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Leonid Kogan · Study
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Author
Leonid Kogan
31 works
· latest 2022
· 5 institutions
cluster: provisional
Works
31 shown
Common Fund Flows: Flow Hedging and Factor Pricing
SSRN Electronic Journal
·
2022
·
3 authors
·
preprint
·
Open access
43
citations
Measuring “Dark Matter” in Asset Pricing Models
National Bureau of Economic Research
·
2019
·
3 authors
·
report
·
Open access
51
citations
Left Behind: Creative Destruction, Inequality, and the Stock Market
Journal of Political Economy
·
2019
·
3 authors
·
Open access
94
citations
Technological Innovation, Resource Allocation, and Growth*
The Quarterly Journal of Economics
·
2017
·
4 authors
2,445
citations
Growth Opportunities, Technology Shocks, and Asset Prices
The Journal of Finance
·
2013
·
2 authors
·
Open access
309
citations
Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
Review of Financial Studies
·
2013
·
2 authors
·
Open access
208
citations
Winners and Losers: Creative Destruction and the Stock Market
National Bureau of Economic Research
·
2013
·
3 authors
·
report
·
Open access
37
citations
Economic Activity of Firms and Asset Prices
Annual Review of Financial Economics
·
2012
·
2 authors
·
review
·
Open access
74
citations
Mutual Fund Trading Pressure: Firm‐Level Stock Price Impact and Timing of SEOs
The Journal of Finance
·
2012
·
3 authors
·
Open access
247
citations
Displacement risk and asset returns
Journal of Financial Economics
·
2012
·
3 authors
185
citations
Technological Innovation, Resource Allocation and Growth
SSRN Electronic Journal
·
2012
·
4 authors
·
preprint
·
Open access
750
citations
Technological Innovation, Resource Allocation, and Growth
National Bureau of Economic Research
·
2012
·
4 authors
·
report
·
Open access
100
citations
Growth Opportunities and Technology Shocks
American Economic Review
·
2010
·
2 authors
·
Open access
43
citations
Durability of Output and Expected Stock Returns
Journal of Political Economy
·
2009
·
3 authors
200
citations
Oil Futures Prices in a Production Economy with Investment Constraints
The Journal of Finance
·
2009
·
3 authors
106
citations
Durability of Output and Expected Stock Returns
National Bureau of Economic Research
·
2007
·
3 authors
·
report
·
Open access
37
citations
The Price Impact and Survival of Irrational Traders
The Journal of Finance
·
2006
·
4 authors
349
citations
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model
RePEc: Research Papers in Economics
·
2005
·
11 authors
·
preprint
2
citations
Asset prices and real investment
Journal of Financial Economics
·
2004
·
1 author
·
Open access
158
citations
Pricing American Options: A Duality Approach
Operations Research
·
2004
·
2 authors
452
citations
The Price Impact and Survival of Irrational Traders
SSRN Electronic Journal
·
2004
·
4 authors
·
preprint
·
Open access
60
citations
Equilibrium Cross Section of Returns
Journal of Political Economy
·
2003
·
3 authors
·
Open access
785
citations
A Simple Theory of Asset Pricing under Model Uncertainty
·
2003
·
2 authors
47
citations
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
Journal of Political Economy
·
2002
·
2 authors
437
citations
Pricing American Options: A Duality Approach
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
44
citations
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
National Bureau of Economic Research
·
2001
·
2 authors
·
report
·
Open access
149
citations
An equilibrium model of irreversible investment
Journal of Financial Economics
·
2001
·
1 author
110
citations
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
National Bureau of Economic Research
·
2001
·
2 authors
·
report
·
Open access
87
citations
Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
Operations Research
·
2001
·
3 authors
144
citations
When is time continuous?
Journal of Financial Economics
·
2000
·
3 authors
130
citations
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
51
citations