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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

as
Jump to: Working papers Articles

Working papers

  1. Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023. "Forward Return Expectations," NBER Working Papers 31687, National Bureau of Economic Research, Inc.
  2. Huber, Kilian & Gormsen, Niels Joachim, 2023. "Corporate Discount Rates," CEPR Discussion Papers 18221, C.E.P.R. Discussion Papers.
  3. 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.
  4. Koijen, Ralph & Gormsen, Niels Joachim, 2020. "Coronavirus: Impact on Stock Prices and Growth Expectations," CEPR Discussion Papers 14875, C.E.P.R. Discussion Papers.
  5. 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.
  6. 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.

Articles

  1. Niels Joachim Gormsen & Eben Lazarus, 2023. "Duration‐Driven Returns," Journal of Finance, American Finance Association, vol. 78(3), pages 1393-1447, June.
  2. Niels Joachim Gormsen, 2021. "Time Variation of the Equity Term Structure," Journal of Finance, American Finance Association, vol. 76(4), pages 1959-1999, August.
  3. 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.
  4. 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.
  5. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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.
  1. NEP-MAC: Macroeconomics (3) 2020-07-20 2020-10-05 2021-06-21. Author is listed
  2. NEP-FDG: Financial Development and Growth (1) 2020-10-05
  3. NEP-FMK: Financial Markets (1) 2023-10-23
  4. NEP-FOR: Forecasting (1) 2020-10-05
  5. NEP-RMG: Risk Management (1) 2018-03-12

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