Niels Joachim Gormsen
Niels Joachim Gormsen
University of Chicago, Booth School of Business
Verified email at chicagobooth.edu - Homepage
Title
Cited by
Cited by
Year
Coronavirus: Impact on stock prices and growth expectations
NJ Gormsen, RSJ Koijen
The Review of Asset Pricing Studies 10 (4), 574-597, 2020
3302020
Betting against correlation: Testing theories of the low-risk effect
C Asness, A Frazzini, NJ Gormsen, LH Pedersen
Journal of Financial Economics 135 (3), 629-652, 2020
672020
Time variation of the equity term structure
NJ Gormsen
The Journal of Finance, 2020
492020
Duration-driven returns
NJ Gormsen, E Lazarus
Available at SSRN 3359027, 2019
372019
Higher-moment risk
NJ Gormsen, CS Jensen
Available at SSRN 3069617, 2020
222020
The corona virus, the stock market’s response, and growth expectations
NJ Gormsen, RS Koijen
Becker Friedman Institute for Research In Economics Working Papers, 2020
62020
Rainy day stocks
N Gormsen, RM Greenwood
Harvard Buusiness School working paper series# 17-066, 2017
62017
Equity Factors and Firms’ Perceived Cost of Capital
NJ Gormsen
Available at SSRN, 2020
32020
Conditional Risk
NJ Gormsen, CS Jensen
32019
Selfish Corporations
E Colonnelli, NJC Gormsen
Chicago Booth Research Paper, 2020
12020
Essays on Empirical Asset Pricing
NJC Gormsen
Frederiksberg: Copenhagen Business School (CBS), 2018
12018
Implied Dividend Volatility and Expected Growth
NJ Gormsen, RSJ Koijen, IWR Martin
AEA Papers and Proceedings 111, 361-65, 2021
2021
The Pricing and Risk of Dividends by Maturity: Theory and Evidence from the COVID-19 Pandemic
NJ Gormsen, RSJ Koijen, I Martin
Available at SSRN 3753691, 2020
2020
The Pricing and Risk of Dividends by Maturity: Theory and Evidence from the COVID-19 Pandemic (preprint)
NJ Gormsen, RSJ Koijen, I Martin
2020
Betting Against Correlation: Testing Theories of the Low-Risk Effect
LH Pedersen, CS Asness, A Frazzini, NJ Gormsen
2018
DP12686 Betting Against Correlation: Testing Theories of the Low-Risk Effect
CS Asness, A Frazzini, NJ Gormsen, LH Pedersen
2018
Conditional Risk in Global Stock Returns
NJ Gormsen, CS Jensen
Available at SSRN 3070419, 2017
2017
Internet Appendix
C Asness, A Frazzini, NJ Gormsen, LH Pedersen
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