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COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission
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COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission (2020)COVID-19 and the Cross-Section of Equity …Government as Customer of Last Resort: The Stabilizing Effects of Government Purchases on Firms (2019)Government as Customer of Las…Firm-Level Political Risk: Measurement and Effects* (2019)Firm-Level Political Risk: Me…The cross-section of labor leverage and equity returns (2018)The cross-section of labor le…The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration (2017)The Economic Effects of Publi…Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor (2017)Labor-Force Heterogeneity and…Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles (2015)Wage Rigidity: A Quantitative…Labor Hiring, Investment, and Stock Return Predictability in the Cross Section (2014)Labor Hiring, Investment, and…Political uncertainty and risk premia (2013)Political uncertainty and ris…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Fiscal Spending Jobs Multipliers: Evidence from the 2009 American Recovery and Reinvestment Act (2012)Fiscal Spending Jobs Multipli…Does State Fiscal Relief During Recessions Increase Employment? Evidence from the American Recovery and Reinvestment Act (2012)Does State Fiscal Relief Duri…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Financial Constraints Risk (2006)Financial Constraints RiskThe Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion (2024)When the markets get CO.V.I.D…Disaster resilience and asset prices (2023)Disaster resilience and asset…Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic (2022)Limited investor attention an…Who Should be Afraid of Infections? Pandemic Exposure and the Cross-Section of Stock Returns (2020)Who Should be Afraid of Infec…Firm-level Exposure to Epidemic Diseases: COVID-19, SARS, and H1N1 (2020)Firm-level Exposure to Epidem…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)Who Benefits from State and Local Economic Development Policies? (1991)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Measuring the Output Responses to Fiscal Policy (2012)Mafia and Public Spending: Evidence on the Fiscal Multiplier from a Quasi-Experiment (2014)Estimating Local Fiscal Multipliers (2016)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)The Logic of Collective Action (1965)Toward a More General Theory of Regulation (1976)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)The economic effects of trade policy uncertainty (2019)Firm‐Level Climate Change Exposure (2023)Financing Constraints and Corporate Investment (1988)Common risk factors in the returns on stocks and bonds (1993)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)… and the Cross-Section of Expected Returns (2015)Demand for green finance: Resolving financing constraints on green innovation in China (2021)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Labor Mobility: Implications for Asset Pricing (2014)Do employee-friendly firms invest more efficiently? Evidence from labor investment efficiency (2020)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)An Economic Theory of Democracy. (1958)Policy Uncertainty and Corporate Investment (2015)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 2006Financial Constraints Risk3,702 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2019Firm-Level Political Risk: Measurement and Effects*1,492 cited
  • 2014Labor Hiring, Investment, and Stock Return Predictability in the Cross Section379 cited
  • 2012Does State Fiscal Relief During Recessions Increase Employment? Evidence from the American Recovery and Reinvestment Act330 cited
  • 2017Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor256 cited
  • 2012Fiscal Spending Jobs Multipliers: Evidence from the 2009 American Recovery and Reinvestment Act250 cited
  • 2015Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles203 cited
  • 2018The cross-section of labor leverage and equity returns196 cited
  • 2017The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration

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176 cited
  • 2019Government as Customer of Last Resort: The Stabilizing Effects of Government Purchases on Firms123 cited
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    • 2023Disaster resilience and asset prices76 cited
    • 2020Who Should be Afraid of Infections? Pandemic Exposure and the Cross-Section of Stock Returns26 cited
    • 2022Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic26 cited