Michael Johannes

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

ORCID: 0009-0003-6611-6479

Columbia University

Publications

• Option Pricing of Earnings Announcement Risks — The Review of Financial Studies 2019 (name-matched, not ORCID-linked)
• Asset Pricing When ‘This Time Is Different’ — The Review of Financial Studies 2017 (name-matched, not ORCID-linked)
• Parameter Learning in General Equilibrium: The Asset Pricing Implications — American Economic Review 2016 (name-matched, not ORCID-linked)
• Learning about Consumption Dynamics — The Journal of Finance 2016 (name-matched, not ORCID-linked)
• Sequential Learning, Predictability, and Optimal Portfolio Returns — The Journal of Finance 2014 (name-matched, not ORCID-linked)
• Understanding Index Option Returns — The Review of Financial Studies 2009
• The Impact of Collateralization on Swap Rates — The Journal of Finance 2007 (name-matched, not ORCID-linked)
• Model Specification and Risk Premia: Evidence from Futures Options — The Journal of Finance 2007 (name-matched, not ORCID-linked)
• The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models — The Journal of Finance 2004 (name-matched, not ORCID-linked)
• The Impact of Jumps in Volatility and Returns — The Journal of Finance 2003 (name-matched, not ORCID-linked)