John Y. Campbell : Citation Profile


Are you John Y. Campbell?

Harvard University (75% share)
National Bureau of Economic Research (NBER) (25% share)

63

H index

106

i10 index

23523

Citations

RESEARCH PRODUCTION:

100

Articles

245

Papers

5

Books

12

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   37 years (1983 - 2020). See details.
   Cites by year: 635
   Journals where John Y. Campbell has often published
   Relations with other researchers
   Recent citing documents: 1017.    Total self citations: 161 (0.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca54
   Updated: 2021-03-01    RAS profile: 2021-02-03    
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Relations with other researchers


Works with:

Ramadorai, Tarun (8)

Viceira, Luis (3)

Giglio, Stefano (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell.

Is cited by:

Guidolin, Massimo (142)

Guillén, Osmani (123)

Bekaert, Geert (121)

GUPTA, RANGAN (114)

Wohar, Mark (100)

Engsted, Tom (94)

Wachter, Jessica (93)

Issler, João (87)

Guo, Hui (82)

Ludvigson, Sydney (81)

Shiller, Robert (81)

Cites to:

Shiller, Robert (85)

Viceira, Luis (49)

Stambaugh, Robert (35)

Calvet, Laurent (32)

Mankiw, N. Gregory (32)

French, Kenneth (29)

Laibson, David (28)

merton, robert (26)

Epstein, Larry (25)

Cochrane, John (24)

Zin, Stanley (20)

Main data


Where John Y. Campbell has published?


Journals with more than one article published# docs
Journal of Finance11
American Economic Review11
Journal of Political Economy6
Journal of Monetary Economics6
Journal of Financial Economics6
The Quarterly Journal of Economics6
Review of Financial Studies4
Brookings Papers on Economic Activity4
Journal of Money, Credit and Banking3
Journal of Economic Dynamics and Control3
Review of Economic Studies3
Economic Journal2
European Economic Review2
Proceedings2
Journal of Economic Perspectives2
Carnegie-Rochester Conference Series on Public Policy2
Journal of Applied Corporate Finance2
Review of Finance2
Critical Finance Review2

Working Papers Series with more than one paper published# docs
Scholarly Articles / Harvard University Department of Economics71
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University8
Post-Print / HAL5
Working Papers / Federal Reserve Bank of Philadelphia2
Econometric Society 2004 North American Winter Meetings / Econometric Society2
Working Papers / HAL2
2004 Meeting Papers / Society for Economic Dynamics2

Recent works citing John Y. Campbell (2021 and 2020)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2020Optimal Asset Allocation for Commodity Sovereign Wealth Funds. (2020). Parra-Alvarez, Juan ; Ma, Lin ; Irarrazabal, Alfonso A. In: CREATES Research Papers. RePEc:aah:create:2020-10.

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2021The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01.

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2020Sticky Expectations and Consumption Dynamics. (2020). White, Matthew ; Tokuoka, Kiichi ; Slacalek, Jiri ; Crawley, Edmund ; Carroll, Christopher D. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:12:y:2020:i:3:p:40-76.

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2020Risk Analysis of a Hedge Fund Oriented on Sustainable and Responsible Investments for Emerging Markets. (2020). Prelipcean, Gabriela ; Boscoianu, Mircea . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:22:y:2020:i:55:p:653.

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2020Relationship analysis of stocks prices and exchange rates of three leading Asian economies. (2020). Khera, Aastha. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:179-192.

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2021Entrepreneurship, growth and productivity with bubbles. (2021). Raurich, Xavier ; Clain-Chamosset, Lise ; Seegmuller, Thomas. In: AMSE Working Papers. RePEc:aim:wpaimx:2106.

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2020¿La desigualdad de los agentes afecta al consumo? Una visión desde la política monetaria. (2020). Vidal, Renzo ; Caycho, Renzo Vidal. In: Revista de Análisis Económico y Financiero. RePEc:alp:revaef:04-01.

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2021David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.00984.

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2020Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2020A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands. (2018). Sloczy, Tymon. In: Papers. RePEc:arx:papers:1810.01576.

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2020Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor. In: Papers. RePEc:arx:papers:1810.05287.

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2020Multiscale Features of Cross Correlation of Price and Trading Volume. (2019). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:1903.01744.

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2020Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466.

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2020Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660.

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2021An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552.

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2020A review of the Dividend Discount Model: from deterministic to stochastic models. (2020). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2001.00465.

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2020Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from Chinas Urban Areas. (2020). Liu, Huirong. In: Papers. RePEc:arx:papers:2001.01641.

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2020A growth adjusted price-earnings ratio. (2020). Middleton, Lawrence ; Dodd, James ; Baird, Graham. In: Papers. RePEc:arx:papers:2001.08240.

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2020Optimal portfolio choice with path dependent labor income: the infinite horizon case. (2020). Gozzi, Fausto ; Prosdocimi, Cecilia ; Biffis, Enrico. In: Papers. RePEc:arx:papers:2002.00201.

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2020Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783.

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2020Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors?. (2020). Wernli, Reto ; Dietrich, Andreas. In: Papers. RePEc:arx:papers:2003.11347.

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2020Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds. (2020). Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2004.01506.

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2020Inside the Mind of a Stock Market Crash. (2020). Maggiori, Matteo ; Utkus, Stephen ; Stroebel, Johannes ; Giglio, Stefano. In: Papers. RePEc:arx:papers:2004.01831.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042.

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2020Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096.

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2020The hyperbolic geometry of financial networks. (2020). Nargang, Stephanie ; Keller-Ressel, Martin. In: Papers. RePEc:arx:papers:2005.00399.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2021Mortgage Contracts and Selective Default. (2020). Robertson, Scott ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:2005.03554.

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2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

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2020Using Machine Learning to Forecast Future Earnings. (2020). Zhou, Yue ; Xu, Zhaoyu ; Cui, Xinyue. In: Papers. RePEc:arx:papers:2005.13995.

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2020New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2020A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750.

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2021Learning a functional control for high-frequency finance. (2020). Lehalle, Charles-Albert ; Lauriere, Mathieu ; Leal, Laura. In: Papers. RePEc:arx:papers:2006.09611.

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2020Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

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2020How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487.

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2020Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

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2020Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2020On the Pricing of Currency Options under Variance Gamma Process. (2020). Chandra, Abhijeet ; Jayprakash, Gowri ; Abdulsalam, Azwar. In: Papers. RePEc:arx:papers:2009.14113.

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2020Choosing News Topics to Explain Stock Market Returns. (2020). Krstovski, Kriste ; Glasserman, Paul ; Mamaysky, Harry ; Laliberte, Paul. In: Papers. RePEc:arx:papers:2010.07289.

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2020A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2010.07402.

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2020Risk Preferences and Efficiency of Household Portfolios. (2020). Zhang, Zhaoyu ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2010.13928.

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2020Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model. (2020). Jarrow, Robert A ; Zhu, Liao ; Wells, Martin T. In: Papers. RePEc:arx:papers:2011.04171.

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2020Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166.

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2020Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:2012.01235.

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2020Filtering the intensity of public concern from social media count data with jumps. (2020). , Carlo ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2012.13267.

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2021Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Fan, Rui ; Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2101.11568.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0338.

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2020Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143.

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2020Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20145.

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2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Working Papers. RePEc:bav:wpaper:193_fehrleheiberger.

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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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2020A Portfolio-Balance Model of Inflation and Yield Curve Determination. (2020). de los Rios, Antonio Diez. In: Staff Working Papers. RePEc:bca:bocawp:20-6.

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2020Housing Collateral Reform and Economic Reallocation. (2020). Silva, Thiago ; Fazio, Dimas. In: Working Papers Series. RePEc:bcb:wpaper:522.

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2020Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors. (2020). Sanvicente, Antonio ; Brito, Ricardo D ; Araujo, Eurilton. In: Working Papers Series. RePEc:bcb:wpaper:525.

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2020The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology. (2020). Frost, Jon ; Gambacorta, Romina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_565_20.

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2020Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20.

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2020On the Drivers of Inflation in Different Monetary Regimes. (2020). Diaz, Daniel Garces. In: Working Papers. RePEc:bdm:wpaper:2020-16.

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2020Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018. (2020). Flores, Miguel A ; Torre, Leonardo E. In: Working Papers. RePEc:bdm:wpaper:2020-17.

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2020Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion. (2020). Rinaldi, Gianluca ; Pflueger, Carolin E. In: Working Papers. RePEc:bfi:wpaper:2020-138.

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2020Cybersecurity Risk. (2020). Louca, Christodoulos ; Florakis, Chris ; Weber, Michael ; Michaely, Roni. In: Working Papers. RePEc:bfi:wpaper:2020-178.

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2020COVID-19 Is Also a Reallocation Shock. (2020). Davis, Steven ; Bloom, Nicholas ; Barrero, Jose Maria. In: Working Papers. RePEc:bfi:wpaper:2020-59.

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2020Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Working Papers. RePEc:bfi:wpaper:2020-69.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang. In: Working Papers. RePEc:bfi:wpaper:2020-79.

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2020Wealth effect on consumption during the sovereign debt crisis: Households heterogeneity in the Euro area. (2020). Savignac, Frédérique ; Garbinti, Bertrand ; Lecanu, Charlelie ; Lamarche, Pierre. In: Working papers. RePEc:bfr:banfra:751.

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2020Developing the Capital Markets Union to mobilise savings and stimulate investment in Europe. (2020). Hermet, Emilie ; Jean-Baptiste, Gosse ; Dufouleur, Mathilde ; Mourjane, Anass. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2020:231:03.

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2020Monetary Policy and Inequality. (2020). Johannesen, Niels ; Andersen, Asger Lau ; Peydro, Jose-Luis ; Jorgensen, Mia. In: Working Papers. RePEc:bge:wpaper:1227.

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2020Do credit card companies screen for behavioural biases?. (2020). , Antoinetteschoar ; Schoar, Antoinette ; Ru, Hong . In: BIS Working Papers. RePEc:bis:biswps:842.

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2020The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology. (2020). Gambacorta, Romina ; Frost, Jon. In: BIS Working Papers. RePEc:bis:biswps:871.

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2020Governments Say?on?pay Policy and Corporate Risk?taking: Evidence from China. (2020). Jiang, Haiyan ; Su, Kun ; Tian, Gary. In: Abacus. RePEc:bla:abacus:v:56:y:2020:i:4:p:561-601.

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2020The financial distress pricing puzzle in banking firms. (2020). Lee, Inro ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1351-1384.

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2020News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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2020Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Rana, Faisal ; Hu, Xuan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

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2020Are individual investors liquidity providers around earnings announcements? Evidence from an emerging market. (2020). Lin, William T ; Chen, Zhijuan ; Wang, Kent ; Ma, Changfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3447-3475.

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2020Stock market volatility: friend or foe?. (2020). Gunasekarage, Abeyratna ; Dempsey, Michael ; Truong, Thanh Tan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3477-3492.

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2020Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850.

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2020Analyst versus model?based earnings forecasts: implied cost of capital applications. (2020). Cannavan, Damien ; Paton, Alexander P ; Hoang, Khoa ; Gray, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4061-4092.

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2020Estimating the rank of a beta matrix: a GMM approach. (2020). Wang, Qin ; Ren, YU. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4147-4173.

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2020Environmental, social, and governance practices and perceived tail risk. (2020). Szado, Edward ; Shafer, Michael. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4195-4224.

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2020Institutional investors’ information seeking and stock price crash risk: nonlinear relationship based on management’s opportunistic behaviour. (2020). Liu, Guangqiang ; Wang, Jiangyuan ; Xiong, Qisong. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4621-4649.

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2020Do ETF flows increase market efficiency? Evidence from China. (2020). Xu, Liao ; Chen, Jilong ; Zhao, Yang. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4795-4819.

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2020Determinants and consequences of financial distress: review of the empirical literature. (2020). Sun, LI ; Uddin, Md Borhan ; Huang, Hedy Jiaying ; D'Costa, Mabel ; Habib, Ahsan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1023-1075.

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2020Institutional investors attention to environmental information, trading strategies, and market impacts: Evidence from China. (2020). Mao, Xiaodan ; Wei, Ping ; Chen, Xiaohong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:566-591.

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2021Exploring the determinants of green bond issuance: Going beyond the long?lasting debate on performance consequences. (2021). Caragnano, Alessandra ; Mariani, Massimo ; Russo, Angeloantonio. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:38-59.

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2020Optimal portfolio choices using financial leverage. (2020). Olmo, Jose ; Laborda, Ricardo. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:146-166.

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2021Has Chinas Housing Production Peaked?. (2021). Rogoff, Kenneth ; Yang, Yuanchen. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:1:p:1-31.

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2020External Financial Liberalization and Macroeconomic Performance in Emerging Countries: An Empirical Evaluation of the Brazilian Case. (2020). Prates, Daniela Magalhes ; Cunha, Andre Moreira ; da Silva, Pedro Perfeito. In: Development and Change. RePEc:bla:devchg:v:51:y:2020:i:5:p:1225-1245.

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2020THE IMPACT OF RETURN ON COLLATERAL IN A CHANNEL SYSTEM. (2020). Shao, Enchuan ; Bediako, Kwabena. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1314-1341.

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2020Investment in Financial Information and Portfolio Performance. (2020). Jappelli, Tullio ; Guiso, Luigi. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1133-1170.

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2020Jump Risk in the US Financial Sector. (2020). Yao, Wenying ; Gajurel, Dinesh ; Jeyasreedharan, Nagaratnam ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:331-349.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Local religious beliefs and municipal bond market outcomes. (2020). Abakah, Alex Annan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:447-471.

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2020Bank capital buffers in a dynamic model. (2020). Pagratis, Spyros ; Michaelides, Alexander ; Mankart, Jochen. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:473-502.

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2020Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706.

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2020The local market perception of firm risks during cross‐listing events. (2020). Sono, Hui ; Semaan, Elias ; Schumannfoster, Kathryn. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:221-246.

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More than 100 citations found, this list is not complete...

John Y. Campbell has edited the books:


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Works by John Y. Campbell:


YearTitleTypeCited
1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
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2011Forced Sales and House Prices In: American Economic Review.
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2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
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2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review.
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2016Restoring rational choice: The challenge of consumer financial regulation.(2016) In: Working Paper Series.
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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: Scholarly Articles.
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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: NBER Working Papers.
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2020Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market In: American Economic Review.
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2015Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market.(2015) In: NBER Working Papers.
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1984A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review.
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1984A Simple Account of the Behavior of Long-Term Interest Rates.(1984) In: Scholarly Articles.
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1983A Simple Account of the Behavior of Long-Term Interest Rates.(1983) In: NBER Working Papers.
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1987Permanent and Transitory Components in Macroeconomic Fluctuations. In: American Economic Review.
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1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles.
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1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers.
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1990Measuring the Persistence of Expected Returns. In: American Economic Review.
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1990Measuring the Persistence of Expected Returns.(1990) In: Scholarly Articles.
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1990Measuring the Persistence of Expected Returns.(1990) In: NBER Working Papers.
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1993Intertemporal Asset Pricing without Consumption Data. In: American Economic Review.
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1993Intertemporal Asset Pricing Without Consumption Data.(1993) In: Scholarly Articles.
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1992Intertemporal Asset Pricing Without Consumption Data.(1992) In: NBER Working Papers.
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2001Who Should Buy Long-Term Bonds? In: American Economic Review.
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1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
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2000Who Should Buy Long-Term Bonds?.(2000) In: Harvard Institute of Economic Research Working Papers.
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1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
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2004Inflation Illusion and Stock Prices In: American Economic Review.
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2004Inflation Illusion and Stock Prices.(2004) In: NBER Working Papers.
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2004Bad Beta, Good Beta In: American Economic Review.
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2003Bad Beta, Good Beta.(2003) In: Harvard Institute of Economic Research Working Papers.
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2004Bad Beta, Good Beta.(2004) In: Scholarly Articles.
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2003Bad Beta, Good Beta.(2003) In: NBER Working Papers.
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2009Measuring the Financial Sophistication of Households In: American Economic Review.
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2009Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles.
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2009Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers.
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2015The Impact of Regulation on Mortgage Risk: Evidence from India In: American Economic Journal: Economic Policy.
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2019Do the Rich Get Richer in the Stock Market? Evidence from India In: American Economic Review: Insights.
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2018Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: CEPR Discussion Papers.
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2018Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: NBER Working Papers.
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1994The New Palgrave Dictionary of Money and Finance. In: Journal of Economic Literature.
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article3
2011Consumer Financial Protection In: Journal of Economic Perspectives.
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article75
2011Consumer Financial Protection.(2011) In: Scholarly Articles.
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1995Some Lessons from the Yield Curve In: Journal of Economic Perspectives.
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1995Some Lessons from the Yield Curve.(1995) In: Harvard Institute of Economic Research Working Papers.
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1995Some Lessons from the Yield Curve.(1995) In: Scholarly Articles.
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1995Some Lessons from the Yield Curve.(1995) In: NBER Working Papers.
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2016International Comparative Household Finance In: Annual Review of Economics.
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1990Permanent Income, Current Income, and Consumption. In: Journal of Business & Economic Statistics.
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1990Permanent Income, Current Income, and Consumption.(1990) In: Scholarly Articles.
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1987Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers.
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1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity.
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article237
1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates.(1983) In: Cowles Foundation Discussion Papers.
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1988Is There a Corporate Debt Crisis? In: Brookings Papers on Economic Activity.
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article53
1990U.S. Corporate Leverage: Developments in 1987 and 1988 In: Brookings Papers on Economic Activity.
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1990U.S. corporate leverage: developments in 1987 and 1988.(1990) In: Finance and Economics Discussion Series.
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2009Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity.
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article35
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Yale School of Management Working Papers.
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2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
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article103
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
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book
2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
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article5
1986 A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. In: Journal of Finance.
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1986A Defense of Traditional Hypotheses about the Term Structure of Interest Rates.(1986) In: Scholarly Articles.
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1984A Defense of Traditional Hypotheses About the Term Structure of InterestRates.(1984) In: NBER Working Papers.
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1992 Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance.
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article219
1992Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1992) In: Scholarly Articles.
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1989Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers.
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1993 What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. In: Journal of Finance.
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1991What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns..(1991) In: Princeton, Department of Economics - Financial Research Center.
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1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1993) In: Scholarly Articles.
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1991What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1991) In: NBER Working Papers.
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2000Asset Pricing at the Millennium In: Journal of Finance.
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article246
2000Asset Pricing at the Millennium.(2000) In: Harvard Institute of Economic Research Working Papers.
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2000Asset Pricing at the Millennium.(2000) In: Scholarly Articles.
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2000Asset Pricing at the Millennium.(2000) In: NBER Working Papers.
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2000Explaining the Poor Performance of Consumption‐based Asset Pricing Models In: Journal of Finance.
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2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
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1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
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2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance.
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article816
2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2001) In: Scholarly Articles.
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2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2000) In: NBER Working Papers.
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2003Equity Volatility and Corporate Bond Yields In: Journal of Finance.
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2003Equity Volatility and Corporate Bond Yields.(2003) In: Scholarly Articles.
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2002Equity Volatility and Corporate Bond Yields.(2002) In: NBER Working Papers.
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2006Household Finance In: Journal of Finance.
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2006Household Finance.(2006) In: Scholarly Articles.
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2006Household Finance.(2006) In: NBER Working Papers.
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2008In Search of Distress Risk In: Journal of Finance.
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2005In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers.
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2008In Search of Distress Risk.(2008) In: Scholarly Articles.
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2006In Search of Distress Risk.(2006) In: NBER Working Papers.
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2005In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies.
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2007Global Currency Hedging.(2007) In: NBER Working Papers.
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2018An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics.
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2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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2015Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers.
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1998Dispersion and Volatility in Stock Returns: An Empirical Investigation In: CEPR Discussion Papers.
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1999Dispersion and Volatility in Stock Returns: An Empirical Investigation.(1999) In: NBER Working Papers.
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2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
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2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
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2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
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2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
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2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
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2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
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2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
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2003Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers.
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2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
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2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
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2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
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2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
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2007Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers.
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2009Caught on tape: Institutional trading, stock returns, and earnings announcements.(2009) In: Journal of Financial Economics.
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2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers.
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1996A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters.
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1996A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers.
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2014Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers.
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2003Two Puzzles of Asset Pricing and Their Implications for Investors In: The American Economist.
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1993A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics.
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1998Book reviews In: Journal of Development Studies.
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2001A Comment On James M. PoterbaS Demographic Structure And Asset Returns In: The Review of Economics and Statistics.
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2015The Fragile Benefits of Endowment Destruction In: Journal of Political Economy.
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