Stefan Nagel

16.6k total citations · 9 hit papers
82 papers, 9.3k citations indexed

About

Stefan Nagel is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Stefan Nagel has authored 82 papers receiving a total of 9.3k indexed citations (citations by other indexed papers that have themselves been cited), including 61 papers in Finance, 39 papers in Economics and Econometrics and 29 papers in Accounting. Recurrent topics in Stefan Nagel's work include Financial Markets and Investment Strategies (51 papers), Housing Market and Economics (24 papers) and Financial Literacy, Pension, Retirement Analysis (14 papers). Stefan Nagel is often cited by papers focused on Financial Markets and Investment Strategies (51 papers), Housing Market and Economics (24 papers) and Financial Literacy, Pension, Retirement Analysis (14 papers). Stefan Nagel collaborates with scholars based in United States, United Kingdom and Germany. Stefan Nagel's co-authors include Ulrike Malmendier, Jonathan Lewellen, Markus K. Brunnermeier, Jay Shanken, Arvind Krishnamurthy, Serhiy Kozak, Shrihari Santosh, John C. Boothroyd, Dmitry Orlov and Arthur G. Korteweg and has published in prestigious journals such as Journal of Biological Chemistry, The Journal of Finance and Journal of Financial Economics.

In The Last Decade

Stefan Nagel

77 papers receiving 8.8k citations

Hit Papers

Depression Babies: Do Macroeconomic Experiences Affect Ri... 2004 2026 2011 2018 2011 2005 2009 2004 2006 500 1000 1.5k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*
    2011 1.5k citations Ulrike Malmendier, Stefan Nagel The Quarterly Journal of Economics profile →
  2. Short sales, institutional investors and the cross-section of stock returns
    2005 868 citations Stefan Nagel Journal of Financial Economics profile →
  3. A skeptical appraisal of asset pricing tests☆
    2009 832 citations Jonathan Lewellen, Stefan Nagel et al. Journal of Financial Economics profile →
  4. Hedge Funds and the Technology Bubble
    2004 749 citations Markus K. Brunnermeier, Stefan Nagel The Journal of Finance profile →
  5. The conditional CAPM does not explain asset-pricing anomalies☆
    2006 609 citations Jonathan Lewellen, Stefan Nagel Journal of Financial Economics profile →
  6. Learning from Inflation Experiences *
    2015 590 citations Ulrike Malmendier, Stefan Nagel The Quarterly Journal of Economics profile →
  7. Evaporating Liquidity
    2012 403 citations Stefan Nagel profile →
  8. Shrinking the cross-section
    2019 372 citations Serhiy Kozak, Stefan Nagel et al. Journal of Financial Economics profile →
  9. The Liquidity Premium of Near-Money Assets*
    2016 231 citations Stefan Nagel The Quarterly Journal of Economics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Stefan Nagel United States 33 6.9k 4.9k 3.8k 1.7k 671 82 9.3k
Lukas Menkhoff Germany 38 2.7k 0.4× 3.4k 0.7× 1.9k 0.5× 1.4k 0.8× 473 0.7× 171 5.2k
John Geanakoplos United States 36 2.4k 0.3× 4.7k 0.9× 986 0.3× 1.5k 0.9× 1.3k 2.0× 126 6.8k
Randall Wright United States 45 1.7k 0.2× 8.2k 1.7× 776 0.2× 4.9k 2.9× 907 1.4× 182 9.3k
Nils H. Hakansson United States 25 2.2k 0.3× 2.7k 0.5× 968 0.3× 556 0.3× 1.0k 1.5× 54 4.6k
Jess Benhabib United States 42 1.1k 0.2× 7.9k 1.6× 727 0.2× 3.5k 2.1× 376 0.6× 130 9.8k
Johannes Stroebel United States 26 1.9k 0.3× 3.0k 0.6× 1.1k 0.3× 341 0.2× 120 0.2× 87 4.4k
Lawrence E. Blume United States 31 1.5k 0.2× 3.6k 0.7× 537 0.1× 510 0.3× 1.8k 2.6× 67 6.2k
Janet L. Yellen United States 26 741 0.1× 3.2k 0.6× 419 0.1× 1.5k 0.9× 425 0.6× 65 5.3k
Parag A. Pathak United States 30 1.4k 0.2× 2.9k 0.6× 1.2k 0.3× 106 0.1× 1.3k 1.9× 99 4.9k
Pedro Bordalo United States 15 972 0.1× 1.4k 0.3× 488 0.1× 430 0.3× 290 0.4× 31 2.7k

Countries citing papers authored by Stefan Nagel

Since Specialization
Citations

This map shows the geographic impact of Stefan Nagel's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Stefan Nagel with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stefan Nagel more than expected).

Fields of papers citing papers by Stefan Nagel

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stefan Nagel. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Stefan Nagel. The network helps show where Stefan Nagel may publish in the future.

Co-authorship network of co-authors of Stefan Nagel

This figure shows the co-authorship network connecting the top 25 collaborators of Stefan Nagel. A scholar is included among the top collaborators of Stefan Nagel based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Stefan Nagel. Stefan Nagel is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kozak, Serhiy & Stefan Nagel. (2023). When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?. SSRN Electronic Journal.
2.
Kozak, Serhiy & Stefan Nagel. (2023). When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?. SSRN Electronic Journal. 1 indexed citations
3.
Nagel, Stefan, et al.. (2023). Dynamics of subjective risk premia. Journal of Financial Economics. 150(2). 103713–103713. 21 indexed citations
4.
Adam, Klaus & Stefan Nagel. (2022). Expectations Data in Asset Pricing. SSRN Electronic Journal. 5 indexed citations
5.
Nagel, Stefan. (2021). Machine Learning in Asset Pricing. Princeton University Press eBooks. 5 indexed citations
6.
Nagel, Stefan. (2021). Machine Learning in Asset Pricing. Princeton University Press eBooks. 5 indexed citations
7.
Nagel, Stefan. (2020). Report of the Editor of The Journal of Finance for the Year 2019. The Journal of Finance. 75(2). 1157–1172. 2 indexed citations
8.
Nagel, Stefan. (2018). Long-Run inflation uncertainty. International journal of central banking. 12(3). 207–217. 2 indexed citations
9.
Nagel, Stefan, et al.. (2017). Durch Mitarbeiterkompetenz zur Ressourceneffizienz. Zeitschrift für wirtschaftlichen Fabrikbetrieb. 112(3). 159–162. 2 indexed citations
10.
Nagel, Stefan. (2016). The Liquidity Premium of Near-Money Assets*. The Quarterly Journal of Economics. 131(4). 1927–1971. 231 indexed citations breakdown →
11.
Krishnamurthy, Arvind, Stefan Nagel, & Dmitry Orlov. (2014). Sizing Up Repo. The Journal of Finance. 69(6). 2381–2417. 235 indexed citations
12.
Nagel, Stefan. (2014). The Liquidity Premium of Near-Money Assets. SSRN Electronic Journal. 16 indexed citations
13.
Nagel, Stefan. (2012). First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession”. The B E Journal of Macroeconomics. 12(3). 1 indexed citations
14.
Krishnamurthy, Arvind, Stefan Nagel, & Dmitry Orlov. (2012). Sizing Up Repo. 34 indexed citations
15.
Malmendier, Ulrike & Stefan Nagel. (2011). Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*. The Quarterly Journal of Economics. 126(1). 373–416. 1513 indexed citations breakdown →
16.
Brunnermeier, Markus K. & Stefan Nagel. (2008). Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation. American Economic Review. 98(3). 713–736. 389 indexed citations
17.
Lewellen, Jonathan & Stefan Nagel. (2004). The Conditional CAPM Does Not Explain Asset-Pricing Anomalies. SSRN Electronic Journal. 29 indexed citations
18.
Dimson, Elroy, et al.. (2004). Capturing the Value Premium in the United Kingdom. 8 indexed citations
19.
Dimson, Elroy, et al.. (2001). Value versus Growth in the UK Stock Market, 1955 to 2000. Journal of Medical Genetics. 16(3). 229–32. 2 indexed citations
20.
Nagel, Stefan & John C. Boothroyd. (1988). The α- and β-tubulins of Toxoplasma gondii are encoded by single copy genes containing multiple introns. Molecular and Biochemical Parasitology. 29(2-3). 261–273. 131 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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