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Details about Leonid Kogan

Homepage:http://web.mit.edu/lkogan2/www/
Workplace:Sloan School of Management, Massachusetts Institute of Technology (MIT), (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Leonid Kogan.

Last updated 2022-10-31. Update your information in the RePEc Author Service.

Short-id: pko698


Jump to Journal Articles Chapters

Working Papers

2023

  1. Fund Flows and Income Risk of Fund Managers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2022

  1. Common Fund Flows: Flow Hedging and Factor Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  3. Operating Hedge and Gross Profitability Premium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2021

  1. Technology, Vintage-Specific Human Capital, and Labor Displacement: Evidence from Linking Patents with Occupations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)

2020

  1. Technological Innovation and Labor Income Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research (2020) Downloads View citations (4)

2019

  1. Measuring “Dark Matter” in Asset Pricing Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

2014

  1. Accuracy Verification for Numerical Solutions of Equilibrium Models
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)

2013

  1. Winners and Losers: Creative Destruction and the Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2012

  1. A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  2. Firm characteristics and empirical factor models: a data-mining experiment
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
  3. Growth Opportunities, Technology Shocks, and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article Growth Opportunities, Technology Shocks, and Asset Prices, Journal of Finance, American Finance Association (2014) Downloads View citations (84) (2014)
  4. Technological Innovation, Resource Allocation, and Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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) Downloads View citations (584) (2017)

2009

  1. Growth opportunities and Investment-Specific Technology Shocks
    2009 Meeting Papers, Society for Economic Dynamics
  2. Market Selection
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (11)

    See also Journal Article Market selection, Journal of Economic Theory, Elsevier (2017) Downloads View citations (1) (2017)
  3. The Demographics of Innovation and Asset Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (1)

2008

  1. Oil Futures Prices in a Production Economy With Investment Constraints
    Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research Downloads
    See also Journal Article Oil Futures Prices in a Production Economy with Investment Constraints, Journal of Finance, American Finance Association (2009) Downloads View citations (52) (2009)

2007

  1. Durability of Output and Expected Stock Returns
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (4)

    See also Journal Article Durability of Output and Expected Stock Returns, Journal of Political Economy, University of Chicago Press (2009) Downloads View citations (72) (2009)

2005

  1. Futures Prices in a Production Economy with Investment Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (1)

2004

  1. Price Impact and Survival of Irrational Traders
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (10)
    2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (1)
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads View citations (15)

    See also Journal Article The Price Impact and Survival of Irrational Traders, Journal of Finance, American Finance Association (2006) Downloads View citations (129) (2006)

2003

  1. Evaluating Portfolio Policies: A Duality Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads

    See also Journal Article Evaluating Portfolio Policies: A Duality Approach, Operations Research, INFORMS (2006) Downloads View citations (16) (2006)

2002

  1. Equilibrium Cross-Section of Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article Equilibrium Cross Section of Returns, Journal of Political Economy, University of Chicago Press (2003) Downloads View citations (269) (2003)
  2. Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (12)
    NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (21)

2001

  1. Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads 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) Downloads View citations (211) (2002)

1997

  1. Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

Journal Articles

2020

  1. Left Behind: Creative Destruction, Inequality, and the Stock Market
    Journal of Political Economy, 2020, 128, (3), 855 - 906 Downloads View citations (16)

2017

  1. Market selection
    Journal of Economic Theory, 2017, 168, (C), 209-236 Downloads View citations (1)
    See also Working Paper Market Selection, 2009 Meeting Papers (2009) Downloads View citations (13) (2009)
  2. Technological Innovation, Resource Allocation, and Growth
    The Quarterly Journal of Economics, 2017, 132, (2), 665-712 Downloads View citations (584)
    See also Working Paper Technological Innovation, Resource Allocation, and Growth, NBER Working Papers (2012) Downloads View citations (64) (2012)

2014

  1. Growth Opportunities, Technology Shocks, and Asset Prices
    Journal of Finance, 2014, 69, (2), 675-718 Downloads View citations (84)
    See also Working Paper Growth Opportunities, Technology Shocks, and Asset Prices, NBER Working Papers (2012) Downloads View citations (9) (2012)

2013

  1. Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
    The Review of Financial Studies, 2013, 26, (11), 2718-2759 Downloads View citations (56)

2012

  1. Displacement risk and asset returns
    Journal of Financial Economics, 2012, 105, (3), 491-510 Downloads View citations (51)
  2. Economic Activity of Firms and Asset Prices
    Annual Review of Financial Economics, 2012, 4, (1), 361-384 Downloads View citations (26)
  3. Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs
    Journal of Finance, 2012, 67, (4), 1371-1395 Downloads View citations (64)

2010

  1. Growth Opportunities and Technology Shocks
    American Economic Review, 2010, 100, (2), 532-36 Downloads View citations (11)

2009

  1. Durability of Output and Expected Stock Returns
    Journal of Political Economy, 2009, 117, (5), 941 - 986 Downloads View citations (72)
    See also Working Paper Durability of Output and Expected Stock Returns, 2007 Meeting Papers (2007) Downloads View citations (3) (2007)
  2. Oil Futures Prices in a Production Economy with Investment Constraints
    Journal of Finance, 2009, 64, (3), 1345-1375 Downloads View citations (52)
    See also Working Paper Oil Futures Prices in a Production Economy With Investment Constraints, Working Papers (2008) Downloads (2008)

2006

  1. Evaluating Portfolio Policies: A Duality Approach
    Operations Research, 2006, 54, (3), 405-418 Downloads View citations (16)
    See also Working Paper Evaluating Portfolio Policies: A Duality Approach, NBER Working Papers (2003) Downloads (2003)
  2. The Price Impact and Survival of Irrational Traders
    Journal of Finance, 2006, 61, (1), 195-229 Downloads View citations (129)
    See also Working Paper Price Impact and Survival of Irrational Traders, FAME Research Paper Series (2004) Downloads View citations (1) (2004)

2004

  1. Asset prices and real investment
    Journal of Financial Economics, 2004, 73, (3), 411-431 Downloads View citations (41)
  2. Erratum: "Equilibrium Cross Section of Returns"
    Journal of Political Economy, 2004, 112, (3), 724-753 Downloads
  3. Pricing American Options: A Duality Approach
    Operations Research, 2004, 52, (2), 258-270 Downloads View citations (146)

2003

  1. Equilibrium Cross Section of Returns
    Journal of Political Economy, 2003, 111, (4), 693-732 Downloads View citations (269)
    See also Working Paper Equilibrium Cross-Section of Returns, CEPR Discussion Papers (2002) Downloads View citations (3) (2002)

2002

  1. Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
    Journal of Political Economy, 2002, 110, (6), 1255-1285 Downloads View citations (211)
    See also Working Paper Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices, NBER Working Papers (2001) Downloads View citations (9) (2001)

2001

  1. An equilibrium model of irreversible investment
    Journal of Financial Economics, 2001, 62, (2), 201-245 Downloads View citations (43)
  2. Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach
    Operations Research, 2001, 49, (3), 372-397 Downloads View citations (34)

2000

  1. When is time continuous?
    Journal of Financial Economics, 2000, 55, (2), 173-204 Downloads View citations (48)
    See also Chapter WHEN IS TIME CONTINUOUS?, World Scientific Book Chapters, 2001, 71-102 (2001) Downloads View citations (2) (2001)

Chapters

2001

  1. 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 Downloads View citations (2)
    See also Journal Article When is time continuous?, Elsevier (2000) Downloads View citations (48) (2000)
 
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