Stefan Nagel
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)Graduate School of Business
Location: Stanford, California (United States)
Stanford University
Homepage: http://www.gsb.stanford.edu/
Email:
Phone: (650) 723-2146
Fax: (650)725-6750
Postal: Stanford University, Stanford, CA 94305-5015
Handle: RePEc:edi:gsstaus (more details at EDIRC)National Bureau of Economic Research (NBER)
Location: Cambridge, Massachusetts (United States)
Homepage: http://www.nber.org/
Email:
Phone: 617-868-3900
Fax:
Postal: 1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
Handle: RePEc:edi:nberrus (more details at EDIRC)
Works
Working papers
- Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2012.
"Sizing Up Repo,"
NBER Working Papers
17768, National Bureau of Economic Research, Inc.
- Krishnamurthy, Arvind & Nagel, Stefan & Orlov, Dmitry, 2012. "Sizing Up Repo," CEPR Discussion Papers 8795, C.E.P.R. Discussion Papers.
- Nagel, Stefan, 2012.
"Empirical Cross-Sectional Asset Pricing,"
CEPR Discussion Papers
9227, C.E.P.R. Discussion Papers.
- Stefan Nagel, 2012. "Empirical Cross-Sectional Asset Pricing," NBER Working Papers 18554, National Bureau of Economic Research, Inc.
- Stefan Nagel, 2011.
"Evaporating Liquidity,"
NBER Working Papers
17653, National Bureau of Economic Research, Inc.
- Nagel, Stefan, 2012. "Evaporating Liquidity," CEPR Discussion Papers 8775, C.E.P.R. Discussion Papers.
- Stefan Nagel & Kenneth J. Singleton, 2010.
"Estimation and Evaluation of Conditional Asset Pricing Models,"
NBER Working Papers
16457, National Bureau of Economic Research, Inc.
- Stefan Nagel & Kenneth J. Singleton, 2011. "Estimation and Evaluation of Conditional Asset Pricing Models," Journal of Finance, American Finance Association, vol. 66(3), pages 873-909, 06.
- Ulrike Malmendier & Stefan Nagel, 2009.
"Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?,"
NBER Working Papers
14813, National Bureau of Economic Research, Inc.
- Ulrike Malmendier & Stefan Nagel, 2011. "Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?," The Quarterly Journal of Economics, Oxford University Press, vol. 126(1), pages 373-416.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008.
"Carry Trades and Currency Crashes,"
NBER Working Papers
14473, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009. "Carry Trades and Currency Crashes," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347 National Bureau of Economic Research, Inc.
- Robin Greenwood & Stefan Nagel, 2008.
"Inexperienced Investors and Bubbles,"
NBER Working Papers
14111, National Bureau of Economic Research, Inc.
- Greenwood, Robin & Nagel, Stefan, 2009. "Inexperienced investors and bubbles," Journal of Financial Economics, Elsevier, vol. 93(2), pages 239-258, August.
- Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006.
"The Effect of Dividends on Consumption,"
NBER Working Papers
12288, National Bureau of Economic Research, Inc.
- 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(1), pages 231-292.
- Jonathan Lewellen & Stefan Nagel & Jay Shanken, 2006.
"A Skeptical Appraisal of Asset-Pricing Tests,"
NBER Working Papers
12360, National Bureau of Economic Research, Inc.
- Lewellen, Jonathan & Nagel, Stefan & Shanken, Jay, 2010. "A skeptical appraisal of asset pricing tests," Journal of Financial Economics, Elsevier, vol. 96(2), pages 175-194, May.
- 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.
- Jonathan Lewellen & Stefan Nagel, 2003.
"The Conditional CAPM does not Explain Asset-Pricing Anamolies,"
NBER Working Papers
9974, National Bureau of Economic Research, Inc.
- 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.
- 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.
Articles
- Stefan Nagel, 2012. "Evaporating Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 25(7), pages 2005-2039.
- Stefan Nagel & Kenneth J. Singleton, 2011.
"Estimation and Evaluation of Conditional Asset Pricing Models,"
Journal of Finance,
American Finance Association, vol. 66(3), pages 873-909, 06.
- Stefan Nagel & Kenneth J. Singleton, 2010. "Estimation and Evaluation of Conditional Asset Pricing Models," NBER Working Papers 16457, National Bureau of Economic Research, Inc.
- Ulrike Malmendier & Stefan Nagel, 2011.
"Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?,"
The Quarterly Journal of Economics,
Oxford University Press, vol. 126(1), pages 373-416.
- Ulrike Malmendier & Stefan Nagel, 2009. "Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?," NBER Working Papers 14813, National Bureau of Economic Research, Inc.
- Lewellen, Jonathan & Nagel, Stefan & Shanken, Jay, 2010.
"A skeptical appraisal of asset pricing tests,"
Journal of Financial Economics,
Elsevier, vol. 96(2), pages 175-194, May.
- Jonathan Lewellen & Stefan Nagel & Jay Shanken, 2006. "A Skeptical Appraisal of Asset-Pricing Tests," NBER Working Papers 12360, National Bureau of Economic Research, Inc.
- Greenwood, Robin & Nagel, Stefan, 2009.
"Inexperienced investors and bubbles,"
Journal of Financial Economics,
Elsevier, vol. 93(2), pages 239-258, August.
- Robin Greenwood & Stefan Nagel, 2008. "Inexperienced Investors and Bubbles," NBER Working Papers 14111, National Bureau of Economic Research, Inc.
- 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.
- 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(1), pages 231-292.
- Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006. "The Effect of Dividends on Consumption," NBER Working Papers 12288, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Jonathan Lewellen & Stefan Nagel, 2003. "The Conditional CAPM does not Explain Asset-Pricing Anamolies," NBER Working Papers 9974, National Bureau of Economic Research, Inc.
- 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.
- 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.
RePEc:oup:rfinst:v:25:y::i:7:p:2005-2039 is not listed on IDEAS
Chapters
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009.
"Carry Trades and Currency Crashes,"
NBER Chapters,
in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347
National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," NBER Working Papers 14473, National Bureau of Economic Research, Inc.
NEP Fields
12 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-BAN: Banking (2) 2012-02-01 2012-03-28
- NEP-CBA: Central Banking (1) 2008-11-11
- NEP-CFN: Corporate Finance (2) 2003-09-24 2006-07-28
- 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 (3) 2006-06-17 2008-11-11 2012-03-28. Author is listed
- NEP-MON: Monetary Economics (2) 2012-02-01 2012-03-28
- 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
Statistics
This author is among the top 5% authors according to these criteria:- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Wu-Index
Most cited item
- 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.
Most downloaded item (past 12 months)
- 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.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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