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Nikolai (Nick) Roussanov
Nikolai (Nick) Roussanov
Other namesNikolai Roussanov, Nick Roussanov, Nikolai L. Roussanov
Moise Y. Safra Professor of Finance, The Wharton School, University of Pennsylvania
Verified email at wharton.upenn.edu - Homepage
Title
Cited by
Cited by
Year
Common risk factors in currency markets
H Lustig, N Roussanov, A Verdelhan
The Review of Financial Studies 24 (11), 3731-3777, 2011
15562011
Conspicuous consumption and race
KK Charles, E Hurst, N Roussanov
The Quarterly journal of economics 124 (2), 425-467, 2009
11502009
Countercyclical currency risk premia
H Lustig, N Roussanov, A Verdelhan
Journal of Financial Economics 111 (3), 527-553, 2014
5102014
Marriage and managers' attitudes to risk
N Roussanov, P Savor
Management Science 60 (10), 2496-2508, 2014
309*2014
Houses as ATMs: mortgage refinancing and macroeconomic uncertainty
H Chen, M Michaux, N Roussanov
The Journal of Finance 75 (1), 323-375, 2020
2472020
Commodity trade and the carry trade: A tale of two countries
R Ready, N Roussanov, C Ward
The Journal of Finance 72 (6), 2629-2684, 2017
2472017
Diversification and its discontents: Idiosyncratic and entrepreneurial risk in the quest for social status
N Roussanov
The Journal of Finance 65 (5), 1755-1788, 2010
2412010
Intertemporal substitution and risk aversion
LP Hansen, J Heaton, J Lee, N Roussanov
Handbook of econometrics 6, 3967-4056, 2007
182*2007
Marketing mutual funds
N Roussanov, H Ruan, Y Wei
The Review of Financial Studies 34 (6), 3045-3094, 2021
1702021
Getting to the core: Inflation risks within and across asset classes
X Fang, Y Liu, N Roussanov
The Review of Financial Studies, hhaf050, 2025
982025
Fracking, drilling, and asset pricing: Estimating the economic benefits of the shale revolution
E Gilje, R Ready, N Roussanov
National Bureau of Economic Research, 2016
692016
After the tide: Commodity currencies and global trade
R Ready, N Roussanov, C Ward
Journal of Monetary Economics 85, 69-86, 2017
532017
Composition of wealth, conditioning information, and the cross-section of stock returns
N Roussanov
Journal of Financial Economics 111 (2), 352-380, 2014
532014
Short-run pain, long-run gain? Recessions and technological transformation
A Kopytov, N Roussanov, M Taschereau-Dumouchel
Journal of Monetary Economics 97, 29-44, 2018
472018
Do common factors really explain the cross-section of stock returns?
A Lopez-Lira, NL Roussanov
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2020
442020
Semiparametric conditional factor models: Estimation and inference
Q Chen, N Roussanov, X Wang
National Bureau of Economic Research, 2023
382023
Cheap thrills: the price of leisure and the global decline in work hours
A Kopytov, N Roussanov, M Taschereau-Dumouchel
Journal of Political Economy Macroeconomics 1 (1), 80-118, 2023
332023
Mutual fund risk shifting and risk anomalies
X Han, NL Roussanov, H Ruan
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2021
332021
Mutual fund flows and performance in (imperfectly) rational markets?
NL Roussanov, H Ruan, YM Wei
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2020
292020
Human Capital Investment and Portfolio Choice over the Life'Cycle
N Roussanov
V Working paper, University of Pennsylvania, 2004
27*2004
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Articles 1–20