Christian Heyerdahl-Larsen

Indiana University - Kelley School of Business - Department of Finance

1309 E. 10th St.

Bloomington, IN 47405

United States

SCHOLARLY PAPERS

12

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4,573

SSRN CITATIONS
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Top 6,906

in Total Papers Citations

61

CROSSREF CITATIONS

125

Scholarly Papers (12)

1.
Downloads 1,107 ( 22,831)
Citation 52

Correlations

AFA 2011 Denver Meetings Paper
Number of pages: 85 Posted: 05 Mar 2007 Last Revised: 16 Aug 2013
Paul Ehling and Christian Heyerdahl-Larsen
BI - Norwegian Business School and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,028 (25,013)
Citation 21

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Equity Return Correlations, Heterogeneous Risk Aversion, Volatility of Turnover, Cyclical Dynamics of Stock Price Moments

Correlations

Banco de Espana Working Paper No. 1413
Number of pages: 91 Posted: 19 Jun 2014
Paul Ehling and Christian Heyerdahl-Larsen
BI - Norwegian Business School and Indiana University - Kelley School of Business - Department of Finance
Downloads 79 (364,398)
Citation 33

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equity return correlations, heterogeneous risk aversion, volatility of turnover, cyclical dynamics of stock price moments

2.
Downloads 1,073 ( 23,870)
Citation 18

Disagreement about Inflation and the Yield Curve

Journal of Financial Economics (JFE), December 2016, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 139 Posted: 26 Mar 2012 Last Revised: 11 Aug 2020
Paul Ehling, Michael F. Gallmeyer, Christian Heyerdahl-Larsen and Philipp K. Illeditsch
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Indiana University - Kelley School of Business - Department of Finance and Texas A&M University - Mays Business School - Finance Department
Downloads 1,073 (23,472)
Citation 18

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Inflation disagreement, real and nominal yields, yield volatilities, cross-sectional consumption growth volatility, speculative trade

Disagreement About Inflation and the Yield Curve

Banco de Espana Working Paper No. 1532
Posted: 22 Nov 2015
Paul Ehling, Michael F. Gallmeyer, Christian Heyerdahl-Larsen and Philipp K. Illeditsch
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Indiana University - Kelley School of Business - Department of Finance and Texas A&M University - Mays Business School - Finance Department

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inflation disagreement, relative entropy, real and nominal yields, yield volatilities, break-even inflation, inflation risk premium, cross-sectional consumption growth volatility, trading on inflation

3.

Risk Premia and Volatilities in a Nonlinear Term Structure Model

Review of Finance, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74 Posted: 01 Apr 2013 Last Revised: 02 Sep 2020
Peter Feldh├╝tter, Christian Heyerdahl-Larsen and Philipp K. Illeditsch
Copenhagen Business School, Indiana University - Kelley School of Business - Department of Finance and Texas A&M University - Mays Business School - Finance Department
Downloads 734 (40,745)
Citation 7

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Nonlinear Term Structure Models, Expected Excess Returns, Stochastic Volatility, Unspanned Risk Premia (URP), Unspanned Stochastic Volatility (USV)

4.

Asset Prices and Portfolio Choice with Learning from Experience

Review of Economic Studies (ReStud), Forthcoming
Number of pages: 71 Posted: 14 Jan 2014 Last Revised: 10 Aug 2017
Paul Ehling, Alessandro Graniero and Christian Heyerdahl-Larsen
BI - Norwegian Business School, BI Norwegian Business School and Indiana University - Kelley School of Business - Department of Finance
Downloads 552 (59,099)
Citation 30

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Learning from Experience Based Bias, Trend Chasing, Survey Based versus Objective Risk Premiums

5.

Asset Prices and Real Exchange Rates with Deep Habits

Review of Financial Studies, Forthcoming
Number of pages: 59 Posted: 09 Oct 2009 Last Revised: 13 Jun 2014
Christian Heyerdahl-Larsen
Indiana University - Kelley School of Business - Department of Finance
Downloads 365 (97,180)
Citation 23

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Asset Pricing Moments, Real Exchange Rates, Multi-Good Economies, Deep Habits

6.

Complete and Incomplete Financial Markets in Multi-Good Economies

EFA 2008 Athens Meetings Paper
Number of pages: 36 Posted: 14 Jul 2009 Last Revised: 25 Oct 2015
Paul Ehling and Christian Heyerdahl-Larsen
BI - Norwegian Business School and Indiana University - Kelley School of Business - Department of Finance
Downloads 333 (107,778)
Citation 3

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Multi-good economies, Financial market incompleteness, Financial market completeness

7.

Demand Disagreement

Number of pages: 63 Posted: 28 Dec 2017 Last Revised: 24 Nov 2020
Christian Heyerdahl-Larsen and Philipp K. Illeditsch
Indiana University - Kelley School of Business - Department of Finance and Texas A&M University - Mays Business School - Finance Department
Downloads 148 (233,523)
Citation 3

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Disagreement correlation puzzle, correlation puzzle, demand shocks, demand disagreement, heterogeneous beliefs and time preferences, asset pricing puzzles, trading volume.

8.

Efficiency and Distortions in a Production Economy with Heterogeneous Beliefs

Number of pages: 38 Posted: 07 Feb 2015
Christian Heyerdahl-Larsen and Johan Walden
Indiana University - Kelley School of Business - Department of Finance and University of Lausanne
Downloads 100 (311,870)
Citation 5

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Speculation, heterogeneous beliefs, mispricing, investments, welfare

9.

The Market View

Number of pages: 30 Posted: 06 Mar 2021
Christian Heyerdahl-Larsen and Philipp K. Illeditsch
Indiana University - Kelley School of Business - Department of Finance and Texas A&M University - Mays Business School - Finance Department
Downloads 69 (389,125)

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market view, consensus view, statistical view, stock market return surveys, heterogenous agents models, disagreement, survey puzzles

10.

Disagreement about Innovations and Endogenous Growth

Number of pages: 31 Posted: 05 Dec 2019
Christian Heyerdahl-Larsen, Philipp K. Illeditsch and Howard Kung
Indiana University - Kelley School of Business - Department of Finance, Texas A&M University - Mays Business School - Finance Department and London Business School
Downloads 61 (414,600)

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Disagreement, Optimism, Entrepreneurship, Externality, Endogenous Growth, Innovations, Laffer Curve

11.

Asset Prices and Portfolio Choice with Heterogeneous Risk Aversion and Overlapping Generations

Number of pages: 31 Posted: 04 Mar 2021
Paul Ehling, Junjie Guo and Christian Heyerdahl-Larsen
BI - Norwegian Business School, Central University of Finance and Economics (CUFE) - School of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 21 (602,034)

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Heterogeneous Risk Aversion, Overlapping Generations, Consumption Share Weighted Variance of the Risk-Tolerance, Return Predictability

12.

Beliefs About Inflation and the Term Structure of Interest Rates

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 47 Posted: 12 Jun 2012
Philipp K. Illeditsch, Michael F. Gallmeyer, Christian Heyerdahl-Larsen and Paul Ehling
Texas A&M University - Mays Business School - Finance Department, University of Virginia (UVA) - McIntire School of Commerce, Indiana University - Kelley School of Business - Department of Finance and BI - Norwegian Business School
Downloads 10 (679,504)

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