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Details about Marcin Kacperczyk

Homepage:http://pages.stern.nyu.edu/~sternfin/mkacperc/public_html/~mkacperc.htm
Workplace:Imperial College
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Marcin Kacperczyk.

Last updated 2020-07-06. Update your information in the RePEc Author Service.

Short-id: pka457


Jump to Journal Articles Chapters

Working Papers

2020

  1. Carbon Premium around the World
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
  2. Do Investors Care about Carbon Risk?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (17)

2019

  1. Becker Meets Kyle: Inside Insider Trading
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Swing Pricing and Fragility in Open-end Mutual Funds
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)

2018

  1. Chasing Private Information
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Review of Financial Studies (2019)
  2. Do Foreign Investors Improve Market Efficiency?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  3. Does Aggregate Buyer Satisfaction affect Household Consumption Growth?
    DOCFRADIS Working Papers, Catedra Fundación Ramón Areces de Distribución Comercial Downloads
  4. Investor Sophistication and Capital Income Inequality
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (7)
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2015) Downloads View citations (34)

    See also Journal Article in Journal of Monetary Economics (2019)

2017

  1. Market Power and Informational Efficiency
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  2. The Private Production of Safe Assets
    HEC Research Papers Series, HEC Paris Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (6)

2016

  1. The Unintended Consequences of the Zero Lower Bound Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    See also Journal Article in Journal of Financial Economics (2017)

2013

  1. Investor Polarization, Trading Volume, and Return Dynamics
    2013 Meeting Papers, Society for Economic Dynamics Downloads

2012

  1. Time-Varying Fund Manager Skill
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (4)

    See also Journal Article in Journal of Finance (2014)

2011

  1. Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2009

  1. Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Chapter (2016)
  2. Rational Attention Allocation Over the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
  3. Recessions are a Time to Shine: A theory of attention allocation over the business cycle
    2009 Meeting Papers, Society for Economic Dynamics
  4. When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in Journal of Economic Perspectives (2010)

2005

  1. Unobserved Actions of Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Review of Financial Studies (2008)

2004

  1. A Bayesian semiparametric approach to pricing the S&P 500 index options
    Econometric Society 2004 North American Winter Meetings, Econometric Society
  2. On the Industry Concentration of Actively Managed Equity Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Finance (2005)

2002

  1. Do Optimists Grow Faster and Invest More?
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (1)

Undated

  1. When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads

Journal Articles

2019

  1. Chasing Private Information
    Review of Financial Studies, 2019, 32, (12), 4997-5047 Downloads View citations (4)
    See also Working Paper (2018)
  2. Investor sophistication and capital income inequality
    Journal of Monetary Economics, 2019, 107, (C), 18-31 Downloads View citations (11)
    See also Working Paper (2018)

2017

  1. The unintended consequences of the zero lower bound policy
    Journal of Financial Economics, 2017, 123, (1), 59-80 Downloads View citations (68)
    See also Working Paper (2016)

2016

  1. A Rational Theory of Mutual Funds' Attention Allocation
    Econometrica, 2016, 84, 571-626 Downloads View citations (49)

2014

  1. Time-Varying Fund Manager Skill
    Journal of Finance, 2014, 69, (4), 1455-1484 Downloads View citations (114)
    See also Working Paper (2012)

2013

  1. A new class of Bayesian semi-parametric models with applications to option pricing
    Quantitative Finance, 2013, 13, (6), 967-980 Downloads
  2. How Safe Are Money Market Funds?
    The Quarterly Journal of Economics, 2013, 128, (3), 1073-1122 Downloads View citations (66)

2011

  1. Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers
    Review of Finance, 2011, 16, (2), 347-383 Downloads View citations (42)
  2. Labor Unions, Operating Flexibility, and the Cost of Equity
    Journal of Financial and Quantitative Analysis, 2011, 46, (1), 25-58 Downloads View citations (97)

2010

  1. Competition and Bias
    The Quarterly Journal of Economics, 2010, 125, (4), 1683-1725 Downloads View citations (80)
  2. When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009
    Journal of Economic Perspectives, 2010, 24, (1), 29-50 Downloads View citations (101)
    See also Working Paper (2009)

2009

  1. The price of sin: The effects of social norms on markets
    Journal of Financial Economics, 2009, 93, (1), 15-36 Downloads View citations (458)

2008

  1. Unobserved Actions of Mutual Funds
    Review of Financial Studies, 2008, 21, (6), 2379-2416 Downloads View citations (147)
    See also Working Paper (2005)

2007

  1. Fund Manager Use of Public Information: New Evidence on Managerial Skills
    Journal of Finance, 2007, 62, (2), 485-528 Downloads View citations (88)

2005

  1. On the Industry Concentration of Actively Managed Equity Mutual Funds
    Journal of Finance, 2005, 60, (4), 1983-2011 Downloads View citations (260)
    See also Working Paper (2004)

Chapters

2016

  1. Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry*
    Chapter 3 in Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, 2016, pp 67-113 Downloads
    See also Working Paper (2009)
 
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