| Limits to arbitrage and hedging: Evidence from commodity markets VV Acharya, LA Lochstoer, T Ramadorai Journal of Financial Economics 109 (2), 441-465, 2013 | 543 | 2013 |
| Long-run risk through consumption smoothing G Kaltenbrunner, LA Lochstoer The Review of Financial Studies 23 (8), 3190-3224, 2010 | 387 | 2010 |
| Parameter learning in general equilibrium: The asset pricing implications P Collin-Dufresne, M Johannes, LA Lochstoer American Economic Review 106 (3), 664-698, 2016 | 293 | 2016 |
| Learning about Consumption Dynamics M Johannes, LA Lochstoer, Y Mou Journal of Finance 71 (2), 551-600, 2016 | 143 | 2016 |
| Investor inattention and the market impact of summary statistics T Gilbert, S Kogan, L Lochstoer, A Ozyildirim Management Science 58 (2), 336-350, 2012 | 115* | 2012 |
| Volatility expectations and returns LA Lochstoer, T Muir The Journal of Finance 77 (2), 1055-1096, 2022 | 100 | 2022 |
| Asset pricing when ‘this time is different’ P Collin-Dufresne, M Johannes, LA Lochstoer The Review of Financial Studies 30 (2), 505-535, 2017 | 96 | 2017 |
| What drives anomaly returns? LA Lochstoer, PC Tetlock The Journal of Finance 75 (3), 1417-1455, 2020 | 91 | 2020 |
| Estimation of a stochastic-volatility jump-diffusion model R Craine, LA Lochstoer, K Syrtveit Revista de Analisis Economico 15 (1), 61-87, 2000 | 56 | 2000 |
| Pricing currency risks M Chernov, M Dahlquist, L Lochstoer The Journal of Finance 78 (2), 693-730, 2023 | 40 | 2023 |
| Conditional dynamics and the multihorizon risk-return trade-off M Chernov, LA Lochstoer, SRH Lundeby The Review of Financial Studies 35 (3), 1310-1347, 2022 | 39 | 2022 |
| Expected returns and the business cycle: Heterogeneous goods and time-varying risk aversion LA Lochstoer The Review of Financial Studies 22 (12), 5251-5294, 2009 | 32* | 2009 |
| The real channel for nominal bond-stock puzzles M Chernov, LA Lochstoer, D Song National Bureau of Economic Research, 2021 | 25* | 2021 |
| A robust numerical method for solving risk-sharing problems with recursive preferences P Collin-Dufresne, M Johannes, LA Lochstoer, ZK Tancheva manuscript, July, 2015 | 11 | 2015 |
| Return predictability and labor market frictions in a real business cycle model HS Bhamra, LA Lochstoer Available at SSRN 1344660, 2008 | 7* | 2008 |
| An anatomy of currency strategies: The role of emerging markets M Chernov, M Dahlquist, LA Lochstoer Available at SSRN 4802331, 2024 | 2 | 2024 |
| Dynamic trading and asset pricing with time-inconsistent agents LA Lochstoer, SRH Lundeby, ZK Tancheva Available at SSRN 4537086, 2024 | 1 | 2024 |
| Model-Free Mispricing Factors LA Lochstoer, PC Tetlock Available at SSRN 4113272, 2022 | 1 | 2022 |
| Comment on “Growth uncertainty, generalized disappointment aversion and production-based asset pricing” LA Lochstoer Journal of Monetary Economics 69, 90-96, 2015 | | 2015 |
| Essays in financial economics LA Lochstoer University of California, Berkeley, 2005 | | 2005 |
Michael JohannesProfessor of Finance, Columbia UniversityVerified email at gsb.columbia.edu
