Niels Gormsen
Personal Details
First Name: | Niels |
Middle Name: | |
Last Name: | Gormsen |
Suffix: | |
RePEc Short-ID: | pgo953 |
[This author has chosen not to make the email address public] | |
Affiliation
(1%) National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)
(99%) Booth School of Business
University of Chicago
Chicago, Illinois (United States)http://www.chicagobooth.edu/
RePEc:edi:sbuchus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023. "Forward Return Expectations," NBER Working Papers 31687, National Bureau of Economic Research, Inc.
- Huber, Kilian & Gormsen, Niels Joachim, 2023.
"Corporate Discount Rates,"
CEPR Discussion Papers
18221, C.E.P.R. Discussion Papers.
- Niels Joachim Gormsen & Kilian Huber, 2023. "Corporate Discount Rates," NBER Working Papers 31329, National Bureau of Economic Research, Inc.
- Emanuele Colonnelli & Niels Joachim Gormsen & Timothy McQuade, 2022.
"Selfish Corporations,"
NBER Working Papers
30576, National Bureau of Economic Research, Inc.
- Colonnelli, Emanuele & Gormsen, Niels Joachim, 2020. "Selfish Corporations," Working Papers 305, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Koijen, Ralph & Gormsen, Niels Joachim, 2020.
"Coronavirus: Impact on Stock Prices and Growth Expectations,"
CEPR Discussion Papers
14875, C.E.P.R. Discussion Papers.
- Niels Joachim Gormsen & Ralph S J Koijen & Nikolai Roussanov, 0. "Coronavirus: Impact on Stock Prices and Growth Expectations," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 574-597.
- Niels J. Gormsen & Ralph S. J. Koijen, 2020. "Coronavirus: Impact on Stock Prices and Growth Expectations," NBER Working Papers 27387, National Bureau of Economic Research, Inc.
- Niels J. Gormsen & Ralph S.J. Koijen, 2020. "The Corona Virus, the Stock Market’s Response, and Growth Expectations," Working Papers 2020-21, Becker Friedman Institute for Research In Economics.
- Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018.
"Betting Against Correlation: Testing Theories of the Low-Risk Effect,"
CEPR Discussion Papers
12686, C.E.P.R. Discussion Papers.
- Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2020. "Betting against correlation: Testing theories of the low-risk effect," Journal of Financial Economics, Elsevier, vol. 135(3), pages 629-652.
Articles
- Niels Joachim Gormsen & Eben Lazarus, 2023. "Duration‐Driven Returns," Journal of Finance, American Finance Association, vol. 78(3), pages 1393-1447, June.
- Niels Joachim Gormsen, 2021. "Time Variation of the Equity Term Structure," Journal of Finance, American Finance Association, vol. 76(4), pages 1959-1999, August.
- Niels J. Gormsen & Ralph S. J. Koijen & Ian W. R. Martin, 2021. "Implied Dividend Volatility and Expected Growth," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 361-365, May.
- Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2020.
"Betting against correlation: Testing theories of the low-risk effect,"
Journal of Financial Economics, Elsevier, vol. 135(3), pages 629-652.
- Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018. "Betting Against Correlation: Testing Theories of the Low-Risk Effect," CEPR Discussion Papers 12686, C.E.P.R. Discussion Papers.
- Niels Joachim Gormsen & Ralph S J Koijen & Nikolai Roussanov, 0.
"Coronavirus: Impact on Stock Prices and Growth Expectations,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 574-597.
- Niels J. Gormsen & Ralph S. J. Koijen, 2020. "Coronavirus: Impact on Stock Prices and Growth Expectations," NBER Working Papers 27387, National Bureau of Economic Research, Inc.
- Koijen, Ralph & Gormsen, Niels Joachim, 2020. "Coronavirus: Impact on Stock Prices and Growth Expectations," CEPR Discussion Papers 14875, C.E.P.R. Discussion Papers.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (3) 2020-07-20 2020-10-05 2021-06-21. Author is listed
- NEP-FDG: Financial Development and Growth (1) 2020-10-05
- NEP-FMK: Financial Markets (1) 2023-10-23
- NEP-FOR: Forecasting (1) 2020-10-05
- NEP-RMG: Risk Management (1) 2018-03-12
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Niels Gormsen should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.