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Leonid Kogan

Leonid Kogan

D-Index & Metrics

Economics and Finance

D-Index
36
Citations
10908
World Ranking
2726
National Ranking
1515

Overview

Leonid Kogan is affiliated with MIT in the United States and has contributed extensively to the field of Economics, Econometrics, and Finance with a total of 59 publications. Their research spans multiple subfields including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Accounting, and Information Systems.

Their work focuses on several main topics, notably Financial Markets and Investment Strategies, Monetary Policy and Economic Impact, Economic Growth and Productivity, Complex Systems and Time Series Analysis, Labor Market Dynamics and Wage Inequality, Market Dynamics and Volatility, as well as Banking Stability, Regulation, and Efficiency.

Kogan has published frequently in renowned venues such as SSRN Electronic Journal, The Journal of Finance, Review of Financial Studies, Annual Review of Financial Economics, and Journal of Business Finance & Accounting. The SSRN Electronic Journal hosts the largest share of their publications, totaling 21 articles.

Recent papers authored by Kogan include:

  • Economics of Proof-of-Stake Payment Systems, 2023, SSRN Electronic Journal
  • Firm Characteristics and Empirical Factor Models: A Model Mining Experiment, 2020, Review of Financial Studies
  • Operating Hedge and Gross Profitability Premium, 2023, The Journal of Finance

Other prominent papers linked to their research include "Smart Contracts and Decentralized Finance" (2023) in the Annual Review of Financial Economics, and "Common Fund Flows: Flow Hedging and Factor Pricing" (2022) in SSRN Electronic Journal, though these were authored by collaborators.

Kogan frequently collaborates with several co-authors, the most common being Winston Wei Dou, Wei Wu, Dimitris Papanikolaou, Lawrence Schmidt, and Jun Li. These collaborations highlight a network of joint research efforts contributing to diverse facets of finance and economics.

Best Publications

  • Technological Innovation, Resource Allocation, and Growth

    Leonid Kogan;Dimitris Papanikolaou;Amit Seru;Noah Stoffman

  • Equilibrium Cross Section of Returns

    Joao F Gomes;Leonid Kogan;Lu Zhang

  • Pricing American Options: A Duality Approach

    Martin B. Haugh;Leonid Kogan

  • Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

    Yeung Lewis Chan;Leonid Kogan

  • The Price Impact and Survival of Irrational Traders

    Leonid Kogan;Stephen A. Ross;Jiang Wang;Mark M. Westerfield

  • Technological Innovation, Resource Allocation and Growth

    Leonid Kogan;Leonid Kogan;Dimitris Papanikolaou;Dimitris Papanikolaou;Amit Seru;Noah Stoffman

  • Growth Opportunities, Technology Shocks, and Asset Prices

    Leonid Kogan;Leonid Kogan;Dimitris Papanikolaou

  • Durability of Output and Expected Stock Returns

    Joa˜O F. Gomes;Leonid Kogan;Motohiro Yogo

  • Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs

    Mozaffar Khan;Leonid Kogan;Georgios Serafeim

  • Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks

    Leonid Kogan;Dimitris Papanikolaou

  • Asset prices and real investment

    Leonid Kogan

  • Equilibrium Cross-Section of Returns

    Joao F. Gomes;Leonid Kogan;Leonid Kogan;Lu Zhang;Lu Zhang

  • Hedging Derivative Securities and Incomplete Markets: An e-Arbitrage Approach

    Dimitris Bertsimas;Leonid Kogan;Andrew W. Lo

  • Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

    Leonid Kogan;Raman Uppal

  • When is time continuous

    Dimitris Bertsimas;Leonid Kogan;Andrew W. Lo

  • Oil Futures Prices in a Production Economy with Investment Constraints

    Leonid Kogan;Dmitry Livdan;Amir Yaron

  • Displacement risk and asset returns

    Nicolae Gârleanu;Nicolae Gârleanu;Leonid Kogan;Stavros Panageas

  • An equilibrium model of irreversible investment

    Leonid Kogan

  • Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

    Leonid Kogan;Leonid Kogan;Raman Uppal;Raman Uppal

  • The Price Impact and Survival of Irrational Traders

    Leonid Kogan;Leonid Kogan;Stephen A. Ross;Stephen A. Ross;Jiang Wang;Jiang Wang;Mark M. Westerfield

  • A Simple Theory of Asset Pricing under Model Uncertainty

    Leonid Kogan;Tan Wang

  • Left Behind: Creative Destruction, Inequality, and the Stock Market

    Leonid Kogan;Dimitris Papanikolaou;Noah Stoffman

  • Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs

    Mozaffar Khan;Leonid Kogan;Leonid Kogan;George Serafeim

  • Durability of Output and Expected Stock Returns

    Motohiro Yogo;Leonid Kogan;João Gomes

Frequent Co-Authors

Chung-Yuen Hui
Chung-Yuen Hui Cornell University
Raman Uppal
Raman Uppal EDHEC Business School
Lu Zhang
Lu Zhang The Ohio State University
Amit Seru
Amit Seru Stanford University
Motohiro Yogo
Motohiro Yogo Princeton University

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