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Working remotely and the supply-side impact of COVID-19

Papanikolaou, Dimitris; Schmidt, Lawrence - In: Review of asset pricing studies : RAPS 12 (2022) 1, pp. 53-111

Persistent link: https://www.econbiz.de/10012878842

Measuring document similarity with weighted averages of word embeddings

Seegmiller, Bryan; Papanikolaou, Dimitris; Schmidt, Lawrence - In: Explorations in economic history : EEH 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10013556993

Runs on money market mutual funds

Schmidt, Lawrence; Timmermann, Allan; Wermers, Russ - In: The American economic review 106 (2016) 9, pp. 2625-2657

Persistent link: https://www.econbiz.de/10011582095

An empirical test of pricing kernel monotonicity

Beare, Brendan K.; Schmidt, Lawrence - In: Journal of applied econometrics 31 (2016) 2, pp. 338-356

Persistent link: https://www.econbiz.de/10011644348

Investor information acquisition and money market fund risk rebalancing during the 2011-2012 Eurozone crisis

Gallagher, Emily A.; Schmidt, Lawrence; Timmermann, Allan; … - In: The review of financial studies 33 (2020) 4, pp. 1445-1483

Persistent link: https://www.econbiz.de/10012198385

Pockets of predictability

Farmer, Leland E.; Schmidt, Lawrence; Timmermann, Allan - In: The journal of finance : the journal of the American … 78 (2023) 3, pp. 1279-1341

Persistent link: https://www.econbiz.de/10014312021

Selling fast and buying slow : heuristics and trading performance of institutional investors

Akepanidtaworn, Klakow; Di Mascio, Rick; Imas, Alex; … - In: The journal of finance : the journal of the American … 78 (2023) 6, pp. 3055-3098

Persistent link: https://www.econbiz.de/10014437682

Robust comparative statics for the elasticity of intertemporal substitution

Flynn, Joel P.; Schmidt, Lawrence; Akira Toda, Alexis - In: Theoretical economics : TE ; an open access journal in … 18 (2023) 1, pp. 231-265

We study a general class of consumption-savings problems with recursive preferences. We characterize the sign of the consumption response to arbitrary shocks in terms of the product of two sufficient statistics: the elasticity of intertemporal substitution (EIS) between contemporaneous...

Persistent link: https://www.econbiz.de/10014245414

Investment shocks and asset prices

Papanikolaou, Dimitris - In: Journal of political economy 119 (2011) 4, pp. 639-685

Persistent link: https://www.econbiz.de/10009388072

Economic activity of firms and asset prices

Kogan, Leonid; Papanikolaou, Dimitris - In: Annual review of financial economics 4 (2012), pp. 361-384

Persistent link: https://www.econbiz.de/10009690305