NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Leonid Kogan

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

January 2013Technological Innovation: Winners and Losers
with Dimitris Papanikolaou, Noah Stoffman: w18671
April 2012A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
with Dimitris Papanikolaou: w17975

Published: Kogan, L., D. Papanikolaou, 2013, “Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks.” Review of Financial Studies, 26, 2718-2759.

January 2012Growth Opportunities, Technology Shocks, and Asset Prices
with Dimitris Papanikolaou: w17795

Published: Kogan, L., D. Papanikolaou, 2014, “Growth Opportunities, Technology Shocks, and Asset Prices.” Journal of Finance, 69, 675-718.

Technological Innovation, Resource Allocation, and Growth
with Dimitris Papanikolaou, Amit Seru, Noah Stoffman: w17769
October 2009The Demographics of Innovation and Asset Returns
with Nicolae Gârleanu, Stavros Panageas: w15457

Published: Displacement Risk and Asset Returns (with Leonid Kogan and Stavros Panageas). Journal of Financial Economics , vol. 105 (2012), issue 3, pp. 491-510. Best Paper Award , Utah Winter Finance Conference 2011.

July 2009Market Selection
with Stephen Ross, Jiang Wang, Mark M. Westerfield: w15189
March 2007Durability of Output and Expected Stock Returns
with Joao F. Gomes, Motohiro Yogo: w12986

Published: Gomes, Joao, Leonid Kogan, and Motohiro Yogo. "Durability of Output and Expected Stock Returns." Journal of Political Economy 117, 5 (October 2009): 941-986. citation courtesy of

August 2005Futures Prices in a Production Economy with Investment Constraints
with Dmitry Livdan, Amir Yaron: w11509

Published: Leonid Kogan, Dmitry Livdan and Amir Yaron. Journal of Finance, 2009, vol. 64, issue 3, pages 1345-1375

July 2003Evaluating Portfolio Policies: A Duality Approach
with Martin B. Haugh, Jiang Wang: w9861

Published: Haugh, M., Kogan, L., and J. Wang. “Evaluating Portfolio Policies: A Duality Approach." Operations Research 54 (2004): 405-418.

January 2003The Price Impact and Survival of Irrational Traders
with Stephen Ross, Jiang Wang, Mark Westerfield: w9434

Published: Kogan, Leonid, Stephen Ross, Jiang Wang, and Mark Westerfield. "The Price Impact and Survival of Irrational Traders", Journal of Finance vol. 61, issue 1, 195-229, 2006. citation courtesy of

November 2001Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
with Yeung Lewis Chan: w8607

Published: Chan, Yeung Lewis and Leonid Kogan. "Catching Up With The Joneses: Heterogeneous Preferences And The Dynamics Of Asset Prices," Journal of Political Economy, 2002, v110(6,Dec), 1255-1285.

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
with Raman Uppal: w8609
November 1997Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model
with Dimitris Bertsimas, Andrew W. Lo: w6250

Published: Bertsimas, D., L. Kogan, and A. Lo. “Pricing and Hedging Derivative Securities in Incomplete Markets: An ε-Arbitrage approach." Operations Research 49 (2001): 372-397.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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