University of Pennsylvania
The Wharton School, Finance Department
2400 Steinberg-Dietrich Hall
3620 Locust Walk
Philadelphia, PA 19104-6367
NBER Program Affiliations:
NBER Affiliation: Research Associate
Information about this author at RePEc
NBER Working Papers and Publications
|December 2016||Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution|
with Erik Gilje, Robert Ready: w22914
|September 2013||Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty|
with Hui Chen, Michael Michaux: w19421
|August 2013||Commodity Trade and the Carry Trade: a Tale of Two Countries|
with Robert Ready, Colin Ward: w19371
Published: ROBERT READY & NIKOLAI ROUSSANOV & COLIN WARD, 2017. "Commodity Trade and the Carry Trade: A Tale of Two Countries," The Journal of Finance, vol 72(6), pages 2629-2684.
|March 2012||Status, Marriage, and Managers' Attitudes To Risk|
with Pavel G. Savor: w17904
Published: "Marriage and Managers' Attitudes to Risk," Nikolai Roussanov and Pavel Savor, current draft: December 2013. Management Science, Volume 60, Issue 10, October 2014
|September 2010||Countercyclical Currency Risk Premia|
with Hanno Lustig, Adrien Verdelhan: w16427
Published: Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien, 2014. "Countercyclical currency risk premia," Journal of Financial Economics, Elsevier, vol. 111(3), pages 527-553. citation courtesy of
|June 2010||Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns|
Published: Roussanov, Nikolai, 2014. "Composition of wealth, conditioning information, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 111(2), pages 352-380. citation courtesy of
|June 2008||Common Risk Factors in Currency Markets|
with Hanno Lustig, Adrien Verdelhan: w14082
Published: Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2011. "Common Risk Factors in Currency Markets," Review of Financial Studies, vol 24(11), pages 3731-3777.
|September 2007||Conspicuous Consumption and Race|
with Kerwin Kofi Charles, Erik Hurst: w13392
Published: Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov, 2009.
"Conspicuous Consumption and Race,"
The Quarterly Journal of Economics,
MIT Press, vol. 124(2), pages 425-467, May.
citation courtesy of