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Lawrence D. W. Schmidt
Lawrence D. W. Schmidt
Verified email at mit.edu - Homepage
Title
Cited by
Cited by
Year
Runs on money market mutual funds
L Schmidt, A Timmermann, R Wermers
American Economic Review 106 (9), 2625-57, 2016
2412016
Working remotely and the supply-side impact of Covid-19
D Papanikolaou, LDW Schmidt
The Review of Asset Pricing Studies 12 (1), 53-111, 2022
1582022
Climbing and falling off the ladder: Asset pricing implications of labor market event risk
L Schmidt
Available at SSRN 2471342, 2016
992016
An empirical test of pricing kernel monotonicity
BK Beare, LDW Schmidt
Journal of Applied Econometrics 31 (2), 338-356, 2016
762016
Pockets of predictability
L Farmer, L Schmidt, A Timmermann
Journal of Finance, forthcoming, 2022
582022
Investor information acquisition and money market fund risk rebalancing during the 2011–2012 eurozone crisis
EA Gallagher, LDW Schmidt, A Timmermann, R Wermers
The Review of Financial Studies 33 (4), 1445-1483, 2020
50*2020
Selling fast and buying slow: Heuristics and trading performance of institutional investors
K Akepanidtaworn, R Di Mascio, A Imas, L Schmidt
National Bureau of Economic Research, 2021
452021
Layoff risk, the welfare cost of business cycles, and monetary policy
D Berger, I Dew-Becker, L Schmidt, Y Takahashi
Available at SSRN 2659941, 2019
332019
Technological innovation and labor income risk
L Kogan, D Papanikolaou, LDW Schmidt, J Song
National Bureau of Economic Research, 2020
23*2020
Quantile spacings: A simple method for the joint estimation of multiple quantiles without crossing
L Schmidt, Y Zhu
Available at SSRN 2220901, 2016
192016
Changing income risk across the US skill distribution: Evidence from a generalized Kalman filter
JC Braxton, KF Herkenhoff, JL Rothbaum, L Schmidt
National Bureau of Economic Research, 2021
122021
Technology-skill complementarity and labor displacement: Evidence from linking two centuries of patents with occupations
L Kogan, D Papanikolaou, LDW Schmidt, B Seegmiller
National Bureau of Economic Research, 2021
112021
Technological Change and Occupations over the Long Run
L Kogan, D Papanikolaou, L Schmidt, B Seegmiller
SSRN Electronic Journal,. doi 10, 2020
102020
Bad news and robust comparative statics for the elasticity of intertemporal substitution
L Schmidt, AA Toda
Available at SSRN 2544688, 2019
10*2019
Empirical implications of the pricing kernel puzzle for the return on contingent claims
B Beare, L Schmidt
Management and Science, 2015
82015
Layoff risk, the welfare cost of business cycles, and monetary policy
Y Takahashi, L Schmidt, K Milbradt, I Dew-Becker, D Berger
2016 Meeting Papers, 2016
52016
Quantile spacings: a simple method for the joint estimation of multiple quantiles
L Schmidt
Mimeo, UCSD, 2013
42013
Real risk or paper risk? Mis-measured factors, granular measurement errors, and empirical asset pricing tests
SJ Byun, L Schmidt
Mis-Measured Factors, Granular Measurement Errors, and Empirical Asset …, 2020
22020
On the dimensionality of bounds generated by the Shapley–Folkman theorem
LDW Schmidt
Journal of Mathematical Economics 48 (1), 59-63, 2012
22012
Measuring Document Similarity with Word Embeddings
B Seegmiller, D Papanikolaou, L Schmidt
Available at SSRN 4088443, 2022
2022
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