SIMAS KUČINSKAS

Lakestar Junior Professor
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    WORKING PAPERS

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    Expectation Formation with Correlated Variables (with Simin He)

    Additional material: Replication files; Dataset

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    Quantifying Noise in Subjective Expectations (with Artūras Juodis) (R&R @ QE)

    Additional material: Replication files

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    Measuring Under- and Overreaction in Expectation Formation (with Florian Peters) (Forthcoming @ REStat)

    Additional material: Replication files

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    The Importance of Being Prudent: Leverage and the Informational Content of Dividends

    Additional material: Slides; Replication files

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    Liquidity Creation and Financial Stability: The Role of Hidden Trades

    Additional material: Slides; Internet appendix; Replication files

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    PUBLICATIONS

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    Aggregate Risk and Efficiency of Mutual Funds

    Journal of Banking & Finance (2019), 101: 1-11

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    When are banks better than markets? Comment on Zimper (2013)

    Economics Letters (2016), 147: 171-173

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    Tracking R of COVID-19: A New Real-Time Estimation Using the Kalman Filter

    PLoS ONE (2021), 16(1): e0244474

    (with Francisco Arroyo Marioli,  Francisco Bullano, and Carlos Rondón-Moreno)

    Additional material: Online dashboard; Coverage in "Our World in Data"