Marianne Andries

Personal Details

First Name:	Marianne
Middle Name:
Last Name:	Andries
Suffix:
RePEc Short-ID:	pan404
	[This author has chosen not to make the email address public]
	https://sites.google.com/site/marianneandries/
Terminal Degree:	2012 Department of Economics; University of Chicago (from RePEc Genealogy)

Affiliation

Department of Economics
University of Southern California

Los Angeles, California (United States)
https://dornsife.usc.edu/econ/
RePEc:edi:deuscus (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Marianne Andries & Leonardo Bursztyn & Thomas Chaney & Milena Djourelova & Alex Imas, 2024. "In their Shoes: Empathy through Information," NBER Working Papers 32569, National Bureau of Economic Research, Inc.

   Cited by:

   1. Zwetelina Iliewa & Elisabeth Kempf & Oliver Spalt, 2025. "Corporate Actions as Moral Issues," CESifo Working Paper Series 11854, CESifo.

2. Andries, Marianne & Eisenbach, Thomas & Schmalz, Martin, 2024. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," CEPR Discussion Papers 19196, C.E.P.R. Discussion Papers.
   • Marianne Andries & Thomas M Eisenbach & Martin C Schmalz, 2024. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3272-3334.
   • Marianne Andries & Thomas M. Eisenbach & Martin C. Schmalz, 2014. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," Staff Reports 703, Federal Reserve Bank of New York.

   Cited by:

   1. Andrei S. Gonçalves, 2021. "Reinvestment Risk and the Equity Term Structure," Journal of Finance, American Finance Association, vol. 76(5), pages 2153-2197, October.
   2. Choi, Sun-Yong & Hadad, Elroi, 2025. "The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach," Finance Research Letters, Elsevier, vol. 72(C).
   3. Jules H. van Binsbergen & Ralph S.J. Koijen, 2015. "The Term Structure of Returns: Facts and Theory," NBER Working Papers 21234, National Bureau of Economic Research, Inc.
      • van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017. "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.
      • Koijen, Ralph & van Binsbergen, Jules, 2015. "The Term Structure of Returns: Facts and Theory," CEPR Discussion Papers 10633, C.E.P.R. Discussion Papers.
   4. Thomas M. Eisenbach & Martin C. Schmalz, 2011. "Anxiety in the Face of Risk," Working Papers 1371, Princeton University, Department of Economics, Econometric Research Program..
      • Eisenbach, Thomas M. & Schmalz, Martin C., 2016. "Anxiety in the face of risk," Journal of Financial Economics, Elsevier, vol. 121(2), pages 414-426.
      • Thomas M. Eisenbach & Martin C. Schmalz, 2013. "Anxiety in the face of risk," Staff Reports 610, Federal Reserve Bank of New York.
   5. Matthijs Breugem & Stefano Colonello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Working Papers 2020:21, Department of Economics, University of Venice "Ca' Foscari".
      • Matthijs Breugem & Stefano Colonnello & Roberto Marfe & Francesca Zucchi, 2024. "Dynamic Equity Slope," Carlo Alberto Notebooks 713 JEL Classification: D, Collegio Carlo Alberto.
      • Matthijs Breugem & Stefano Colonnello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Carlo Alberto Notebooks 626, Collegio Carlo Alberto.
   6. Veronica Cappelli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Stefania Minardi, 2021. "Sources of Uncertainty and Subjective Prices," Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 872-912.
      • V. Cappelli & S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & S. Minardi, 2018. "Sources of Uncertainty and Subjective Prices," Working Papers 628, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
   7. Hengjie Ai & Mariano Max Croce & Anthony M Diercks & Kai Li, 2018. "News Shocks and the Production-Based Term Structure of Equity Returns," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2423-2467.
      • Croce, Mariano & Ai, Hengjie & Li, Kai & Diercks, Anthony, 2018. "News Shocks and the Production-Based Term Structure of Equity Returns," CEPR Discussion Papers 12661, C.E.P.R. Discussion Papers.
   8. Michael Weber, 2016. "Cash Flow Duration and the Term Structure of Equity Returns," NBER Working Papers 22520, National Bureau of Economic Research, Inc.
      • Michael Weber & Michael Weber, 2016. "Cash Flow Duration and the Term Structure of Equity Returns," CESifo Working Paper Series 6043, CESifo.
      • Weber, Michael, 2018. "Cash flow duration and the term structure of equity returns," Journal of Financial Economics, Elsevier, vol. 128(3), pages 486-503.
   9. Yichuan Wang & Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2017. "The Term Structure of the Price of Variance Risk," 2017 Meeting Papers 1641, Society for Economic Dynamics.
      • Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.
   10. Matthijs Breugem & Roberto Marfè & Francesca Zucchi, 2020. "Corporate Policies and the Term Structure of Risk," Carlo Alberto Notebooks 627, Collegio Carlo Alberto.
   11. Myroslav Pidkuyko & Raffaele Rossi & Klaus Reiner Schenk-Hoppé, 2019. "The Resolution of Long-Run Risk," Economics Discussion Paper Series 1908, Economics, The University of Manchester.

3. Marianne Andries & Valentin Haddad, 2020. "Information Aversion," Post-Print hal-03052577, HAL.
   • Marianne Andries & Valentin Haddad, 2020. "Information Aversion," Journal of Political Economy, University of Chicago Press, vol. 128(5), pages 1901-1939.
   • Andries, Marianne & Haddad, Valentin, 2017. "Information Aversion," TSE Working Papers 17-779, Toulouse School of Economics (TSE).
   • Marianne Andries & Valentin Haddad, 2017. "Information Aversion," NBER Working Papers 23958, National Bureau of Economic Research, Inc.
   • Valentin Haddad & Marianne Andries, 2014. "Information Aversion," 2014 Meeting Papers 1091, Society for Economic Dynamics.

   Cited by:

   1. Marianne Andries & Milo Bianchi & Karen Huynh & Sébastien Pouget, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," Post-Print hal-04680777, HAL.
      • Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sebastien, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," CEPR Discussion Papers 19239, C.E.P.R. Discussion Papers.
      • Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sébastien, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," TSE Working Papers 1561, Toulouse School of Economics (TSE).
   2. Russell Golman & George Loewenstein & Andras Molnar & Silvia Saccardo, 2022. "The Demand for, and Avoidance of, Information," Management Science, INFORMS, vol. 68(9), pages 6454-6476, September.
   3. Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022. "Where Has All the Data Gone?," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3101-3138.
   4. Umar, Tarik, 2022. "Complexity aversion when SeekingAlpha," Journal of Accounting and Economics, Elsevier, vol. 73(2).
   5. Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2020. "Where Has All the Data Gone?," NBER Working Papers 26927, National Bureau of Economic Research, Inc.
   6. Han, Leyla Jianyu & Kasa, Kenneth & Luo, Yulei, 2024. "Ambiguity, information processing, and financial intermediation," Journal of Economic Theory, Elsevier, vol. 222(C).
   7. Qadan, Mahmoud & Zoua’bi, Maher, 2019. "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 82(C).
   8. Zijian Zark Wang, 2025. "An Attentional Model of Time Discounting," Papers 2505.13016, arXiv.org.
   9. Gabaix, Xavier, 2018. "Behavioral Inattention," CEPR Discussion Papers 13268, C.E.P.R. Discussion Papers.
      • Xavier Gabaix, 2017. "Behavioral Inattention," NBER Working Papers 24096, National Bureau of Economic Research, Inc.
   10. Edika Quispe-Torreblanca & John Gathergood & George Loewenstein & Neil Stewart, 2022. "Attention Utility: Evidence From Individual Investors," Discussion Papers 2022-19, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
       • Edika Quispe-Torreblanca & John Gathergood & George Loewenstein & Neil Stewart, 2020. "Attention Utility: Evidence from Individual Investors," CESifo Working Paper Series 8091, CESifo.
   11. Yaoyao Wu, 2022. "Disappointment aversion in tournaments," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(1), pages 26-30, January.
   12. Cujean, Julien & Bustamante, Maria Cecilia & Frésard, Laurent, 2019. "Knowledge Cycles and Corporate Investment," CEPR Discussion Papers 14152, C.E.P.R. Discussion Papers.
   13. Aharon, David Y. & Qadan, Mahmoud, 2018. "What drives the demand for information in the commodity market?," Resources Policy, Elsevier, vol. 59(C), pages 532-543.
   14. Adams, Paul & Hunt, Stefan & Palmer, Christopher & Zaliauskas, Redis, 2021. "Testing the effectiveness of consumer financial disclosure: Experimental evidence from savings accounts," Journal of Financial Economics, Elsevier, vol. 141(1), pages 122-147.
   15. Moritz Mosenhauer, 2022. "Salience and management‐by‐exception," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(8), pages 3685-3697, December.
   16. Chadi, Adrian & Homolka, Konstantin, 2022. "Little Lies and Blind Eyes – Experimental Evidence on Cheating and Task Performance in Work Groups," Journal of Economic Behavior & Organization, Elsevier, vol. 199(C), pages 122-159.
   17. Daniele Pennesi, 2020. "Identity and information acquisition," Carlo Alberto Notebooks 610, Collegio Carlo Alberto, revised 2021.
   18. Thomas M. Eisenbach & Martin C. Schmalz, 2015. "Anxiety and pro-cyclical risk taking with Bayesian agents," Staff Reports 711, Federal Reserve Bank of New York.
   19. Lisa Bruttel & Werner Güth & Ralph Hertwig & Andreas Orland, 2020. "Do people harness deliberate ignorance to avoid envy and its detrimental effects?," CEPA Discussion Papers 17, Center for Economic Policy Analysis.
   20. Kops, Christopher & Pasichnichenko, Illia, 2023. "Testing negative value of information and ambiguity aversion," Journal of Economic Theory, Elsevier, vol. 213(C).
   21. Wen-Jhan Jane, 2025. "Interim information and managerial risk taking in professional basketball," The Japanese Economic Review, Springer, vol. 76(1), pages 163-194, January.

4. Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.
   • Yichuan Wang & Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2017. "The Term Structure of the Price of Variance Risk," 2017 Meeting Papers 1641, Society for Economic Dynamics.

   Cited by:

   1. Peter Van Tassel, 2020. "The Law of One Price in Equity Volatility Markets," Staff Reports 953, Federal Reserve Bank of New York.
      • Charles Smith & Peter Van Tassel, 2021. "The Law of One Price in Equity Volatility Markets," Liberty Street Economics 20210201, Federal Reserve Bank of New York.
   2. Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly, 2019. "Hedging Macroeconomic and Financial Uncertainty and Volatility," NBER Working Papers 26323, National Bureau of Economic Research, Inc.
      • Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan, 2021. "Hedging macroeconomic and financial uncertainty and volatility," Journal of Financial Economics, Elsevier, vol. 142(1), pages 23-45.
      • Giglio, Stefano & Dew-Becker, Ian & Kelly, Bryan, 2020. "Hedging macroeconomic and financial uncertainty and volatility," CEPR Discussion Papers 15239, C.E.P.R. Discussion Papers.
   3. Chris Bardgett & Elise Gourier & Markus Leippold, 2013. "Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets," Swiss Finance Institute Research Paper Series 13-40, Swiss Finance Institute, revised Dec 2016.
      • Chris Bardgett & Elise Gourier & Markus Leippold, 2016. "Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX markets," Working Papers 780, Queen Mary University of London, School of Economics and Finance.
      • Bardgett, Chris & Gourier, Elise & Leippold, Markus, 2019. "Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets," Journal of Financial Economics, Elsevier, vol. 131(3), pages 593-618.
   4. Jules H. van Binsbergen & Ralph S.J. Koijen, 2015. "The Term Structure of Returns: Facts and Theory," NBER Working Papers 21234, National Bureau of Economic Research, Inc.
      • van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017. "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.
      • Koijen, Ralph & van Binsbergen, Jules, 2015. "The Term Structure of Returns: Facts and Theory," CEPR Discussion Papers 10633, C.E.P.R. Discussion Papers.
   5. Thomas M. Eisenbach & Martin C. Schmalz, 2011. "Anxiety in the Face of Risk," Working Papers 1371, Princeton University, Department of Economics, Econometric Research Program..
      • Eisenbach, Thomas M. & Schmalz, Martin C., 2016. "Anxiety in the face of risk," Journal of Financial Economics, Elsevier, vol. 121(2), pages 414-426.
      • Thomas M. Eisenbach & Martin C. Schmalz, 2013. "Anxiety in the face of risk," Staff Reports 610, Federal Reserve Bank of New York.
   6. Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "The Term Structure of Systematic and Idiosyncratic Risk," Hannover Economic Papers (HEP) dp-618, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
      • Fabian Hollstein & Marcel Prokopczuk & Chardin Wese Simen, 2019. "The term structure of systematic and idiosyncratic risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(4), pages 435-460, April.
   7. Veronica Cappelli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Stefania Minardi, 2021. "Sources of Uncertainty and Subjective Prices," Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 872-912.
      • V. Cappelli & S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & S. Minardi, 2018. "Sources of Uncertainty and Subjective Prices," Working Papers 628, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
   8. Peter Van Tassel, 2018. "Equity Volatility Term Premia," Staff Reports 867, Federal Reserve Bank of New York.
      • Charles Smith & Peter Van Tassel, 2021. "Equity Volatility Term Premia," Liberty Street Economics 20210203, Federal Reserve Bank of New York.
   9. Peter Van Tassel, 2017. "Global Variance Term Premia and Intermediary Risk Appetite," 2017 Meeting Papers 149, Society for Economic Dynamics.
      • Peter Van Tassel & Erik Vogt, 2016. "Global variance term premia and intermediary risk appetite," Staff Reports 789, Federal Reserve Bank of New York.
   10. Baeho Kim & Da‐Hea Kim & Haehean Park, 2020. "Informed options trading on the implied volatility surface: A cross‐sectional approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(5), pages 776-803, May.
   11. Hoyong Choi & Philippe Mueller & Andrea Vedolin, 2017. "Bond Variance Risk Premiums," Review of Finance, European Finance Association, vol. 21(3), pages 987-1022.

5. Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2015. "Asset Pricing with Horizon-Dependent Risk Aversion," 2015 Meeting Papers 1069, Society for Economic Dynamics.

   Cited by:

   1. Roberto Marfè, 2015. "Income Insurance and the Equilibrium Term-Structure of Equity," Carlo Alberto Notebooks 407, Collegio Carlo Alberto.
      • Roberto Marfè, 2017. "Income Insurance and the Equilibrium Term Structure of Equity," Journal of Finance, American Finance Association, vol. 72(5), pages 2073-2130, October.
      • Roberto Marfè, 2016. "Income Insurance and the Equilibrium Term-Structure of Equity," Carlo Alberto Notebooks 459, Collegio Carlo Alberto.
   2. Thomas Conlon & John Cotter & Chenglu Jin, 2019. "Co-skewness across Return Horizons," Working Papers 201910, Geary Institute, University College Dublin.
      • Chenglu Jin & Thomas Conlon & John Cotter, 2022. "Co-skewness across Return Horizons," Working Papers 202210, Geary Institute, University College Dublin.
      • Chenglu Jin & Thomas Conlon & John Cotter, 2023. "Co-Skewness across Return Horizons," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1483-1518.
   3. Jules H. van Binsbergen & Ralph S.J. Koijen, 2015. "The Term Structure of Returns: Facts and Theory," NBER Working Papers 21234, National Bureau of Economic Research, Inc.
      • van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017. "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.
      • Koijen, Ralph & van Binsbergen, Jules, 2015. "The Term Structure of Returns: Facts and Theory," CEPR Discussion Papers 10633, C.E.P.R. Discussion Papers.
   4. Epper, Thomas & Fehr-Duda, Helga, 2017. "A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events," Economics Working Paper Series 1705, University of St. Gallen, School of Economics and Political Science.
   5. Yichuan Wang & Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2017. "The Term Structure of the Price of Variance Risk," 2017 Meeting Papers 1641, Society for Economic Dynamics.
      • Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.
   6. Baeho Kim & Da‐Hea Kim & Haehean Park, 2020. "Informed options trading on the implied volatility surface: A cross‐sectional approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(5), pages 776-803, May.
   7. Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez, 2015. "The Price of Variance Risk," NBER Working Papers 21182, National Bureau of Economic Research, Inc.
      • Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius, 2017. "The price of variance risk," Journal of Financial Economics, Elsevier, vol. 123(2), pages 225-250.
   8. Niels Joachim Gormsen, 2021. "Time Variation of the Equity Term Structure," Journal of Finance, American Finance Association, vol. 76(4), pages 1959-1999, August.

6. Marianne Andries, 2012. "Consumption-based Asset Pricing Loss Aversion," 2012 Meeting Papers 571, Society for Economic Dynamics.

   Cited by:

   1. Jules H. van Binsbergen & Ralph S.J. Koijen, 2015. "The Term Structure of Returns: Facts and Theory," NBER Working Papers 21234, National Bureau of Economic Research, Inc.
      • van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017. "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.
      • Koijen, Ralph & van Binsbergen, Jules, 2015. "The Term Structure of Returns: Facts and Theory," CEPR Discussion Papers 10633, C.E.P.R. Discussion Papers.
   2. Pagel, Michaela, 2012. "Expectations-Based Reference-Dependent Preferences and Asset Pricing," MPRA Paper 47933, University Library of Munich, Germany.
   3. Nicholas C. Barberis, 2012. "Thirty Years of Prospect Theory in Economics: A Review and Assessment," NBER Working Papers 18621, National Bureau of Economic Research, Inc.
   4. Servaas van Bilsen & Roger J. A. Laeven & Theo E. Nijman, 2020. "Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level," Management Science, INFORMS, vol. 66(9), pages 3927-3955, September.
   5. Luca De Gennaro Aquino & Xuedong He & Moris Simon Strub & Yuting Yang, 2024. "Reference-dependent asset pricing with a stochastic consumption-dividend ratio," Papers 2401.12856, arXiv.org.
   6. Foellmi, Reto & Jaeggi, Adrian & Rosenblatt-Wisch, Rina, 2019. "Loss aversion at the aggregate level across countries and its relation to economic fundamentals," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
      • Reto Foellmi & Adrian Jäggi & Rina Rosenblatt-Wisch, 2018. "Loss Aversion at the Aggregate Level Across Countries and its Relation to Economic Fundamentals," Working Papers 2018-01, Swiss National Bank.
   7. Huberman, Gur & Guasoni, Paolo & Ren, Dan, 2014. "Shortfall Aversion," CEPR Discussion Papers 10064, C.E.P.R. Discussion Papers.
   8. Svetlozar Rachev & Stoyan Stoyanov & Stefan Mittnik & Frank J. Fabozzi & Abootaleb Shirvani, 2017. "Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach," Papers 1710.03211, arXiv.org, revised Feb 2020.
   9. Emil Iantchev, 2013. "Asset-Pricing Implications of Biologically Based Non-Expected Utility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 497-510, July.
      • Emil Iantchev, 2012. "Code and data files for "Asset-Pricing Implications of Biologically Based Non-Expected Utility"," Computer Codes 11-255, Review of Economic Dynamics.
   10. Yichuan Wang & Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2017. "The Term Structure of the Price of Variance Risk," 2017 Meeting Papers 1641, Society for Economic Dynamics.
       • Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.
   11. Zhiting Wu, 2024. "The sensitivity of risk premiums to the elasticity of intertemporal substitution," Financial Management, Financial Management Association International, vol. 53(2), pages 353-390, June.

Articles

1. Marianne Andries & Thomas M Eisenbach & Martin C Schmalz, 2024. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3272-3334.
   • Marianne Andries & Thomas M. Eisenbach & Martin C. Schmalz, 2014. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," Staff Reports 703, Federal Reserve Bank of New York.
   • Andries, Marianne & Eisenbach, Thomas & Schmalz, Martin, 2024. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," CEPR Discussion Papers 19196, C.E.P.R. Discussion Papers.
   See citations under working paper version above.
2. Marianne Andries & Valentin Haddad, 2020. "Information Aversion," Journal of Political Economy, University of Chicago Press, vol. 128(5), pages 1901-1939.
   • Andries, Marianne & Haddad, Valentin, 2017. "Information Aversion," TSE Working Papers 17-779, Toulouse School of Economics (TSE).
   • Marianne Andries & Valentin Haddad, 2017. "Information Aversion," NBER Working Papers 23958, National Bureau of Economic Research, Inc.
   • Marianne Andries & Valentin Haddad, 2020. "Information Aversion," Post-Print hal-03052577, HAL.
   • Valentin Haddad & Marianne Andries, 2014. "Information Aversion," 2014 Meeting Papers 1091, Society for Economic Dynamics.
   See citations under working paper version above.Sorry, no citations of articles recorded.

More information

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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 12 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.

1. NEP-EXP: Experimental Economics (6) 2015-02-28 2017-04-23 2017-11-05 2024-07-22 2024-09-23 2024-10-07. Author is listed
2. NEP-UPT: Utility Models and Prospect Theory (6) 2013-04-20 2015-01-09 2015-02-28 2015-10-25 2017-04-23 2017-11-05. Author is listed
3. NEP-CBE: Cognitive and Behavioural Economics (3) 2017-04-23 2024-09-23 2024-10-07
4. NEP-DGE: Dynamic General Equilibrium (3) 2013-04-20 2015-02-28 2015-10-25
5. NEP-FMK: Financial Markets (3) 2015-10-25 2024-09-23 2024-10-07
6. NEP-RMG: Risk Management (3) 2015-01-09 2015-08-25 2018-04-09
7. NEP-MIC: Microeconomics (2) 2015-02-28 2017-04-23
8. NEP-AGR: Agricultural Economics (1) 2016-12-04
9. NEP-ENV: Environmental Economics (1) 2016-12-04
10. NEP-MAC: Macroeconomics (1) 2017-11-05
11. NEP-MIG: Economics of Human Migration (1) 2024-07-22
12. NEP-NEU: Neuroeconomics (1) 2017-04-23

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