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Hengjie Ai
Hengjie Ai
Professor of Finance, University of Wisconsin-Madison
Verified email at wisc.edu - Homepage
Title
Cited by
Cited by
Year
Risk preferences and the macroeconomic announcement premium
H Ai, R Bansal
Econometrica 86 (4), 1383-1430, 2018
2182018
Information Quality and Long‐Run Risk: Asset Pricing Implications
H Ai
The Journal of Finance 65 (4), 1333-1367, 2010
1932010
Toward a quantitative general equilibrium asset pricing model with intangible capital
H Ai, MM Croce, K Li
The Review of Financial Studies, 2012, 2010
1432010
Growth to value: Option exercise and the cross-section of equity returns
H Ai, D Kiku
Journal of Financial Economics, 2013, 2009
118*2009
Investment and CEO compensation under limited commitment
H Ai, R Li
Journal of Financial Economics 116 (3), 452-472, 2015
1022015
News shocks and the production-based term structure of equity returns
H Ai, MM Croce, AM Diercks, K Li
The Review of Financial Studies 31 (7), 2423-2467, 2018
94*2018
Volatility risks and growth options
H Ai, D Kiku
Management Science 62 (3), 741-763, 2016
652016
Financial intermediation and capital misallocation
H Ai, K Li, F Yang
Journal of financial economics 138 (3), 663-686, 2020
55*2020
The collateralizability premium
H Ai, JE Li, K Li, C Schlag
The Review of Financial Studies 33 (12), 5821-5855, 2020
542020
A Unified Model of Firm Dynamics with Limited Commitment and Assortative Matching
H Ai, D Kiku, R Li, J Tong
Journal of Finance 76 (3), 317-356, 2021
47*2021
The trade-off theory of corporate capital structure
H Ai, MZ Frank, A Sanati
Oxford research encyclopedia of economics and finance, 2020
452020
The cross section of the monetary policy announcement premium
H Ai, LJ Han, XN Pan, L Xu
Journal of Financial Economics 143 (1), 247-276, 2022
442022
Asset pricing with endogenously uninsurable tail risk
H Ai, A Bhandari
ECONOMETRICA 89 (3), 1471-1505, 2021
402021
Information acquisition and the pre-announcement drift
H Ai, R Bansal, LJ Han
Available at SSRN 3964349, 2021
302021
Information quality and long-run risks: Asset pricing and welfare implications
H Ai
Unpublished 2696, 2007
252007
Information-driven volatility
H Ai, LJ Han, L Xu
Available at SSRN 3961096, 2022
142022
A model of the macroeconomic announcement premium with production
H Ai, R Bansal, J Im, C Ying
SSRN, 2018
122018
Identifying preference for early resolution from asset prices
H Ai, R Bansal, H Guo, A Yaron
National Bureau of Economic Research, 2023
102023
A quantitative model of dynamic moral hazard
H Ai, D Kiku, R Li
The Review of Financial Studies 36 (4), 1408-1463, 2023
102023
Moral Hazard, Investment, and Firm Dynamics
H Ai, R Li
102011
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