NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Michael Weber

Booth School of Business
University of Chicago
5807 South Woodlawn Avenue
Chicago, IL 60637
Tel: 773/702-1241

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 , ME
NBER Affiliation: Faculty Research Fellow

NBER Working Papers and Publications

September 2017Historical Antisemitism, Ethnic Specialization, and Financial Development
with Francesco D’Acunto, Marcel Prokopczuk: w23785
August 2017Price Rigidities and the Granular Origins of Aggregate Fluctuations
with Ernesto Pasten, Raphael Schoenle: w23750
May 2017Monetary Policy through Production Networks: Evidence from the Stock Market
with Ali Ozdagli: w23424
March 2017Dissecting Characteristics Nonparametrically
with Joachim Freyberger, Andreas Neuhierl: w23227
January 2017Flexible Prices and Leverage
with Francesco D’Acunto, Ryan Liu, Carolin Pflueger: w23066
November 2016Monetary Policy and the Stock Market: Time-Series Evidence
with Andreas Neuhierl: w22831
August 2016The Effect of Unconventional Fiscal Policy on Consumption Expenditure
with Francesco D’Acunto, Daniel Hoang: w22563

Published: RePEc:ces:ifodic:v:15:y:2017:i:1:p:09-11 unknown citation courtesy of

Cash Flow Duration and the Term Structure of Equity Returns
w22520
February 2013Conditional Risk Premia in Currency Markets and Other Asset Classes
with Martin Lettau, Matteo Maggiori: w18844

Published: Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2014. "Conditional risk premia in currency markets and other asset classes," Journal of Financial Economics, Elsevier, vol. 114(2), pages 197-225. citation courtesy of

Are Sticky Prices Costly? Evidence From The Stock Market
with Yuriy Gorodnichenko: w18860

Published: Yuriy Gorodnichenko & Michael Weber, 2016. "Are Sticky Prices Costly? Evidence from the Stock Market," American Economic Review, American Economic Association, vol. 106(1), pages 165-99, January. citation courtesy of

 
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