Pietro Veronesi | Academic Influence

Pietro Veronesi's AcademicInfluence.com Rankings

Pietro Veronesi

Economics

#2304

World Rank

#2634

Historical Rank

economics Degrees

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Economics

Pietro Veronesi's Degrees

Bachelors Economics Bocconi University

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Why Is Pietro Veronesi Influential?

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According to Wikipedia, Pietro Veronesi is the Chicago Board of Trade Professor of Finance at the University of Chicago, Booth School of Business. He is also a research associate of the National Bureau of Economic Research and a research fellow of the Center for Economic and Policy Research. Additionally, he is a former director of the American Finance Association and co-editor of the Review of Financial Studies.

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Pietro Veronesi's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Uncertainty about Government Policy and Stock Prices (2010) (1415)
Political Uncertainty and Risk Premia (2011) (1357)
Stock Valuation and Learning About Profitability (2002) (1037)
Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model (1999) (999)
Labor Income and Predictable Stock Returns (2001) (566)
The Price of Political Uncertainty: Theory and Evidence from the Option Market (2014) (528)
Technological Revolutions and Stock Prices (2005) (487)
Understanding Predictability (2004) (443)
Rational IPO Waves (2005) (434)
How Does Information Quality Affect Stock Returns? (1999) (397)
Stock-Based Compensation and CEO (Dis)Incentives (2008) (334)
Learning in Financial Markets (2009) (309)
Paulson&Apos;S Gift (2009) (255)
What Ties Return Volatilities to Price Valuations and Fundamentals? (2009) (218)
Information Acquisition in Financial Markets (1999) (200)
Habit formation, the cross section of stock returns and the cash-flow risk puzzle (2010) (173)
Rational Panics and Stock Market Crashes (2000) (157)
Inequality Aversion, Populism, and the Backlash Against Globalization (2018) (99)
The Peso problem hypothesis and stock market returns (2004) (94)
Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities (2000) (93)
Political Cycles and Stock Returns (2017) (90)
Option-Based Credit Spreads (2014) (72)
Inflation and Earnings Uncertainty and Volatility Forecasts (2006) (52)
Fixed Income Securities: Valuation, Risk, and Risk Management (2010) (46)
Excess Comovement of International Stock Markets in Bad Times: A Rational Expectations Equilibrium Model (2008) (45)
Belief-Dependent Utilities, Aversion to State-Uncertainty and Asset Prices (2001) (43)
Inflation and Earnings Uncertainty and Volatility Forecasts: A Structural Form Approach (2008) (38)
Conditional Betas (2004) (35)
Short and Long Horizon Term and Inflation Risk Premia in the Us Term Structure: Evidence from an Integrated Model for Nominal and Real Bond Prices Under Regime Shifts (1999) (31)
Leverage (2016) (30)
Habits and Leverage (2016) (27)
Sovereign Credit Risk (2016) (26)
Information acquisition in financial markets: a correction (2007) (26)
Investors&Apos; and Central Bank&Apos;S Uncertainty Embedded in Index Options (2011) (25)
Cash-Flow Risk, Discount Risk, and the Value Premium (2005) (24)
Income Inequality and Asset Prices Under Redistributive Taxation (2015) (23)
Stock-Based Compensation and CEO (Dis)Incentives (2008) (22)
Investors' and Central Bank's Uncertainty Embedded in Index Options (2011) (12)
Heterogeneous Households Under Uncertainty (2018) (10)
Habit Formation and the Cross Section of Stock Returns (2001) (10)
Self-image Bias and Lost Talent (2020) (9)
The Economics of the Comovement of Stocks and Bonds (2016) (9)
Investor and Central Bank Uncertainty and Fear Measures Embedded in Index Options (2011) (7)
Macroeconomic Uncertainty and Fear Measures Extracted From Index Options (2009) (6)
Uncertainty and Valuations: A Comment (2014) (5)
Lexicographic Rationality Orderings and Iterative Weak Dominance (1997) (5)
Handbook of Fixed-Income Securities (2016) (4)
Discussion of “Sidelined Investors, Trading-Generated News, and Security Returns” (2002) (3)
Handbook of Fixed-Income Securities: Veronesi/Handbook of Fixed-Income Securities (2016) (2)
Regime Shifts and Changing Volatility in Stock Returns: A Rational Expectations Equilibrium Model (1998) (2)
A rational backlash against globalisation (2018) (2)
IPO Waves and Stock Prices (2003) (1)
Uncertainty about Government Policy and Stock Prices and Stock Prices (2010) (1)
On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance (1999) (1)
Discounting and Derivative Pricing Before and After the Financial Crisis: An Introduction (2016) (1)
Internet Appendix to Accompany Leverage (2018) (0)
The Empirical Merton Model (0)
Economic growth, business cycles, and expected stock returns (2008) (0)
Option-Based Credit Spreads On-Line Technical Appendix (0)
Risk‐Neutral Pricing: Trees (2016) (0)
Replication data for: Option-Based Credit Spreads (2019) (0)
Risk‐Neutral Pricing: Monte Carlo Simulations (2016) (0)
Income Inequality and Asset Prices under Redistributive Taxation Ľuboš (0)
Engineering Cybersecurity – Die Wissenslücke im Automobilbereich (the knowledge gap in automotive) (2019) (0)
Alternative Preferences: Habit Formation and Recursive Utility 1 (2005) (0)
Internet Appendix for “ Uncertainty about Government Policy and Stock Prices ” ĽUBOŠ PÁSTOR (0)
Alleviating Constraints or Targeting the Unsophisticated? The Government-led Household Credit Expansion in Brazil (2022) (0)
Report drawn up on behalf of the Committee on Energy and Research on basic technological research in the automobile industry, Working Documents 1983-1984, Document 1-235/83, 3 May 1983 (1983) (0)
Option-Implied Spreads and Option Risk Premia (2021) (0)
Fixed Income Markets: An Introduction (2016) (0)
Teaching Notes #5 Ambiguity Aversion and Robust Decisions Making 1 (2005) (0)
Incomplete Information and Learning: Equilibrium Returns 1 (2005) (0)
A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better? (2022) (0)
Modern Dynamic Asset Pricing Models Teaching Notes 6. Consumption, Portfolio Allocation and Equilibrium with Constraints 1 (1999) (0)

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