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Refined by: Database: NBER Working Papers remove subject: Asset Pricing remove
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1
The Wisdom of the Robinhood Crowd
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Article
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The Wisdom of the Robinhood Crowd

NBER Working Paper Series, 2020-09

Copyright National Bureau of Economic Research, Inc. Sep 2020 ;ISSN: 0898-2937 ;DOI: 10.3386/w27866

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2
Coronavirus: Impact on Stock Prices and Growth Expectations
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Article
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Coronavirus: Impact on Stock Prices and Growth Expectations

NBER Working Paper Series, 2020-06

Copyright National Bureau of Economic Research, Inc. Jun 2020 ;ISSN: 0898-2937 ;DOI: 10.3386/w27387

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3
Empirical Option Pricing Models
Material Type:
Article
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Empirical Option Pricing Models

NBER Working Paper Series, 2021-12

Copyright National Bureau of Economic Research, Inc. Dec 2021 ;ISSN: 0898-2937 ;DOI: 10.3386/w29554

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4
Price Ceiling, Market Structure, and Payout Policies
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Article
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Price Ceiling, Market Structure, and Payout Policies

NBER Working Paper Series, 2020-11

Copyright National Bureau of Economic Research, Inc. Nov 2020 ;ISSN: 0898-2937 ;DOI: 10.3386/w28054

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5
Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds
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Article
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Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds

NBER Working Paper Series, 2020-10

Copyright National Bureau of Economic Research, Inc. Nov 2020 ;ISSN: 0898-2937 ;DOI: 10.3386/w28028

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6
Who Owns What? A Factor Model for Direct Stock Holding
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Article
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Who Owns What? A Factor Model for Direct Stock Holding

NBER Working Paper Series, 2021-07

Copyright National Bureau of Economic Research, Inc. Jul 2021 ;ISSN: 0898-2937 ;DOI: 10.3386/w29065

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7
Stock Volatility and the War Puzzle
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Article
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Stock Volatility and the War Puzzle

NBER Working Paper Series, 2022-03

Copyright National Bureau of Economic Research, Inc. Mar 2022 ;ISSN: 0898-2937 ;DOI: 10.3386/w29837

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8
Replicating the Dow Jones Industrial Average
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Article
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Replicating the Dow Jones Industrial Average

NBER Working Paper Series, 2021-03

Copyright National Bureau of Economic Research, Inc. Mar 2021 ;ISSN: 0898-2937 ;DOI: 10.3386/w28528

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9
Stock Prices and Economic Activity in the Time of Coronavirus
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Stock Prices and Economic Activity in the Time of Coronavirus

NBER Working Paper Series, 2021-01

Copyright National Bureau of Economic Research, Inc. Jan 2021 ;ISSN: 0898-2937 ;DOI: 10.3386/w28320

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10
Simpler Better Market Betas
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Article
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Simpler Better Market Betas

NBER Working Paper Series, 2019-07, p.26105

Copyright National Bureau of Economic Research, Inc. Jul 2019 ;ISSN: 0898-2937 ;DOI: 10.3386/w26105

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11
Monetary Policy, Redistribution, and Risk Premia
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Article
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Monetary Policy, Redistribution, and Risk Premia

NBER Working Paper Series, 2021-05

Copyright National Bureau of Economic Research, Inc. May 2021 ;ISSN: 0898-2937 ;DOI: 10.3386/w28869

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12
The Variance Risk Premium in Equilibrium Models
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Article
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The Variance Risk Premium in Equilibrium Models

NBER Working Paper Series, 2020-05

Copyright National Bureau of Economic Research, Inc. May 2020 ;ISSN: 0898-2937 ;DOI: 10.3386/w27108

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13
The Macroprudential Role of Stock Markets
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Article
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The Macroprudential Role of Stock Markets

NBER Working Paper Series, 2020-05

Copyright National Bureau of Economic Research, Inc. May 2020 ;ISSN: 0898-2937 ;DOI: 10.3386/w27113

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14
What Triggers Stock Market Jumps?
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Article
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What Triggers Stock Market Jumps?

NBER Working Paper Series, 2021-04

Copyright National Bureau of Economic Research, Inc. Apr 2021 ;ISSN: 0898-2937 ;DOI: 10.3386/w28687

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15
Common Risk Factors in Cryptocurrency
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Article
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Common Risk Factors in Cryptocurrency

NBER Working Paper Series, 2019-05, p.25882

Copyright National Bureau of Economic Research, Inc. May 2019 ;ISSN: 0898-2937 ;DOI: 10.3386/w25882

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16
The Information Content of Corporate Earnings: Evidence from the Securities Exchange Act of 1934
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Article
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The Information Content of Corporate Earnings: Evidence from the Securities Exchange Act of 1934

NBER Working Paper Series, 2022-02

Copyright National Bureau of Economic Research, Inc. Feb 2022 ;ISSN: 0898-2937 ;DOI: 10.3386/w29747

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17
Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification
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Article
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Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification

NBER Working Paper Series, 2022-01

Copyright National Bureau of Economic Research, Inc. Jan 2022 ;ISSN: 0898-2937 ;DOI: 10.3386/w29638

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18
Long-Term Discount Rates Do Not Vary Across Firms
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Article
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Long-Term Discount Rates Do Not Vary Across Firms

NBER Working Paper Series, 2019-02, p.25579

Copyright National Bureau of Economic Research, Inc. Feb 2019 ;ISSN: 0898-2937 ;DOI: 10.3386/w25579

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19
Sustainable Investing in Equilibrium
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Article
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Sustainable Investing in Equilibrium

NBER Working Paper Series, 2019-12, p.26549

Copyright National Bureau of Economic Research, Inc. Dec 2019 ;ISSN: 0898-2937 ;DOI: 10.3386/w26549

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20
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?
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Article
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Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?

NBER Working Paper Series, 2018-12, p.25381

Copyright National Bureau of Economic Research, Inc. Dec 2018 ;ISSN: 0898-2937 ;DOI: 10.3386/w25381

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