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Stefan Nagel

Global rank #522 99%

Institution: University of Chicago

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://voices.uchicago.edu/stefannagel/

First Publication: 2004

Most Recent: 2023

RePEc ID: pna176 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 9.64 0.00 0.00 19.27
Last 10 Years 3.02 21.70 2.68 0.00 58.15
All Time 5.03 32.09 3.35 0.00 87.64

Publication Statistics

Raw Publications 34
Coauthorship-Adjusted Count 40.64

Publications (34)

Year Article Journal Tier Authors
2023 Dynamics of subjective risk premia Journal of Financial Economics A 2
2022 Market efficiency in the age of big data Journal of Financial Economics A 2
2022 Report of the Editor of The Journal of Finance for the Year 2021 Journal of Finance A 1
2022 Treasury inconvenience yields during the COVID-19 crisis Journal of Financial Economics A 3
2022 Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock Economic Journal A 6
2022 Asset Pricing with Fading Memory The Review of Financial Studies A 2
2021 Do survey expectations of stock returns reflect risk adjustments? Journal of Monetary Economics A 3
2021 A retrieved-context theory of financial decisions The Review of Financial Studies A 8
2021 Report of the Editor of The Journal of Finance for the Year 2020 Journal of Finance A 1
2021 The making of hawks and doves Journal of Monetary Economics A 3
2020 Shrinking the cross-section Journal of Financial Economics A 3
2020 Socioeconomic Status and Macroeconomic Expectations The Review of Financial Studies A 3
2020 Report of the Editor of The Journal of Finance for the Year 2019 Journal of Finance A 1
2020 Banks’ Risk Dynamics and Distance to Default The Review of Financial Studies A 2
2019 Report of the Editor of The Journal of Finance for the Year 2018 Journal of Finance A 1
2018 Interpreting Factor Models Journal of Finance A 3
2018 The Greek debt restructuring: an autopsy Review of Finance B 3
2018 Report of the Editor of the Journal of Finance for the Year 2017 Journal of Finance A 1
2017 Report of the Editor of the Journal of Finance for the Year 2016 Journal of Finance A 1
2016 Risk‐Adjusting the Returns to Venture Capital Journal of Finance A 2
2016 Long-Run Inflation Uncertainty International Journal of Central Banking B 1
2016 Learning from Inflation Experiences Quarterly Journal of Economics S 2
2016 The Liquidity Premium of Near-Money Assets Quarterly Journal of Economics S 1
2014 Sizing Up Repo Journal of Finance A 3
2012 Evaporating Liquidity The Review of Financial Studies A 1
2011 Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? Quarterly Journal of Economics S 2
2011 Estimation and Evaluation of Conditional Asset Pricing Models Journal of Finance A 2
2010 A skeptical appraisal of asset pricing tests Journal of Financial Economics A 3
2009 Inexperienced investors and bubbles Journal of Financial Economics A 2
2008 Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals American Economic Review S 2
2007 The Effect of Dividends on Consumption Brookings Papers on Economic Activity B 3
2006 The conditional CAPM does not explain asset-pricing anomalies Journal of Financial Economics A 2
2005 Short sales, institutional investors and the cross-section of stock returns Journal of Financial Economics A 1
2004 repec:bla:jfinan:v:59:y:2004:i:5:p:2013-2040 Journal of Finance A 1