Details about Nikolai Roussanov

Access statistics for papers by Nikolai Roussanov.

Last updated 2024-12-11. Update your information in the RePEc Author Service.

Short-id: pro355

Working Papers

2025

1. Semiparametric Conditional Factor Models in Asset Pricing
   Papers, arXiv.org View citations (2)

2023

2. Managing Mental Accounts: Payment Cards and Consumption Expenditures
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article Managing Mental Accounts: Payment Cards and Consumption Expenditures, The Review of Financial Studies, Society for Financial Studies (2024) View citations (2) (2024)
3. Semiparametric Conditional Factor Models: Estimation and Inference
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2022

4. Getting to the Core: Inflation Risks Within and Across Asset Classes
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)

2020

5. Cheap Thrills: the Price of Leisure and the Global Decline in Work Hours
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
   See also Journal Article Cheap Thrills: The Price of Leisure and the Global Decline in Work Hours, Journal of Political Economy Macroeconomics, University of Chicago Press (2023) View citations (1) (2023)

2018

6. Marketing Mutual Funds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   See also Journal Article Marketing Mutual Funds, The Review of Financial Studies, Society for Financial Studies (2021) View citations (17) (2021)
7. Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
   See also Journal Article Short-run pain, long-run gain? Recessions and technological transformation, Journal of Monetary Economics, Elsevier (2018) View citations (15) (2018)

2016

8. Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)

2013

9. Commodity Trade and the Carry Trade: a Tale of Two Countries
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
   Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (4)
   See also Journal Article Commodity Trade and the Carry Trade: A Tale of Two Countries, Journal of Finance, American Finance Association (2017) View citations (58) (2017)
10. Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (40)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (1)
    See also Journal Article Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty, Journal of Finance, American Finance Association (2020) View citations (34) (2020)

2012

11. Status, Marriage, and Managers' Attitudes To Risk
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2010

12. Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article Composition of wealth, conditioning information, and the cross-section of stock returns, Journal of Financial Economics, Elsevier (2014) View citations (17) (2014)
13. Countercyclical Currency Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
    See also Journal Article Countercyclical currency risk premia, Journal of Financial Economics, Elsevier (2014) View citations (153) (2014)

2008

14. Common Risk Factors in Currency Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (35)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (31)
    See also Journal Article Common Risk Factors in Currency Markets, The Review of Financial Studies, Society for Financial Studies (2011) View citations (526) (2011)
15. Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status
    2008 Meeting Papers, Society for Economic Dynamics View citations (3)
    See also Journal Article Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status, Journal of Finance, American Finance Association (2010) View citations (98) (2010)

2007

16. Conspicuous Consumption and Race
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    See also Journal Article Conspicuous Consumption and Race, The Quarterly Journal of Economics, President and Fellows of Harvard College (2009) View citations (275) (2009)

Journal Articles

2024

1. Managing Mental Accounts: Payment Cards and Consumption Expenditures
   The Review of Financial Studies, 2024, 37, (8), 2586-2624 View citations (2)
   See also Working Paper Managing Mental Accounts: Payment Cards and Consumption Expenditures, NBER Working Papers (2023) (2023)

2023

2. Cheap Thrills: The Price of Leisure and the Global Decline in Work Hours
   Journal of Political Economy Macroeconomics, 2023, 1, (1), 80 - 118 View citations (1)
   See also Working Paper Cheap Thrills: the Price of Leisure and the Global Decline in Work Hours, NBER Working Papers (2020) View citations (8) (2020)

2021

3. Marketing Mutual Funds
   The Review of Financial Studies, 2021, 34, (6), 3045-3094 View citations (17)
   See also Working Paper Marketing Mutual Funds, NBER Working Papers (2018) View citations (4) (2018)

2020

4. Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty
   Journal of Finance, 2020, 75, (1), 323-375 View citations (34)
   See also Working Paper Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty, NBER Working Papers (2013) View citations (40) (2013)

2018

5. Short-run pain, long-run gain? Recessions and technological transformation
   Journal of Monetary Economics, 2018, 97, (C), 29-44 View citations (15)
   See also Working Paper Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation, NBER Working Papers (2018) View citations (15) (2018)

2017

6. After the tide: Commodity currencies and global trade
   Journal of Monetary Economics, 2017, 85, (C), 69-86 View citations (19)
7. Commodity Trade and the Carry Trade: A Tale of Two Countries
   Journal of Finance, 2017, 72, (6), 2629-2684 View citations (58)
   See also Working Paper Commodity Trade and the Carry Trade: a Tale of Two Countries, NBER Working Papers (2013) View citations (16) (2013)

2014

8. Composition of wealth, conditioning information, and the cross-section of stock returns
   Journal of Financial Economics, 2014, 111, (2), 352-380 View citations (17)
   See also Working Paper Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns, NBER Working Papers (2010) View citations (1) (2010)
9. Countercyclical currency risk premia
   Journal of Financial Economics, 2014, 111, (3), 527-553 View citations (153)
   See also Working Paper Countercyclical Currency Risk Premia, NBER Working Papers (2010) View citations (27) (2010)
10. Marriage and Managers' Attitudes to Risk
    Management Science, 2014, 60, (10), 2496-2508 View citations (59)

2011

11. Common Risk Factors in Currency Markets
    The Review of Financial Studies, 2011, 24, (11), 3731-3777 View citations (526)
    See also Working Paper Common Risk Factors in Currency Markets, NBER Working Papers (2008) View citations (35) (2008)

2010

12. Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status
    Journal of Finance, 2010, 65, (5), 1755-1788 View citations (98)
    See also Working Paper Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status, 2008 Meeting Papers (2008) View citations (3) (2008)

2009

13. Conspicuous Consumption and Race
    The Quarterly Journal of Economics, 2009, 124, (2), 425-467 View citations (275)
    See also Working Paper Conspicuous Consumption and Race, NBER Working Papers (2007) View citations (28) (2007)

Chapters

2007

1. Intertemporal Substitution and Risk Aversion
   Chapter 61 in Handbook of Econometrics, 2007, vol. 6A View citations (81)