NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Pietro Veronesi

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

Working Papers

December 2014Option-Based Credit Spreads
with Christopher L. Culp, Yoshio Nozawa: w20776
January 2014The Price of Political Uncertainty: Theory and Evidence from the Option Market
with Bryan Kelly, Lubos Pastor: w19812
September 2011Political Uncertainty and Risk Premia
with Lubos Pastor: w17464

Published: Pástor, Ľuboš & Veronesi, Pietro, 2013. "Political uncertainty and risk premia," Journal of Financial Economics, Elsevier, vol. 110(3), pages 520-545. citation courtesy of

February 2011Investors' and Central Bank's Uncertainty Embedded in Index Options
with Alexander David: w16764

Published: “Investors’ and Central Bank’s Uncertainty embedded in Index Options,” with Alexander David, Review of Financial Studies (conditionally accepted)

June 2010Uncertainty about Government Policy and Stock Prices
with Lubos Pastor: w16128

Published: Lubos Pástor & Pietro Veronesi, 2012. "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, vol. 67(4), pages 1219-1264, 08. citation courtesy of

December 2009What Ties Return Volatilities to Price Valuations and Fundamentals?
with Alexander David: w15563

Published: Journal of Political Economy, Summer 2013, 121, 4, 682 - 746

October 2009Paulson's Gift
with Luigi Zingales: w15458

Published: Veronesi, Pietro & Zingales, Luigi, 2010. "Paulson's gift," Journal of Financial Economics, Elsevier, vol. 97(3), pages 339-368, September. citation courtesy of

January 2009Learning in Financial Markets
with Lubos Pastor: w14646

Published: Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 361-381, November. citation courtesy of

January 2008Stock-Based Compensation and CEO (Dis)Incentives
with Efraim Benmelech, Eugene Kandel: w13732

Published: Efraim Benmelech & Eugene Kandel & Pietro Veronesi, 2010. "Stock-Based Compensation and CEO (Dis)Incentives," The Quarterly Journal of Economics, MIT Press, vol. 125(4), pages 1769-1820, November. citation courtesy of

December 2006Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
with Lubos Pastor, Lucian Taylor: w12792

Published: &Lubos Pástor & Lucian A. Taylor & Pietro Veronesi, 2009. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(8), pages 3005-3046, August. citation courtesy of

December 2005Technological Revolutions and Stock Prices
with Lubos Pastor: w11876

Published: Pastor, Lubos and Pietro Veronesi. "Technological Revolutions and Stock Prices." American Economic Review 99, 4 (2009): 1451-1483. citation courtesy of

Cash-Flow Risk, Discount Risk, and the Value Premium
with Tano Santos: w11816
June 2004Was There a Nasdaq Bubble in the Late 1990s?
with Lubos Pastor: w10581

Published: Pastor, Lubos and Pietro Veronesi. "Was There A Nasdaq Bubble In The Late 1990s?," Journal of Financial Economics, 2006, v81(1,Jul), 61-100. citation courtesy of

April 2004Conditional Betas
with Tano Santos: w10413
July 2003Stock Prices and IPO Waves
with Lubos Pastor: w9858
September 2002The Time Series of the Cross Section of Asset Prices
with Lior Menzly, Tano Santos: w9217
June 2002Stock Valuation and Learning about Profitability
with Lubos Pastor: w8991

Published: Lubos PÁstor & Veronesi Pietro, 2003. "Stock Valuation and Learning about Profitability," Journal of Finance, American Finance Association, vol. 58(5), pages 1749-1790, October. citation courtesy of

May 2001Labor Income and Predictable Stock Returns
with Tano Santos: w8309

Published: Santos, Tano and Pietro Veronesi. "Labor Income and Predictable Stock Returns." Review of Financial Studies 19, 1 (Spring 2004): 1-44.

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

 
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