Stefan Nagel
29 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-6461-9879
Booth School of Business, University of Chicago and NBER
Publications
- Risk-Adjusted Returns of Private Equity Funds: A New Approach — The Review of Financial Studies 2025
- Dynamics of subjective risk premia — Journal of Financial Economics 2023
- Asset Pricing with Fading Memory — The Review of Financial Studies 2022
- Report of the Editor ofThe Journal of Financefor the Year 2021 — The Journal of Finance 2022 (name-matched, not ORCID-linked)
- Market efficiency in the age of big data — Journal of Financial Economics 2022
- Treasury inconvenience yields during the COVID-19 crisis — Journal of Financial Economics 2022
- Report of the Editor ofThe Journal of Financefor the Year 2020 — The Journal of Finance 2021
- Review Article: Perspectives on the Future of Asset Pricing — The Review of Financial Studies 2021
- Shrinking the cross-section — Journal of Financial Economics 2020
- Banks’ Risk Dynamics and Distance to Default — The Review of Financial Studies 2020
- Socioeconomic Status and Macroeconomic Expectations — The Review of Financial Studies 2020
- Report of the Editor ofThe Journal of Financefor the Year 2019 — The Journal of Finance 2020
- Report of the Editor of TheJournal of Financefor the Year 2018 — The Journal of Finance 2019
- ECB Policies Involving Government Bond Purchases: Impact and Channels — Review of Finance 2018
- Report of the Editor of theJournal of Financefor the Year 2017 — The Journal of Finance 2018
- Interpreting Factor Models — The Journal of Finance 2018
- Risk-Adjusting the Returns to Venture Capital — The Journal of Finance 2016
- Learning from Inflation Experiences — The Quarterly Journal of Economics 2016
- The Liquidity Premium of Near-Money Assets* — The Quarterly Journal of Economics 2016
- Sizing Up Repo — The Journal of Finance 2014
- Evaporating Liquidity — The Review of Financial Studies 2012
- Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?* — The Quarterly Journal of Economics 2011
- Estimation and Evaluation of Conditional Asset Pricing Models — The Journal of Finance 2011
- A skeptical appraisal of asset pricing tests — Journal of Financial Economics 2010
- Inexperienced investors and bubbles — Journal of Financial Economics 2009
- Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals — American Economic Review 2008
- The conditional CAPM does not explain asset-pricing anomalies — Journal of Financial Economics 2006
- Short sales, institutional investors and the cross-section of stock returns — Journal of Financial Economics 2005
- Hedge Funds and the Technology Bubble — The Journal of Finance 2004