stefan Nagel; Annette Vissing-Jorgensen

Do Survey Expectations of Stock Returns Reflect Risk Adjustments?

Year: 2018
Journal: No Journal Matched
Authors: Klaus Adam; Stefan Nagel; Dmitry Matveev

Do Survey Expectations of Stock Returns Reflect Risk Adjustments?

Year: 2018
Journal: Journal of Monetary Economics
Authors: Klaus Adam; Dmitry Matveev; Stefan Nagel

Bank Risk Dynamics and Distance to Default

Year: 2019
Journal: Review of Financial Studies
Authors: Stefan Nagel; Amiyatosh Purnanandam

Market Efficiency in the Age of Big Data

Year: 2019
Journal: Journal of Financial Economics
Authors: Ian Martin; Stefan Nagel

Asset Pricing with Fading Memory

Year: 2019
Journal: No Journal Matched
Authors: Stefan Nagel; Zhengyang Xu

Market Efficiency in the Age of Big Data

Year: 2019
Journal: No Journal Matched
Authors: Ian Martin; Stefan Nagel

Bank Risk Dynamics and Distance to Default

Year: 2019
Journal: No Journal Matched
Authors: Stefan Nagel; Amiyatosh Purnanandam

Asset Pricing with Fading Memory

Year: 2019
Journal: Review of Financial Studies
Authors: Stefan Nagel; Zhengyang Xu

Treasury Inconvenience Yields During the COVID-19 Crisis

Year: 2020
Journal: Journal of Financial Economics
Authors: Zhiguo He; Stefan Nagel; Zhaogang Song

The Making of Hawks and Doves

Year: 2020
Journal: No Journal Matched
Authors: Ulrike M. Malmendier; Stefan Nagel; Zhen Yan

Expectations Data in Asset Pricing

Year: 2022
Journal: No Journal Matched
Authors: Klaus Adam; Stefan Nagel

Inflation Hedging on Main Street: Evidence from Retail TIPS Fund Flows

Year: 2022
Journal: No Journal Matched
Authors: Stefan Nagel; Zhen Yan

Inflation Hedging on Main Street: Evidence from Retail TIPS Fund Flows

Year: 2022
Journal: No Journal Matched
Authors: Stefan Nagel; Zhen Yan

Dynamics of Subjective Risk Premia

Year: 2022
Journal: No Journal Matched
Authors: Stefan Nagel; Zhengyang Xu

Dynamics of Subjective Risk Premia

Year: 2022
Journal: Journal of Financial Economics
Authors: Stefan Nagel; Zhengyang Xu

Judging Banks' Risk by the Profits They Report

Year: 2023
Journal: No Journal Matched
Authors: Ben S. Meiselman; Stefan Nagel; Amiyatosh Purnanandam

When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?

Year: 2023
Journal: No Journal Matched
Authors: Serhiy Kozak; Stefan Nagel