Details about Leonid Kogan
Access statistics for papers by Leonid Kogan.
Last updated 2022-10-31. Update your information in the RePEc Author Service.
Short-id: pko698
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Working Papers
2023
- Fund Flows and Income Risk of Fund Managers
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
- Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
2022
- Common Fund Flows: Flow Hedging and Factor Pricing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
- Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method
NBER Working Papers, National Bureau of Economic Research, Inc
- Operating Hedge and Gross Profitability Premium
NBER Working Papers, National Bureau of Economic Research, Inc
2021
- Technology, Vintage-Specific Human Capital, and Labor Displacement: Evidence from Linking Patents with Occupations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
2020
- Technological Innovation and Labor Income Risk
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
Also in Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research (2020) View citations (4)
2019
- Measuring “Dark Matter” in Asset Pricing Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
2014
- Accuracy Verification for Numerical Solutions of Equilibrium Models
2014 Meeting Papers, Society for Economic Dynamics View citations (4)
2013
- Winners and Losers: Creative Destruction and the Stock Market
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
2012
- A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
- Firm characteristics and empirical factor models: a data-mining experiment
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
- Growth Opportunities, Technology Shocks, and Asset Prices
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
See also Journal Article Growth Opportunities, Technology Shocks, and Asset Prices, Journal of Finance, American Finance Association (2014) View citations (84) (2014)
- Technological Innovation, Resource Allocation, and Growth
NBER Working Papers, National Bureau of Economic Research, Inc View citations (64)
See also Journal Article Technological Innovation, Resource Allocation, and Growth, The Quarterly Journal of Economics, President and Fellows of Harvard College (2017) View citations (584) (2017)
2009
- Growth opportunities and Investment-Specific Technology Shocks
2009 Meeting Papers, Society for Economic Dynamics
- Market Selection
2009 Meeting Papers, Society for Economic Dynamics View citations (13)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (11)
See also Journal Article Market selection, Journal of Economic Theory, Elsevier (2017) View citations (1) (2017)
- The Demographics of Innovation and Asset Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (1)
2008
- Oil Futures Prices in a Production Economy With Investment Constraints
Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research 
See also Journal Article Oil Futures Prices in a Production Economy with Investment Constraints, Journal of Finance, American Finance Association (2009) View citations (52) (2009)
2007
- Durability of Output and Expected Stock Returns
2007 Meeting Papers, Society for Economic Dynamics View citations (3)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (4)
See also Journal Article Durability of Output and Expected Stock Returns, Journal of Political Economy, University of Chicago Press (2009) View citations (72) (2009)
2005
- Futures Prices in a Production Economy with Investment Constraints
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (1)
2004
- Price Impact and Survival of Irrational Traders
FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (10) 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (1) Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (15)
See also Journal Article The Price Impact and Survival of Irrational Traders, Journal of Finance, American Finance Association (2006) View citations (129) (2006)
2003
- Evaluating Portfolio Policies: A Duality Approach
NBER Working Papers, National Bureau of Economic Research, Inc 
Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) 
See also Journal Article Evaluating Portfolio Policies: A Duality Approach, Operations Research, INFORMS (2006) View citations (16) (2006)
2002
- Equilibrium Cross-Section of Returns
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
See also Journal Article Equilibrium Cross Section of Returns, Journal of Political Economy, University of Chicago Press (2003) View citations (269) (2003)
- Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (12) NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations (21)
2001
- Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (8)
See also Journal Article Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices, Journal of Political Economy, University of Chicago Press (2002) View citations (211) (2002)
1997
- Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
Journal Articles
2020
- Left Behind: Creative Destruction, Inequality, and the Stock Market
Journal of Political Economy, 2020, 128, (3), 855 - 906 View citations (16)
2017
- Market selection
Journal of Economic Theory, 2017, 168, (C), 209-236 View citations (1)
See also Working Paper Market Selection, 2009 Meeting Papers (2009) View citations (13) (2009)
- Technological Innovation, Resource Allocation, and Growth
The Quarterly Journal of Economics, 2017, 132, (2), 665-712 View citations (584)
See also Working Paper Technological Innovation, Resource Allocation, and Growth, NBER Working Papers (2012) View citations (64) (2012)
2014
- Growth Opportunities, Technology Shocks, and Asset Prices
Journal of Finance, 2014, 69, (2), 675-718 View citations (84)
See also Working Paper Growth Opportunities, Technology Shocks, and Asset Prices, NBER Working Papers (2012) View citations (9) (2012)
2013
- Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
The Review of Financial Studies, 2013, 26, (11), 2718-2759 View citations (56)
2012
- Displacement risk and asset returns
Journal of Financial Economics, 2012, 105, (3), 491-510 View citations (51)
- Economic Activity of Firms and Asset Prices
Annual Review of Financial Economics, 2012, 4, (1), 361-384 View citations (26)
- Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs
Journal of Finance, 2012, 67, (4), 1371-1395 View citations (64)
2010
- Growth Opportunities and Technology Shocks
American Economic Review, 2010, 100, (2), 532-36 View citations (11)
2009
- Durability of Output and Expected Stock Returns
Journal of Political Economy, 2009, 117, (5), 941 - 986 View citations (72)
See also Working Paper Durability of Output and Expected Stock Returns, 2007 Meeting Papers (2007) View citations (3) (2007)
- Oil Futures Prices in a Production Economy with Investment Constraints
Journal of Finance, 2009, 64, (3), 1345-1375 View citations (52)
See also Working Paper Oil Futures Prices in a Production Economy With Investment Constraints, Working Papers (2008) (2008)
2006
- Evaluating Portfolio Policies: A Duality Approach
Operations Research, 2006, 54, (3), 405-418 View citations (16)
See also Working Paper Evaluating Portfolio Policies: A Duality Approach, NBER Working Papers (2003) (2003)
- The Price Impact and Survival of Irrational Traders
Journal of Finance, 2006, 61, (1), 195-229 View citations (129)
See also Working Paper Price Impact and Survival of Irrational Traders, FAME Research Paper Series (2004) View citations (1) (2004)
2004
- Asset prices and real investment
Journal of Financial Economics, 2004, 73, (3), 411-431 View citations (41)
- Erratum: "Equilibrium Cross Section of Returns"
Journal of Political Economy, 2004, 112, (3), 724-753
- Pricing American Options: A Duality Approach
Operations Research, 2004, 52, (2), 258-270 View citations (146)
2003
- Equilibrium Cross Section of Returns
Journal of Political Economy, 2003, 111, (4), 693-732 View citations (269)
See also Working Paper Equilibrium Cross-Section of Returns, CEPR Discussion Papers (2002) View citations (3) (2002)
2002
- Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
Journal of Political Economy, 2002, 110, (6), 1255-1285 View citations (211)
See also Working Paper Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices, NBER Working Papers (2001) View citations (9) (2001)
2001
- An equilibrium model of irreversible investment
Journal of Financial Economics, 2001, 62, (2), 201-245 View citations (43)
- Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach
Operations Research, 2001, 49, (3), 372-397 View citations (34)
2000
- When is time continuous?
Journal of Financial Economics, 2000, 55, (2), 173-204 View citations (48)
See also Chapter WHEN IS TIME CONTINUOUS?, World Scientific Book Chapters, 2001, 71-102 (2001) View citations (2) (2001)
Chapters
2001
- WHEN IS TIME CONTINUOUS?
Chapter 3 in Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), 2001, pp 71-102 View citations (2)
See also Journal Article When is time continuous?, Elsevier (2000) View citations (48) (2000)
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