Stefan Nagel

Discussion Papers

DP14938 24 June 2020 The Making of Hawks and Doves
Author(s): Ulrike M. Malmendier, Stefan Nagel, Zhen Yan
DP14235 22 December 2019 Market Efficiency in the Age of Big Data
Author(s): Ian Martin, Stefan Nagel
DP13973 31 August 2019 Asset Pricing with Fading Memory
Author(s): Stefan Nagel, Zhengyang Xu
DP13715 04 May 2019 Bank Risk Dynamics and Distance to Default
Author(s): Stefan Nagel, Amiyatosh Purnanandam
DP13213 01 October 2018 Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?
Author(s): Klaus Adam, Stefan Nagel, Dmitry Matveev