Citation Impact
Citing Papers
Anticompetitive Effects of Common Ownership
2018 Standout
Remote working and digital transformation during the COVID-19 pandemic: Economic–financial impacts and psychological drivers for employees
2022 Standout
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
2007 StandoutNobel
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
2019 Standout
Asset Pricing Models and Financial Market Anomalies
2006
Illiquidity and stock returns: cross-section and time-series effects
2002 Standout
Valuing American Options by Simulation: A Simple Least-Squares Approach
2001 Standout
Fiscal Policy and Asset Prices with Incomplete Markets
2012
Uncertainty about Government Policy and Stock Prices
2012 Standout
Naive Diversification Strategies in Defined Contribution Saving Plans
2001 StandoutNobel
Product Market Competition in a World of Cross-Ownership: Evidence from Institutional Blockholdings
2017
Understanding earnings quality: A review of the proxies, their determinants and their consequences
2010 Standout
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
2007 Standout
Portfolio choice with internal habit formation: a life-cycle model with uninsurable labor income risk
2003
Is this time different? How digitalization influences job creation and destruction
2019
How does energy poverty eradication promote green growth in China? The role of technological innovation
2021
Radical and Incremental Innovation: The Roles of Firms, Managers, and Innovators
2022 StandoutNobel
Firms and social responsibility: A review of ESG and CSR research in corporate finance
2021 Standout
The Pollution Premium
2020
Global Newton Method for stochastic games
2008 StandoutNobel
Limited attention, information disclosure, and financial reporting
2003 Standout
Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions
2003
Perspectives on Behavioral Finance: Does 'Irrationality' Disappear with Wealth? Evidence from Expectations and Actions
2003
Testing the fluctuations of oil resource price volatility: A hurdle for economic recovery
2022 Standout
Robust Comparative Statics in Large Dynamic Economies
2015 StandoutNobel
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
2003
Size, value, and momentum in international stock returns
2012 StandoutNobel
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium
2007
The state-of-the-art integrations and applications of the analytic hierarchy process
2017 Standout
A stochastic mesh method for pricing high-dimensional American options
2004
Sources of Entropy in Representative Agent Models
2011
The simple macroeconomics of AI
2024 StandoutNobel
The Productivity J-Curve: How Intangibles Complement General Purpose Technologies
2020
The market for crash risk
2007
Government spending, political cycles, and the cross section of stock returns
2012
Three types of ambiguity
2012 StandoutNobel
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
2004
Investor Psychology and Asset Pricing
2001 Standout
Forecasting volatility of the U.S. oil market
2014
The Real Effect of Smoking Bans: Evidence from Corporate Innovation
2018
Investment, Idiosyncratic Risk, and Ownership
2012
In Search of Attention
2011 Standout
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
2008 Standout
The digital transformation of innovation and entrepreneurship: Progress, challenges and key themes
2019 Standout
Are accruals mispriced? Evidence from tests of an Intertemporal Capital Asset Pricing Model
2007
Survival and Long-Run Dynamics with Heterogeneous Beliefs Under Recursive Preferences
2012
Coase Lecture ‐ The Inverted‐U Relationship Between Credit Access and Productivity Growth
2018 StandoutNobel
Measuring Economic Policy Uncertainty*
2016 Standout
Annuities and Individual Welfare
2005 StandoutNobel
On the Value of Mitigation and Contingency Strategies for Managing Supply Chain Disruption Risks
2006 Standout
Asset Prices with Heterogeneity in Preferences and Beliefs
2013
A Theory of Falling Growth and Rising Rents
2023 StandoutNobel
Fiscal Policies and Asset Prices
2012
The Effects of Common Ownership on Customer-Supplier Relationships
2016
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*
2011 Standout
Markov Perfect Industry Dynamics With Many Firms
2007
The Importance of Climate Risks for Institutional Investors
2019 Standout
A Parsimonious Macroeconomic Model for Asset Pricing
2009
Disasters Implied by Equity Index Options
2011
Heterogeneity, Selection, and Wealth Dynamics
2010
Strategic Management Theory in a Post‐Pandemic and Non‐Ergodic World
2020 Standout
Dynamic Valuation Decomposition Within Stochastic Economies
2012 StandoutNobel
Physics-informed machine learning
2021 Standout
Stock Valuation and Learning about Profitability
2003
Growth versus Margins: Destabilizing Consequences of Giving the Stock Market What It Wants
2008 StandoutNobel
Innovation, short‐termism, and the cost of strong corporate governance
2020
Sustainable investing in equilibrium
2020
Innovation, Reallocation, and Growth
2018 StandoutNobel
Forecast Dispersion and the Cross Section of Expected Returns
2004
Are Ideas Getting Harder to Find?
2020
Financial Health Economics
2016
Integración de los mercados financieros Latinoamericanos por medio de MILA
2020 Standout
Consumption Strikes Back? Measuring Long‐Run Risk
2008 StandoutNobel
Solving models with external habit
2005
Innovative Growth Accounting
2021
Commuting and innovation: Are closer inventors more productive?
2020
How does the digital economy improve high-quality energy development? The case of China
2022 Standout
A Year Older, A Year Wiser (and Farther from Frontier): Invention Rents and Human Capital Depreciation
2022 StandoutNobel
Sustainable Investing in Equilibrium
2019
DGM: A deep learning algorithm for solving partial differential equations
2018 Standout
Investor Sentiment and the Cross‐Section of Stock Returns
2006 Standout
Optimal Control and Hedging of Operations in the Presence of Financial Markets
2006
Diverse Beliefs, Survival and the Market Price of Risk
2009 StandoutNobel
Dissecting green returns
2022 Standout
Evolution and Intelligent Design
2008 StandoutNobel
New lists: Fundamentals and survival rates
2004 StandoutNobel
Political uncertainty and risk premia
2013 Standout
Commitment to build trust by socially responsible firms: Evidence from cash holdings
2019
Who Profits from Patents? Rent-Sharing at Innovative Firms*
2019
A fuzzy-hybrid analytic model to assess investors' perceptions for industry selection
2016
Rare Booms and Disasters in a Multisector Endowment Economy
2015
The economic implications of corporate financial reporting
2005 Standout
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Works of Leonid Kogan being referenced
Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
2001
The Price Impact and Survival of Irrational Traders
2006
Technological Innovation: Winners and Losers
2012
Durability of Output and Expected Stock Returns
2009
The equity risk premium and the riskfree rate in an economy with borrowing constraints
2007
Pricing American Options: A Duality Approach
2002
Growth Opportunities and Technology Shocks
2010
Displacement risk and asset returns
2012
Equilibrium Cross Section of Returns
2003
Technological Innovation, Resource Allocation, and Growth
2012
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
2000
When is time continuous?
2000
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
2002
Pricing American Options: A Duality Approach
2004
Growth Opportunities, Investment-Specific Technology Shocks and Asset Prices
2009
Oil Futures Prices in a Production Economy with Investment Constraints
2009
Market selection
2016
Technological Innovation, Resource Allocation, and Growth*
2017
Growth Opportunities, Technology Shocks, and Asset Prices
2013