Details about Hengjie Ai

Access statistics for papers by Hengjie Ai.

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

Short-id: pai13

Working Papers

2018

1. Asset Pricing with Endogenously Uninsurable Tail Risk
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   Also in Staff Report, Federal Reserve Bank of Minneapolis (2018) View citations (2)

2016

2. Risk Preferences and The Macro Announcement Premium
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)

2012

3. Moral hazard, investment, and firm dynamics
   FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta View citations (6)

2010

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

2008

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

2005

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

2004

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

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 View citations (29)
2. Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital
   Review of Financial Studies, 2013, 26, (2), 491-530 View citations (12)
   See also Working Paper (2010)

2010

3. Information Quality and Long‐Run Risk: Asset Pricing Implications
   Journal of Finance, 2010, 65, (4), 1333-1367 View citations (43)