Details about Harjoat Singh Bhamra

Access statistics for papers by Harjoat Singh Bhamra.

Last updated 2023-08-05. Update your information in the RePEc Author Service.

Short-id: pbh48

Working Papers

2021

1. Do the Effects of Individual Behavioral Biases Cancel Out?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2018

2. Low Inflation: High Default Risk AND High Equity Valuations
   CESifo Working Paper Series, CESifo View citations (3)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (3)
3. The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article The Levered Equity Risk Premium and Credit Spreads: A Unified Framework, The Review of Financial Studies, Society for Financial Studies (2010) View citations (133) (2010)

2017

4. Deflation, Sticky Leverage and Asset Prices
   2017 Meeting Papers, Society for Economic Dynamics
5. Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016)
6. Does Household Finance Matter? Small Financial Errors with Large Social Costs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Does Household Finance Matter? Small Financial Errors with Large Social Costs, American Economic Review, American Economic Association (2019) View citations (16) (2019)

2015

7. Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns
   2015 Meeting Papers, Society for Economic Dynamics

2014

8. A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets
   SciencePo Working papers Main, HAL View citations (1)
   Also in Post-Print, HAL (2014) View citations (9)
   See also Journal Article A dynamic equilibrium model of imperfectly integrated financial markets, Journal of Economic Theory, Elsevier (2014) View citations (29) (2014)

2013

9. Asset Prices with Heterogeneity in Preferences and Beliefs
   2013 Meeting Papers, Society for Economic Dynamics View citations (10)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (18)
   See also Journal Article Asset Prices with Heterogeneity in Preferences and Beliefs, The Review of Financial Studies, Society for Financial Studies (2014) View citations (88) (2014)

2006

10. The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)

2005

11. The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility, Journal of Economic Dynamics and Control, Elsevier (2006) View citations (30) (2006)

Journal Articles

2019

1. Does Household Finance Matter? Small Financial Errors with Large Social Costs
   American Economic Review, 2019, 109, (3), 1116-54 View citations (16)
   See also Working Paper Does Household Finance Matter? Small Financial Errors with Large Social Costs, CEPR Discussion Papers (2017) (2017)

2017

2. Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns
   Journal of Economic Theory, 2017, 168, (C), 400-431 View citations (4)

2014

3. A dynamic equilibrium model of imperfectly integrated financial markets
   Journal of Economic Theory, 2014, 154, (C), 490-542 View citations (29)
   See also Working Paper A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets, SciencePo Working papers Main (2014) View citations (1) (2014)
4. Asset Prices with Heterogeneity in Preferences and Beliefs
   The Review of Financial Studies, 2014, 27, (2), 519-580 View citations (88)
   See also Working Paper Asset Prices with Heterogeneity in Preferences and Beliefs, 2013 Meeting Papers (2013) View citations (10) (2013)

2011

5. Monetary policy and corporate default
   Journal of Monetary Economics, 2011, 58, (5), 480-494 View citations (23)

2010

6. Long Run Risks, Credit Markets, and Financial Structure
   American Economic Review, 2010, 100, (2), 547-51 View citations (3)
7. The Aggregate Dynamics of Capital Structure and Macroeconomic Risk
   The Review of Financial Studies, 2010, 23, (12), 4187-4241 View citations (118)
8. The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
   The Review of Financial Studies, 2010, 23, (2), 645-703 View citations (133)
   See also Working Paper The Levered Equity Risk Premium and Credit Spreads: A Unified Framework, CEPR Discussion Papers (2018) (2018)

2009

9. The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion
   The Review of Financial Studies, 2009, 22, (6), 2303-2330 View citations (45)

2006

10. The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
    Journal of Economic Dynamics and Control, 2006, 30, (6), 967-991 View citations (30)
    See also Working Paper The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility, CEPR Discussion Papers (2005) View citations (1) (2005)

2000

11. IMITATION IN FINANCIAL MARKETS
    International Journal of Theoretical and Applied Finance (IJTAF), 2000, 03, (03), 473-478 View citations (1)