Details about Hengjie Ai
Access statistics for papers by Hengjie Ai.
Last updated 2013-04-07. Update your information in the RePEc Author Service.
Short-id: pai13
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Journal Articles
Working Papers
2012
- Moral hazard, investment, and firm dynamics
CQER Working Paper, Federal Reserve Bank of Atlanta
2010
- Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital
2010 Meeting Papers, Society for Economic Dynamics
2008
- A Model of Cross-Section of Equity Returns and Firm Dynamics
2008 Meeting Papers, Society for Economic Dynamics
2005
- Smooth nonexpected utility without state independence
Working Papers, Federal Reserve Bank of Minneapolis
2004
- A Theory of Risk Aversion without the Independence Axiom
Econometric Society 2004 North American Summer Meetings, Econometric Society
Journal Articles
2013
- Growth to value: Option exercise and the cross section of equity returns
Journal of Financial Economics, 2013, 107, (2), 325-349
2010
- Information Quality and Long-Run Risk: Asset Pricing Implications
Journal of Finance, 2010, 65, (4), 1333-1367
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