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Stefan Nagel

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Personal Details

First Name:Stefan
Middle Name:
Last Name:Nagel
Suffix:
RePEc Short-ID:pna176
Email:
Homepage:https://sites.google.com/a/umich.edu/snagel/
Postal Address:
Phone:
Location: Ann Arbor, Michigan (United States)
Homepage: http://www.bus.umich.edu/
Email:
Phone:
Fax:
Postal: 701 Tappan Street, Ann Arbor, MI 48109-1231
Handle: RePEc:edi:bsumius (more details at EDIRC)
Location: Ann Arbor, Michigan (United States)
Homepage: http://www.econ.lsa.umich.edu/
Email:
Phone: (734) 764-2355
Fax: (734) 764-2769
Postal: 611 S. Tappan Street, Ann Arbor, MI 48109-1220
Handle: RePEc:edi:edumius (more details at EDIRC)
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)
Location: London, United Kingdom
Homepage: http://www.cepr.org/
Email:
Phone: +44 (0)20 7183 8801
Fax: +44 (0)20 7183 8820
Postal: 3rd Floor, 77 Bastwick Street, London EC1V 3PZ
Handle: RePEc:edi:cebruuk (more details at EDIRC)
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  1. Stefan Nagel, 2014. "The Liquidity Premium of Near-Money Assets," NBER Working Papers 20265, National Bureau of Economic Research, Inc.
  2. Arvind Krishnamurthy & Stefan Nagel, 2013. "Interpreting Repo Statistics in the Flow of Funds Accounts," NBER Working Papers 19389, National Bureau of Economic Research, Inc.
  3. Korteweg, Arthur & Nagel, Stefan, 2013. "Risk-Adjusting the Returns to Venture Capital," CEPR Discussion Papers 9610, C.E.P.R. Discussion Papers.
  4. Nagel, Stefan, 2012. "Empirical Cross-Sectional Asset Pricing," CEPR Discussion Papers 9227, C.E.P.R. Discussion Papers.
  5. Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2012. "Sizing Up Repo," NBER Working Papers 17768, National Bureau of Economic Research, Inc.
    • Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2014. "Sizing Up Repo," Journal of Finance, American Finance Association, vol. 69(6), pages 2381-2417, December.
  6. Stefan Nagel, 2011. "Evaporating Liquidity," NBER Working Papers 17653, National Bureau of Economic Research, Inc.
  7. Stefan Nagel & Kenneth J. Singleton, 2010. "Estimation and Evaluation of Conditional Asset Pricing Models," NBER Working Papers 16457, National Bureau of Economic Research, Inc.
  8. Ulrike Malmendier & Stefan Nagel, 2009. "Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?," NBER Working Papers 14813, National Bureau of Economic Research, Inc.
  9. Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," NBER Working Papers 14473, National Bureau of Economic Research, Inc.
  10. Robin Greenwood & Stefan Nagel, 2008. "Inexperienced Investors and Bubbles," NBER Working Papers 14111, National Bureau of Economic Research, Inc.
  11. 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.
  12. Jonathan Lewellen & Stefan Nagel & Jay Shanken, 2006. "A Skeptical Appraisal of Asset-Pricing Tests," NBER Working Papers 12360, National Bureau of Economic Research, Inc.
  13. Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006. "The Effect of Dividends on Consumption," NBER Working Papers 12288, National Bureau of Economic Research, Inc.
  14. Jonathan Lewellen & Stefan Nagel, 2003. "The Conditional CAPM does not Explain Asset-Pricing Anamolies," NBER Working Papers 9974, National Bureau of Economic Research, Inc.
  1. Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2014. "Sizing Up Repo," Journal of Finance, American Finance Association, vol. 69(6), pages 2381-2417, December.
  2. Stefan Nagel, 2013. "Empirical Cross-Sectional Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 167-199, November.
  3. Stefan Nagel, 2012. "Evaporating Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 25(7), pages 2005-2039.
  4. 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.
  5. 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.
  6. 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.
  7. Greenwood, Robin & Nagel, Stefan, 2009. "Inexperienced investors and bubbles," Journal of Financial Economics, Elsevier, vol. 93(2), pages 239-258, August.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  1. 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.
16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2006-06-17
  2. NEP-BAN: Banking (3) 2012-02-01 2012-03-28 2014-07-05
  3. NEP-CBA: Central Banking (2) 2008-11-11 2014-07-05
  4. NEP-CFN: Corporate Finance (3) 2003-09-24 2006-07-28 2013-09-24
  5. NEP-ECM: Econometrics (1) 2006-07-28
  6. NEP-ENT: Entrepreneurship (1) 2013-09-24
  7. NEP-EXP: Experimental Economics (1) 2008-06-27
  8. NEP-FIN: Finance (3) 2003-09-24 2006-06-17 2006-07-28
  9. NEP-FMK: Financial Markets (3) 2003-09-24 2006-06-17 2006-07-28
  10. NEP-IFN: International Finance (1) 2008-11-11
  11. NEP-MAC: Macroeconomics (4) 2006-06-17 2008-11-11 2012-03-28 2014-07-05. Author is listed
  12. NEP-MON: Monetary Economics (3) 2012-02-01 2012-03-28 2014-07-05
  13. NEP-MST: Market Microstructure (1) 2008-11-11
  14. NEP-PKE: Post Keynesian Economics (1) 2006-06-17
  15. NEP-UPT: Utility Models & Prospect Theory (1) 2007-01-13
This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
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  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Breadth of citations across fields
  26. Wu-Index

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