Details about Hengjie Ai

Access statistics for papers by Hengjie Ai.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pai13

Working Papers

2023

1. Identifying Preference for Early Resolution from Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Macroeconomic Announcement Premium
   NBER Working Papers, National Bureau of Economic Research, Inc

2018

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

2016

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

2012

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

2010

6. 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 Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital, The Review of Financial Studies, Society for Financial Studies (2013) View citations (14) (2013)

2008

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

2005

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

2004

9. 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 (32)
2. Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital
   The Review of Financial Studies, 2013, 26, (2), 491-530 View citations (14)
   See also Working Paper Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital, 2010 Meeting Papers (2010) View citations (2) (2010)

2010

3. Information Quality and Long‐Run Risk: Asset Pricing Implications
   Journal of Finance, 2010, 65, (4), 1333-1367 View citations (50)