Jessica Wachter

23 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4162-7750

Wharton School, University of Pennsylvania , USA

Publications

• Risks to Human Capital — Management Science 2025
• Is the United States a Lucky Survivor? A Hierarchical Bayesian Approach — The Journal of Finance 2025
• A Retrieved-Context Theory of Financial Decisions — The Quarterly Journal of Economics 2024
• A Model of Two Days: Discrete News and Asset Prices — The Review of Financial Studies 2022
• Option Prices in a Model with Stochastic Disaster Risk — Management Science 2019
• Cyclical Dispersion in Expected Defaults — The Review of Financial Studies 2019
• Do Rare Events Explain CDX Tranche Spreads? — The Journal of Finance 2018
• Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility — The Review of Financial Studies 2018
• Maximum likelihood estimation of the equity premium — Journal of Financial Economics 2017
• Rare Booms and Disasters in a Multisector Endowment Economy — The Review of Financial Studies 2016
• Using Samples of Unequal Length in Generalized Method of Moments Estimation — Journal of Financial and Quantitative Analysis 2013
• Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? — The Journal of Finance 2013
• The term structures of equity and interest rates — Journal of Financial Economics 2011
• Why Do Household Portfolio Shares Rise in Wealth? — The Review of Financial Studies 2010
• Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements — Journal of Financial and Quantitative Analysis 2010
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play? — The Review of Financial Studies 2008
• Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium — The Journal of Finance 2007
• A consumption-based model of the term structure of interest rates — Journal of Financial Economics 2006
• Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors? — The Journal of Finance 2005
• Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets — Journal of Financial and Quantitative Analysis 2002
• Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation — The Journal of Finance 2001
• Discussion — The Journal of Finance 2001
• Sovereign Default and the Decline in Interest Rates* — The Review of Financial Studies