NBER Working Papers and Publications
|June 2018||Do Foreign Investors Improve Market Efficiency?|
with Savitar Sundaresan, Tianyu Wang: w24765
|June 2016||The Unintended Consequences of the Zero Lower Bound Policy|
with Marco Di Maggio: w22351
Published: Marco Di Maggio & Marcin Kacperczyk, 2016. "The unintended consequences of the zero lower bound policy," Journal of Financial Economics, . citation courtesy of
|June 2014||Investor Sophistication and Capital Income Inequality|
with Jaromir B. Nosal, Luminita Stevens: w20246
Published: Marcin Kacperczyk & Jaromir Nosal & Luminita Stevens, 2018. "Investor Sophistication and Capital Income Inequality," Journal of Monetary Economics, .
|November 2011||Time-Varying Fund Manager Skill|
with Stijn Van Nieuwerburgh, Laura Veldkamp: w17615
Time-Varying Fund Manager Skill, (with Stijn van Nieuwerburgh and Laura Veldkamp), 2014, Journal of Finance 69, forthcoming. citation courtesy of
|August 2011||Implicit Guarantees and Risk Taking: Evidence from Money Market Funds|
with Philipp Schnabl: w17321
|November 2009||When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009|
with Philipp Schnabl: w15538
Published: Marcin Kacperczyk & Philipp Schnabl, 2010.
"When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009,"
Journal of Economic Perspectives,
American Economic Association, vol. 24(1), pages 29-50, Winter.
citation courtesy of
|October 2009||Rational Attention Allocation Over the Business Cycle|
with Stijn Van Nieuwerburgh, Laura Veldkamp: w15450
|June 2009||Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry|
with Vincent Glode, Burton Hollifield, Shimon Kogan: w15038
|November 2005||Unobserved Actions of Mutual Funds|
with Clemens Sialm, Lu Zheng: w11766
Published: Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008. "Unobserved Actions of Mutual Funds," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(6), pages 2379-2416, November. citation courtesy of
|September 2004||On the Industry Concentration of Actively Managed Equity Mutual Funds|
with Clemens Sialm, Lu Zheng: w10770
Published: Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 60(4), pages 1983-2011, 08. citation courtesy of