Pietro Veronesi

University of Chicago - Booth School of Business

Roman Family Professor of Finance

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

44

DOWNLOADS
Rank 794

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Top 794

in Total Papers Downloads

36,858

SSRN CITATIONS
Rank 99

SSRN RANKINGS

Top 99

in Total Papers Citations

2,009

CROSSREF CITATIONS

3,304

Scholarly Papers (44)

1.
Downloads 4,287 ( 2,648)
Citation 88

Learning in Financial Markets

Learning in Financial Markets, Forthcoming, Chicago Booth School of Business Research Paper No. 08-28
Number of pages: 30 Posted: 08 Jan 2009
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 4,140 (2,762)

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Learning in Financial Markets

NBER Working Paper No. w14646
Number of pages: 30 Posted: 19 Jan 2009 Last Revised: 10 Jul 2021
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 140 (253,736)

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Learning in Financial Markets

CEPR Discussion Paper No. DP7127
Number of pages: 31 Posted: 18 Feb 2009
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 7 (755,268)
Citation 17
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Bayesian, bubble, predictability, uncertainty, volatility

Learning in Financial Markets

Posted: 04 Jun 2010
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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2.
Downloads 3,492 ( 3,758)
Citation 106

Technological Revolutions and Stock Prices

CRSP Working Paper No. 606, AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings
Number of pages: 49 Posted: 24 May 2006 Last Revised: 04 Oct 2014
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 3,227 (4,243)
Citation 17

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bubble, internet, railroads, technology, innovation, learning, uncertainty

Technological Revolutions and Stock Prices

NBER Working Paper No. w11876
Number of pages: 50 Posted: 06 Oct 2006 Last Revised: 14 Jun 2021
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 252 (149,197)
Citation 8

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Technological Revolutions and Stock Prices

CEPR Discussion Paper No. 5428
Number of pages: 48 Posted: 11 Apr 2006
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 13 (704,737)
Citation 20
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Bubble, railroads, technology, innovation

3.
Downloads 3,216 ( 4,358)
Citation 201

Political Uncertainty and Risk Premia

Number of pages: 58 Posted: 24 Sep 2011 Last Revised: 09 May 2017
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 2,750 (5,582)
Citation 16

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political, uncertainty, government, risk premium, put, learning, Bayesian

Political Uncertainty and Risk Premia

Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-39
Number of pages: 58 Posted: 06 Oct 2011 Last Revised: 07 Mar 2014
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 274 (136,960)

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Political Uncertainty and Risk Premia

Becker Friedman Institute for Research in Economics Working Paper No. 2011-007
Number of pages: 61 Posted: 07 Dec 2011 Last Revised: 11 Dec 2012
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 157 (230,784)
Citation 6

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Political Uncertainty and Risk Premia

NBER Working Paper No. w17464
Number of pages: 59 Posted: 30 Sep 2011
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 33 (560,904)
Citation 1

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Political Uncertainty and Risk Premia

CEPR Discussion Paper No. DP8601
Number of pages: 54 Posted: 01 Nov 2011
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 2 (800,503)
Citation 67
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Bayesian, government, learning, political, put, risk premium, uncertainty

The Price of Political Uncertainty: Theory and Evidence from the Option Market

Fama-Miller Working Paper
Number of pages: 69 Posted: 19 Nov 2013 Last Revised: 26 Jun 2016
Bryan T. Kelly, Lubos Pastor and Pietro Veronesi
Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 3,007 (4,802)
Citation 3

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political uncertainty, options, elections, summits, variance risk, tail risk

The Price of Political Uncertainty: Theory and Evidence from the Option Market

Becker Friedman Institute for Research in Economics Working Paper No. 2014-01
Number of pages: 66 Posted: 13 Jan 2014
Bryan T. Kelly, Lubos Pastor and Pietro Veronesi
Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 133 (264,206)
Citation 3

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The Price of Political Uncertainty: Theory and Evidence from the Option Market

NBER Working Paper No. w19812
Number of pages: 69 Posted: 17 Jan 2014 Last Revised: 19 Feb 2021
Bryan T. Kelly, Lubos Pastor and Pietro Veronesi
Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 31 (572,548)
Citation 12

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The Price of Political Uncertainty: Theory and Evidence from the Option Market

CEPR Discussion Paper No. DP9822
Number of pages: 68 Posted: 02 Jun 2014
Bryan T. Kelly, Lubos Pastor and Pietro Veronesi
Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 2 (800,503)
Citation 26
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options, political uncertainty

5.
Downloads 2,698 ( 5,863)
Citation 237

Uncertainty about Government Policy and Stock Prices

Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series
Number of pages: 54 Posted: 16 Jun 2010 Last Revised: 06 Sep 2012
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 2,493 (6,548)
Citation 6

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government, policy, uncertainty, learning, stock, price

Uncertainty About Government Policy and Stock Prices

MFI Working Paper No. 2010-08
Number of pages: 54 Posted: 17 Jun 2010
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 171 (214,471)
Citation 2

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Uncertainty About Government Policy and Stock Prices

NBER Working Paper No. w16128
Number of pages: 62 Posted: 29 Jun 2010 Last Revised: 28 Jul 2021
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 31 (572,548)

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Uncertainty About Government Policy and Stock Prices

CEPR Discussion Paper No. DP7897
Number of pages: 55 Posted: 19 Jul 2010
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 3 (789,689)
Citation 75
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government, learning, stock, uncertainty

6.
Downloads 1,897 ( 10,398)
Citation 13

Political Cycles and Stock Returns

Chicago Booth Research Paper No. 17-01, Fama-Miller Working Paper
Number of pages: 41 Posted: 01 Feb 2017 Last Revised: 28 May 2019
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,878 (10,360)
Citation 15

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political cycles, risk aversion, presidential puzzle

Political Cycles and Stock Returns

NBER Working Paper No. w23184
Number of pages: 42 Posted: 21 Feb 2017 Last Revised: 08 May 2021
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 19 (656,963)

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Political Cycles and Stock Returns

CEPR Discussion Paper No. DP11864
Number of pages: 44 Posted: 02 Mar 2017 Last Revised: 22 Oct 2018
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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political cycles, presidential puzzle, risk aversion

7.
Downloads 1,563 ( 14,131)
Citation 122

Was There a NASDAQ Bubble in the Late 1990s?

Number of pages: 60 Posted: 20 Aug 2004
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,487 (15,021)
Citation 5

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Was There a NASDAQ Bubble in the Late 1990s?

NBER Working Paper No. w10581
Number of pages: 52 Posted: 06 Jul 2004 Last Revised: 31 May 2021
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 59 (441,639)

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Was There a NASDAQ Bubble in the Late 1990s?

Number of pages: 53 Posted: 12 Aug 2004
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 17 (672,441)
Citation 9
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Bubble, valuation, uncertainty

8.

Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities

Number of pages: 64 Posted: 17 Feb 2000
Alexander David and Pietro Veronesi
Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business
Downloads 1,378 (17,260)
Citation 38

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9.
Downloads 1,360 ( 17,620)
Citation 261

Stock Valuation and Learning About Profitability

Number of pages: 60 Posted: 11 Mar 2002
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,241 (19,807)
Citation 1

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Stock Valuation and Learning About Profitability

NBER Working Paper No. w8991
Number of pages: 49 Posted: 13 Jun 2002 Last Revised: 28 Jul 2021
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 88 (352,442)
Citation 7

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Stock Valuation and Learning About Profitability

Number of pages: 50 Posted: 29 Jul 2002
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 31 (572,548)
Citation 28
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Valuation, learning, uncertainty, profitability, market to book

Stock Valuation and Learning About Profitability

Posted: 14 Oct 2003
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

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Inequality Aversion, Populism, and the Backlash Against Globalization

Chicago Booth Research Paper No. 20-11, Fama-Miller Working Paper
Number of pages: 58 Posted: 01 Aug 2018 Last Revised: 05 Dec 2020
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,133 (22,715)
Citation 8

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inequality, populism, globalization, Brexit, Trump

Inequality Aversion, Populism, and the Backlash Against Globalization

NBER Working Paper No. w24900
Number of pages: 56 Posted: 22 Aug 2018 Last Revised: 16 Jul 2021
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 19 (656,963)
Citation 3

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Inequality Aversion, Populism, and the Backlash Against Globalization

CEPR Discussion Paper No. DP13107
Number of pages: 58 Posted: 21 Aug 2018 Last Revised: 28 May 2020
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1 (813,745)
Citation 1
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Brexit, Globalization, inequality, populism, Trump

11.
Downloads 1,143 ( 22,811)
Citation 2

Stock Prices and IPO Waves

Number of pages: 59 Posted: 13 Aug 2003
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,073 (24,586)

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Stock Prices and IPO Waves

NBER Working Paper No. w9858
Number of pages: 60 Posted: 23 Jul 2003 Last Revised: 10 Jun 2021
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 50 (477,181)

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Stock Prices and IPO Waves

Number of pages: 61 Posted: 19 Sep 2003
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 20 (649,269)
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How Does Information Quality Affect Stock Returns?

Number of pages: 44 Posted: 11 Sep 1998
Pietro Veronesi
University of Chicago - Booth School of Business
Downloads 911 (31,202)
Citation 32

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How Does Information Quality Affect Stock Returns?

Posted: 22 Jan 2001
Pietro Veronesi
University of Chicago - Booth School of Business

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Entrepreneurial Learning, the Ipo Decision, and the Post-Ipo Drop in Firm Profitability

CRSP Working Paper No. 616
Number of pages: 47 Posted: 19 Feb 2007
Lubos Pastor, Lucian Taylor and Pietro Veronesi
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
Downloads 568 (58,741)

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Entrepreneurial Learning, the IPO Decision, and the Post-Ipo Drop in Firm Profitability

Number of pages: 46 Posted: 17 Dec 2006
Lubos Pastor, Pietro Veronesi and Lucian Taylor
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Downloads 217 (172,632)

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learning, IPO, diversification, profitability

Entrepreneurial Learning, the IPO Decision, and the Post-Ipo Drop in Firm Profitability

NBER Working Paper No. w12792
Number of pages: 47 Posted: 24 Dec 2006 Last Revised: 16 Jun 2021
Lubos Pastor, Pietro Veronesi and Lucian Taylor
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Downloads 67 (413,299)
Citation 5

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Entrepreneurial Learning, IPO Decision, and the Post-IPO Drop in Firm Profitability

CEPR Discussion Paper No. 6061
Number of pages: 49 Posted: 28 Jun 2007
Lubos Pastor, Lucian Taylor and Pietro Veronesi
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
Downloads 3 (789,689)
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Diversification, IPO, Learning

What Ties Return Volatilities to Price Valuations and Fundamentals?

Journal of Political Economy, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 66 Posted: 12 Mar 2010 Last Revised: 29 May 2013
Alexander David and Pietro Veronesi
Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business
Downloads 822 (35,909)
Citation 1

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Volatility, Uncertainty, Valuation, Forecasting

What Ties Return Volatilities to Price Valuations and Fundamentals?

NBER Working Paper No. w15563
Number of pages: 66 Posted: 08 Dec 2009
Alexander David and Pietro Veronesi
Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business
Downloads 25 (612,218)
Citation 29

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15.

Inflation and Earnings Uncertainty and Volatility Forecasts: A Structural Form Approach

Chicago GSB Research Paper, University of Calgary Haskyane School of Business Working Paper
Number of pages: 55 Posted: 27 Feb 2004 Last Revised: 20 Mar 2009
Alexander David and Pietro Veronesi
Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business
Downloads 827 (36,141)
Citation 28

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16.
Downloads 723 ( 43,428)
Citation 22

Option-Based Credit Spreads

Chicago Booth Research Paper No. 15-49, Fama-Miller Working Paper
Number of pages: 44 Posted: 17 Dec 2014 Last Revised: 12 Sep 2017
Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Hong Kong University of Science and Technology and University of Chicago - Booth School of Business
Downloads 696 (45,071)

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credit spreads, credit risk, default, bonds, Merton model

Option-Based Credit Spreads

NBER Working Paper No. w20776
Number of pages: 45 Posted: 22 Dec 2014 Last Revised: 09 Apr 2021
Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Hong Kong University of Science and Technology and University of Chicago - Booth School of Business
Downloads 26 (605,275)
Citation 4

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Option-Based Credit Spreads

CEPR Discussion Paper No. DP10318
Number of pages: 67 Posted: 23 Jan 2015
Christopher L. Culp and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and University of Chicago - Booth School of Business
Downloads 1 (813,745)
Citation 9
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credit spreads, default, Merton model, options

17.
Downloads 642 ( 50,825)
Citation 68

Paulson's Gift

Chicago Booth Research Paper No. 09-42
Number of pages: 69 Posted: 03 Nov 2009 Last Revised: 24 Dec 2009
Pietro Veronesi and Luigi Zingales
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 604 (54,354)
Citation 38

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Paulson's Gift

NBER Working Paper No. w15458
Number of pages: 68 Posted: 03 Nov 2009 Last Revised: 28 Sep 2010
Pietro Veronesi and Luigi Zingales
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 36 (544,028)

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Paulson's Gift

CEPR Discussion Paper No. DP7528
Number of pages: 69 Posted: 17 Nov 2009
Pietro Veronesi and Luigi Zingales
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 2 (800,503)
Citation 7
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bankruptcy, credit crisis, government intervention

18.

Rational Panics and Stock Market Crashes

Number of pages: 27 Posted: 12 Feb 1999
Gadi Barlevy and Pietro Veronesi
Federal Reserve Bank of Chicago and University of Chicago - Booth School of Business
Downloads 630 (52,135)
Citation 13

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Information Acquisition in Financial Markets

Number of pages: 21 Posted: 09 Feb 1999
Gadi Barlevy and Pietro Veronesi
Federal Reserve Bank of Chicago and University of Chicago - Booth School of Business
Downloads 626 (51,928)

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Information Acquisition in Financial Markets

Posted: 09 Feb 1999
Gadi Barlevy and Pietro Veronesi
Federal Reserve Bank of Chicago and University of Chicago - Booth School of Business

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The Time Series of the Cross Section of Asset Prices

Number of pages: 64 Posted: 25 Oct 2002
Lior Menzly, Pietro Veronesi and Tano Santos
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School
Downloads 571 (58,329)

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The Time Series of the Cross Section of Asset Prices

NBER Working Paper No. w9217
Number of pages: 65 Posted: 20 Sep 2002 Last Revised: 10 Mar 2021
Lior Menzly, Pietro Veronesi and Tano Santos
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School
Downloads 36 (544,028)

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Investors' and Central Bank's Uncertainty Embedded in Index Options

Review of Financial Studies (Forthcoming)
Number of pages: 73 Posted: 25 Jan 2011 Last Revised: 28 Jan 2014
Alexander David and Pietro Veronesi
Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business
Downloads 517 (66,080)
Citation 6

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Fear measures, index options, central bank uncertainty, investors' uncertainty, predicting interest rates, nonlinearities, volatility of volatility, volatility premium, monetary policy

Investors&Apos; and Central Bank&Apos;S Uncertainty Embedded in Index Options

NBER Working Paper No. w16764
Number of pages: 70 Posted: 07 Feb 2011 Last Revised: 23 Apr 2021
Alexander David and Pietro Veronesi
Haskayne School of Business, University of Calgary and University of Chicago - Booth School of Business
Downloads 16 (680,323)
Citation 4

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22.

Short and Long Horizon Term and Inflation Risk Premia in the Us Term Structure: Evidence from an Integrated Model for Nominal and Real Bond Prices Under Regime Shifts

Number of pages: 68 Posted: 03 Feb 2000
Francis Yared and Pietro Veronesi
Lehman Brothers, New York and University of Chicago - Booth School of Business
Downloads 531 (64,594)
Citation 12

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Income Inequality and Asset Prices Under Redistributive Taxation

Number of pages: 39 Posted: 17 Oct 2015 Last Revised: 09 May 2017
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 444 (79,703)

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inequality, redistribution, taxation, asset pricing, entrepreneurship, heterogeneous agents, incomplete markets

Income Inequality and Asset Prices under Redistributive Taxation

Chicago Booth Research Paper No. 15-46, Fama-Miller Working Paper
Number of pages: 50 Posted: 18 Oct 2015
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 23 (626,798)

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Income Inequality and Asset Prices Under Redistributive Taxation

Number of pages: 49 Posted: 18 Nov 2015
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 18 (664,713)

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inequality, taxation

Income Inequality and Asset Prices Under Redistributive Taxation

NBER Working Paper No. w21668
Number of pages: 40 Posted: 26 Oct 2015 Last Revised: 17 Mar 2021
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 16 (680,323)
Citation 1

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Income Inequality and Asset Prices Under Redistributive Taxation

CEPR Discussion Paper No. DP10899
Number of pages: 51 Posted: 28 Oct 2015
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Citation 2
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asset pricing, entrepreneurship, inequality, redistribution, taxation

Belief-Dependent Utilities, Aversion to State-Uncertainty and Asset Prices

Number of pages: 65 Posted: 02 Oct 2001
Pietro Veronesi
University of Chicago - Booth School of Business
Downloads 450 (78,464)
Citation 19

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State-dependent Preferences, Uncertainty Aversion, Asset Pricing

Belief-Dependent Utilities, Aversion to State-Uncertainty and Asset Prices

Number of pages: 66 Posted: 28 Sep 2001
Pietro Veronesi
University of Chicago - Booth School of Business
Downloads 29 (585,040)
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State dependent preferences, uncertainty aversion, asset pricing

25.

Habit Formation and the Cross Section of Stock Returns

Number of pages: 74 Posted: 15 Dec 2001
Lior Menzly, Pietro Veronesi and Tano Santos
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School
Downloads 371 (99,064)
Citation 10

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26.
Downloads 371 ( 99,064)
Citation 63

Labor Income and Predictable Stock Returns

Number of pages: 59 Posted: 22 Aug 2000
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 329 (112,673)
Citation 64

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Labor Income and Predictable Stock Returns

NBER Working Paper No. w8309
Number of pages: 59 Posted: 03 Jun 2001 Last Revised: 17 Mar 2021
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 42 (513,390)

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27.
Downloads 349 (106,142)
Citation 56

Stock-Based Compensation and CEO (Dis)Incentives

Number of pages: 53 Posted: 27 Mar 2008
Efraim Benmelech, Eugene Kandel and Pietro Veronesi
Northwestern University - Kellogg School of Management, Hebrew University of Jerusalem - Department of Economics and University of Chicago - Booth School of Business
Downloads 290 (129,009)
Citation 3

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executive compensation, corporate governance

Stock-Based Compensation and CEO (Dis)Incentives

NBER Working Paper No. w13732
Number of pages: 54 Posted: 11 Jan 2008 Last Revised: 29 Oct 2014
Efraim Benmelech, Pietro Veronesi and Eugene Kandel
Northwestern University - Kellogg School of Management, University of Chicago - Booth School of Business and Hebrew University of Jerusalem - Department of Economics
Downloads 54 (460,785)

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Stock-Based Compensation and CEO (Dis)Incentives

CEPR Discussion Paper No. DP6515
Number of pages: 52 Posted: 05 Jun 2008
Efraim Benmelech, Eugene Kandel and Pietro Veronesi
Northwestern University - Kellogg School of Management, Hebrew University of Jerusalem - Department of Economics and University of Chicago - Booth School of Business
Downloads 5 (772,313)
Citation 14
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CEO compensation, Sub-optimal investments

28.

Regime Shifts and Changing Volatility in Stock Returns: A Rational Expectations Equilibrium Model

Center for Research in Security Prices Working Paper No. 474
Number of pages: 49 Posted: 11 Sep 1998
Pietro Veronesi
University of Chicago - Booth School of Business
Downloads 346 (107,202)
Citation 1

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29.
Downloads 316 (118,391)
Citation 3

Conditional Betas

Number of pages: 54 Posted: 16 Jan 2005
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 278 (134,886)
Citation 1

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Conditional Betas

NBER Working Paper No. w10413
Number of pages: 49 Posted: 20 Apr 2004 Last Revised: 16 Jun 2021
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 38 (533,471)

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30.

Uncertainty and Valuations: A Comment

Critical Finance Review, Forthcoming
Number of pages: 4 Posted: 18 Jan 2014
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 287 (131,136)

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31.

Rational IPO Waves

Number of pages: 51 Posted: 09 Nov 2011
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 198 (188,359)
Citation 73

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IPO, waves

32.

Leverage

Columbia Business School Research Paper No. 17-1
Number of pages: 50 Posted: 01 Dec 2016 Last Revised: 23 Dec 2018
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 180 (204,969)
Citation 1

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Risk Preferences, Leverage, Heterogeneity, Intermediary

33.

Option-Implied Spreads and Option Risk Premia

Chicago Booth Research Paper No. 21-19, Fama-Miller Working Paper
Number of pages: 43 Posted: 22 Jun 2021
John Hopkins University, School of Advanced International Studies, University of Chicago - Booth School of Business, Hong Kong University of Science and Technology and University of Chicago - Booth School of Business
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34.

Habits and Leverage

Chicago Booth Research Paper No. 16-22, Fama-Miller Working Paper
Number of pages: 55 Posted: 30 Nov 2016 Last Revised: 10 Jun 2017
Tano Santos and Pietro Veronesi
Columbia University and University of Chicago - Booth School of Business
Downloads 86 (354,280)
Citation 6

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35.

Cash-Flow Risk, Discount Risk, and the Value Premium

NBER Working Paper No. w11816
Number of pages: 59 Posted: 19 Feb 2006 Last Revised: 16 Apr 2021
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 75 (383,922)

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36.
Downloads 48 (477,021)
Citation 1

Heterogeneous Households under Uncertainty

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-06
Number of pages: 60 Posted: 24 Jan 2019
Pietro Veronesi
University of Chicago - Booth School of Business
Downloads 32 (566,607)

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Heterogeneous Households Under Uncertainty

NBER Working Paper No. w25448
Number of pages: 60 Posted: 15 Jan 2019
Pietro Veronesi
University of Chicago - Booth School of Business
Downloads 10 (729,915)

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Heterogeneous Households Under Uncertainty

Number of pages: 59 Posted: 03 Jan 2019
Pietro Veronesi
University of Chicago - Booth School of Business
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heterogeneity, risk aversion, learning, wealth inequality, uncertainty

Heterogeneous Households Under Uncertainty

CEPR Discussion Paper No. DP13466
Number of pages: 62 Posted: 23 Jan 2019
Pietro Veronesi
University of Chicago - Booth School of Business
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Citation 1
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37.

Option-Implied Spreads and Option Risk Premia

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-71
Number of pages: 44 Posted: 23 Jun 2021
John Hopkins University, School of Advanced International Studies, University of Chicago - Booth School of Business, Hong Kong University of Science and Technology and University of Chicago - Booth School of Business
Downloads 35 (536,882)

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38.
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Self-image Bias and Lost Talent

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-39
Number of pages: 42 Posted: 08 Apr 2021
Marciano Siniscalchi and Pietro Veronesi
Northwestern University - Department of Economics and University of Chicago - Booth School of Business
Downloads 15 (688,282)

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gender discrimination, self-image bias, affirmative action

Self-Image Bias and Lost Talent

NBER Working Paper No. w28308
Number of pages: 72 Posted: 04 Jan 2021 Last Revised: 08 May 2021
Marciano Siniscalchi and Pietro Veronesi
Northwestern University - Department of Economics and University of Chicago - Booth School of Business
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Self-Image Bias and Lost Talent

CEPR Discussion Paper No. DP15621
Number of pages: 74 Posted: 15 Mar 2021
Marciano Siniscalchi and Pietro Veronesi
Northwestern University - Department of Economics and University of Chicago - Booth School of Business
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39.

Leverage

NBER Working Paper No. w22905
Number of pages: 51 Posted: 12 Dec 2016 Last Revised: 02 Aug 2021
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Downloads 10 (702,090)
Citation 1

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40.

Option-Implied Spreads and Option Risk Premia

NBER Working Paper No. w28941
Number of pages: 43 Posted: 21 Jun 2021 Last Revised: 31 Jul 2021
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, University of Chicago - Booth School of Business, Hong Kong University of Science and Technology and University of Chicago - Booth School of Business
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41.

Entrepreneurial Learning, the IPO Decision, and the Post-Ipo Drop in Firm Profitability

The Review of Financial Studies, Vol. 22, Issue 8, pp. 3005-3046, 2009
Posted: 05 Aug 2009
Ľuboš Pástor, Lucian A. Taylor and Pietro Veronesi
affiliation not provided to SSRN, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

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D83, G32, L26

42.

Labor Income and Predictable Stock Returns

The Review of Financial Studies, Vol. 19, Issue 1, pp. 1-44, 2006
Posted: 29 Feb 2008
Tano Santos and Pietro Veronesi
Columbia University - Columbia Business School and University of Chicago - Booth School of Business

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fetus, heart rate, prenatal environment, prenatal drug exposure, cigarette smoking

43.

Understanding Predictability

Posted: 26 Jan 2004
Lior Menzly, Pietro Veronesi and Tano Santos
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Columbia Business School

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44.

Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model

Posted: 28 Mar 2000
Pietro Veronesi
University of Chicago - Booth School of Business

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