Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? von WACHTER, JESSICA A.

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A Model of Two Days: Discrete News and Asset Prices von Wachter, Jessica A, Zhu, Yicheng

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Maximum likelihood estimation of the equity premium von Avdis, Efstathios, Wachter, Jessica A.

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Rare Booms and Disasters in a Multisector Endowment Economy von Tsai, Jerry, Wachter, Jessica A.

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Why Do Household Portfolio Shares Rise in Wealth? von Wachter, Jessica A., Yogo, Motohiro

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Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium von LETTAU, MARTIN, WACHTER, JESSICA A.

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A Retrieved-Context Theory of Financial Decisions von Wachter, Jessica A, Kahana, Michael Jacob

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Option Prices in a Model with Stochastic Disaster Risk von Seo, Sang Byung, Wachter, Jessica A.

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The term structures of equity and interest rates von Lettau, Martin, Wachter, Jessica A.

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Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility von Kilic, Mete, Wachter, Jessica A.

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A consumption-based model of the term structure of interest rates von Wachter, Jessica A.

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Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements von Baker, Malcolm, Litov, Lubomir, Wachter, Jessica A., Wurgler, Jeffrey

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The Declining Equity Premium: What Role Does Macroeconomic Risk Play? von Lettau, Martin, Ludvigson, Sydney C., Wachter, Jessica A.

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Do Rare Events Explain CDX Tranche Spreads? von SEO, SANG BYUNG, WACHTER, JESSICA A.

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Pricing long-lived securities in dynamic endowment economies von Tsai, Jerry, Wachter, Jessica A.

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What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio von Wachter, Jessica A., Warusawitharana, Missaka

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Disaster Risk and Its Implications for Asset Pricing von Tsai, Jerry, Wachter, Jessica A

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“Superstitious” Investors von Guo, Hongye, Wachter, Jessica A

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Foreseen risks von Gomes, João F., Grotteria, Marco, Wachter, Jessica A.

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Predictable returns and asset allocation: Should a skeptical investor time the market? von Wachter, Jessica A., Warusawitharana, Missaka

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