Selected Bibliography for Pietro Veronesi
Chicago Board of Trade Professor of Finance
Pietro Veronesi author profile at Scopus
Published Works
"A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?" Alexander David and Pietro Veronesi; Annual Review of Financial Economics, 2022, 14(1), pp. 439-63.
"Leverage." Tano Santos and Pietro Veronesi; Journal of Financial Economics, 2022, 145(2, Part B), pp. 362-86.
"Inequality Aversion, Populism, and the Backlash against Globalization." Ľuboš Pástor and Pietro Veronesi; The Journal of Finance, 2021, 76(6), pp. 2857-906.
"Political Cycles and Stock Returns." Ľuboš Pástor and Pietro Veronesi; Journal of Political Economy, 2020, 128(11), pp. 4011-45.
"Option-Based Credit Spreads." Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi; American Economic Review, 2018, 108(2), pp. 454-88.
"Income Inequality and Asset Prices under Redistributive Taxation." Ľuboš Pástor and Pietro Veronesi; Journal of Monetary Economics, 2016, 81, pp. 1-20.
"The Price of Political Uncertainty: Theory and Evidence from the Option Market." Bryan Kelly, Ľuboš Pástor and Pietro Veronesi; The Journal of Finance, 2016, 71(5), pp. 2417-80.
"Investors' and Central Bank's Uncertainty Embedded in Index Options." Alexander David and Pietro Veronesi; Review of Financial Studies, 2014, 27(6), pp. 1661-716.
"What Ties Return Volatilities to Price Valuations and Fundamentals?" Alexander David and Pietro Veronesi; Journal of Political Economy, 2013, 121(4), pp. 682-746.
"Political Uncertainty and Risk Premia." Ľuboš Pástor and Pietro Veronesi; Journal of Financial Economics, 2013, 110(3), pp. 520-45.
"Uncertainty About Government Policy and Stock Prices." Ľuboš Pástor and Pietro Veronesi; The Journal of Finance, 2012, 67(4), pp. 1219-64.
"Stock-Based Compensation and CEO (Dis)Incentives*." Efraim Benmelech, Eugene Kandel and Pietro Veronesi; Quarterly Journal of Economics, 2010, 125(4), pp. 1769-820.
"Habit Formation, the Cross Section of Stock Returns and the Cash-Flow Risk Puzzle." Tano Santos and Pietro Veronesi; Journal of Financial Economics, 2010, 98(2), pp. 385-413.
"Paulson's Gift." Pietro Veronesi and Luigi Zingales; Journal of Financial Economics, 2010, 97(3), pp. 339-68.
"Learning in Financial Markets." Ľuboš Pástor and Pietro Veronesi; Annual Review of Financial Economics, 2009, 1(1), pp. 361-81.
"Technological Revolutions and Stock Prices." Ľuboš Pástor and Pietro Veronesi; American Economic Review, 2009, 99(4), pp. 1451-83.
"Entrepreneurial Learning, the Ipo Decision, and the Post-Ipo Drop in Firm Profitability." Ľuboš Pástor, Lucian A. Taylor and Pietro Veronesi; Review of Financial Studies, 2009, 22(8), pp. 3005-46.
"Was There a Nasdaq Bubble in the Late 1990s?" Ľuboš Pástor and Pietro Veronesi; Journal of Financial Economics, 2006, 81(1), pp. 61-100.
"Labor Income and Predictable Stock Returns." Tano Santos and Pietro Veronesi; Review of Financial Studies, 2006, 19(1), pp. 1-44.
"Rational Ipo Waves." Ľuboš Pástor and Pietro Veronesi; Journal of Finance, 2005, 60(4), pp. 1713.
"The Peso Problem Hypothesis and Stock Market Returns." Pietro Veronesi; Journal of Economic Dynamics and Control, 2004, 28(4), pp. 707-25.
"Understanding Predictability." Lior Menzly, Tano Santos and Pietro Veronesi; Journal of Political Economy, 2004, 112(1), pp. 1-47.
"Stock Valuation and Learning About Profitability." Ľuboš Pástor and Pietro Veronesi; Journal of Finance, 2003, 58(5), pp. 1749-89.
"Rational Panics and Stock Market Crashes." Gadi Barlevy and Pietro Veronesi; Journal of Economic Theory, 2003, 110(2), pp. 234-63.
"Discussion of "Sidelined Investors, Trading-Generated News, and Security Returns "." Pietro Veronesi; Review of Financial Studies, 2002, 15(2), pp. 649-54.
"Information Acquisition in Financial Markets." Gadi Barlevy and Pietro Veronesi; Review of Economic Studies, 2000, 67(1), pp. 79-90.
"How Does Information Quality Affect Stock Returns?" Pietro Veronesi; Journal of Finance, 2000, 55(2), pp. 807-37.
"Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model." Pietro Veronesi; Review of Financial Studies, 1999, 12(5), pp. 975-1007.
"Lexicographic Rationality Orderings and Iterative Weak Dominance," Pietro Veronesi, in Decisions, Games and Markets. P. Battigalli, A. Montesano and F. Panunzi, Studies in Risk and Uncertainty. Boston; Dordrecht and London: Kluwer Academic, 1997, pp. 125-47.
Stock Market Volatility in Regime Shift Models; Pietro Veronesi; Ph.D. Dissertation, Harvard University, 1997.
"A Note on Stochastic Independence without Savage-Null Events." Pierpaolo Battigalli and Pietro Veronesi; Journal of Economic Theory, 1996, 70(1), pp. 235-48.