Niels Joachim Gormsen|Niels Gormsen, Niels J Gormsen

Niels Joachim Gormsen|Niels Gormsen, Niels J Gormsen

University of Chicago Booth School of Business - Chicago / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 1772900
Chicago Booth
person_outline Niels Joachim Gormsen|Niels Gormsen, Niels J Gormsen's MOST POPULAR ARTICLES
1-) Coronavirus: Impact on stock prices and growth expectationsNJ Gormsen, RSJ KoijenThe Review of Asset Pricing Studies 10 (4), 574-597, 20205942020
2-) Betting against correlation: Testing theories of the low-risk effectC Asness, A Frazzini, NJ Gormsen, LH PedersenJournal of Financial Economics 135 (3), 629-652, 20201012020
3-) Time variation of the equity term structureNJ GormsenThe Journal of Finance 76 (4), 1959-1999, 2021862021
4-) Duration‐driven returnsNJ Gormsen, E LazarusThe Journal of Finance 78 (3), 1393-1447, 20231192023
5-) Corporate discount ratesNJ Gormsen, K HuberNational Bureau of Economic Research, 202371*2023