Bernard Herskovic
Personal Details
First Name: | Bernard |
Middle Name: | |
Last Name: | Herskovic |
Suffix: | |
RePEc Short-ID: | phe598 |
[This author has chosen not to make the email address public] | |
Affiliation
Finance Group
Anderson Graduate School of Management
University of California-Los Angeles (UCLA)
Los Angeles, California (United States)http://www.anderson.ucla.edu/faculty/finance
RePEc:edi:fguclus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Andrea L. Eisfeldt & Bernard Herskovic & Shuo Liu, 2024. "Interdealer Price Dispersion and Intermediary Capacity," NBER Working Papers 32998, National Bureau of Economic Research, Inc.
- Fernando D. Chague & Bruno Giovannetti & Bernard Herskovic, 2023. "Information Leakage from Short Sellers," NBER Working Papers 31927, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan & Herskovic, Bernard, 2017.
"Firm Volatility in Granual Networks,"
CEPR Discussion Papers
12284, C.E.P.R. Discussion Papers.
- Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2020. "Firm Volatility in Granular Networks," Journal of Political Economy, University of Chicago Press, vol. 128(11), pages 4097-4162.
- Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2013. "Firm Volatility in Granular Networks," NBER Working Papers 19466, National Bureau of Economic Research, Inc.
- Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly, 2014. "Firm Volatility in Granular Networks," 2014 Meeting Papers 253, Society for Economic Dynamics.
- Bernard Herskovic & Joao Ramos, 2016.
"Acquiring information through peers,"
2016 Meeting Papers
248, Society for Economic Dynamics.
- Bernard Herskovic & João Ramos, 2020. "Acquiring Information through Peers," American Economic Review, American Economic Association, vol. 110(7), pages 2128-2152, July.
- Emil Siriwardane & Bernard Herskovic & Andrea Eisfeldt, 2016. "Risk Reallocation in OTC Derivatives Networks," 2016 Meeting Papers 538, Society for Economic Dynamics.
- Bernard Herskovic, 2015. "Networks in Production: Asset Pricing Implications," 2015 Meeting Papers 378, Society for Economic Dynamics.
- Bernard Herskovic & Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2014.
"The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications,"
NBER Working Papers
20076, National Bureau of Economic Research, Inc.
- Herskovic, Bernard & Kelly, Bryan & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2016. "The common factor in idiosyncratic volatility: Quantitative asset pricing implications," Journal of Financial Economics, Elsevier, vol. 119(2), pages 249-283.
- Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly & Bernard Herskovic, 2014. "The Common Factor in Idiosyncratic Volatility," 2014 Meeting Papers 810, Society for Economic Dynamics.
- Bernard Herskovic & Leonardo Costa Ribeiro & Eduardo da Motta eAlbuquerque, 2011.
"EfeitosRecíprocos entre Finanças eInovação,"
Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]
153, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Bernard Herskovic & Leonardo Costa Ribeiro & Eduardo da Motta e Albuquerque, 2008. "Efeitos recíprocos entre finanças e inovação," Textos para Discussão Cedeplar-UFMG td332, Cedeplar, Universidade Federal de Minas Gerais.
- Maurício Machado Fernandes & Bernard Herskovic & LucasFerreira Mation, 2011. "Diferenciais salariaisde sexo ao longo da vida," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 233, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
Articles
- Herskovic, Bernard & Kelly, Bryan & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2016.
"The common factor in idiosyncratic volatility: Quantitative asset pricing implications,"
Journal of Financial Economics, Elsevier, vol. 119(2), pages 249-283.
- Bernard Herskovic & Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2014. "The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications," NBER Working Papers 20076, National Bureau of Economic Research, Inc.
Chapters
- Bernard Herskovic & Lízia de Figueiredo, 2008. "Crescimento Pró-Pobre No Sudeste Brasileiro," Anais do XIII Semin·rio sobre a Economia Mineira [Proceedings of the 13th Seminar on the Economy of Minas Gerais], in: Anais do XIII Seminário sobre a Economia Mineira [Proceedings of the 13th Seminar on the Economy of Minas Gerais], Cedeplar, Universidade Federal de Minas Gerais.
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 9 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 (4) 2013-10-02 2014-05-17 2015-02-05 2017-09-17
- NEP-NET: Network Economics (4) 2013-10-02 2015-08-13 2016-07-30 2017-09-17
- NEP-BEC: Business Economics (2) 2013-10-02 2017-09-17
- NEP-FMK: Financial Markets (2) 2014-05-17 2024-01-08
- NEP-CDM: Collective Decision-Making (1) 2016-07-30
- NEP-DGE: Dynamic General Equilibrium (1) 2015-02-05
- NEP-GTH: Game Theory (1) 2016-07-30
- NEP-MIC: Microeconomics (1) 2016-07-30
- NEP-MST: Market Microstructure (1) 2024-01-08
- NEP-RMG: Risk Management (1) 2016-09-04
- NEP-SOC: Social Norms and Social Capital (1) 2016-07-30
- NEP-UPT: Utility Models and Prospect Theory (1) 2024-10-21
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, Bernard Herskovic 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.