Asaf Manela

Finance · 2017

A researcher in the Science corpus: 2 papers; trusts 36 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 67 citations into it; #5,523 of 10,518 by trust here, #3,859 by citations
• Economics and Econometrics — 51 citations into it; #11,925 of 23,481 by trust here, #12,444 by citations
• Accounting — 18 citations into it

Whom Asaf Manela trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. I. Drechsler
2. Robert J. Barro
3. Xavier Gabaix
4. Tim Bollerslev
5. François Gourio
6. Whitney K. Newey
7. Vladimir Cherkassky
8. V. Todorov
9. Jessica A. Wachter
10. Ken West

Who trusts Asaf Manela overall

1. Tong Fang
2. S. Althaqeb
3. Tae-Hwy Lee
4. Zhi Su
5. L. Smales
6. B. Algharabali
7. Zhifeng Dai
8. Matthew Gentzkow

Papers from Asaf Manela's perspective

Ordered by how strongly the researchers Asaf Manela trusts endorse each paper. Same corpus, a different order for every researcher.

1. Rare Disasters and Asset Markets in the Twentieth Century
2. Empirical option pricing: a retrospection
3. What’s Vol Got to Do with It?
4. Tails, Fears and Risk Premia
5. Market liquidity and funding liquidity
6. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
7. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
8. Expected stock returns and variance risk premia
9. Equilibrium and welfare in markets with financially constrained arbitrageurs
10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers

• News Implied Volatility and Disaster Concerns (2017) — 527 citations
• Intermediary Asset Pricing: New Evidence from Many Asset Classes (2017) — 553 citations