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Asset Pricing with Dynamic and Static Investors
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints
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Regression Discontinuity and the Price Effects of Stock Market Indexing
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Destabilizing Financial Advice: Evidence from Pension Fund Reallocations
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A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
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Do Demand Curves for Stocks Slope Down?
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Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
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The Price Impact and Survival of Irrational Traders
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Dynamic Portfolio Selection by Augmenting the Asset Space
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Style‐Related Comovement: Fundamentals or Labels?
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Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds
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Market Macrostructure: Institutions and Asset Prices
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Consumption and Portfolio Decisions when Expected Returns are Time Varying
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Asset Prices and Institutional Investors
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Market-Wide Predictable Price Pressure
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Measuring the Financial Sophistication of Households
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On the Possibility of Speculation under Rational Expectations
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Asset Bubbles and Overlapping Generations
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The Unintended Consequences of Rebalancing
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How (Not) to Identify Demand Elasticities in Dynamic Asset Markets
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