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Details about Leonid Kogan

E-mail:
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 2014-11-10. Update your information in the RePEc Author Service.

Short-id: pko698


Jump to Journal Articles

Working Papers

2014

  1. Accuracy Verification for Numerical Solutions of Equilibrium Models
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)

2013

  1. Winners and Losers: Creative Destruction and the Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

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 (6)
  2. Growth Opportunities, Technology Shocks, and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  3. Technological Innovation, Resource Allocation, and Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)

2009

  1. Market Selection
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (12)
  2. The Demographics of Innovation and Asset Returns
    2009 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (1)
    Working Papers, Becker Friedman Institute for Research In Economics (2009) Downloads

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 in Journal of Finance (2009)

2007

  1. Durability of Output and Expected Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2005

  1. Futures Prices in a Production Economy with Investment Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

2004

  1. Price Impact and Survival of Irrational Traders
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads
  2. The Price Impact and Survival of Irrational Traders
    2004 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads View citations (11)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (9)

    See also Journal Article in Journal of Finance (2006)

2003

  1. Evaluating Portfolio Policies: A Duality Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2002

  1. Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    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 (10)

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 (7)
    See also Journal Article in Journal of Political Economy (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

Journal Articles

2012

  1. Displacement risk and asset returns
    Journal of Financial Economics, 2012, 105, (3), 491-510 Downloads View citations (22)
  2. Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs
    Journal of Finance, 2012, 67, (4), 1371-1395 Downloads View citations (26)

2009

  1. Oil Futures Prices in a Production Economy with Investment Constraints
    Journal of Finance, 2009, 64, (3), 1345-1375 Downloads View citations (25)
    See also Working Paper (2008)

2006

  1. The Price Impact and Survival of Irrational Traders
    Journal of Finance, 2006, 61, (1), 195-229 Downloads View citations (77)
    See also Working Paper (2004)

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 (113)
    See also Working Paper (2001)

2001

  1. An equilibrium model of irreversible investment
    Journal of Financial Economics, 2001, 62, (2), 201-245 Downloads View citations (27)

2000

  1. When is time continuous?
    Journal of Financial Economics, 2000, 55, (2), 173-204 Downloads View citations (36)
 
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