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Ai, Hengjie
28  results:
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1

Identifying Preference for Early Resolution from Asset Pric.. 

NBER working paper series, no. w31087
Ai, Hengjie ; Bansal, Ravi ; Guo, Hongye. , 2023
Link: https://www.nber.org/pap..
 
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2

Macroeconomic Announcement Premium 

NBER working paper series, no. w31923
Ai, Hengjie ; Bansal, Ravi ; Guo, Hongye , 2023
Link: https://www.nber.org/pap..
 
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3

The cross section of the monetary policy announcement premi..:

Ai, Hengjie ; Han, Leyla Jianyu ; Pan, Xuhui Nick.
Journal of Financial Economics.  143 (2022)  1 - p. 247-276 , 2022
Link: https://doi.org/10.1016/..
 
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4

A Quantitative Model of Dynamic Moral Hazard:

Ai, Hengjie ; Kiku, Dana ; Li, Rui.
The Review of Financial Studies.  36 (2022)  4 - p. 1408-1463 , 2022
Link: https://doi.org/10.1093/..
 
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5

Asset Pricing With Endogenously Uninsurable Tail Risk:

Ai, Hengjie ; Bhandari, Anmol
Econometrica.  89 (2021)  3 - p. 1471-1505 , 2021
Link: https://doi.org/10.3982/..
 
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6

ASSET PRICING WITH ENDOGENOUSLY UNINSURABLE TAIL RISK:

Ai, Hengjie ; Bhandari, Anmol
Econometrica.  89 (2021)  3 - p. 1471-1505 , 2021
Link: https://www.jstor.org/st..
 
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7

Financial intermediation and capital reallocation:

Ai, Hengjie ; Li, Kai ; Yang, Fang
Journal of Financial Economics.  138 (2020)  3 - p. 663-686 , 2020
Link: https://doi.org/10.1016/..
 
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8

A Unified Model of Firm Dynamics with Limited Commitment an..:

AI, HENGJIE ; KIKU, DANA ; LI, RUI.
The Journal of Finance.  76 (2020)  1 - p. 317-356 , 2020
Link: https://doi.org/10.1111/..
 
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9

The Collateralizability Premium:

Ai, Hengjie ; Li, Jun E ; Li, Kai..
The Review of Financial Studies.  33 (2020)  12 - p. 5821-5855 , 2020
Link: https://doi.org/10.1093/..
 
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10

RISK PREFERENCES AND THE MACROECONOMIC ANNOUNCEMENT PREMIUM:

Ai, Hengjie ; Bansal, Ravi
Econometrica.  86 (2018)  4 - p. 1383-1430 , 2018
Link: https://www.jstor.org/st..
 
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11

News Shocks and the Production-Based Term Structure of Equi..:

Ai, Hengjie ; Croce, Mariano Max ; Diercks, Anthony M..
The Review of Financial Studies.  31 (2018)  7 - p. 2423-2467 , 2018
Link: https://www.jstor.org/st..
 
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12

Asset Pricing with Endogenously Uninsurable Tail Risk 

NBER working paper series, no. w24972
Ai, Hengjie ; Bhandari, Anmol , 2018
Link: https://www.nber.org/pap..
 
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13

News Shocks and the Production-Based Term Structure of Equi..:

Ai, Hengjie ; Croce, Mariano Max ; Diercks, Anthony M.
The Review of Financial Studies.  31 (2018)  7 - p. 2423-2467 , 2018
Link: https://doi.org/10.1093/..
 
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14

A tractable model of limited enforcement and the life-cycle..:

Ai, Hengjie ; Li, Rui
Economics Letters.  163 (2018)  - p. 136-140 , 2018
Link: https://doi.org/10.1016/..
 
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15

Risk Preferences and the Macroeconomic Announcement Premium:

Ai, Hengjie ; Bansal, Ravi
Econometrica.  86 (2018)  4 - p. 1383-1430 , 2018
Link: https://doi.org/10.3982/..
 
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