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Leonid Kogan

Personal Details

First Name:Leonid
Middle Name:
Last Name:Kogan
Suffix:
RePEc Short-ID:pko698
http://web.mit.edu/lkogan2/www/
Terminal Degree:1999 Economics Department; Massachusetts Institute of Technology (MIT) (from RePEc Genealogy)

Affiliation

(50%) Sloan School of Management
Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (United States)
http://mitsloan.mit.edu/

: 617-253-2659

50 Memorial Drive, Cambridge, Massachusetts 02142
RePEc:edi:ssmitus (more details at EDIRC)

(50%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/

: 617-868-3900

1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
RePEc:edi:nberrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Indrajit Mitra & Leonid Kogan, 2014. "Accuracy Verification for Numerical Solutions of Equilibrium Models," 2014 Meeting Papers 423, Society for Economic Dynamics.
  2. Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2013. "Winners and Losers: Creative Destruction and the Stock Market," NBER Working Papers 18671, National Bureau of Economic Research, Inc.
  3. Leonid Kogan & Dimitris Papanikolaou, 2012. "A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks," NBER Working Papers 17975, National Bureau of Economic Research, Inc.
  4. Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2012. "Technological Innovation, Resource Allocation, and Growth," NBER Working Papers 17769, National Bureau of Economic Research, Inc.
  5. Leonid Kogan & Dimitris Papanikolaou, 2012. "Growth Opportunities, Technology Shocks, and Asset Prices," NBER Working Papers 17795, National Bureau of Economic Research, Inc.
  6. Nicolae Gârleanu & Leonid Kogan & Stavros Panageas, 2009. "The Demographics of Innovation and Asset Returns," NBER Working Papers 15457, National Bureau of Economic Research, Inc.
  7. Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
  8. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2008. "Oil Futures Prices in a Production Economy With Investment Constraints," Working Papers 0803, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
  9. Joao F. Gomes & Leonid Kogan & Motohiro Yogo, 2007. "Durability of Output and Expected Stock Returns," NBER Working Papers 12986, National Bureau of Economic Research, Inc.
  10. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005. "Futures Prices in a Production Economy with Investment Constraints," NBER Working Papers 11509, National Bureau of Economic Research, Inc.
  11. Leonid Kogan & Stephan Ross & Jiang Wang & Mark Westerfield, 2004. "Price Impact and Survival of Irrational Traders," FAME Research Paper Series rp116, International Center for Financial Asset Management and Engineering.
  12. Martin B. Haugh & Leonid Kogan & Jiang Wang, 2003. "Evaluating Portfolio Policies: A Duality Approach," NBER Working Papers 9861, National Bureau of Economic Research, Inc.
  13. Kogan, Leonid & Ross, Stephen & Wang, Jiang & Westerfield, Mark, 2003. "The Price Impact and Survival of Irrational Traders," Working papers 4293-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  14. Kogan, Leonid & Uppal, Raman, 2002. "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," CEPR Discussion Papers 3306, C.E.P.R. Discussion Papers.
  15. Yeung Lewis Chan & Leonid Kogan, 2001. "Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices," NBER Working Papers 8607, National Bureau of Economic Research, Inc.
  16. Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo, 1997. "Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model," NBER Working Papers 6250, National Bureau of Economic Research, Inc.

Articles

  1. Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros, 2012. "Displacement risk and asset returns," Journal of Financial Economics, Elsevier, vol. 105(3), pages 491-510.
  2. Mozaffar Khan & Leonid Kogan & George Serafeim, 2012. "Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs," Journal of Finance, American Finance Association, vol. 67(4), pages 1371-1395, August.
  3. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2009. "Oil Futures Prices in a Production Economy with Investment Constraints," Journal of Finance, American Finance Association, vol. 64(3), pages 1345-1375, June.
  4. Leonid Kogan & Stephen A. Ross & Jiang Wang & Mark M. Westerfield, 2006. "The Price Impact and Survival of Irrational Traders," Journal of Finance, American Finance Association, vol. 61(1), pages 195-229, February.
  5. Yeung Lewis Chan & Leonid Kogan, 2002. "Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices," Journal of Political Economy, University of Chicago Press, vol. 110(6), pages 1255-1285, December.
  6. Kogan, Leonid, 2001. "An equilibrium model of irreversible investment," Journal of Financial Economics, Elsevier, vol. 62(2), pages 201-245, November.
  7. Bertsimas, Dimitris & Kogan, Leonid & Lo, Andrew W., 2000. "When is time continuous?," Journal of Financial Economics, Elsevier, vol. 55(2), pages 173-204, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Journal Pages, Weighted by Simple Impact Factor
  6. Number of Journal Pages, Weighted by Recursive Impact Factor
  7. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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 17 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-DGE: Dynamic General Equilibrium (8) 2000-10-23 2001-11-21 2001-11-21 2004-08-02 2008-07-30 2009-10-31 2013-01-12 2014-11-22. Author is listed
  2. NEP-MAC: Macroeconomics (6) 2007-03-31 2008-07-30 2012-02-01 2012-02-20 2012-04-17 2013-01-12. Author is listed
  3. NEP-FIN: Finance (4) 2000-10-23 2003-02-18 2003-07-21 2005-08-13
  4. NEP-FMK: Financial Markets (4) 2000-10-23 2003-02-18 2005-08-13 2012-04-17
  5. NEP-CFN: Corporate Finance (3) 2003-01-12 2003-02-18 2003-07-21
  6. NEP-INO: Innovation (3) 2009-10-31 2012-02-01 2013-01-12
  7. NEP-CSE: Economics of Strategic Management (2) 2012-02-01 2013-01-12
  8. NEP-MIC: Microeconomics (2) 2001-11-21 2003-01-13
  9. NEP-RMG: Risk Management (2) 2003-02-18 2007-03-31
  10. NEP-BEC: Business Economics (1) 2008-07-30
  11. NEP-CMP: Computational Economics (1) 2014-11-22
  12. NEP-ENE: Energy Economics (1) 2008-07-30
  13. NEP-IAS: Insurance Economics (1) 2000-10-23
  14. NEP-IPR: Intellectual Property Rights (1) 2012-02-01
  15. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2013-01-12
  16. NEP-SBM: Small Business Management (1) 2012-02-01
  17. NEP-UPT: Utility Models & Prospect Theory (1) 2009-08-02

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