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Stijn Van Nieuwerburgh

Stijn Van Nieuwerburgh

D-Index & Metrics

Economics and Finance

D-Index
59
Citations
17062
World Ranking
868
National Ranking
545

Overview

Stijn Van Nieuwerburgh is affiliated with Columbia University in the United States. Their research primarily spans the fields of Economics, Econometrics, and Finance, with a total of 109 publications in these areas. Subfields of particular focus include Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Accounting, and Management Science and Operations Research.

Their work frequently addresses topics related to the Housing Market and Economics, Monetary Policy and Economic Impact, Financial Markets and Investment Strategies, Fiscal Policies and Political Economy, Financial Literacy, Pension and Retirement Analysis, Housing, Finance, and Neoliberalism, as well as Credit Risk and Financial Regulations.

Stijn Van Nieuwerburgh has authored several recent papers, including:

  • Flattening the curve: Pandemic-Induced revaluation of urban real estate, 2021, Journal of Financial Economics
  • A Macroeconomic Model With Financially Constrained Producers and Intermediaries, 2021, Econometrica
  • Firm Volatility in Granular Networks, 2020, Journal of Political Economy
  • Valuing Private Equity Investments Strip by Strip, 2021, The Journal of Finance
  • Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate, 2021, SSRN Electronic Journal

Their frequent co-authors include Zhengyang Jiang, Mindy Z. Xiaolan, Hanno Lustig, Hanno N. Lustig, and Arpit Gupta, with numerous collaborations recorded especially with Jiang and Xiaolan.

Stijn Van Nieuwerburgh publishes regularly in well-known academic venues such as SSRN Electronic Journal, The Journal of Finance, Zenodo (CERN European Organization for Nuclear Research), Journal of Financial Economics, and Econometrica. The scientist has a substantial presence in SSRN Electronic Journal with 39 publications, followed by multiple works in The Journal of Finance and other distinguished journals.

Best Publications

  • Information Immobility and the Home Bias Puzzle

    Stijn Van Nieuwerburgh;Laura Veldkamp

  • The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium

    Jack Favilukis;Sydney C. Ludvigson;Stijn Van Nieuwerburgh

  • Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective

    Hanno N. Lustig;Stijn G. Van Nieuwerburgh

  • Information Acquisition and Under-Diversification

    Stijn Van Nieuwerburgh;Laura Veldkamp

  • Reconciling the Return Predictability Evidence

    Martin Lettau;Stijn Van Nieuwerburgh

  • Time-Varying Fund Manager Skill

    Marcin Kacperczyk;Stijn Van Nieuwerburgh;Laura Veldkamp

  • Learning Asymmetries in Real Business Cycles

    Stijn Van Nieuwerburgh;Laura Veldkamp

  • The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives

    John Ameriks;Andrew Caplin;Steven Laufer;Stijn Van Nieuwerburgh

  • The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

    Bernard Herskovic;Bryan T Kelly;Hanno Lustig;Stijn Van Nieuwerburgh

  • The Cross-Section and Time-Series of Stock and Bond Returns

    Ralph S.J. Koijen;Hanno Lustig;Stijn Van Nieuwerburgh

  • Time-Varying Fund Manager Skill: Time-Varying Fund Manager Skill

    Marcin Kacperczyk;Stijn Van Nieuwerburgh;Laura Veldkamp

  • The Sovereign-Bank Diabolic Loop and Esbies

    Markus K. Brunnermeier;Luis Garicano;Philip R. Lane;Marco Pagano

  • Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees

    Bryan T Kelly;Hanno Lustig;Stijn Van Nieuwerburgh

  • A Rational Theory of Mutual Funds' Attention Allocation

    Marcin Kacperczyk;Marcin Kacperczyk;Stijn Van Nieuwerburgh;Stijn Van Nieuwerburgh;Stijn Van Nieuwerburgh;Laura Veldkamp;Laura Veldkamp;Laura Veldkamp

  • Stock Market Development and Economic Growth in Belgium

    Stijn Van Nieuwerburgh;Frans Buelens;Ludo Cuyvers

  • Predictability of Returns and Cash Flows

    Ralph S.J. Koijen;Stijn Van Nieuwerburgh

  • Why Has House Price Dispersion Gone Up

    Stijn Van Nieuwerburgh;Pierre-Olivier Weill

  • The Wealth-Consumption Ratio

    Hanno Lustig;Stijn Van Nieuwerburgh;Adrien Verdelhan

  • Information Acquisition and Under-Diversification

    Laura Veldkamp;Stijn Van Nieuwerburgh

  • ESBies: safety in the tranches

    Markus Konrad Brunnermeier;Sam Langfield;Marco Pagano;Ricardo Reis

  • Information Immobility and the Home Bias Puzzle

    Laura Veldkamp;Stijn Van Nieuwerburgh

Frequent Co-Authors

Hanno Lustig
Hanno Lustig Stanford University
Ralph S. J. Koijen
Ralph S. J. Koijen University of Chicago
Laura Veldkamp
Laura Veldkamp Columbia University
Matthew Richardson
Matthew Richardson New York University
Lawrence J. White
Lawrence J. White New York University
Viral V. Acharya
Viral V. Acharya New York University
Marcin T. Kacperczyk
Marcin T. Kacperczyk Imperial College London
Sydney C. Ludvigson
Sydney C. Ludvigson New York University
Ricardo Reis
Ricardo Reis London School of Economics and Political Science
Dimitri Vayanos
Dimitri Vayanos London School of Economics and Political Science

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