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1by ARVIND KRISHNAMURTHY ANNETTE VISSING-JORGENSEN SIMON GILCHRIST THOMAS PHILIPPON Published in Brookings papers on economic activity (01.10.2011)“...We evaluate the effect of the Federal Reserve's purchase of long-term Treasuries and other long-term bonds (QE1 in 2008-09 and QE2 in 2010-11) on interest...”
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2by CIESLAK, ANNA MORSE, ADAIR VISSING‐JORGENSEN, ANNETTE Published in The Journal of finance (New York) (01.10.2019)“...ABSTRACT We document that since 1994, the equity premium is earned entirely in weeks 0, 2, 4, and 6 in Federal Open Market Committee (FOMC) cycle time, that...”
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3by Christopher J. Malloy Tobias J. Moskowitz Annette Vissing-Jørgensen Published in The Journal of finance (New York) (01.12.2009)“...We provide new evidence on the success of long-run risks in asset pricing by focusing on the risks borne by stockholders. Exploiting microlevel household...”
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4by Yael V. Hochberg Paola Sapienza Annette Vissing-Jørgensen Published in Journal of accounting research (01.05.2009)“...We evaluate the impact of the Sarbanes-Oxley Act (SOX) on shareholders by studying the lobbying behavior of investors and corporate insiders in order to affect...”
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5by Marianne P. Bitler Tobias J. Moskowitz Annette Vissing-Jørgensen Published in The Journal of finance (New York) (01.04.2005)“...We develop a principal-agent model in an entrepreneurial setting and test the model's predictions using unique data on entrepreneurial effort and wealth in...”
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6by Arvind Krishnamurthy Annette Vissing-Jorgensen Published in The Journal of political economy (01.04.2012)“...Investors value the liquidity and safety of US Treasuries. We document this by showing that changes in Treasury supply have large effects on a variety of yield...”
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7by Krishnamurthy, Arvind Vissing-Jorgensen, Annette Published in Journal of financial economics (01.12.2015)“...We present a theory in which the key driver of short-term debt issued by the financial sector is the portfolio demand for safe and liquid assets by the...”
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8by Krishnamurthy, Arvind Nagel, Stefan Vissing-Jorgensen, Annette Published in Review of Finance (01.02.2018)“...We evaluate the effects of three European Central Bank (ECB) policies (the Securities Markets Programme (SMP), the Outright Monetary Transactions (OMT), and...”
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9by Annette Vissing‐Jørgensen Published in The Journal of political economy (01.08.2002)“...The paper presents empirical evidence based on the U.S. Consumer Expenditure Survey that accounting for limited asset market participation is important for...”
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10by Yael V. Hochberg Alexander Ljungqvist Annette Vissing-Jørgensen Published in The Review of financial studies (01.01.2014)“...Why don't VCs eliminate excess demand for follow-on funds by raising fees? We propose a model of learning that leads to informational holdup. Current investors...”
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11“...We document the return to investing in U.S. nonpublicly traded equity. Entrepreneurial investment is extremely concentrated, yet despite its poor...”
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12by Michael Greenstone Paul Oyer Annette Vissing-Jorgensen Published in The Quarterly journal of economics (01.05.2006)“...The 1964 Securities Acts Amendments extended the mandatory disclosure requirements that had applied to listed firms since 1934 to large firms traded...”
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14by Parker, Jonathan A Vissing-Jorgensen, Annette Published in The American economic review (01.05.2009)“...The consumption of high-consumption households is more exposed to fluctuations in aggregate consumption and income than that of low-consumption households in...”
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15by DEBORAH LUCAS ANNETTE VISSING-JORGENSEN Published in Brookings papers on economic activity (01.04.2014)
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16by JONATHAN A. PARKER ANNETTE VISSING-JORGENSEN REBECCA M. BLANK ERIK HURST Published in Brookings papers on economic activity (01.10.2010)“...We document a large increase in the cyclicality of the incomes of high-income households, coinciding with the rise in their share of aggregate income. In the...”
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17by Annette Vissing-Jorgensen Published in NBER macroeconomics annual (01.01.2003)“...This paper discusses the current state of the behavioral finance literature. I argue that more direct evidence about investors' actions and expectations would...”