Niels Joachim Gormsen

University of Chicago - Booth School of Business

Assistant Professor of Finance

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

9

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Rank 1,596

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Top 1,596

in Total Papers Downloads

23,182

SSRN CITATIONS
Rank 12,796

SSRN RANKINGS

Top 12,796

in Total Papers Citations

57

CROSSREF CITATIONS

37

Scholarly Papers (9)

1.

Coronavirus: Impact on Stock Prices and Growth Expectations

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-22
Number of pages: 34 Posted: 17 Mar 2020 Last Revised: 04 Aug 2020
Niels Joachim Gormsen and Ralph S. J. Koijen
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 10,334 (571)
Citation 31

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Betting Against Correlation: Testing Theories of the Low-Risk Effect

Number of pages: 73 Posted: 08 Feb 2017 Last Revised: 21 Jun 2018
AQR Capital Management, LLC, AQR Capital Management, LLC, University of Chicago - Booth School of Business and AQR Capital Management, LLC
Downloads 7,664 (943)
Citation 5

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asset pricing, leverage constraints, lottery demand, margin, sentiment

Betting Against Correlation: Testing Theories of the Low-Risk Effect

CEPR Discussion Paper No. DP12686
Number of pages: 65 Posted: 14 Feb 2018
AQR Capital Management, LLC, AQR Capital Management, LLC, University of Chicago - Booth School of Business and AQR Capital Management, LLC
Downloads 2 (800,157)
Citation 9
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Asset Pricing, leverage constraints, lottery demand, margin, sentiment

3.

Time Variation of the Equity Term Structure

Journal of Finance, Forthcoming
Number of pages: 63 Posted: 21 Jun 2017 Last Revised: 07 Apr 2021
Niels Joachim Gormsen
University of Chicago - Booth School of Business
Downloads 1,606 (13,538)
Citation 19

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asset pricing, equity term structure, time varying discount rates

4.

Duration-Driven Returns

Number of pages: 86 Posted: 14 Jun 2019 Last Revised: 26 Apr 2021
Niels Joachim Gormsen and Eben Lazarus
University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,362 (17,605)
Citation 14

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asset pricing, cross-section of stock returns, cash-flow growth, duration, survey expectations, dividend strips

5.

Higher-Moment Risk

Number of pages: 62 Posted: 15 Nov 2017 Last Revised: 19 Feb 2020
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 807 (37,327)
Citation 9

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asset pricing, financial economics, higher order moments, tail risk

6.

Conditional Risk in Global Stock Returns

Number of pages: 75 Posted: 16 Nov 2017 Last Revised: 28 Jun 2021
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 464 (76,361)

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Asset Pricing, Conditional CAPM, Factor Models, Time-Varying Discount Rates

7.

Expected Stock Returns and Firms’ Perceived Cost of Capital

Number of pages: 63 Posted: 11 Dec 2020 Last Revised: 20 Jul 2021
Niels Joachim Gormsen
University of Chicago - Booth School of Business
Downloads 361 (102,194)
Citation 1

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8.

Implied Dividend Volatility and Expected Growth

Number of pages: 15 Posted: 23 Dec 2020 Last Revised: 31 Dec 2020
Niels Joachim Gormsen, Ralph S. J. Koijen and Ian Martin
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 357 (103,494)

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9.

Selfish Corporations

Chicago Booth Research Paper No. 20-51, Chicago Booth: George J. Stigler Center for the Study of the Economy & the State Working Paper No. 305, Fama-Miller Working Paper
Number of pages: 98 Posted: 02 Dec 2020 Last Revised: 01 Feb 2021
Emanuele Colonnelli and Niels Joachim Gormsen
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 225 (167,020)
Citation 2

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big business, corporations, information experiment, economic policies, ESG, beliefs, bailouts