Stefan Nagel
Stefan Nagel
Fama Family Professor of Finance, Booth School of Business, University of Chicago
Verified email at chicagobooth.edu - Homepage
Title
Cited by
Cited by
Year
Depression babies: do macroeconomic experiences affect risk taking?
U Malmendier, S Nagel
The Quarterly Journal of Economics 126 (1), 373-416, 2011
16502011
A skeptical appraisal of asset pricing tests
J Lewellen, S Nagel, J Shanken
Journal of Financial economics 96 (2), 175-194, 2010
12072010
Hedge funds and the technology bubble
M K. BRUNNERMEIER, S Nagel
The journal of Finance 59 (5), 2013-2040, 2004
11422004
Carry trades and currency crashes
MK Brunnermeier, S Nagel, LH Pedersen
NBER macroeconomics annual 23 (1), 313-348, 2008
10952008
Carry trades and currency crashes
MK Brunnermeier, S Nagel, LH Pedersen
NBER macroeconomics annual 23 (1), 313-348, 2008
10952008
Short sales, institutional investors and the cross-section of stock returns
S Nagel
Journal of financial economics 78 (2), 277-309, 2005
10312005
The conditional CAPM does not explain asset-pricing anomalies
J Lewellen, S Nagel
Journal of financial economics 82 (2), 289-314, 2006
9712006
Learning from inflation experiences
U Malmendier, S Nagel
The Quarterly Journal of Economics 131 (1), 53-87, 2016
5922016
Do wealth fluctuations generate time-varying risk aversion? Micro-evidence on individuals
MK Brunnermeier, S Nagel
American Economic Review 98 (3), 713-36, 2008
5262008
Evaporating liquidity
S Nagel
The Review of Financial Studies 25 (7), 2005-2039, 2012
4632012
Inexperienced investors and bubbles
R Greenwood, S Nagel
Journal of Financial Economics 93 (2), 239-258, 2009
4272009
Sizing up repo
A Krishnamurthy, S Nagel, D Orlov
The Journal of Finance 69 (6), 2381-2417, 2014
4072014
ECB policies involving government bond purchases: Impact and channels
A Krishnamurthy, S Nagel, A Vissing-Jorgensen
Review of Finance 22 (1), 1-44, 2018
2242018
The Liquidity Premium of Near-Money Assets*
S Nagel
The Quarterly Journal of Economics 131 (4), 1927-1971, 2016
1732016
Shrinking the cross section
S Kozak, S Nagel, S Santosh
National Bureau of Economic Research Working Paper Series, 2017
1622017
Interpreting factor models
S Kozak, S Nagel, S Santosh
The Journal of Finance 73 (3), 1183-1223, 2018
1612018
Capturing the value premium in the United Kingdom
E Dimson, S Nagel, G Quigley
Financial Analysts Journal 59 (6), 35-45, 2003
1482003
The effect of dividends on consumption
M Baker, S Nagel, J Wurgler
National Bureau of Economic Research Working Paper Series, 2006
1322006
Estimation and evaluation of conditional asset pricing models
S Nagel, KJ Singleton
The Journal of Finance 66 (3), 873-909, 2011
1132011
Risk‐adjusting the returns to venture capital
A Korteweg, S Nagel
The Journal of Finance 71 (3), 1437-1470, 2016
842016
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Articles 1–20