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Details about Laura Veldkamp

Homepage:https://www.gsb.columbia.edu/faculty/lveldkamp
Phone:212-854-1100
Postal address:Columbia Business School Uris Hall 3022 Broadway New York, NY 10027
Workplace:Finance and Economics Department, Graduate School of Business, Columbia University, (more information at EDIRC)

Access statistics for papers by Laura Veldkamp.

Last updated 2018-07-09. Update your information in the RePEc Author Service.

Short-id: pve40


Jump to Journal Articles Books Chapters

Working Papers

2018

  1. Big Data in Finance and the Growth of Large Firms
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. The Tail that Keeps the Riskless Rate Low
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Chapter (2018)

2017

  1. Long Run Growth of Financial Technology
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
    2017 Meeting Papers, Society for Economic Dynamics Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (3)

2016

  1. Information Globalization
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2016) Downloads View citations (1)
  2. Taking orders and taking notes: dealer information sharing in financial markets
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
  3. The Common Origin of Uncertainty Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads
  4. The Long-Run Evolution of the Financial Sector
    2016 Meeting Papers, Society for Economic Dynamics Downloads
  5. The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (15)
    2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (1)

2015

  1. Black Swans and the Many Shades of Uncertainty
    2015 Meeting Papers, Society for Economic Dynamics Downloads
  2. Intermediaries as Information Aggregators
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
  3. The Tail that Wags the Economy: Beliefs and Persistent Stagnation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2014

  1. Information Globalization, Risk Sharing, and International Trade
    2014 Meeting Papers, Society for Economic Dynamics Downloads
  2. Uncertainty Shocks and the Role of the Black Swan
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
  3. Understanding Uncertainty Shocks and the Role of Black Swans
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (14)

2013

  1. Understanding Uncertainty Shocks
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)

2012

  1. Germs, Social Networks and Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (4)
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2012) Downloads View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (5)
  2. Should We Regulate Financial Information
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics Downloads View citations (5)
    See also Journal Article in Journal of Economic Theory (2015)
  3. Time-Varying Fund Manager Skill
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (4)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (3)

    See also Journal Article in Journal of Finance (2014)

2011

  1. De-regulating Markets for Financial Information
    2011 Meeting Papers, Society for Economic Dynamics Downloads

2010

  1. Germs, Ideas and Growth
    2010 Meeting Papers, Society for Economic Dynamics

2009

  1. Nature or Nurture? Learning and the Geography of Female Labor Force Participation
    2009 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (4)

    See also Journal Article in Econometrica (2011)
  2. Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (118)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2008) Downloads View citations (7)

    See also Journal Article in Journal of Monetary Economics (2009)
  3. Rational Attention Allocation Over the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
  4. Recessions are a Time to Shine: A theory of attention allocation over the business cycle
    2009 Meeting Papers, Society for Economic Dynamics

2008

  1. Gone Shopping: A Theory of Ratings Inflation
    2008 Meeting Papers, Society for Economic Dynamics Downloads
  2. Income Dispersion and Counter-Cyclical Markups
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Monetary Economics (2009)
  3. Information Acquisition and Under-Diversification
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (4)

    See also Journal Article in Review of Economic Studies (2010)
  4. Leadership, Coordination and Mission-Driven Management
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2007

  1. Asset Pricing in a Production Economy with Chew-Dekel Preferences
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics Downloads View citations (11)
  2. Information Immobility and the Home Bias Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) Downloads View citations (7)
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2004) Downloads View citations (1)

    See also Journal Article in Journal of Finance (2009)
  3. Knowing What Others Know: Coordination Motives in Information Acquisition
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2006) Downloads View citations (4)
    2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (2)

    See also Journal Article in Review of Economic Studies (2009)
  4. Nature or Nurture? Learning and Female Labor Force Dynamics
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (4)
    Staff Report, Federal Reserve Bank of Minneapolis (2007) Downloads View citations (22)
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2007) Downloads View citations (10)

2006

  1. Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) Downloads View citations (2)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2006) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2006) Downloads

    See also Journal Article in Journal of Monetary Economics (2007)
  2. An Information-Based Explanation for Industry Comovement
    2006 Meeting Papers, Society for Economic Dynamics
  3. Income Dispersion, Asymmetric Information and Fluctuations in Market Efficiency
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics Downloads View citations (4)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (1)

2005

  1. Information Acquisition and Portfolio Underdiversification
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (18)

2004

  1. Information Markets and the Comovement of Asset Prices
    2004 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2004) Downloads

    See also Journal Article in Review of Economic Studies (2006)
  2. Media Frenzies in Markets for Financial Information
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads View citations (8)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2003) Downloads View citations (4)

    See also Journal Article in American Economic Review (2006)

2003

  1. Learning Asymmetries in Real Business Cycles
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Monetary Economics (2006)

Journal Articles

2017

  1. Comment
    NBER Macroeconomics Annual, 2017, 31, (1), 531 - 539 Downloads

2016

  1. A Rational Theory of Mutual Funds' Attention Allocation
    Econometrica, 2016, 84, 571-626 Downloads View citations (14)

2015

  1. Should we regulate financial information?
    Journal of Economic Theory, 2015, 158, (PB), 697-720 Downloads View citations (8)
    See also Working Paper (2012)

2014

  1. Time-Varying Fund Manager Skill
    Journal of Finance, 2014, 69, (4), 1455-1484 Downloads View citations (54)
    See also Working Paper (2012)

2013

  1. Leadership, Coordination, and Corporate Culture
    Review of Economic Studies, 2013, 80, (2), 512-537 Downloads View citations (9)

2012

  1. Information Choice Technologies
    American Economic Review, 2012, 102, (3), 35-40 Downloads View citations (6)

2011

  1. Nature or Nurture? Learning and the Geography of Female Labor Force Participation
    Econometrica, 2011, 79, (4), 1103-1138 View citations (100)
    See also Working Paper (2009)

2010

  1. Information Acquisition and Under-Diversification
    Review of Economic Studies, 2010, 77, (2), 779-805 Downloads View citations (88)
    See also Working Paper (2008)

2009

  1. Income dispersion and counter-cyclical markups
    Journal of Monetary Economics, 2009, 56, (6), 791-804 Downloads View citations (19)
    See also Working Paper (2008)
  2. Information Immobility and the Home Bias Puzzle
    Journal of Finance, 2009, 64, (3), 1187-1215 Downloads View citations (178)
    See also Working Paper (2007)
  3. Knowing What Others Know: Coordination Motives in Information Acquisition
    Review of Economic Studies, 2009, 76, (1), 223-251 Downloads View citations (109)
    See also Working Paper (2007)
  4. Learning about reform: Time-varying support for structural adjustment
    International Review of Economics & Finance, 2009, 18, (2), 192-206 Downloads View citations (4)
  5. Ratings shopping and asset complexity: A theory of ratings inflation
    Journal of Monetary Economics, 2009, 56, (5), 678-695 Downloads View citations (107)
    See also Working Paper (2009)

2007

  1. Aggregate shocks or aggregate information? Costly information and business cycle comovement
    Journal of Monetary Economics, 2007, 54, (Supplement 1), 37-55 Downloads View citations (28)
    See also Working Paper (2006)

2006

  1. Information Markets and the Comovement of Asset Prices
    Review of Economic Studies, 2006, 73, (3), 823-845 Downloads View citations (51)
    See also Working Paper (2004)
  2. Inside Information and the Own Company Stock Puzzle
    Journal of the European Economic Association, 2006, 4, (2-3), 623-633 Downloads View citations (5)
  3. Learning asymmetries in real business cycles
    Journal of Monetary Economics, 2006, 53, (4), 753-772 Downloads View citations (128)
    See also Working Paper (2003)
  4. Media Frenzies in Markets for Financial Information
    American Economic Review, 2006, 96, (3), 577-601 Downloads View citations (57)
    See also Working Paper (2004)
  5. Uncertainty, policy ineffectiveness and long stagnation of the macroeconomy
    Japan and the World Economy, 2006, 18, (3), 273-277 Downloads

2005

  1. Slow boom, sudden crash
    Journal of Economic Theory, 2005, 124, (2), 230-257 Downloads View citations (62)

Books

2011

  1. Information Choice in Macroeconomics and Finance
    Economics Books, Princeton University Press View citations (51)

Chapters

2018

  1. The Tail that Keeps the Riskless Rate Low
    A chapter in NBER Macroeconomics Annual 2018, volume 33, 2018 Downloads
    See also Working Paper (2018)

2016

  1. Comment on "Is the Macroeconomy Locally Unstable and Why Should We Care?"
    A chapter in NBER Macroeconomics Annual 2016, Volume 31, 2016, pp 531-539 Downloads

2011

  1. Why Study Information Choice?
    A chapter in Information Choice in Macroeconomics and Finance, 2011 Downloads
 
Page updated 2018-07-23