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 (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (2)
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 in Review of Financial Studies (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 in American Economic Review (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 in Journal of Economic Theory (2014)

2013

9. Asset Prices with Heterogeneity in Preferences and Beliefs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
   Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (10)
   See also Journal Article in Review of Financial Studies (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 in Journal of Economic Dynamics and Control (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 (10)
   See also Working Paper (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 (1)

2014

3. A dynamic equilibrium model of imperfectly integrated financial markets
   Journal of Economic Theory, 2014, 154, (C), 490-542 View citations (27)
   See also Working Paper (2014)
4. Asset Prices with Heterogeneity in Preferences and Beliefs
   Review of Financial Studies, 2014, 27, (2), 519-580 View citations (78)
   See also Working Paper (2013)

2011

5. Monetary policy and corporate default
   Journal of Monetary Economics, 2011, 58, (5), 480-494 View citations (21)

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
   Review of Financial Studies, 2010, 23, (12), 4187-4241 View citations (108)
8. The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
   Review of Financial Studies, 2010, 23, (2), 645-703 View citations (120)
   See also Working Paper (2018)

2009

9. The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion
   Review of Financial Studies, 2009, 22, (6), 2303-2330 View citations (46)

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 (29)
    See also Working Paper (2005)

2000

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