NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Stefan Nagel

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

June 2014The Liquidity Premium of Near-Money Assets
w20265
August 2013Interpreting Repo Statistics in the Flow of Funds Accounts
with Arvind Krishnamurthy: w19389
Risk-Adjusting the Returns to Venture Capital
with Arthur Korteweg: w19347
November 2012Empirical Cross-Sectional Asset Pricing
w18554

Published: Stefan Nagel, 2013. "Empirical Cross-Sectional Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 167-199, November. citation courtesy of

January 2012Sizing Up Repo
with Arvind Krishnamurthy, Dmitry Orlov: w17768

Sizing Up Repo,” Journal of Finance, forthcoming.

December 2011Evaporating Liquidity
w17653

Published: Stefan Nagel, 2012. "Evaporating Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 25(7), pages 2005-2039. citation courtesy of

October 2010Estimation and Evaluation of Conditional Asset Pricing Models
with Kenneth J. Singleton: w16457

Published: Stefan Nagel & Kenneth J. Singleton, 2011. "Estimation and Evaluation of Conditional Asset Pricing Models," Journal of Finance, American Finance Association, vol. 66(3), pages 873-909, 06. citation courtesy of

April 2009Carry Trades and Currency Crashes
with Markus K. Brunnermeier, Lasse H. Pedersen
in NBER Macroeconomics Annual 2008, Volume 23, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
March 2009Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?
with Ulrike Malmendier: w14813

Published: Ulrike Malmendier & Stefan Nagel, 2011. "Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?," The Quarterly Journal of Economics, Oxford University Press, vol. 126(1), pages 373-416. citation courtesy of

November 2008Carry Trades and Currency Crashes
with Markus K. Brunnermeier, Lasse H. Pedersen: w14473

Published: Carry Trades and Currency Crashes, Markus K. Brunnermeier, Stefan Nagel, Lasse H. Pedersen. in NBER Macroeconomics Annual 2008, Volume 23, Acemoglu, Rogoff, and Woodford. 2009

June 2008Inexperienced Investors and Bubbles
with Robin Greenwood: w14111

Published: Greenwood, Robin & Nagel, Stefan, 2009. "Inexperienced investors and bubbles," Journal of Financial Economics, Elsevier, vol. 93(2), pages 239-258, August. citation courtesy of

December 2006Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
with Markus K. Brunnermeier: w12809

Published: Brunnermeier, Markus K. and Stefan Nagel. "Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals." American Economic Review 98, 3 (2008): 713-736.

July 2006A Skeptical Appraisal of Asset-Pricing Tests
with Jonathan Lewellen, Jay Shanken: w12360

Published: Lewellen, Jonathan & Nagel, Stefan & Shanken, Jay, 2010. "A skeptical appraisal of asset pricing tests," Journal of Financial Economics, Elsevier, vol. 96(2), pages 175-194, May. citation courtesy of

June 2006The Effect of Dividends on Consumption
with Malcolm Baker, Jeffrey Wurgler: w12288

Published: Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2007. "The Effect of Dividends on Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(2007-1), pages 231-292. citation courtesy of

September 2003The Conditional CAPM does not Explain Asset-Pricing Anamolies
with Jonathan Lewellen: w9974

Published: Lewellen, Jonathan & Nagel, Stefan, 2006. "The conditional CAPM does not explain asset-pricing anomalies," Journal of Financial Economics, Elsevier, vol. 82(2), pages 289-314, November. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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