Ralph S. J. Koijen
Finance · 2008–2021
A researcher in the Science corpus: 11 papers; trusts 59 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 225 citations into it; #4,314 of 10,518 by trust here, #1,006 by citations
- Economics and Econometrics — 204 citations into it; #18,783 of 23,481 by trust here, #3,084 by citations
- Accounting — 64 citations into it; #3,790 of 8,970 by trust here, #1,888 by citations
- Strategy and Management — 32 citations into it
- Management Science and Operations Research — 18 citations into it
Whom Ralph S. J. Koijen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- John Y. Campbell
- Ravi Bansal
- Xavier Gabaix
- J. Lewellen
- Lu Zhang
- Sydney C. Ludvigson
- G. Duffee
- Martin Lettau
- Amir Yaron
- Stijn Van Nieuwerburgh
Who trusts Ralph S. J. Koijen overall
- Xavier Gabaix
- Michael Weber
- Gabriel Chodorow-reich
- Jules H. van Binsbergen
- Sydney C. Ludvigson
- Bryan T. Kelly
- Long Chen
- John Y. Campbell
- Gurdip Bakshi
Papers from Ralph S. J. Koijen's perspective
Ordered by how strongly the researchers Ralph S. J. Koijen trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Term premia and interest rate forecasts in affine models
- Stock Prices, Earnings and Expected Dividends
- The Cross‐Section of Expected Stock Returns
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
- Digesting Anomalies: An Investment Approach
- Bad Beta, Good Beta
- Rare Disasters and Exchange Rates
- Rare Disasters and Asset Markets in the Twentieth Century
Their papers
- Coronavirus: Impact on Stock Prices and Growth Expectations (2020) — 565 citations
- Predictive Regressions: A Present-Value Approach (2010) — 477 citations
- The Cost of Financial Frictions for Life Insurers (2015) — 225 citations
- The Cross-Section and Time-Series of Stock and Bond Returns (2017) — 220 citations
- In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis (2021) — 186 citations
- Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice (2016) — 128 citations
- An Equilibrium Model of Institutional Demand and Asset Prices (2016) — 288 citations
- The Term Structure of Returns: Facts and Theory (2015) — 159 citations
- Predictability of Returns and Cash Flows (2011) — 196 citations
- On the Timing and Pricing of Dividends (2011) — 397 citations
- Optimal Decentralized Investment Management (2008) — 151 citations