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Jessica A. Wachter · Study
Home
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Author
Jessica A. Wachter
42 works
· latest 2024
· 7 institutions
cluster: provisional
ORCID 0000-0003-4162-7750
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40
Citations
6,824
Works here
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Most cited in this library
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
2013 · 914 citations
A consumption-based model of the term structure of interest rates☆
2005 · 693 citations
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
2002 · 513 citations
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium
2007 · 506 citations
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
2007 · 375 citations
Works
42 shown
Memory of Past Experiences and Economic Decisions
Oxford University Press eBooks
·
2024
·
2 authors
·
chapter
·
Open access
57
citations
A Retrieved-Context Theory of Financial Decisions
The Quarterly Journal of Economics
·
2023
·
2 authors
74
citations
Replication Data for: 'A Retrieved-Context Theory of Financial Decisions'
Harvard Dataverse
·
2023
·
2 authors
·
dataset
·
Open access
1
citations
A Model of Two Days: Discrete News and Asset Prices
Review of Financial Studies
·
2021
·
2 authors
65
citations
Associative Learning and Representativeness
SSRN Electronic Journal
·
2020
·
2 authors
·
preprint
·
Open access
13
citations
A Retrieved-Context Theory Of Financial Decisions
National Bureau of Economic Research
·
2019
·
2 authors
·
report
·
Open access
31
citations
A Retrieved-Context Theory of Financial Decisions
SSRN Electronic Journal
·
2019
·
2 authors
·
preprint
·
Open access
8
citations
Do Rare Events Explain CDX Tranche Spreads?
The Journal of Finance
·
2018
·
2 authors
·
Open access
87
citations
Cyclical Dispersion in Expected Defaults
Review of Financial Studies
·
2018
·
3 authors
30
citations
Option Prices in a Model with Stochastic Disaster Risk
Management Science
·
2018
·
2 authors
110
citations
Maximum likelihood estimation of the equity premium
Journal of Financial Economics
·
2017
·
2 authors
63
citations
Disaster Risk and Its Implications for Asset Pricing
Annual Review of Financial Economics
·
2015
·
2 authors
·
review
109
citations
Rare Booms and Disasters in a Multisector Endowment Economy
Review of Financial Studies
·
2015
·
2 authors
·
Open access
59
citations
What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio
Journal of Econometrics
·
2014
·
2 authors
31
citations
Using Samples of Unequal Length in Generalized Method of Moments Estimation
Journal of Financial and Quantitative Analysis
·
2013
·
2 authors
·
Open access
38
citations
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
The Journal of Finance
·
2013
·
1 author
914
citations
The term structures of equity and interest rates
Journal of Financial Economics
·
2011
·
2 authors
·
Open access
221
citations
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
SSRN Electronic Journal
·
2011
·
1 author
·
preprint
·
Open access
59
citations
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
SSRN Electronic Journal
·
2011
·
1 author
·
preprint
·
Open access
54
citations
Asset Allocation
Annual Review of Financial Economics
·
2010
·
1 author
·
review
33
citations
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements
Journal of Financial and Quantitative Analysis
·
2010
·
4 authors
·
Open access
298
citations
Why Do Household Portfolio Shares Rise in Wealth?
National Bureau of Economic Research
·
2010
·
2 authors
·
report
·
Open access
42
citations
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
SSRN Electronic Journal
·
2010
·
1 author
·
preprint
·
Open access
349
citations
Predictable returns and asset allocation: Should a skeptical investor time the market?
Journal of Econometrics
·
2008
·
2 authors
131
citations
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
National Bureau of Economic Research
·
2008
·
1 author
·
report
·
Open access
70
citations
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
Review of Financial Studies
·
2007
·
3 authors
·
Open access
375
citations
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium
The Journal of Finance
·
2007
·
2 authors
·
Open access
506
citations
Solving models with external habit
Finance research letters
·
2005
·
1 author
97
citations
A consumption-based model of the term structure of interest rates☆
Journal of Financial Economics
·
2005
·
1 author
·
Open access
693
citations
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
National Bureau of Economic Research
·
2005
·
2 authors
·
report
·
Open access
124
citations
Does the Failure of the Expectations Hypothesis Matter for Long‐Term Investors?
The Journal of Finance
·
2005
·
2 authors
·
Open access
190
citations
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
229
citations
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
64
citations
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements
National Bureau of Economic Research
·
2004
·
4 authors
·
report
·
Open access
78
citations
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
National Bureau of Economic Research
·
2004
·
3 authors
·
report
·
Open access
84
citations
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
SSRN Electronic Journal
·
2004
·
3 authors
·
preprint
·
Open access
200
citations
Risk aversion and allocation to long-term bonds
Journal of Economic Theory
·
2003
·
1 author
·
Open access
140
citations
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
60
citations
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
Journal of Financial and Quantitative Analysis
·
2002
·
1 author
513
citations
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
The Journal of Finance
·
2001
·
3 authors
·
Open access
313
citations
Portfolio and Consumption Decisions Under Mean-Reverting Returns: An Exact Solution for Complete Markets
SSRN Electronic Journal
·
2001
·
1 author
·
preprint
·
Open access
163
citations
Habit Formation and Returns on Bonds and Stocks
SSRN Electronic Journal
·
2001
·
1 author
·
preprint
·
Open access
48
citations