Hengjie Ai

Hengjie Ai

University of Minnesota-Twin Cities

H-index: 15

North America-United States

About Hengjie Ai

Hengjie Ai, With an exceptional h-index of 15 and a recent h-index of 14 (since 2020), a distinguished researcher at University of Minnesota-Twin Cities, specializes in the field of Finance, Macroeconomics, Economic Theory.

His recent articles reflect a diverse array of research interests and contributions to the field:

Moral Hazard and Investment-Cash-Flow Sensitivity

A quantitative model of dynamic moral hazard

Macroeconomic Announcement Premium

Identifying preference for early resolution from asset prices

Information-driven volatility

The cross section of the monetary policy announcement premium

Asset pricing with endogenously uninsurable tail risk

Information premium and macro dynamics

Hengjie Ai Information

University

Position

Associate Professor of Finance

Citations(all)

1344

Citations(since 2020)

890

Cited By

795

hIndex(all)

15

hIndex(since 2020)

14

i10Index(all)

20

i10Index(since 2020)

17

Email

University Profile Page

University of Minnesota-Twin Cities

Google Scholar

View Google Scholar Profile

Hengjie Ai Skills & Research Interests

Finance

Macroeconomics

Economic Theory

Top articles of Hengjie Ai

Title

Journal

Author(s)

Publication Date

Moral Hazard and Investment-Cash-Flow Sensitivity

2017 Meeting Papers

Hengjie Ai

Kai Li

Rui Li

2017/2/13

A quantitative model of dynamic moral hazard

The Review of Financial Studies

Hengjie Ai

Dana Kiku

Rui Li

2023/4/1

Macroeconomic Announcement Premium

Hengjie Ai

Ravi Bansal

Hongye Guo

2023/12/4

Identifying preference for early resolution from asset prices

Hengjie Ai

Ravi Bansal

Hongye Guo

Amir Yaron

2023/4/3

Information-driven volatility

Available at SSRN 3961096

Hengjie Ai

Leyla Jianyu Han

Lai Xu

2022/8/28

The cross section of the monetary policy announcement premium

Journal of Financial Economics

Hengjie Ai

Leyla Jianyu Han

Xuhui Nick Pan

Lai Xu

2022/1/1

Asset pricing with endogenously uninsurable tail risk

ECONOMETRICA

Hengjie Ai

Anmol Bhandari

2021/5

Information premium and macro dynamics

Hengjie Ai

Ravi Bansal

Jay Im

Chao Ying

2021/1/7

A Unified Model of Firm Dynamics with Limited Commitment and Assortative Matching

Journal of Finance

Hengjie Ai

Dana Kiku

Rui Li

Jincheng Tong

2021

Information acquisition and the pre-announcement drift

Available at SSRN 3964349

Hengjie Ai

Ravi Bansal

Leyla Jianyu Han

2021/11/13

Equilibrium value and profitability premiums

Hengjie Ai

Jun E Li

Jincheng Tong

2021/10/17

Capital Allocation and Risk Sharing

Hengjie Ai

Anmol Bhandari

Yuchen Chen

Chao Ying

2020/6/7

Financial intermediation and capital misallocation

Journal of financial economics

Hengjie Ai

Kai Li

Fang Yang

2020

The collateralizability premium

The Review of Financial Studies

Hengjie Ai

Jun E Li

Kai Li

Christian Schlag

2020/12

The trade-off theory of corporate capital structure

Hengjie Ai

Murray Z Frank

Ali Sanati

2020/8/31

See List of Professors in Hengjie Ai University(University of Minnesota-Twin Cities)