70
H index
111
i10 index
30545
Citations
Harvard University (75% share) | 70 H index 111 i10 index 30545 Citations RESEARCH PRODUCTION: 103 Articles 248 Papers 5 Books 14 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2020 | The Amortization Elasticity of Mortgage Demand. (2020). van Santen, Peter ; Backman, Claes. In: Economics Working Papers. RePEc:aah:aarhec:2020-16. Full description at Econpapers || Download paper | |
2021 | The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01. Full description at Econpapers || Download paper | |
2021 | Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models. (2021). Swensen, Anders Ryghn ; Johansen, Soren. In: CREATES Research Papers. RePEc:aah:create:2021-10. Full description at Econpapers || Download paper | |
2021 | The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11. Full description at Econpapers || Download paper | |
2021 | Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15. Full description at Econpapers || Download paper | |
2020 | Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934. Full description at Econpapers || Download paper | |
2021 | Cross-Region Transfer Multipliers in a Monetary Union: Evidence from Social Security and Stimulus Payments. (2021). Pennings, Steven. In: American Economic Review. RePEc:aea:aecrev:v:111:y:2021:i:5:p:1689-1719. Full description at Econpapers || Download paper | |
2021 | Disability and Distress: The Effect of Disability Programs on Financial Outcomes. (2021). Su, Yalun ; Gross, Tal ; Deshpande, Manasi. In: American Economic Journal: Applied Economics. RePEc:aea:aejapp:v:13:y:2021:i:2:p:151-78. Full description at Econpapers || Download paper | |
2021 | Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies. (2021). Carrillo, Julio ; Roldan-Pea, Jessica ; Nuguer, Victoria ; Mendoza, Enrique G. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:3:p:37-73. Full description at Econpapers || Download paper | |
2021 | Endogenous Education and Long-Run Factor Shares. (2021). Sampson, Thomas ; Oberfield, Ezra ; Helpman, Elhanan ; Grossman, Gene M. In: American Economic Review: Insights. RePEc:aea:aerins:v:3:y:2021:i:2:p:215-32. Full description at Econpapers || Download paper | |
2021 | Implied Dividend Volatility and Expected Growth. (2021). Martin, Ian ; Gormsen, Niels J. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:111:y:2021:p:361-65. Full description at Econpapers || Download paper | |
2020 | Relationship 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. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Entrepreneurship, growth and productivity with bubbles. (2021). Clain-Chamosset-Yvrard, Lise ; Seegmuller, Thomas ; Raurich, Xavier. In: AMSE Working Papers. RePEc:aim:wpaimx:2106. Full description at Econpapers || Download paper | |
2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). Dhondt, Catherine ; Merli, Maxime ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003. Full description at Econpapers || Download paper | |
2021 | Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy. (2021). Gornemann, Nils ; Nakajima, Makoto ; Kuester, Keith. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:089. Full description at Econpapers || Download paper | |
2021 | How Optimistic and Pessimistic Narratives about COVID-19 Impact Economic Behavior. (2021). Rockenbach, Bettina ; Muller, Lara Marie ; Harrs, Soren. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:091. Full description at Econpapers || Download paper | |
2021 | The Influence of Macro factors On Residential Mortgage In Italy. (2021). Mattarocci, Gianluca ; Scimone, Xenia ; Giannotti, Claudio ; Filotto, Umberto. In: International Journal of Business Research and Management (IJBRM). RePEc:aml:intbrm:v:12:y:2021:i:3:p:103-115. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Fifty years since Altman (1968): Performance of financial distress prediction models. (2022). Singh, Manish K ; Bhatia, Surbhi . In: Working Papers. RePEc:anf:wpaper:12. Full description at Econpapers || Download paper | |
2021 | Housing Market Drivers and Dynamics in Armenia. (2021). Kartashyan, Hasmik ; Igityan, Haykaz. In: Working Papers. RePEc:ara:wpaper:016. Full description at Econpapers || Download paper | |
2022 | Optimal investment with time-varying stochastic endowments. (2014). Chen, AN ; Stelzer, Robert ; Mereu, Carla . In: Papers. RePEc:arx:papers:1406.6245. Full description at Econpapers || Download paper | |
2021 | David 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. Full description at Econpapers || Download paper | |
2022 | Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274. Full description at Econpapers || Download paper | |
2020 | Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper | |
2021 | Tail Risks, Asset prices, and Investment Horizons. (2018). BarunÃÂk, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148. Full description at Econpapers || Download paper | |
2021 | Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach. (2018). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Papers. RePEc:arx:papers:1809.01464. Full description at Econpapers || Download paper | |
2020 | A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands. (2018). Sloczy, Tymon. In: Papers. RePEc:arx:papers:1810.01576. Full description at Econpapers || Download paper | |
2021 | Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition. (2019). BoroviÄka, Jaroslav ; Stachurski, John ; Borovicka, Jaroslav. In: Papers. RePEc:arx:papers:1910.00778. Full description at Econpapers || Download paper | |
2020 | Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466. Full description at Econpapers || Download paper | |
2021 | Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660. Full description at Econpapers || Download paper | |
2021 | An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552. Full description at Econpapers || Download paper | |
2021 | Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from Chinas Urban Areas. (2020). Liu, Huirong. In: Papers. RePEc:arx:papers:2001.01641. Full description at Econpapers || Download paper | |
2020 | A growth adjusted price-earnings ratio. (2020). Middleton, Lawrence ; Dodd, James ; Baird, Graham. In: Papers. RePEc:arx:papers:2001.08240. Full description at Econpapers || Download paper | |
2021 | Machine Learning Portfolio Allocation. (2020). Ruppert, David ; Pinelis, Michael. In: Papers. RePEc:arx:papers:2003.00656. Full description at Econpapers || Download paper | |
2021 | Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783. Full description at Econpapers || Download paper | |
2020 | Determinants 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. Full description at Econpapers || Download paper | |
2020 | Inside the Mind of a Stock Market Crash. (2020). Maggiori, Matteo ; Utkus, Stephen ; Stroebel, Johannes ; Giglio, Stefano. In: Papers. RePEc:arx:papers:2004.01831. Full description at Econpapers || Download paper | |
2020 | Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042. Full description at Econpapers || Download paper | |
2021 | Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096. Full description at Econpapers || Download paper | |
2020 | Microeconometrics with Partial Identification. (2020). Molinari, Francesca. In: Papers. RePEc:arx:papers:2004.11751. Full description at Econpapers || Download paper | |
2020 | The hyperbolic geometry of financial networks. (2020). Nargang, Stephanie ; Keller-Ressel, Martin. In: Papers. RePEc:arx:papers:2005.00399. Full description at Econpapers || Download paper | |
2020 | Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709. Full description at Econpapers || Download paper | |
2021 | Mortgage Contracts and Selective Default. (2020). Robertson, Scott ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:2005.03554. Full description at Econpapers || Download paper | |
2020 | Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067. Full description at Econpapers || Download paper | |
2021 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2020 | Dynamic Network Risk. (2020). BarunÃÂk, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Learning a functional control for high-frequency finance. (2020). Lehalle, Charles-Albert ; Lauriere, Mathieu ; Leal, Laura. In: Papers. RePEc:arx:papers:2006.09611. Full description at Econpapers || Download paper | |
2020 | Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2021 | Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860. Full description at Econpapers || Download paper | |
2021 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2021 | Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278. Full description at Econpapers || Download paper | |
2020 | Choosing News Topics to Explain Stock Market Returns. (2020). Krstovski, Kriste ; Glasserman, Paul ; Mamaysky, Harry ; Laliberte, Paul. In: Papers. RePEc:arx:papers:2010.07289. Full description at Econpapers || Download paper | |
2020 | Risk Preferences and Efficiency of Household Portfolios. (2020). Zhang, Zhaoyu ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2010.13928. Full description at Econpapers || Download paper | |
2021 | Time-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. Full description at Econpapers || Download paper | |
2022 | Forward 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. Full description at Econpapers || Download paper | |
2020 | Filtering the intensity of public concern from social media count data with jumps. (2020). , Carlo ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2012.13267. Full description at Econpapers || Download paper | |
2021 | Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568. Full description at Econpapers || Download paper | |
2021 | Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187. Full description at Econpapers || Download paper | |
2021 | Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048. Full description at Econpapers || Download paper | |
2021 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper | |
2021 | Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models. (2021). Chlebus, Marcin ; Ogonowski, Dominik ; Kozak, Anna ; Gosiewska, Alicja ; Gajda, Janusz ; Biecek, Przemyslaw ; Wojewnik, Piotr ; Sztachelski, Jakub. In: Papers. RePEc:arx:papers:2104.06735. Full description at Econpapers || Download paper | |
2021 | On the Investment Strategies in Occupational Pension Plans. (2021). Bosserhoff, Frank ; Stadje, Mitja ; Sorensen, Nils ; Chen, AN. In: Papers. RePEc:arx:papers:2104.08956. Full description at Econpapers || Download paper | |
2021 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2021 | Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903. Full description at Econpapers || Download paper | |
2021 | Optimal Claiming of Social Security Benefits. (2021). Greenberg, David ; Boyd, Stephen ; Diamond, Steven ; Ang, Andrew ; Kochenderfer, Mykel. In: Papers. RePEc:arx:papers:2106.00125. Full description at Econpapers || Download paper | |
2021 | Robust Decisions for Heterogeneous Agents via Certainty Equivalents. (2021). Schweizer, Nikolaus ; Balter, Anne G. In: Papers. RePEc:arx:papers:2106.13059. Full description at Econpapers || Download paper | |
2021 | Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing. In: Papers. RePEc:arx:papers:2107.05163. Full description at Econpapers || Download paper | |
2021 | Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455. Full description at Econpapers || Download paper | |
2021 | Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2107.10941. Full description at Econpapers || Download paper | |
2021 | The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410. Full description at Econpapers || Download paper | |
2022 | Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648. Full description at Econpapers || Download paper | |
2022 | Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250. Full description at Econpapers || Download paper | |
2021 | Closed-form portfolio optimization under GARCH models. (2021). Zagst, Rudi ; Gollart, Maximilian ; Escobar-Anel, Marcos. In: Papers. RePEc:arx:papers:2109.00433. Full description at Econpapers || Download paper | |
2021 | A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873. Full description at Econpapers || Download paper | |
2021 | Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk. (2021). Quintos, Alejandra ; Protter, Philip ; Jarrow, Robert. In: Papers. RePEc:arx:papers:2110.10936. Full description at Econpapers || Download paper | |
2021 | Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405. Full description at Econpapers || Download paper | |
2021 | Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong. In: Papers. RePEc:arx:papers:2111.02023. Full description at Econpapers || Download paper | |
2021 | Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300. Full description at Econpapers || Download paper | |
2021 | Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376. Full description at Econpapers || Download paper | |
2021 | Exponential GARCH-Ito Volatility Models. (2021). Kim, Donggyu. In: Papers. RePEc:arx:papers:2111.04267. Full description at Econpapers || Download paper | |
2021 | Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238. Full description at Econpapers || Download paper | |
2022 | Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308. Full description at Econpapers || Download paper | |
2021 | Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015. Full description at Econpapers || Download paper | |
2021 | Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108. Full description at Econpapers || Download paper | |
2022 | Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094. Full description at Econpapers || Download paper | |
2022 | Buy Now, Pay Later (BNPL)...On Your Credit Card. (2022). Guttman-Kenney, Benedict ; Firth, Christopher ; Gathergood, John. In: Papers. RePEc:arx:papers:2201.01758. Full description at Econpapers || Download paper | |
2022 | Discrete-time risk sensitive portfolio optimization with proportional transaction costs. (2022). Stettner, Lukasz ; Pitera, Marcin. In: Papers. RePEc:arx:papers:2201.02828. Full description at Econpapers || Download paper | |
2022 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper | |
2022 | Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper | |
2022 | The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069. Full description at Econpapers || Download paper | |
2022 | Robust Comparative Statics for the Elasticity of Intertemporal Substitution. (2022). Toda, Alexis Akira ; Flynn, Joel P. In: Papers. RePEc:arx:papers:2201.10673. Full description at Econpapers || Download paper | |
2022 | Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes. (2022). Soulier, Philippe ; Hurvich, Clifford ; Hsieh, Meng-Chen. In: Papers. RePEc:arx:papers:2202.00793. Full description at Econpapers || Download paper | |
2022 | Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Mar'Ia. In: Papers. RePEc:arx:papers:2202.02280. Full description at Econpapers || Download paper | |
2022 | Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473. Full description at Econpapers || Download paper | |
2022 | Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1998 | Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 238 | paper | |
2004 | Inflation Illusion and Stock Prices In: American Economic Review. [Full Text][Citation analysis] | article | 155 |
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2002 | Bad Beta, Good Beta.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 367 | paper | |
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2004 | Bad Beta, Good Beta.(2004) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 367 | paper | |
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2009 | Measuring the Financial Sophistication of Households In: American Economic Review. [Full Text][Citation analysis] | article | 164 |
2009 | Measuring the Financial Sophistication of Households.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 164 | paper | |
2009 | Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 164 | paper | |
2009 | Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 164 | paper | |
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2018 | Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2018 | Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
1994 | The New Palgrave Dictionary of Money and Finance. In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 5 |
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1995 | Some Lessons from the Yield Curve In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 194 |
1995 | Some Lessons from the Yield Curve.(1995) In: Harvard Institute of Economic Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 194 | paper | |
1995 | Some Lessons from the Yield Curve.(1995) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 194 | paper | |
1995 | Some Lessons from the Yield Curve.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 194 | paper | |
2016 | International Comparative Household Finance In: Annual Review of Economics. [Full Text][Citation analysis] | article | 64 |
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1990 | Permanent Income, Current Income, and Consumption. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 441 |
1990 | Permanent Income, Current Income, and Consumption.(1990) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 441 | paper | |
1987 | Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 441 | paper | |
1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 300 |
1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates.(1983) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 300 | paper | |
1988 | Is There a Corporate Debt Crisis? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 76 |
1990 | U.S. Corporate Leverage: Developments in 1987 and 1988 In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 9 |
1990 | U.S. corporate leverage: developments in 1987 and 1988.(1990) In: Finance and Economics Discussion Series. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 60 |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2010 | The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 122 |
2010 | The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books. [Citation analysis] This paper has another version. Agregated cites: 122 | book | |
2013 | Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 6 |
1986 | A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. In: Journal of Finance. [Full Text][Citation analysis] | article | 52 |
1986 | A Defense of Traditional Hypotheses about the Term Structure of Interest Rates.(1986) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
1984 | A Defense of Traditional Hypotheses About the Term Structure of InterestRates.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
1992 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 245 |
1992 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1992) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 245 | paper | |
1989 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 245 | paper | |
1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 478 |
1991 | What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns..(1991) In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] This paper has another version. Agregated cites: 478 | paper | |
1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 478 | paper | |
1991 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 478 | paper | |
2000 | Asset Pricing at the Millennium In: Journal of Finance. [Full Text][Citation analysis] | article | 273 |
2000 | Asset Pricing at the Millennium.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | paper | |
2000 | Asset Pricing at the Millennium.(2000) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | paper | |
2000 | Asset Pricing at the Millennium.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | paper | |
2000 | Explaining the Poor Performance of Consumption?based Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 138 |
2000 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
1999 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
2001 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 936 |
2001 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 936 | paper | |
2000 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 936 | paper | |
2003 | Equity Volatility and Corporate Bond Yields In: Journal of Finance. [Full Text][Citation analysis] | article | 495 |
2002 | Equity Volatility and Corporate Bond Yields.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 495 | paper | |
2003 | Equity Volatility and Corporate Bond Yields.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 495 | paper | |
2002 | Equity Volatility and Corporate Bond Yields.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 495 | paper | |
2006 | Household Finance In: Journal of Finance. [Full Text][Citation analysis] | article | 475 |
2006 | Household Finance.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 475 | paper | |
2006 | Household Finance.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 475 | paper | |
2008 | In Search of Distress Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 567 |
2005 | In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 567 | paper | |
2008 | In Search of Distress Risk.(2008) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 567 | paper | |
2006 | In Search of Distress Risk.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 567 | paper | |
2005 | In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 567 | paper | |
2010 | Global Currency Hedging In: Journal of Finance. [Full Text][Citation analysis] | article | 106 |
2009 | Global Currency Hedging.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | paper | |
2007 | Global Currency Hedging.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | paper | |
2015 | A Model of Mortgage Default In: Journal of Finance. [Full Text][Citation analysis] | article | 142 |
2011 | A Model of Mortgage Default.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
2014 | A model of mortgage default.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
2021 | Structuring Mortgages for Macroeconomic Stability In: Journal of Finance. [Full Text][Citation analysis] | article | 7 |
2020 | Structuring Mortgages for Macroeconomic Stability.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2014 | Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 30 |
2008 | Viewpoint: Estimating the equity premium In: Canadian Journal of Economics. [Citation analysis] | article | 128 |
2008 | Viewpoint: Estimating the equity premium.(2008) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | article | |
2014 | What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
2018 | What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages.(2018) In: Management Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2014 | What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2015 | An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 118 |
2018 | An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | article | |
2018 | An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
2012 | An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
2015 | Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
2014 | Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2014) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
1998 | Dispersion and Volatility in Stock Returns: An Empirical Investigation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
1999 | Dispersion and Volatility in Stock Returns: An Empirical Investigation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2001 | A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 225 |
2003 | A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 225 | article | |
2003 | A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 225 | paper | |
2001 | A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 225 | paper | |
2013 | A multivariate model of strategic asset allocation.(2013) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 225 | chapter | |
2002 | Foreign Currency for Long-Term Investors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2003 | Foreign Currency for Long-Term Investors.(2003) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2003 | Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2002 | Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2003 | Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
2004 | Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2004 | Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2003 | Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2005 | The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
2005 | The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
2007 | Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 101 |
2009 | Caught on tape: Institutional trading, stock returns, and earnings announcements.(2009) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | article | |
2009 | Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
2012 | How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2012 | How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2014 | Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2014 | Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
1998 | THE ECONOMETRICS OF FINANCIAL MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 27 |
1996 | A Scorecard for Indexed Government Debt In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 76 |
1996 | A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | chapter | |
1996 | A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
2001 | Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 154 |
2001 | Valuation Ratios and the Long-Run Stock Market Outlook: An Update.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
1986 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
1987 | The term structure of euromarket interest rates : An empirical investigation.(1987) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | article | |
1987 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
1986 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
1986 | Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1179 |
1987 | Cointegration and Tests of Present Value Models.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1179 | paper | |
1986 | Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1179 | paper | |
1987 | Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1179 | article | |
1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1496 |
1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1496 | paper | |
1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1988) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1496 | article | |
1988 | Stock Prices, Earnings and Expected Dividends In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 877 |
1988 | STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS.(1988) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has another version. Agregated cites: 877 | paper | |
1988 | Stock Prices, Earnings, and Expected Dividends.(1988) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 877 | paper | |
1988 | Stock Prices, Earnings and Expected Dividends.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 877 | paper | |
2006 | Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 436 |
2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 436 | article | |
2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 436 | paper | |
2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 436 | paper | |
2007 | Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 436 | paper | |
2006 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 436 | paper | |
2006 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 436 | paper | |
2006 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 436 | paper | |
2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 436 | paper | |
1991 | A Variance Decomposition for Stock Returns. In: Economic Journal. [Full Text][Citation analysis] | article | 728 |
1991 | A Variance Decomposition for Stock Returns.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 728 | paper | |
1990 | A Variance Decomposition for Stock Returns.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 728 | paper | |
2010 | The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
1987 | Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 384 |
1986 | Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 384 | paper | |
2004 | Household Risk Management and Optimal Mortgage Choice In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 317 |
2004 | Household Risk Management and Optimal Mortgage Choice.(2004) In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | paper | |
2002 | Household Risk Management and Optimal Mortgage Choice.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | paper | |
2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | paper | |
2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | paper | |
2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | article | |
2002 | Household Risk Management and Optimal Mortgage Choice.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has another version. Agregated cites: 317 | paper | |
1987 | The dollar and real interest rates In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 102 |
1987 | The Dollar and Real Interest Rates.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | paper | |
1987 | The Dollar and Real Interest Rates.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | paper | |
1989 | Finance theory and the term structure a comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
1988 | Interpreting cointegrated models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 78 |
1988 | Interpreting Cointegrated Models.(1988) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
1988 | Interpreting Cointegrated Models.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
1997 | A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 18 |
1989 | The dividend ratio model and small sample bias : A Monte Carlo study In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
1988 | The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
1990 | Editors introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
1991 | The response of consumption to income : A cross-country investigation In: European Economic Review. [Full Text][Citation analysis] | article | 285 |
1991 | Aggregate investment, the stock market and the Q model: Robust results for six OECD countries : by G. Sensenbrenner In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
2001 | Why long horizons? A study of power against persistent alternatives In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 60 |
2001 | Why Long Horizons? A Study of Power Against Persistent Alternatives.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
1993 | Why Long Horizons: A Study of Power Against Persistent Alternatives.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2003 | Consumption-based asset pricing In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 433 |
2002 | Consumption-Based Asset Pricing.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 433 | paper | |
2022 | Portfolio choice with sustainable spending: A model of reaching for yield In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 4 |
2020 | Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1987 | Stock returns and the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 908 |
1987 | Stock Returns and the Term Structure.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 908 | paper | |
1985 | Stock Returns and the Term Structure.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 908 | paper | |
1992 | No news is good news *1: An asymmetric model of changing volatility in stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 771 |
1992 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1992) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 771 | paper | |
1991 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 771 | paper | |
2006 | Efficient tests of stock return predictability In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 425 |
2002 | Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 425 | paper | |
2006 | Efficient tests of stock return predictability.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 425 | paper | |
2003 | Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 425 | paper | |
1999 | Asset prices, consumption, and the business cycle In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 369 |
1998 | Asset Prices, Consumption, and the Business Cycle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 369 | paper | |
1987 | Macroeconomic lessons from Britain : A review essay In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
1989 | International evidence on the persistence of economic fluctuations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 109 |
1989 | International Evidence on the Persistence of Economic Fluctuations.(1989) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
1988 | International Evidence on the Persistence of Economic Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
1994 | Inspecting the mechanism: An analytical approach to the stochastic growth model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 221 |
1994 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1994) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 221 | paper | |
1992 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 221 | paper | |
2007 | How do house prices affect consumption? Evidence from micro data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 605 |
2004 | How do house prices affect consumption? Evidence from micro data..(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 605 | paper | |
2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 605 | paper | |
2004 | How Do House Prices Affect Consumption? Evidence From Micro F. Data.(2004) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 605 | paper | |
2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 605 | paper | |
2007 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 605 | paper | |
2004 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 605 | paper | |
2007 | Intergenerational risksharing and equilibrium asset prices In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 14 |
2007 | Intergenerational risksharing and equilibrium asset prices.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2007 | Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2006 | Intergenerational Risksharing and Equilibrium Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1995 | Remarks: some thoughts on systemic risk In: Proceedings. [Citation analysis] | article | 0 |
2005 | Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings. [Full Text][Citation analysis] | article | 116 |
2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | article | |
2015 | Rethinking Mortgage Design In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
1997 | Elasticities of substitution in real business cycle models with home production In: Research Paper. [Full Text][Citation analysis] | paper | 57 |
2000 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2001 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2001 | Elasticities of Substitution in Real Business Cycle Models with Home Protection..(2001) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 57 | article | |
1998 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
1994 | Models of the term structure of interest rates In: Working Papers. [Citation analysis] | paper | 4 |
1994 | By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers. [Citation analysis] | paper | 2227 |
1999 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2227 | paper | |
1995 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2227 | paper | |
1999 | Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2227 | article | |
1994 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2227 | paper | |
1995 | Understanding Risk and Return In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 724 |
1996 | Understanding Risk and Return.(1996) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 724 | paper | |
1993 | Understanding Risk and Return.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 724 | paper | |
1996 | Understanding Risk and Return..(1996) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 724 | article | |
1995 | Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 1 |
1996 | A Scorecard for Indexed Government Data In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 17 |
1996 | Consumption and the Stock Market: Interpreting International Experience In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 32 |
1996 | Consumption and the Stock Market: Interpreting International Experience.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
1998 | Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 420 |
1999 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 420 | paper | |
1996 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 420 | paper | |
1999 | Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 420 | article | |
2000 | Investing Retirement Wealth? A Life-Cycle Model In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 129 |
2001 | Investing Retirement Wealth: A Life-Cycle Model.(2001) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | chapter | |
1999 | Investing Retirement Wealth: A Life-Cycle Model.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | paper | |
2000 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 25 |
2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
1999 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2004 | Caught on Tape: Predicting Institutional Ownership With Order Flow In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 5 |
2004 | Caught On Tape: Predicting Institutional Ownership With Order Flow.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2005 | Caught On Tape: Institutional Order Flow and Stock Returns In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 7 |
2005 | Caught On Tape: Institutional Order Flow and Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 45 |
2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
1988 | PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 7 |
1990 | AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 3 |
1988 | SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 196 |
1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
1988 | Smart Money, Noise Trading and Stock Price Behavior.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | article | |
1991 | Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 1068 |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1068 | paper | |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1068 | chapter | |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1068 | paper | |
2009 | Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print. [Citation analysis] | paper | 243 |
2009 | Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 243 | paper | |
2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 243 | paper | |
2008 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 243 | paper | |
2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 243 | article | |
2009 | Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print. [Citation analysis] | paper | 3 |
2018 | Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers. [Full Text][Citation analysis] | paper | 49 |
2014 | Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2020 | Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
2009 | The Changing Role of Nominal Government Bonds in Asset Allocation In: Scholarly Articles. [Full Text][Citation analysis] | paper | 1 |
2013 | Hard Times In: Scholarly Articles. [Full Text][Citation analysis] | paper | 18 |
2010 | Hard Times.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | Hard Times.(2013) In: Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2011 | Investing and Spending: The Twin Challenges of University Endowment Management In: Scholarly Articles. [Full Text][Citation analysis] | paper | 3 |
2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 767 |
2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 767 | article | |
1986 | Bond and Stock Returns in a Simple Exchange Model In: Scholarly Articles. [Full Text][Citation analysis] | paper | 99 |
1984 | Bond and Stock Returns in a Simple Exchange Model.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
1986 | Bond and Stock Returns in a Simple Exchange Model.(1986) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | article | |
1987 | Are Output Fluctuations Transitory? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 387 |
1986 | Are Output Fluctuations Transitory?.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 387 | paper | |
1987 | Are Output Fluctuations Transitory?.(1987) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 387 | article | |
1993 | Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles. [Full Text][Citation analysis] | paper | 570 |
1992 | Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 570 | paper | |
1993 | Trading Volume and Serial Correlation in Stock Returns.(1993) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 570 | article | |
1997 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices In: Scholarly Articles. [Full Text][Citation analysis] | paper | 95 |
1996 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
2008 | Estimating the Equity Premium In: Scholarly Articles. [Full Text][Citation analysis] | paper | 133 |
2007 | Estimating the Equity Premium.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 133 | paper | |
1987 | Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week In: Scholarly Articles. [Full Text][Citation analysis] | paper | 58 |
1987 | Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week..(1987) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
1986 | Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View In: Scholarly Articles. [Full Text][Citation analysis] | paper | 806 |
1989 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 806 | paper | |
1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1991) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 806 | article | |
1989 | Why Is Consumption So Smooth? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 338 |
1989 | Why is Consumption So Smooth?.(1989) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 338 | article | |
1993 | Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk In: Scholarly Articles. [Full Text][Citation analysis] | paper | 68 |
1993 | Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
2012 | Mortgage Market Design In: Scholarly Articles. [Full Text][Citation analysis] | paper | 93 |
2012 | Mortgage Market Design.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
2013 | Mortgage Market Design*.(2013) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | article | |
2011 | Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles. [Full Text][Citation analysis] | paper | 38 |
2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment In: Scholarly Articles. [Full Text][Citation analysis] | paper | 204 |
2009 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 204 | paper | |
2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2012) In: Critical Finance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 204 | article | |
2000 | Comment on Low Inflation: The Behavior of Financial Markets and Institutions. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 0 |
2013 | Predicting asset prices In: Nature. [Full Text][Citation analysis] | article | 0 |
2001 | Risk Aspects of Investment-Based Social Security Reform In: NBER Books. [Citation analysis] | book | 243 |
2008 | Asset Prices and Monetary Policy In: NBER Books. [Citation analysis] | book | 353 |
1990 | Econometric Methods and Financial Time Series In: NBER Books. [Citation analysis] | book | 0 |
2001 | Introduction to Risk Aspects of Investment-Based Social Security Reform In: NBER Chapters. [Full Text][Citation analysis] | chapter | 25 |
1989 | Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1162 |
1989 | Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1162 | paper | |
2013 | Comment on Shocks and Crashes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2008 | Introduction to Asset Prices and Monetary Policy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 5 |
1994 | International Experiences with Securities Transaction Taxes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 48 |
1993 | International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
1993 | The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters. [Full Text][Citation analysis] | chapter | 8 |
2009 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 95 |
2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2017) In: Critical Finance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | article | |
2008 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
1987 | Is Consumption Too Smooth? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
1987 | Household Saving and Permanent Income in Canada and the United Kingdom In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | The Cross-Section of Household Preferences In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2021 | Sustainability in a Risky World In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Who Owns What? A Factor Model for Direct Stock Holding In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Idiosyncratic Equity Risk Two Decades Later In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1993 | Where Do Betas Come From? Asset Price Dynamics and the In: Review of Financial Studies. [Full Text][Citation analysis] | article | 59 |
2002 | Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue. [Citation analysis] | book | 605 |
2009 | The Changing Role of Nominal Government Bonds in Asset Allocation* In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 1 |
1995 | Accounting for Stock Price Movements In: International Economic Association Series. [Citation analysis] | chapter | 0 |
2010 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2014 | Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 65 |
2003 | Two Puzzles of Asset Pricing and Their Implications for Investors In: The American Economist. [Full Text][Citation analysis] | article | 2 |
1993 | A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics. [Citation analysis] | article | 37 |
1998 | Book reviews In: Journal of Development Studies. [Full Text][Citation analysis] | article | 0 |
2001 | A Comment On James M. PoterbaS Demographic Structure And Asset Returns In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
2015 | The Fragile Benefits of Endowment Destruction In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
2009 | Understanding Inflation-Indexed Bond Markets In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 57 |
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