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Niels Joachim Gormsen
Niels Joachim Gormsen
Other namesNiels Gormsen, Niels J Gormsen
University of Chicago, Booth School of Business
Verified email at chicagobooth.edu - Homepage
Title
Cited by
Cited by
Year
Coronavirus: Impact on stock prices and growth expectations
NJ Gormsen, RSJ Koijen
The Review of Asset Pricing Studies 10 (4), 574-597, 2020
8432020
Betting against correlation: Testing theories of the low-risk effect
C Asness, A Frazzini, NJ Gormsen, LH Pedersen
Journal of Financial Economics 135 (3), 629-652, 2020
1552020
Time variation of the equity term structure
NJ Gormsen
The Journal of Finance 76 (4), 1959-1999, 2021
1342021
Duration‐driven returns
NJ Gormsen, E Lazarus
The Journal of Finance 78 (3), 1393-1447, 2023
1292023
Corporate discount rates
NJ Gormsen, K Huber
National Bureau of Economic Research, 2023
78*2023
Higher-moment risk
NJ Gormsen, CS Jensen
Available at SSRN 3069617, 2022
462022
Selfish corporations
E Colonnelli, NJ Gormsen, T McQuade
Review of Economic Studies 91 (3), 1498-1536, 2024
392024
Climate capitalists
NJ Gormsen, K Huber, S Oh
Available at SSRN 4366445, 2023
332023
Firms' Perceived Cost of Capital
NJ Gormsen, K Huber
National Bureau of Economic Research, 2024
30*2024
Coronavirus: Impact on stock prices and growth expectations. The Review of Asset Pricing Studies, 10 (4), 574-597
NJ Gormsen, RSJ Koijen
272020
Coronavirus: Impact on stock prices and growth expectations. University of Chicago
NJ Gormsen, RS Koijen
Becker Friedman Institute for Economics Working Paper 22, 2020
242020
Financial markets and the COVID-19 pandemic
NJ Gormsen, RSJ Koijen
Annual Review of Financial Economics 15 (1), 69-89, 2023
202023
Forward return expectations
M Gandhi, NJ Gormsen, E Lazarus
National Bureau of Economic Research, 2023
20*2023
Coronavirus: Impact on Stock Prices and Growth Expectations. University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-22
NJ Gormsen, RS Koijen
EMERGING MARKETS FINANCE AND TRADE 2179, 2020
162020
Conditional risk
NJ Gormsen, CS Jensen
Journal of Financial Economics 162, 103933, 2024
82024
The corona virus, the stock market’s response, and growth expectations
NJ Gormsen, RS Koijen
University of Chicago, Becker Friedman Institute for Economics working paper …, 2020
82020
Implied dividend volatility and expected growth
NJ Gormsen, RSJ Koijen, IWR Martin
AEA Papers and Proceedings 111, 361-365, 2021
72021
Rainy day stocks
N Gormsen, RM Greenwood
Harvard Buusiness School working paper series# 17-066, 2017
72017
Sticky Discount Rates
M Fukui, NJ Gormsen, K Huber
National Bureau of Economic Research, 2024
52024
Coronavirus: Impact on Stock Prices and Growth Expectations. CEPR Policy Portal
NJ Gormsen, R Koijen
52020
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