Nikolai Roussanov

University of Pennsylvania
The Wharton School, Finance Department
2400 Steinberg-Dietrich Hall
3620 Locust Walk
Philadelphia, PA 19104-6367
Tel: 215/746-0004
Fax: 215/898-6200

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
NBER Program Affiliations: AP
NBER Affiliation: Research Associate
Institutional Affiliation: University of Pennsylvania

NBER Working Papers and Publications

September 2018Marketing Mutual Funds
with Hongxun Ruan, Yanhao Wei: w25056
March 2018Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation
with Alexandr Kopytov, Mathieu Taschereau-Dumouchel: w24373

Published: Alexandr Kopytov & Nikolai Roussanov & Mathieu Taschereau-Dumouchel, 2018. "Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation," Journal of Monetary Economics, . citation courtesy of

December 2016Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution
with Erik Gilje, Robert Ready: w22914
September 2013Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty
with Hui Chen, Michael Michaux: w19421

Published: HUI CHEN & MICHAEL MICHAUX & NIKOLAI ROUSSANOV, 2020. "Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty," The Journal of Finance, vol 75(1), pages 323-375.

August 2013Commodity Trade and the Carry Trade: a Tale of Two Countries
with Robert Ready, Colin Ward: w19371

Published: ROBERT READY & NIKOLAI ROUSSANOV & COLIN WARD, 2017. "Commodity Trade and the Carry Trade: A Tale of Two Countries," The Journal of Finance, vol 72(6), pages 2629-2684. citation courtesy of

March 2012Status, Marriage, and Managers' Attitudes To Risk
with Pavel G. Savor: w17904

Published: "Marriage and Managers' Attitudes to Risk," Nikolai Roussanov and Pavel Savor, current draft: December 2013. Management Science, Volume 60, Issue 10, October 2014

September 2010Countercyclical Currency Risk Premia
with Hanno Lustig, Adrien Verdelhan: w16427

Published: Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien, 2014. "Countercyclical currency risk premia," Journal of Financial Economics, Elsevier, vol. 111(3), pages 527-553. citation courtesy of

June 2010Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns

Published: Roussanov, Nikolai, 2014. "Composition of wealth, conditioning information, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 111(2), pages 352-380. citation courtesy of

June 2008Common Risk Factors in Currency Markets
with Hanno Lustig, Adrien Verdelhan: w14082

Published: Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2011. "Common Risk Factors in Currency Markets," Review of Financial Studies, vol 24(11), pages 3731-3777.

September 2007Conspicuous Consumption and Race
with Kerwin Kofi Charles, Erik Hurst: w13392

Published: Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov, 2009. "Conspicuous Consumption and Race," The Quarterly Journal of Economics, MIT Press, vol. 124(2), pages 425-467, May. citation courtesy of

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