| Can time‐varying risk of rare disasters explain aggregate stock market volatility? JA Wachter The Journal of Finance 68 (3), 987-1035, 2013 | 1226 | 2013 |
| A consumption-based model of the term structure of interest rates JA Wachter Journal of Financial economics 79 (2), 365-399, 2006 | 909 | 2006 |
| Why is long‐horizon equity less risky? A duration‐based explanation of the value premium M Lettau, JA Wachter The journal of finance 62 (1), 55-92, 2007 | 812 | 2007 |
| Portfolio and consumption decisions under mean-reverting returns: An exact solution for complete markets JA Wachter Journal of financial and quantitative analysis 37 (1), 63-91, 2002 | 734 | 2002 |
| The declining equity premium: What role does macroeconomic risk play? M Lettau, SC Ludvigson, JA Wachter The Review of Financial Studies 21 (4), 1653-1687, 2008 | 618 | 2008 |
| Can mutual fund managers pick stocks? Evidence from their trades prior to earnings announcements M Baker, L Litov, JA Wachter, J Wurgler Journal of Financial and Quantitative Analysis 45 (5), 1111-1131, 2010 | 446 | 2010 |
| Why do household portfolio shares rise in wealth? JA Wachter, M Yogo The Review of Financial Studies 23 (11), 3929-3965, 2010 | 383 | 2010 |
| Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation KP Baks, A Metrick, J Wachter The Journal of Finance 56 (1), 45-85, 2001 | 362 | 2001 |
| The term structures of equity and interest rates M Lettau, JA Wachter Journal of Financial Economics 101 (1), 90-113, 2011 | 308 | 2011 |
| Does the failure of the expectations hypothesis matter for long‐term investors? A Sangvinatsos, JA Wachter The Journal of Finance 60 (1), 179-230, 2005 | 250 | 2005 |
| Risk aversion and allocation to long-term bonds JA Wachter Journal of Economic Theory 112 (2), 325-333, 2003 | 200 | 2003 |
| Predictable returns and asset allocation: Should a skeptical investor time the market? JA Wachter, M Warusawitharana Journal of Econometrics 148 (2), 162-178, 2009 | 186 | 2009 |
| Disaster risk and its implications for asset pricing J Tsai, JA Wachter Annual Review of Financial Economics 7 (1), 219-252, 2015 | 166 | 2015 |
| Option prices in a model with stochastic disaster risk SB Seo, JA Wachter Management Science 65 (8), 3449-3469, 2019 | 149 | 2019 |
| Solving models with external habit JA Wachter Finance Research Letters 2 (4), 210-226, 2005 | 143 | 2005 |
| A retrieved-context theory of financial decisions JA Wachter, MJ Kahana The Quarterly Journal of Economics 139 (2), 1095-1147, 2024 | 136 | 2024 |
| A model of two days: Discrete news and asset prices JA Wachter, Y Zhu The Review of Financial Studies 35 (5), 2246-2307, 2022 | 111* | 2022 |
| 2228 Memory of Past Experiences and Economic Decisions U Malmendier, JA Wachter The Oxford Handbook of Human Memory, Two Volume Pack: Foundations and …, 2024 | 94* | 2024 |
| Risk, unemployment, and the stock market: A rare-event-based explanation of labor market volatility M Kilic, JA Wachter The Review of Financial Studies 31 (12), 4762-4814, 2018 | 94 | 2018 |
| Does mutual fund performance vary over the business cycle? AW Lynch, J Wachter, W Boudry | 84 | 2003 |