Wachter, Jessica A.: search on Z-Library

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1

Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

WACHTER, JESSICA A.

Journal:

The Journal of Finance

Year:

2013

Language:

english

File:

PDF, 660 KB

english, 2013

2

Asset Allocation

Wachter, Jessica A.

Journal:

Annual Review of Financial Economics

Year:

2010

Language:

english

File:

PDF, 1.47 MB

english, 2010

3

Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

MARTIN LETTAU, JESSICA A. WACHTER

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 282 KB

english, 2007

4

The term structures of equity and interest rates

Martin Lettau, Jessica A. Wachter

Journal:

Journal of Financial Economics

Year:

2011

Language:

english

File:

PDF, 666 KB

english, 2011

5

A consumption-based model of the term structure of interest rates

Jessica A. Wachter

Journal:

Journal of Financial Economics

Year:

2006

Language:

english

File:

PDF, 425 KB

english, 2006

6

Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements

Baker, Malcolm, Litov, Lubomir, Wachter, Jessica A., Wurgler, Jeffrey

Journal:

Journal of Financial and Quantitative Analysis

Year:

2010

Language:

english

File:

PDF, 129 KB

english, 2010

7

Using Samples of Unequal Length in Generalized Method of Moments Estimation

Lynch, Anthony W., Wachter, Jessica A.

Journal:

Journal of Financial and Quantitative Analysis

Year:

2013

Language:

english

File:

PDF, 226 KB

english, 2013

8

Option Prices in a Model with Stochastic Disaster Risk

Seo, Sang Byung, Wachter, Jessica A.

Journal:

Management Science

Year:

2018

Language:

english

File:

PDF, 630 KB

english, 2018

9

Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation

Klaas P. Baks, Andrew Metrick, Jessica Wachter

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 373 KB

english, 2001

10

What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio

Wachter, Jessica A., Warusawitharana, Missaka

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 891 KB

english, 2015

11

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Lettau, Martin, Wachter, Jessica A., Ludvigson, Sydney C.

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 676 KB

english, 2004

12

“Back Home You Just Go Talk to the Family”: The Role of Family Among Women Who Seek Help for Intimate Partner Violence Pre- and Postresettlement to the United States

Wachter, Karin, Cook Heffron, Laurie, Dalpe, Jessica

Journal:

Journal of Interpersonal Violence

Year:

2019

Language:

english

File:

PDF, 104 KB

english, 2019

13

Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?

ANTONIOS SANGVINATSOS, JESSICA A. WACHTER

Journal:

The Journal of Finance

Year:

2005

Language:

english

File:

PDF, 384 KB

english, 2005

14

Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

JESSICA A. WACHTER

Journal:

The Journal of Finance

Year:

2013

Language:

english

File:

PDF, 3.75 MB

english, 2013

15

Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets

Jessica A. Wachter

Journal:

Journal of Financial and Quantitative Analysis

Year:

2002

Language:

english

File:

PDF, 654 KB

english, 2002

16

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Martin Lettau, Sydney C. Ludvigson and Jessica A. Wachter

Journal:

Review of Financial Studies

Year:

2008

Language:

english

File:

PDF, 3.44 MB

english, 2008

17

Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

Martin Lettau and Jessica A. Wachter

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 4.16 MB

english, 2007

18

Conceptualizations of Domestic Violence–Related Needs among Women Who Resettled to the United States as Refugees

Wachter, Karin, Dalpe, Jessica, Heffron, Laurie Cook

Journal:

Social Work Research

Year:

2019

Language:

english

File:

PDF, 216 KB

english, 2019

19

Risk aversion and allocation to long-term bonds

Jessica A. Wachter

Journal:

Journal of Economic Theory

Year:

2003

Language:

english

File:

PDF, 131 KB

english, 2003

20

Six habits of highly successful health information technology: powerful strategies for design and implementation

Ray, Jessica M, Ratwani, Raj M, Sinsky, Christine A, Frankel, Richard M, Friedberg, Mark W, Powsner, Seth M, Rosenthal, David I, Wachter, Robert M, Melnick, Edward R

Journal:

Journal of the American Medical Informatics Association

Year:

2019

Language:

english

File:

PDF, 181 KB

english, 2019

21

Predictable returns and asset allocation: Should a skeptical investor time the market?

Jessica A. Wachter, Missaka Warusawitharana

Journal:

Journal of Econometrics

Year:

2009

Language:

english

File:

PDF, 3.90 MB

english, 2009

22

Discussion

Jessica A. Wachter

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 63 KB

english, 2001

23

Papers and Proceedings of the Sixty-First Annual Meeting of the American Finance Association, New Orleans, Louisiana, January 5-7, 2001 || Variable Selection for Portfolio Choice: Discussion

Jessica A. Wachter

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 219 KB

english, 2001

24

Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation

Klaas P. Baks, Andrew Metrick and Jessica Wachter

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 800 KB

english, 2001

25

Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?

Antonios Sangvinatsos and Jessica A. Wachter

Journal:

The Journal of Finance

Year:

2005

Language:

english

File:

PDF, 5.01 MB

english, 2005

26

âWhere Is the Womenâs Center Here?â: The Role of Information in Refugee Womenâs Help Seeking for Intimate Partner Violence in a Resettlement Context

Wachter, Karin, Cook Heffron, Laurie, Dalpe, Jessica, Spitz, Alison

Journal:

Violence Against Women

Year:

2020

File:

PDF, 139 KB

2020

27

Effects of short- and long-term pulsed radiofrequency electromagnetic fields on night sleep and cognitive functions in healthy subjects

Gunther Fritzer, Robert Göder, Lars Friege, Jessica Wachter, Volkert Hansen, Dunja Hinze-Selch, Josef B. Aldenhoff

Journal:

Bioelectromagnetics

Year:

2007

Language:

english

File:

PDF, 141 KB

english, 2007

28

Learning with Rare Disasters

Wachter, Jessica A., Zhu, Yicheng

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 517 KB

english, 2019

29

Synthesis and evaluation of NO-release from symmetrically substituted furoxans

William F. Nirode, Jessica M. Luis, Jordan F. Wicker, Nanette M. Wachter

Journal:

Bioorganic & Medicinal Chemistry Letters

Year:

2006

Language:

english

File:

PDF, 103 KB

english, 2006

30

Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

Wachter, Jessica A.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 510 KB

english, 2012

31

Comment on: Are behavioral asset-pricing models structural?

Jessica A. Wachter

Journal:

Journal of Monetary Economics

Year:

2002

Language:

english

File:

PDF, 77 KB

english, 2002

32

Why Do Household Portfolio Shares Rise in Wealth?

Wachter, Jessica A., Yogo, Motohiro

Journal:

Review of Financial Studies

Year:

2010

Language:

english

File:

PDF, 458 KB

english, 2010

33

Cyclical Dispersion in Expected Defaults

Gomes, João F, Grotteria, Marco, Wachter, Jessica A

Journal:

Review of Financial Studies

Year:

2018

Language:

english

File:

PDF, 609 KB

english, 2018

34

Insulin-like growth factor 2 mRNA-binding proteins (IGF2BPs): post-transcriptional drivers of cancer progression?

Jessica L. Bell, Kristin Wächter, Britta Mühleck…

Journal:

Cellular and Molecular Life Sciences

Year:

2013

Language:

english

File:

PDF, 551 KB

english, 2013

35

What is the Chance that the Equity Premium Varies Over Time? Evidence from Predictive Regressions

Wachter, Jessica A., Warusawitharana, Missaka

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 500 KB

english, 2012

36

Bayesian Performance Evaluation

Baks, Klaas, Metrick, Andrew, Wachter, Jessica A.

Journal:

SSRN Electronic Journal

Year:

1999

Language:

english

File:

PDF, 491 KB

english, 1999

37

Maximum likelihood estimation of the equity premium

Avdis, Efstathios, Wachter, Jessica A.

Journal:

Journal of Financial Economics

Year:

2017

Language:

english

File:

PDF, 3.16 MB

english, 2017

38

The Performance of New Private-Label Mortgage Loan Modifications after 2009

McCoy, Patricia A., Wachter, Susan M., Hwang, Min, Acoca, Arthur, Essene, Ren S., Liebschutz, Jacob, Russell, Jessica

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 374 KB

english, 2012

39

The Surgical Hospitalist: A New Model for Emergency Surgical Care

John Maa, Jonathan T. Carter, Jessica E. Gosnell, Robert Wachter, Hobart W. Harris

Journal:

Journal of the American College of Surgeons

Year:

2007

Language:

english

File:

PDF, 138 KB

english, 2007

40

Do Rare Events Explain CDX Tranche Spreads?

SEO, SANG BYUNG, WACHTER, JESSICA A.

Journal:

The Journal of Finance

Year:

2018

Language:

english

File:

PDF, 544 KB

english, 2018

41

Rare Booms and Disasters in a Multi-Sector Endowment Economy

Wachter, Jessica A., Tsai, Jerry

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 341 KB

english, 2012

42

Solving models with external habit

Jessica A. Wachter

Journal:

Finance Research Letters

Year:

2005

Language:

english

File:

PDF, 218 KB

english, 2005

43

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Lettau, Martin, Wachter, Jessica A., Ludvigson, Sydney C.

Journal:

SSRN Electronic Journal

Year:

2004

File:

PDF, 676 KB

2004

44

Rare Booms and Disasters in a Multisector Endowment Economy

Tsai, Jerry, Wachter, Jessica A.

Journal:

Review of Financial Studies

Year:

2016

Language:

english

File:

PDF, 829 KB

english, 2016

45

The Visibility of Female Sexual Health: A Rapid Test Approach

Scalco, Sandra, Knauth, Daniela, Feijó, Mônica, Karpes, Marília, Wachter, Emília, Weber, Jessica

Journal:

The Journal of Sexual Medicine

Year:

2017

Language:

english

File:

PDF, 130 KB

english, 2017

46

Cyclical Dispersion in Expected Defaults

Gomes, Jooo F., Grotteria, Marco, Wachter, Jessica A.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 440 KB

english, 2018

47

Comment on: “Can financial innovation help to explain the reduced volatility of economic activity?”

Jessica A. Wachter

Journal:

Journal of Monetary Economics

Year:

2006

Language:

english

File:

PDF, 120 KB

english, 2006

48

A Consumption-Based Model of the Term Structure of Interest Rates

Wachter, Jessica A.

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 457 KB

english, 2004

49

Does Mutual Fund Performance Vary over the Business Cycle?

Lynch, Anthony W., Wachter, Jessica A., Boudry, Walter

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 135 KB

english, 2003

50

Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

Lettau, Martin, Wachter, Jessica A.

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 457 KB

english, 2005

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