Details about Niels Gormsen

Access statistics for papers by Niels Gormsen.

Last updated 2024-12-16. Update your information in the RePEc Author Service.

Short-id: pgo953

Working Papers

2024

1. Climate Capitalists
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Working Paper Series, European Central Bank (2024)
2. Firms' Perceived Cost of Capital
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
3. Sticky Discount Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2023

4. Corporate Discount Rates
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2023) View citations (3)
5. Forward Return Expectations
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2022

6. Selfish Corporations
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   Also in Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State (2020) View citations (2)
   See also Journal Article Selfish Corporations, The Review of Economic Studies, Review of Economic Studies Ltd (2024) View citations (2) (2024)

2020

7. Coronavirus: Impact on Stock Prices and Growth Expectations
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (293)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (269)
   See also Journal Article Coronavirus: Impact on Stock Prices and Growth Expectations, The Review of Asset Pricing Studies, Society for Financial Studies View citations (1)
8. The Corona Virus, the Stock Market’s Response, and Growth Expectations
   Working Papers, Becker Friedman Institute for Research In Economics View citations (2)

2018

9. Betting Against Correlation: Testing Theories of the Low-Risk Effect
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Betting against correlation: Testing theories of the low-risk effect, Journal of Financial Economics, Elsevier (2020) View citations (34) (2020)

Journal Articles

2024

1. Conditional risk
   Journal of Financial Economics, 2024, 162, (C) View citations (1)
2. Selfish Corporations
   The Review of Economic Studies, 2024, 91, (3), 1498-1536 View citations (2)
   See also Working Paper Selfish Corporations, NBER Working Papers (2022) View citations (2) (2022)

2023

3. Duration‐Driven Returns
   Journal of Finance, 2023, 78, (3), 1393-1447 View citations (8)
4. Financial Markets and the COVID-19 Pandemic
   Annual Review of Financial Economics, 2023, 15, (1), 69-89

2021

5. Implied Dividend Volatility and Expected Growth
   AEA Papers and Proceedings, 2021, 111, 361-65 View citations (3)
6. Time Variation of the Equity Term Structure
   Journal of Finance, 2021, 76, (4), 1959-1999 View citations (35)

2020

7. Betting against correlation: Testing theories of the low-risk effect
   Journal of Financial Economics, 2020, 135, (3), 629-652 View citations (34)
   See also Working Paper Betting Against Correlation: Testing Theories of the Low-Risk Effect, CEPR Discussion Papers (2018) View citations (1) (2018)

Undated

8. Coronavirus: Impact on Stock Prices and Growth Expectations
   The Review of Asset Pricing Studies, 10, (4), 574-597 View citations (1)
   See also Working Paper Coronavirus: Impact on Stock Prices and Growth Expectations, NBER Working Papers (2020) View citations (293) (2020)