NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Leonid Kogan

MIT Sloan School of Management
100 Main Street, E62-636
Cambridge, MA 02142
Tel: 617/504-9728
Fax: 617/258-6855

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: AP
NBER Affiliation: Research Associate

NBER Working Papers and Publications

January 2013Winners and Losers: Creative Destruction and the Stock Market
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. citation courtesy of

Technological Innovation, Resource Allocation, and Growth
with Dimitris Papanikolaou, Amit Seru, Noah Stoffman: w17769

Published: Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2017. "Technological Innovation, Resource Allocation, and Growth," The Quarterly Journal of Economics, Oxford University Press, vol. 132(2), pages 665-712. citation courtesy of

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

Published: Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017. "Market selection," Journal of Economic Theory, Elsevier, vol. 168(C), pages 209-236. citation courtesy of

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. citation courtesy of

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.

 
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