Stefan Nagel is affiliated with the University of Chicago in the United States. Their research primarily spans the fields of economics, econometrics, and finance, with a particular focus on finance. The work contributes to several subfields including finance, economics and econometrics, accounting, general economics, econometrics and finance, as well as management science and operations research.
The main topics covered by their research include financial markets and investment strategies, housing market and economics, monetary policy and economic impact, stochastic processes and financial applications, banking stability, regulation, efficiency, stock market forecasting methods, and financial literacy, pension, and retirement analysis.
Notable recent papers by Stefan Nagel include:
These publications contribute to the understanding of asset pricing dynamics and risk premia within financial markets. Other influential papers in the broader set of recent literature relevant to Nagel's field include works addressing expectations of stock returns and perspectives on asset pricing, published in journals such as the Journal of Monetary Economics and the Review of Financial Studies.
Stefan Nagel's collaborative network includes frequent co-authors such as Zhengyang Xu, Klaus Adam, Arvind Krishnamurthy, Rui Da, and Dacheng Xiu, indicating a recurring engagement in joint research efforts.
Their publications are commonly found in venues such as the SSRN Electronic Journal, Review of Financial Studies, Journal of Monetary Economics, Journal of Financial Economics, and The Journal of Finance. This variety illustrates a presence in both working paper platforms and leading peer-reviewed journals within finance and economics.
In addition to journal articles, Stefan Nagel has multiple book publications with Princeton University Press. These books, all published around 2021, focus on the application of machine learning in asset pricing, appearing as multiple editions or volumes on the topic. This work expands the research scope into quantitative and computational approaches within finance.
Ulrike Malmendier;Stefan Nagel
Jonathan Lewellen;Stefan Nagel;Jay Shanken
Markus Brunnermeier;Stefan Nagel;Lasse Pedersen
Jonathan Lewellen;Jonathan Lewellen;Stefan Nagel;Stefan Nagel
Stefan Nagel
Markus K. Brunnermeier;Stefan Nagel
Ulrike Malmendier;Stefan Nagel
Markus Konrad Brunnermeier;Stefan Nagel;Lasse H. Pedersen
Serhiy Kozak;Stefan Nagel;Shrihari Santosh
Arvind Krishnamurthy;Stefan Nagel;Dmitry Orlov
Robin Greenwood;Stefan Nagel;Stefan Nagel
Unknown
Stefan Nagel
Markus K. Brunnermeier;Stefan Nagel
Stefan Nagel;Markus K. Brunnermeier
Serhiy Kozak;Stefan Nagel;Shrihari Santosh
Arvind Krishnamurthy;Stefan Nagel;Annette Vissing-Jorgensen
Markus K. Brunnermeier;Stefan Nagel;Lasse Heje Pedersen
Jonathan Lewellen;Jonathan Lewellen;Stefan Nagel;Stefan Nagel
Jonathan Lewellen;Jonathan Lewellen;Stefan Nagel;Jay A. Shanken;Jay A. Shanken
Sreyoshi Das;Camelia M Kuhnen;Stefan Nagel
Unknown
Stefan Nagel;Zhengyang Xu
Arthur Korteweg;Stefan Nagel
Ulrike Malmendier;Stefan Nagel
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