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List of works by Jessica A. Wachter

"Superstitious" Investors

scientific article published in March 2019

A Retrieved-Context Theory Of Financial Decisions

article published in 2019

Asset Allocation

scientific article published in August 2010

Bayesian Performance Evaluation

scientific article published in April 1999

Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements

scientific article published in August 2004

Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

scientific article published in October 2008

Cross-sectional Skewness

Disaster Risk and its Implications for Asset Pricing

scientific article published in February 2015

Do Rare Events Explain CDX Tranche Spreads?

scientific article published in October 2016

Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors

Foreseen Risks

scientific article published in November 2018

Maximum likelihood estimation of the equity premium

scientific article published in November 2013

Option Prices in a Model with Stochastic Disaster Risk

scientific article published in November 2013

Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?

scientific article published in June 2007

Pricing Long-Lived Securities in Dynamic Endowment Economies

scientific article published in May 2018

Rare Booms and Disasters in a Multi-sector Endowment Economy

scientific article published in April 2014

Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility

scientific article published in September 2015

Risks to Human Capital

scientific article published in March 2020

Solving Models with External Habit

scientific article published in August 2005

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

The Macroeconomic Announcement Premium

scientific article published in March 2018

The Term Structures of Equity and Interest Rates

scientific article published in January 2009

Using Samples of Unequal Length in Generalized Method of Moments Estimation

scientific article published in October 2008

What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio

scientific article published in August 2011

Why Do Household Portfolio Shares Rise in Wealth?

scientific article published in August 2010

Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

scientific article published in February 2005