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Details about Nikolai Roussanov

Homepage:http://finance.wharton.upenn.edu/~nroussan/
Workplace:Finance Department, Wharton School of Business, University of Pennsylvania, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Nikolai Roussanov.

Last updated 2017-07-06. Update your information in the RePEc Author Service.

Short-id: pro355


Jump to Journal Articles Chapters

Working Papers

2016

  1. Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2013

  1. Commodity Trade and the Carry Trade: a Tale of Two Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (1)
  2. Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads

2012

  1. Status, Marriage, and Managers' Attitudes To Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2010

  1. Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Financial Economics (2014)
  2. Countercyclical Currency Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article in Journal of Financial Economics (2014)

2008

  1. Common Risk Factors in Currency Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (25)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) Downloads View citations (7)

    See also Journal Article in Review of Financial Studies
  2. Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    See also Journal Article in Journal of Finance (2010)

2007

  1. Conspicuous Consumption and Race
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    See also Journal Article in The Quarterly Journal of Economics (2009)

Journal Articles

2017

  1. After the tide: Commodity currencies and global trade
    Journal of Monetary Economics, 2017, 85, (C), 69-86 Downloads

2014

  1. Composition of wealth, conditioning information, and the cross-section of stock returns
    Journal of Financial Economics, 2014, 111, (2), 352-380 Downloads View citations (6)
    See also Working Paper (2010)
  2. Countercyclical currency risk premia
    Journal of Financial Economics, 2014, 111, (3), 527-553 Downloads View citations (25)
    See also Working Paper (2010)
  3. Marriage and Managers' Attitudes to Risk
    Management Science, 2014, 60, (10), 2496-2508 Downloads View citations (4)

2010

  1. Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status
    Journal of Finance, 2010, 65, (5), 1755-1788 Downloads View citations (33)
    See also Working Paper (2008)

2009

  1. Conspicuous Consumption and Race
    The Quarterly Journal of Economics, 2009, 124, (2), 425-467 Downloads View citations (114)
    See also Working Paper (2007)

Undated

  1. Common Risk Factors in Currency Markets
    Review of Financial Studies, 24, (11), 3731-3777 Downloads View citations (79)
    See also Working Paper (2008)

Chapters

2007

  1. Intertemporal Substitution and Risk Aversion
    Chapter 61 in Handbook of Econometrics, 2007, vol. 6A Downloads View citations (29)
 
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