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Annette Vissing-Jorgensen

Annette Vissing-Jorgensen

D-Index & Metrics

Economics and Finance

D-Index
45
Citations
20147
World Ranking
1701
National Ranking
1002

Research.com Recognitions

  • 2016 - Fellows of the Econometric Society

Overview

Annette Vissing-Jorgensen is a researcher affiliated with the Federal Reserve System in the United States. Their work primarily focuses on fields within economics, econometrics, and finance, with a particular emphasis on monetary policy, financial markets, and banking stability.

They have contributed 17 publications in the main field of Economics, Econometrics, and Finance, with more specialized work in the subfields of Finance, Economics and Econometrics, General Economics, Econometrics and Finance, and Management Science and Operations Research.

The main topics covered in their research include:

  • Monetary Policy and Economic Impact
  • Financial Markets and Investment Strategies
  • Banking stability, regulation, efficiency
  • Market Dynamics and Volatility
  • Housing Market and Economics
  • Fiscal Policies and Political Economy
  • Credit Risk and Financial Regulations

Annette Vissing-Jorgensen has published in multiple academic venues, including:

  • SSRN Electronic Journal
  • Finance and Economics Discussion Series
  • Review of Financial Studies
  • Journal of Monetary Economics
  • FEDS Notes

Notable recent papers authored or coauthored by Annette Vissing-Jorgensen include:

  • "The Economics of the Fed Put," 2020, Review of Financial Studies
  • "The Treasury Market in Spring 2020 and the Response of the Federal Reserve," 2021, Journal of Monetary Economics
  • "Reserve Demand, Interest Rate Control, and Quantitative Tightening," 2023, SSRN Electronic Journal
  • "A Stock Return Decomposition Using Observables," 2022, SSRN Electronic Journal
  • "A Stock Return Decomposition Using Observables," 2022, Finance and Economics Discussion Series

Their research collaborations have frequently included the following coauthors:

  • Benjamin Knox
  • Anna Cieślak
  • David López-Salido
  • Juan M. Londoño
  • Mehrdad Samadi

Among the recognitions received, Annette Vissing-Jorgensen was awarded Fellowship of the Econometric Society in 2016.

Best Publications

  • The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy

    Arvind Krishnamurthy;Annette Vissing-Jorgensen

  • The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy

    Arvind Krishnamurthy;Annette Vissing-Jorgensen

  • The Aggregate Demand for Treasury Debt

    Arvind Krishnamurthy;Annette Vissing-Jorgensen

  • The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?

    Tobias J. Moskowitz;Annette Vissing-Jorgensen

  • Limited Asset Market Participation and the Elasticity of Intertemporal Substitution

    Annette Vissing-Jorgensen

  • Limited Asset Market Participation and the Elasticity of Intertemporal Substitution

    Annette Vissing‐Jørgensen

  • Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures

    Annette Vissing-Jorgensen;Annette Vissing-Jorgensen

  • Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures

    Annette Vissing-Jorgensen

  • Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures

    Annette Vissing-Jorgensen

  • Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion

    Annette Vissing-Jørgensen;Orazio P. Attanasio

  • The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?

    Annette Vissing-Jorgensen;Annette Vissing-Jorgensen;Tobias J. Moskowitz;Tobias J. Moskowitz

  • Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions

    Annette Vissing-Jorgensen

  • Long‐Run Stockholder Consumption Risk and Asset Returns

    Christopher J. Malloy;Tobias J. Moskowitz;Annette Vissing-Jørgensen

  • Testing Agency Theory with Entrepreneur Effort and Wealth

    Marianne P. Bitler;Tobias J. Moskowitz;Annette Vissing-Jørgensen

  • Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments

    Michael Greenstone;Paul E. Oyer;Annette Vissing-Jorgensen

  • Stock Returns over the FOMC Cycle

    Anna Cieslak;Adair Morse;Adair Morse;Annette Vissing‐Jorgensen;Annette Vissing‐Jorgensen

  • A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002

    Yael V. Hochberg;Paola Sapienza;Paola Sapienza;Annette Vissing-Jørgensen

  • ECB Policies Involving Government Bond Purchases: Impact and Channels

    Arvind Krishnamurthy;Stefan Nagel;Annette Vissing-Jorgensen

  • The Impact of Treasury Supply on Financial Sector Lending and Stability

    Arvind Krishnamurthy;Annette Vissing-Jorgensen

  • ECB Policies Involving Government Bond Purchases: Impacts and Channels

    Unknown

  • Informational Holdup and Performance Persistence in Venture Capital

    Yael V. Hochberg;Alexander Ljungqvist;Annette Vissing-Jørgensen

  • Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions

    Annette Vissing-Jorgensen

  • The Effects of Quantitative Easing on Interest Rates

    Annette Vissing-Jorgensen;Annette Vissing-Jorgensen;Arvind Krishnamurthy

  • Long-Run Stockholder Consumption Risk and Asset Returns

    Annette Vissing-Jorgensen;Annette Vissing-Jorgensen;Christopher J. Malloy;Christopher J. Malloy;Tobias J. Moskowitz;Tobias J. Moskowitz

  • Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments - eScholarship

    Michael Greenstone;Paul E Oyer;Annette Vissing-Jorgensen

Frequent Co-Authors

Tobias J. Moskowitz
Tobias J. Moskowitz Yale University
Michael Greenstone
Michael Greenstone University of Chicago
Paola Sapienza
Paola Sapienza Northwestern University
Robin Greenwood
Robin Greenwood Harvard University
Stefan Nagel
Stefan Nagel University of Chicago
Alexander Ljungqvist
Alexander Ljungqvist Stockholm School of Economics
Monika Piazzesi
Monika Piazzesi Stanford University
David Laibson
David Laibson Harvard University
Amit Seru
Amit Seru Stanford University

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