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Marcin Kacperczyk

Personal Details

First Name:Marcin
Middle Name:
Last Name:Kacperczyk
Suffix:
RePEc Short-ID:pka457
[This author has chosen not to make the email address public]
http://www.kacperczyk.net

Affiliation

(1%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

(99%) Business School
Imperial College

London, United Kingdom
http://www.imperial.ac.uk/business-school
RePEc:edi:sbimpuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Editorship

Working papers

  1. Marcin Kacperczyk & Lin Peng & Jing Xie, 2024. "ESG Investing and Stock Return Comovements," Working Papers 202403, University of Macau, Faculty of Business Administration.
  2. Patrick Bolton & Marcin Kacperczyk, 2023. "Firm Commitments," NBER Working Papers 31244, National Bureau of Economic Research, Inc.
  3. Peydró, José-Luis & Kacperczyk, Marcin, 2021. "Carbon Emissions and the Bank-Lending Channel," CEPR Discussion Papers 16778, C.E.P.R. Discussion Papers.
  4. Patrick Bolton & Marcin Kacperczyk, 2021. "Global Pricing of Carbon-Transition Risk," NBER Working Papers 28510, National Bureau of Economic Research, Inc.
  5. Kacperczyk, Marcin & Bolton, Patrick, 2020. "Carbon Premium around the World," CEPR Discussion Papers 14567, C.E.P.R. Discussion Papers.
  6. Kacperczyk, Marcin & Bolton, Patrick, 2020. "Do Investors Care about Carbon Risk?," CEPR Discussion Papers 14568, C.E.P.R. Discussion Papers.
  7. Kacperczyk, Marcin & Jin, Dunhong & Kahraman, Bige & Suntheim, Felix, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," CEPR Discussion Papers 13929, C.E.P.R. Discussion Papers.
  8. Kacperczyk, Marcin & Pagnotta, Emiliano, 2019. "Becker Meets Kyle: Inside Insider Trading," CEPR Discussion Papers 13928, C.E.P.R. Discussion Papers.
  9. Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang, 2018. "Do Foreign Investors Improve Market Efficiency?," NBER Working Papers 24765, National Bureau of Economic Research, Inc.
  10. Kacperczyk, Marcin & Pagnotta, Emiliano, 2018. "Chasing Private Information," CEPR Discussion Papers 12871, C.E.P.R. Discussion Papers.
  11. Claes Fornell & Paul Damien & Marcin Kacperczyk & Michel Wedel, 2018. "Does Aggregate Buyer Satisfaction affect Household Consumption Growth?," DOCFRADIS Working Papers 1802, Catedra Fundación Ramón Areces de Distribución Comercial, revised Jun 2018.
  12. Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2018. "Investor Sophistication and Capital Income Inequality," CEPR Discussion Papers 12870, C.E.P.R. Discussion Papers.
  13. Vuillemey, Guillaume & Kacperczyk, Marcin & Perignon, Christophe, 2017. "The Private Production of Safe Assets," CEPR Discussion Papers 12086, C.E.P.R. Discussion Papers.
  14. Savitar Sundaresan & Jaromir Nosal & Marcin Kacperczyk, 2017. "Market Power and Informational Efficiency," 2017 Meeting Papers 356, Society for Economic Dynamics.
  15. Marco Di Maggio & Marcin Kacperczyk, 2016. "The Unintended Consequences of the Zero Lower Bound Policy," NBER Working Papers 22351, National Bureau of Economic Research, Inc.
  16. Luminita Stevens & Jaromir Nosal & Marcin Kacperczyk, 2013. "Investor Polarization, Trading Volume, and Return Dynamics," 2013 Meeting Papers 1025, Society for Economic Dynamics.
  17. Veldkamp, Laura & Kacperczyk, Marcin & Van Nieuwerburgh, Stijn, 2012. "Time-Varying Fund Manager Skill," CEPR Discussion Papers 9025, C.E.P.R. Discussion Papers.
  18. Marcin Kacperczyk & Philipp Schnabl, 2011. "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers 17321, National Bureau of Economic Research, Inc.
  19. Marcin Kacperczyk & Philipp Schnabl, 2009. "When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009," NBER Working Papers 15538, National Bureau of Economic Research, Inc.
  20. Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Rational Attention Allocation Over the Business Cycle," NBER Working Papers 15450, National Bureau of Economic Research, Inc.
  21. Stijn Van Nieuwerburgh & Laura Veldkamp & Marcin Kacperczyk, 2009. "Recessions are a Time to Shine: A theory of attention allocation over the business cycle," 2009 Meeting Papers 461, Society for Economic Dynamics.
  22. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers 15038, National Bureau of Economic Research, Inc.
  23. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "Unobserved Actions of Mutual Funds," NBER Working Papers 11766, National Bureau of Economic Research, Inc.
  24. Marcin Kacperczyk; Paul Damien; Stephen Walker, 2004. "A Bayesian semiparametric approach to pricing the S&P 500 index options," Econometric Society 2004 North American Winter Meetings 202, Econometric Society.
  25. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2004. "On the Industry Concentration of Actively Managed Equity Mutual Funds," NBER Working Papers 10770, National Bureau of Economic Research, Inc.
  26. Kacperczyk, Marcin & Zbigniew Kominek (YE), 2002. "Do Optimists Grow Faster and Invest More?," Royal Economic Society Annual Conference 2002 109, Royal Economic Society.
  27. Shimon Kogan & Burton Hollifield & Marcin Kacperczyk & Amit Seru, "undated". "When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows," GSIA Working Papers 2007-E34, Carnegie Mellon University, Tepper School of Business.

Articles

  1. Marcin Kacperczyk & Emiliano S. Pagnotta, 2024. "Legal Risk and Insider Trading," Journal of Finance, American Finance Association, vol. 79(1), pages 305-355, February.
  2. Patrick Bolton & Marcin Kacperczyk, 2024. "Are Carbon Emissions Associated with Stock Returns? Comment," Review of Finance, European Finance Association, vol. 28(1), pages 107-109.
  3. Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim, 2022. "Swing Pricing and Fragility in Open-End Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 1-50.
  4. Alex Edmans & Marcin Kacperczyk, 2022. "Sustainable Finance [A simplemodel of capital market equilibrium with incomplete information]," Review of Finance, European Finance Association, vol. 26(6), pages 1309-1313.
  5. Patrick Bolton & Marcin Kacperczyk & Frédéric Samama, 2022. "Net-Zero Carbon Portfolio Alignment," Financial Analysts Journal, Taylor & Francis Journals, vol. 78(2), pages 19-33, April.
  6. Kingsley Fong & Harrison Hong & Marcin Kacperczyk & Jeffrey D Kubik, 2022. "Do Security Analysts Discipline Credit Rating Agencies? [Credit ratings accuracy and analyst incentives]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(4), pages 815-848.
  7. Patrick Bolton & Zachery Halem & Marcin Kacperczyk, 2022. "The Financial Cost of Carbon," Journal of Applied Corporate Finance, Morgan Stanley, vol. 34(2), pages 17-29, June.
  8. Bolton, Patrick & Kacperczyk, Marcin, 2021. "Do investors care about carbon risk?," Journal of Financial Economics, Elsevier, vol. 142(2), pages 517-549.
  9. Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang, 2021. "Do Foreign Institutional Investors Improve Price Efficiency? [Does governance travel around the world? Evidence from institutional investors]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1317-1367.
  10. Marcin Kacperczyk & Christophe Pérignon & Guillaume Vuillemey, 2021. "The Private Production of Safe Assets," Journal of Finance, American Finance Association, vol. 76(2), pages 495-535, April.
  11. Marcin Kacperczyk & Emiliano S Pagnotta, 2019. "Chasing Private Information," The Review of Financial Studies, Society for Financial Studies, vol. 32(12), pages 4997-5047.
  12. Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2019. "Investor sophistication and capital income inequality," Journal of Monetary Economics, Elsevier, vol. 107(C), pages 18-31.
  13. Di Maggio, Marco & Kacperczyk, Marcin, 2017. "The unintended consequences of the zero lower bound policy," Journal of Financial Economics, Elsevier, vol. 123(1), pages 59-80.
  14. Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2016. "A Rational Theory of Mutual Funds' Attention Allocation," Econometrica, Econometric Society, vol. 84, pages 571-626, March.
  15. Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2014. "Time-Varying Fund Manager Skill," Journal of Finance, American Finance Association, vol. 69(4), pages 1455-1484, August.
  16. Marcin Kacperczyk & Paul Damien & Stephen G. Walker, 2013. "A new class of Bayesian semi-parametric models with applications to option pricing," Quantitative Finance, Taylor & Francis Journals, vol. 13(6), pages 967-980, May.
  17. Marcin Kacperczyk & Philipp Schnabl, 2013. "How Safe Are Money Market Funds?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 128(3), pages 1073-1122.
  18. Chen, Huafeng Jason & Kacperczyk, Marcin & Ortiz-Molina, Hernán, 2011. "Labor Unions, Operating Flexibility, and the Cost of Equity," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(1), pages 25-58, February.
  19. Huafeng (JASON) Chen & Marcin Kacperczyk & Hernán Ortiz-Molina, 2011. "Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers," Review of Finance, European Finance Association, vol. 16(2), pages 347-383.
  20. Marcin Kacperczyk & Philipp Schnabl, 2010. "When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 29-50, Winter.
  21. Harrison Hong & Marcin Kacperczyk, 2010. "Competition and Bias," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(4), pages 1683-1725.
  22. Hong, Harrison & Kacperczyk, Marcin, 2009. "The price of sin: The effects of social norms on markets," Journal of Financial Economics, Elsevier, vol. 93(1), pages 15-36, July.
  23. Stephen Brown & Marcin Kacperczyk & Alexander Ljungqvist & Anthony Lynch & Lasse Pedersen & Matthew Richardson, 2009. "Hedge Funds in the Aftermath of the Financial Crisis," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 18(2), pages 155-156, May.
  24. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008. "Unobserved Actions of Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2379-2416, November.
  25. Marcin Kacperczyk & Amit Seru, 2007. "Fund Manager Use of Public Information: New Evidence on Managerial Skills," Journal of Finance, American Finance Association, vol. 62(2), pages 485-528, April.
  26. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 60(4), pages 1983-2011, August.

Chapters

  1. Marcin Kacperczyk, 2024. "Net-Zero Investing," World Scientific Book Chapters, in: Anatoly B Schmidt (ed.), SUSTAINABLE INVESTING Problems and Solutions, chapter 9, pages 255-267, World Scientific Publishing Co. Pte. Ltd..
  2. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2016. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," World Scientific Book Chapters, in: Itzhak Venezia (ed.), Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, chapter 3, pages 67-113, World Scientific Publishing Co. Pte. Ltd..

Editorship

  1. Review of Finance, European Finance Association.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Number of Abstract Views in RePEc Services over the past 12 months
  26. Number of Downloads through RePEc Services over the past 12 months
  27. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  28. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  29. Euclidian citation score
  30. Breadth of citations across fields
  31. Wu-Index
  32. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2009-10-31 2011-08-29 2014-06-28 2016-06-25 2017-06-18 2017-12-03 2018-04-30. Author is listed
  2. NEP-ENV: Environmental Economics (5) 2020-05-04 2020-06-29 2020-06-29 2021-03-15 2023-06-19. Author is listed
  3. NEP-FMK: Financial Markets (5) 2018-09-03 2019-09-02 2019-09-09 2020-05-04 2024-07-29. Author is listed
  4. NEP-ENE: Energy Economics (4) 2020-05-04 2020-06-29 2020-06-29 2021-03-15
  5. NEP-CFN: Corporate Finance (2) 2018-09-03 2023-06-19
  6. NEP-DGE: Dynamic General Equilibrium (2) 2014-06-28 2017-08-06
  7. NEP-EUR: Microeconomic European Issues (2) 2017-06-18 2017-12-03
  8. NEP-FIN: Finance (2) 2004-09-30 2005-11-19
  9. NEP-IFN: International Finance (2) 2018-05-07 2018-09-03
  10. NEP-REG: Regulation (2) 2020-05-04 2021-03-15
  11. NEP-COM: Industrial Competition (1) 2017-08-06
  12. NEP-INT: International Trade (1) 2018-09-03
  13. NEP-MON: Monetary Economics (1) 2009-11-27
  14. NEP-MST: Market Microstructure (1) 2018-05-07
  15. NEP-NET: Network Economics (1) 2016-06-25
  16. NEP-PAY: Payment Systems and Financial Technology (1) 2017-12-03

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