Details about Annette Vissing-Jorgensen

Access statistics for papers by Annette Vissing-Jorgensen.

Last updated 2024-04-15. Update your information in the RePEc Author Service.

Short-id: pvi437

Working Papers

2022

1. A Stock Return Decomposition Using Observables
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2021

2. The Treasury Market in Spring 2020 and the Response of the Federal Reserve
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (12)
   BIS Working Papers, Bank for International Settlements (2021) View citations (16)
   See also Journal Article The Treasury Market in Spring 2020 and the Response of the Federal Reserve, Journal of Monetary Economics, Elsevier (2021) View citations (12) (2021)

2020

3. Informal Central Bank Communication
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (4)
4. The Economics of the Fed Put
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (27)
   See also Journal Article The Economics of the Fed Put, The Review of Financial Studies, Society for Financial Studies (2021) View citations (13) (2021)

2019

5. The Impact of Pensions and Insurance on Global Yield Curves
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
   Also in Harvard Business School Working Papers, Harvard Business School (2018) View citations (38)

2017

6. ECB Policies Involving Government Bond Purchases: Impact and Channels
   Research Papers, Stanford University, Graduate School of Business View citations (65)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (63)
   NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (64)
   See also Journal Article ECB Policies Involving Government Bond Purchases: Impact and Channels*, Review of Finance, European Finance Association (2018) View citations (29) (2018)

2015

7. Stock returns over the FOMC cycle
   2015 Meeting Papers, Society for Economic Dynamics View citations (16)
   See also Journal Article Stock Returns over the FOMC Cycle, Journal of Finance, American Finance Association (2019) View citations (81) (2019)
8. The Impact of Treasury Supply on Financial Sector Lending and Stability
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (95)
   Also in Research Papers, Stanford University, Graduate School of Business (2015) View citations (99)
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2015) View citations (97)
   See also Chapter The Impact of Treasury Supply on Financial Sector Lending and Stability, NBER Chapters, National Bureau of Economic Research, Inc (2013) (2013)
   Journal Article The impact of Treasury supply on financial sector lending and stability, Journal of Financial Economics, Elsevier (2015) View citations (86) (2015)

2011

9. The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (910)
   See also Journal Article The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2011) View citations (1002) (2011)
10. The Effects of Quantitative Easing on Long-term Interest Rates
    2011 Meeting Papers, Society for Economic Dynamics View citations (60)

2010

11. The Increase in Income Cyclicality of High-Income Households and its Relation to the Rise in Top Income Shares
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (50)
    See also Journal Article The Increase in Income Cyclicality of High-Income Households and Its Relation to the Rise in Top Income Shares, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2010) View citations (55) (2010)

2009

12. Who Bears Aggregate Fluctuations and How?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (87)
    See also Journal Article Who Bears Aggregate Fluctuations and How?, American Economic Review, American Economic Association (2009) View citations (89) (2009)

2008

13. The Aggregate Demand for Treasury Debt
    2008 Meeting Papers, Society for Economic Dynamics View citations (40)
    See also Journal Article The Aggregate Demand for Treasury Debt, Journal of Political Economy, University of Chicago Press (2012) View citations (692) (2012)

2007

14. A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (3)
    See also Journal Article A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002, Journal of Accounting Research, Wiley Blackwell (2009) View citations (40) (2009)
15. The Demand for Treasury Debt
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (46)

2005

16. Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    Also in Research Papers, Stanford University, Graduate School of Business (2005) View citations (2)
    See also Journal Article Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments, The Quarterly Journal of Economics, President and Fellows of Harvard College (2006) View citations (110) (2006)

2002

17. Limited Asset Market Participation and the Elasticity of Intertemporal Substitution
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (353)
    See also Journal Article Limited Asset Market Participation and the Elasticity of Intertemporal Substitution, Journal of Political Economy, University of Chicago Press (2002) View citations (418) (2002)
18. The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (575)
    See also Journal Article The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?, American Economic Review, American Economic Association (2002) View citations (587) (2002)
19. Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (215)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (10)

2000

20. The Private Equity Premium Puzzle
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (4)

Journal Articles

2021

1. The Economics of the Fed Put
   The Review of Financial Studies, 2021, 34, (9), 4045-4089 View citations (13)
   See also Working Paper The Economics of the Fed Put, NBER Working Papers (2020) View citations (27) (2020)
2. The Treasury Market in Spring 2020 and the Response of the Federal Reserve
   Journal of Monetary Economics, 2021, 124, (C), 19-47 View citations (12)
   See also Working Paper The Treasury Market in Spring 2020 and the Response of the Federal Reserve, CEPR Discussion Papers (2021) (2021)

2019

3. Stock Returns over the FOMC Cycle
   Journal of Finance, 2019, 74, (5), 2201-2248 View citations (81)
   See also Working Paper Stock returns over the FOMC cycle, 2015 Meeting Papers (2015) View citations (16) (2015)

2018

4. ECB Policies Involving Government Bond Purchases: Impact and Channels*
   (The “greatest” carry trade ever? Understanding eurozone bank risks)
   Review of Finance, 2018, 22, (1), 1-44 View citations (29)
   See also Working Paper ECB Policies Involving Government Bond Purchases: Impact and Channels, Research Papers (2017) View citations (65) (2017)

2015

5. The impact of Treasury supply on financial sector lending and stability
   Journal of Financial Economics, 2015, 118, (3), 571-600 View citations (86)
   See also Chapter The Impact of Treasury Supply on Financial Sector Lending and Stability, NBER Chapters, 2013 (2013) (2013)
   Working Paper The Impact of Treasury Supply on Financial Sector Lending and Stability, CEPR Discussion Papers (2015) View citations (95) (2015)

2014

6. Informational Holdup and Performance Persistence in Venture Capital
   The Review of Financial Studies, 2014, 27, (1), 102-152 View citations (42)

2013

7. The ins and outs of LSAPs
   Proceedings - Economic Policy Symposium - Jackson Hole, 2013 View citations (25)

2012

8. The Aggregate Demand for Treasury Debt
   Journal of Political Economy, 2012, 120, (2), 233 - 267 View citations (692)
   See also Working Paper The Aggregate Demand for Treasury Debt, 2008 Meeting Papers (2008) View citations (40) (2008)

2011

9. The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
   Brookings Papers on Economic Activity, 2011, 42, (2 (Fall)), 215-287 View citations (1002)
   See also Working Paper The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy, NBER Working Papers (2011) View citations (910) (2011)

2010

10. The Increase in Income Cyclicality of High-Income Households and Its Relation to the Rise in Top Income Shares
    Brookings Papers on Economic Activity, 2010, 41, (2 (Fall)), 1-70 View citations (55)
    See also Working Paper The Increase in Income Cyclicality of High-Income Households and its Relation to the Rise in Top Income Shares, NBER Working Papers (2010) View citations (50) (2010)

2009

11. A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002
    Journal of Accounting Research, 2009, 47, (2), 519-583 View citations (40)
    See also Working Paper A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002, CEPR Discussion Papers (2007) View citations (4) (2007)
12. Long‐Run Stockholder Consumption Risk and Asset Returns
    Journal of Finance, 2009, 64, (6), 2427-2479 View citations (118)
13. Who Bears Aggregate Fluctuations and How?
    American Economic Review, 2009, 99, (2), 399-405 View citations (89)
    See also Working Paper Who Bears Aggregate Fluctuations and How?, NBER Working Papers (2009) View citations (87) (2009)

2006

14. Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments
    The Quarterly Journal of Economics, 2006, 121, (2), 399-460 View citations (110)
    See also Working Paper Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments, NBER Working Papers (2005) View citations (3) (2005)

2005

15. Testing Agency Theory with Entrepreneur Effort and Wealth
    Journal of Finance, 2005, 60, (2), 539-576 View citations (110)

2003

16. Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion
    American Economic Review, 2003, 93, (2), 383-391 View citations (247)

2002

17. Limited Asset Market Participation and the Elasticity of Intertemporal Substitution
    Journal of Political Economy, 2002, 110, (4), 825-853 View citations (418)
    See also Working Paper Limited Asset Market Participation and the Elasticity of Intertemporal Substitution, NBER Working Papers (2002) View citations (353) (2002)
18. The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?
    American Economic Review, 2002, 92, (4), 745-778 View citations (587)
    See also Working Paper The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?, NBER Working Papers (2002) View citations (575) (2002)

Chapters

2013

1. The Impact of Treasury Supply on Financial Sector Lending and Stability
   A chapter in New Perspectives on Corporate Capital Structure, 2013
   See also Working Paper The Impact of Treasury Supply on Financial Sector Lending and Stability, C.E.P.R. Discussion Papers (2015) View citations (95) (2015)
   Journal Article The impact of Treasury supply on financial sector lending and stability, Elsevier (2015) View citations (86) (2015)

2004

2. Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions
   A chapter in NBER Macroeconomics Annual 2003, Volume 18, 2004, pp 139-208 View citations (89)