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Details about Hengjie Ai

Homepage:http://www.tc.umn.edu/~aixx0006/index.html
Postal address:3-127 Carlson School of Management 321-19th Ave South Minneapolis, MN, 55455
Workplace:Carlson School of Management, University of Minnesota, (more information at EDIRC)

Access statistics for papers by Hengjie Ai.

Last updated 2013-08-31. Update your information in the RePEc Author Service.

Short-id: pai13


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Working Papers

2016

  1. Risk Preferences and The Macro Announcement Premium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2012

  1. Moral hazard, investment, and firm dynamics
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (4)

2010

  1. Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
    See also Journal Article in Review of Financial Studies (2013)

2008

  1. A Model of Cross-Section of Equity Returns and Firm Dynamics
    2008 Meeting Papers, Society for Economic Dynamics Downloads

2005

  1. Smooth nonexpected utility without state independence
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (1)

2004

  1. A Theory of Risk Aversion without the Independence Axiom
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads

Journal Articles

2013

  1. Growth to value: Option exercise and the cross section of equity returns
    Journal of Financial Economics, 2013, 107, (2), 325-349 Downloads View citations (10)
  2. Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital
    Review of Financial Studies, 2013, 26, (2), 491-530 Downloads View citations (4)
    See also Working Paper (2010)

2010

  1. Information Quality and Long-Run Risk: Asset Pricing Implications
    Journal of Finance, 2010, 65, (4), 1333-1367 Downloads View citations (29)
 
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