Personal Details
First Name: Stefan
Middle Name:
Last Name: Nagel
Suffix:
RePEc Short-ID: pna176
Email: [This author has chosen not to make the email address public]
Homepage:
http://faculty-gsb.stanford.edu/nagel/
Postal Address:
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Chapters | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
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Working papers
- Ulrike Malmendier & Stefan Nagel, 2009.
"Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?,"
NBER Working Papers
14813, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008.
"Carry Trades and Currency Crashes,"
NBER Working Papers
14473, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Published as: - Robin Greenwood & Stefan Nagel, 2008.
"Inexperienced Investors and Bubbles,"
NBER Working Papers
14111, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Published as: - Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006.
"The Effect of Dividends on Consumption,"
NBER Working Papers
12288, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Published as: - Jonathan Lewellen & Stefan Nagel & Jay Shanken, 2006.
"A Skeptical Appraisal of Asset-Pricing Tests,"
NBER Working Papers
12360, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Markus K. Brunnermeier & Stefan Nagel, 2006.
"Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation,"
NBER Working Papers
12809, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Jonathan Lewellen & Stefan Nagel, 2003.
"The Conditional CAPM does not Explain Asset-Pricing Anamolies,"
NBER Working Papers
9974, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Published as:
Articles
- Greenwood, Robin & Nagel, Stefan, 2009.
"Inexperienced investors and bubbles,"
Journal of Financial Economics,
Elsevier, vol. 93(2), pages 239-258, August.
[Downloadable!] (restricted)
Other versions: - Markus K. Brunnermeier & Stefan Nagel, 2008.
"Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals,"
American Economic Review,
American Economic Association, vol. 98(3), pages 713-36, June.
[Downloadable!]
- Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2007.
"The Effect of Dividends on Consumption,"
Brookings Papers on Economic Activity,
Economic Studies Program, The Brookings Institution, vol. 38(2007-1), pages 231-292.
[Downloadable!]
Other versions: - Lewellen, Jonathan & Nagel, Stefan, 2006.
"The conditional CAPM does not explain asset-pricing anomalies,"
Journal of Financial Economics,
Elsevier, vol. 82(2), pages 289-314, November.
[Downloadable!] (restricted)
Other versions:
- Lewellen, Jonathan & Nagel, Stefan, 2003.
"The Conditional CAPM Does Not Explain Asset-pricing Anomalies,"
Working papers
4427-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
- Jonathan Lewellen & Stefan Nagel, 2003.
"The Conditional CAPM does not Explain Asset-Pricing Anamolies,"
NBER Working Papers
9974, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Nagel, Stefan, 2005.
"Short sales, institutional investors and the cross-section of stock returns,"
Journal of Financial Economics,
Elsevier, vol. 78(2), pages 277-309, November.
[Downloadable!] (restricted)
- Markus K. Brunnermeier & Stefan Nagel, 2004.
"Hedge Funds and the Technology Bubble,"
Journal of Finance,
American Finance Association, vol. 59(5), pages 2013-2040, October.
[Downloadable!] (restricted)
Chapters
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008.
"Carry Trades and Currency Crashes,"
NBER Chapters,
in: NBER Macroeconomics Annual 2008
National Bureau of Economic Research, Inc.
[Downloadable!]
Other versions:
NEP Fields
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ACC: Accounting & Auditing (1) 2006-06-17
- NEP-CBA: Central Banking (1) 2008-11-11
- NEP-CFN: Corporate Finance (2) 2003-09-24 2006-07-28 Author is listed
- NEP-ECM: Econometrics (1) 2006-07-28
- NEP-EXP: Experimental Economics (1) 2008-06-27
- NEP-FIN: Finance (3) 2003-09-24 2006-06-17 2006-07-28 Author is listed
- NEP-FMK: Financial Markets (3) 2003-09-24 2006-06-17 2006-07-28 Author is listed
- NEP-IFN: International Finance (1) 2008-11-11
- NEP-MAC: Macroeconomics (2) 2006-06-17 2008-11-11 Author is listed
- NEP-MST: Market Microstructure (1) 2008-11-11
- NEP-PKE: Post Keynesian Economics (1) 2006-06-17
- NEP-UPT: Utility Models & Prospect Theory (1) 2007-01-13
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