John Y. Campbell : Citation Profile


Are you John Y. Campbell?

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

61

H index

105

i10 index

21335

Citations

RESEARCH PRODUCTION:

96

Articles

241

Papers

5

Books

12

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   35 years (1983 - 2018). See details.
   Cites by year: 609
   Journals where John Y. Campbell has often published
   Relations with other researchers
   Recent citing documents: 2130.    Total self citations: 156 (0.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca54
   Updated: 2019-10-15    RAS profile: 2019-06-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Ramadorai, Tarun (13)

Pflueger, Carolin (3)

Viceira, Luis (3)

Polk, Christopher (3)

Andersen, Steffen (3)

Giglio, Stefano (2)

Cochrane, John (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 (139)

Bekaert, Geert (120)

Engsted, Tom (101)

Wohar, Mark (101)

Issler, João (88)

Shiller, Robert (84)

Guo, Hui (84)

Wachter, Jessica (84)

Guillén, Osmani (82)

Ludvigson, Sydney (80)

Lettau, Martin (79)

Cites to:

Shiller, Robert (85)

Viceira, Luis (49)

Stambaugh, Robert (38)

Mankiw, N. Gregory (35)

Calvet, Laurent (34)

French, Kenneth (33)

Cochrane, John (27)

Laibson, David (27)

merton, robert (23)

Epstein, Larry (22)

Summers, Lawrence (21)

Main data


Where John Y. Campbell has published?


Journals with more than one article published# docs
Journal of Finance11
American Economic Review10
Journal of Financial Economics6
The Quarterly Journal of Economics6
Journal of Monetary Economics6
Journal of Political Economy5
Brookings Papers on Economic Activity4
Review of Financial Studies4
Journal of Economic Dynamics and Control3
Review of Economic Studies3
Journal of Money, Credit and Banking3
European Economic Review2
Carnegie-Rochester Conference Series on Public Policy2
Macroeconomic Dynamics2
Economic Journal2
Proceedings2
Journal of Applied Corporate Finance2
Journal of Economic Perspectives2
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 / HAL2
2004 Meeting Papers / Society for Economic Dynamics2
Econometric Society 2004 North American Winter Meetings / Econometric Society2
Working Papers / Federal Reserve Bank of Philadelphia2

Recent works citing John Y. Campbell (2018 and 2017)


YearTitle of citing document
2019Household Portfolio Choice Before and After a House Purchase. (2019). Zhou, Jie ; Lyng, Ran Sun. In: Economics Working Papers. RePEc:aah:aarhec:2019-01.

Full description at Econpapers || Download paper

2018The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-02.

Full description at Econpapers || Download paper

2018The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

Full description at Econpapers || Download paper

2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

Full description at Econpapers || Download paper

2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

Full description at Econpapers || Download paper

2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

Full description at Econpapers || Download paper

2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

Full description at Econpapers || Download paper

2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

Full description at Econpapers || Download paper

2017High Discounts and High Unemployment. (2017). Hall, Robert E. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:305-30.

Full description at Econpapers || Download paper

2018Resurrecting the Role of the Product Market Wedge in Recessions. (2018). Klenow, Pete ; Malin, Benjamin A ; Bils, Mark. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:4-5:p:1118-46.

Full description at Econpapers || Download paper

2018Endogenous Disasters. (2018). Kuehn, Lars-Alexander ; Zhang, LU ; Petrosky-Nadeau, Nicolas. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:8:p:2212-45.

Full description at Econpapers || Download paper

2017Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39.

Full description at Econpapers || Download paper

2017Inflation Expectations, Learning, and Supermarket Prices: Evidence from Survey Experiments. (2017). Perez-Truglia, Ricardo ; Cruces, Guillermo ; Cavallo, Alberto. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:1-35.

Full description at Econpapers || Download paper

2017Zipfs Law, Paretos Law, and the Evolution of Top Incomes in the United States. (2017). Nirei, Makoto ; Aoki, Shuhei. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:36-71.

Full description at Econpapers || Download paper

2019Why do high ability people also suffer from money illusion? Experimental evidence of behavioral contradiction. (2019). Shimizu, Mariko . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(618):y:2019:i:1(618):p:5-22.

Full description at Econpapers || Download paper

2018The effects of microeconomic factors on the stock market: A panel for the stock exchange in Istanbul ARDL analysis. (2018). Sadeghzadeh, Khatereh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:113-134.

Full description at Econpapers || Download paper

2019Why do high ability people also suffer from money illusion? Experimental evidence of behavioral contradiction. (2019). Shimizu, Mariko. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:1(618):p:5-22.

Full description at Econpapers || Download paper

2017What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265.

Full description at Econpapers || Download paper

2017Time variant risk preferences in agriculture: evidences from Italy. (2017). Finger, Robert ; Difalco, Salvatore ; di Falco, Salvatore ; Bozzola, Martina. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258365.

Full description at Econpapers || Download paper

2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

Full description at Econpapers || Download paper

2018The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, Atanu. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210.

Full description at Econpapers || Download paper

2017Demand-side factors of housing price increases in Turkey: Blanchard-Quah SVAR model. (2017). Karakoyun, Hulya Deniz ; Yildirim, Nurtac. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264702.

Full description at Econpapers || Download paper

2017Forecasting Cash Rent Values. (2017). Benavidez, Justin ; Hardin, Erin . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252771.

Full description at Econpapers || Download paper

2017Heterogeneity and Clustering of Defaults. (2017). Turner, Matthew ; Terovitis, Spyridon ; Galanis, Girogos ; Karlis, Alexandros . In: Economic Research Papers. RePEc:ags:uwarer:270011.

Full description at Econpapers || Download paper

2018BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118.

Full description at Econpapers || Download paper

2018Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27.

Full description at Econpapers || Download paper

2018Acquisitions of Financially Constrained Targets. (2018). Madichie, Nnamdi ; Jory, Surendranath Rakesh ; Mohamad, Maslinawati. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:868-877.

Full description at Econpapers || Download paper

2018Trading Performance Analysis: A Comparisons Between the Original MA Crossover and Modified MA Crossover Strategy. (2018). Chuen, Yean Soh ; Hamzah, Ahmad Husni ; Yaacob, Mohd Hasimi ; Tapa, Afiruddin. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:933-941.

Full description at Econpapers || Download paper

2019Acquisitions of Financially Constrained Targets. (2019). Madichie, Nnamdi ; Jory, Surendranath Rakesh ; Mohamad, Maslinawati. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:1-10.

Full description at Econpapers || Download paper

2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

Full description at Econpapers || Download paper

2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

Full description at Econpapers || Download paper

2018David 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

2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

Full description at Econpapers || Download paper

2019Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1604.04872.

Full description at Econpapers || Download paper

2019Securities 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

2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

Full description at Econpapers || Download paper

2019A Theory of Experience Effects. (2016). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:1612.09553.

Full description at Econpapers || Download paper

2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

Full description at Econpapers || Download paper

2017A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors. (2017). Mukhoti, Sujay ; Ranjan, Pritam . In: Papers. RePEc:arx:papers:1703.06603.

Full description at Econpapers || Download paper

2017Investing for the Long Run. (2017). Platen, Eckhard ; Leisen, Dietmar . In: Papers. RePEc:arx:papers:1705.03929.

Full description at Econpapers || Download paper

2017Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment. (2017). Wang, Hai Zhen ; Sattayatham, Pairote ; Chatpatanasiri, Ratthachat . In: Papers. RePEc:arx:papers:1706.02985.

Full description at Econpapers || Download paper

2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

Full description at Econpapers || Download paper

2017Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832.

Full description at Econpapers || Download paper

2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

Full description at Econpapers || Download paper

2017Predictive Modeling: An Optimized and Dynamic Solution Framework for Systematic Value Investing. (2017). Sak, R J. In: Papers. RePEc:arx:papers:1709.03226.

Full description at Econpapers || Download paper

2017Option pricing for Informed Traders. (2017). Stoyanov, Stoyan V ; Fabozzi, Frank J ; Rachev, Svetlozar T ; Kim, Yong Shin. In: Papers. RePEc:arx:papers:1711.09445.

Full description at Econpapers || Download paper

2017Pricing double barrier options on homogeneous diffusions: a Neumann series of Bessel functions representation. (2017). Kravchenko, Igor V ; Jos'e Carlos Dias, ; Torba, Sergii M. In: Papers. RePEc:arx:papers:1712.08247.

Full description at Econpapers || Download paper

2018An Endogenous Mechanism of Business Cycles. (2018). Kroujiline, Dimitri ; Govorkov, Boris ; Sharov, Sergey V ; Ushanov, Dmitry ; Gusev, Maxim. In: Papers. RePEc:arx:papers:1803.05002.

Full description at Econpapers || Download paper

2018Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Portfolio Choice with Market-Credit Risk Dependencies. (2018). Bo, Lijun ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1806.07175.

Full description at Econpapers || Download paper

2019Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios. (2018). Parolya, Nestor ; Schmid, Wofgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1806.08005.

Full description at Econpapers || Download paper

2018Optimal Credit Investment and Risk Control for an Insurer with Regime-Switching. (2018). Bo, Lijun ; Wang, Yongjin ; Liao, Huafu. In: Papers. RePEc:arx:papers:1807.05513.

Full description at Econpapers || Download paper

2019The Evolution of Security Prices Is Governed by a Physicomathematical Law. (2018). Tzara, Wally. In: Papers. RePEc:arx:papers:1807.10114.

Full description at Econpapers || Download paper

2018Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751.

Full description at Econpapers || Download paper

2018A 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

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

Full description at Econpapers || Download paper

2018A six-factor asset pricing model. (2018). Roy, Rahul ; Shijin, Santhakumar. In: Papers. RePEc:arx:papers:1810.07790.

Full description at Econpapers || Download paper

2018Option market (in)efficiency and implied volatility dynamics after return jumps. (2018). Kanniainen, Juho ; Magris, Martin. In: Papers. RePEc:arx:papers:1810.12200.

Full description at Econpapers || Download paper

2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

Full description at Econpapers || Download paper

2018Predicting Distresses using Deep Learning of Text Segments in Annual Reports. (2018). Matin, Rastin ; Molgaard, Pia ; Hansen, Christian. In: Papers. RePEc:arx:papers:1811.05270.

Full description at Econpapers || Download paper

2018Duesenberrys Theory of Consumption: Habit, Learning, and Ratcheting. (2018). Choi, Kyoung Jin ; Koo, Hyeng Keun ; Jeon, Junkee. In: Papers. RePEc:arx:papers:1812.10038.

Full description at Econpapers || Download paper

2019Non-Stationary Dividend-Price Ratios. (2019). Neokosmidis, Ioannis ; Polimenis, Vassilis . In: Papers. RePEc:arx:papers:1902.06053.

Full description at Econpapers || Download paper

2019Multiscale 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.

Full description at Econpapers || Download paper

2019Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1903.06478.

Full description at Econpapers || Download paper

2019Nonlinear price dynamics of S&P 100 stocks. (2019). Desantis, Mark ; Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1907.04422.

Full description at Econpapers || Download paper

2019Stock Price Forecasting and Hypothesis Testing Using Neural Networks. (2019). Varaku, Kerda. In: Papers. RePEc:arx:papers:1908.11212.

Full description at Econpapers || Download paper

2017Do homeowners save more? – Evidence from the Panel on Household Finances (PHF). (2017). Schmidt, Tobias ; le Blanc, Julia. In: ERES. RePEc:arz:wpaper:eres2017_110.

Full description at Econpapers || Download paper

2017The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate. (2017). Christian, Weis ; Sebastian, Steffen ; Woltering, Rene-Ojas. In: ERES. RePEc:arz:wpaper:eres2017_325.

Full description at Econpapers || Download paper

2018Measures of mortgage default risk and local house price dynamics . (2018). Damianov, Damian ; Wang, Xiangdong ; Yan, Cheng. In: ERES. RePEc:arz:wpaper:eres2018_163.

Full description at Econpapers || Download paper

2018Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215.

Full description at Econpapers || Download paper

2018Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance. (2018). Michel, Lok Man ; Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_300.

Full description at Econpapers || Download paper

2017Momentum Decomposition: Evidence from Emerging Markets. (2017). Wei, Xianhua ; Guo, Hongbo . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:123-132.

Full description at Econpapers || Download paper

2018Structural Breaks and the Expectations Hypothesis of the Term Structure: Some Empirical Evidence for the Philippines (2001-2017). (2018). Tronzano, Marco. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1472-1481.

Full description at Econpapers || Download paper

2017Economic Development and Environmental Change with Endogenous Birth and Mortality Rates. (2017). . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:77-97.

Full description at Econpapers || Download paper

2018Sulle critiche e gli ostacoli alla proposta dello Stato come Occupatore di ultima istanza. (2018). levrero, enrico. In: Working Papers. RePEc:ast:wpaper:0035.

Full description at Econpapers || Download paper

2019The Effect of Interest Rate Caps on Bankruptcy: Synthetic Control Evidence from Recent Payday Lending Bans. (2019). Mason, Brenden J ; Dasgupta, Kabir . In: Working Papers. RePEc:aut:wpaper:201904.

Full description at Econpapers || Download paper

2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

Full description at Econpapers || Download paper

2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

Full description at Econpapers || Download paper

2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

Full description at Econpapers || Download paper

2018Liquidity Requirements and Bank Deposits: Evidence from Ethiopia. (2018). Limodio, Nicola ; Strobbe, Francesco. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1879.

Full description at Econpapers || Download paper

2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

Full description at Econpapers || Download paper

2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1890.

Full description at Econpapers || Download paper

2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

Full description at Econpapers || Download paper

2017Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages. (2017). Richter, Michael. In: Review of Economics & Finance. RePEc:bap:journl:170102.

Full description at Econpapers || Download paper

2017Collateral Risk and Demographic Discrimination in Mortgage Market Equilibria. (2017). Nickerson, David ; Jones, Robert. In: Review of Economics & Finance. RePEc:bap:journl:170302.

Full description at Econpapers || Download paper

2018Value Matters: The Long-run Behavior of Stock Index Returns. (2018). Angelini, Natascia ; Nardini, Franco ; Marmi, Stefano ; Bormetti, Giacomo. In: Review of Economics & Finance. RePEc:bap:journl:180202.

Full description at Econpapers || Download paper

2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

Full description at Econpapers || Download paper

2017Volatility Risk and Economic Welfare. (2017). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:17-20.

Full description at Econpapers || Download paper

2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

Full description at Econpapers || Download paper

2017Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards. (2017). Smith, Gregor ; Schmidt-Dengler, Philipp ; Huynh, Kim ; Welte, Angelika. In: Staff Working Papers. RePEc:bca:bocawp:17-8.

Full description at Econpapers || Download paper

2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

Full description at Econpapers || Download paper

2018Seeking Safety. (2018). Ahnert, Toni ; Perotti, Enrico. In: Staff Working Papers. RePEc:bca:bocawp:18-41.

Full description at Econpapers || Download paper

2019Flight from Safety: How a Change to the Deposit Insurance Limit Affects Households’ Portfolio Allocation. (2019). Mordel, Adi ; Gropp, Reint ; Damar, Evren H. In: Staff Working Papers. RePEc:bca:bocawp:19-29.

Full description at Econpapers || Download paper

2019The Neutral Rate in Canada: 2019 Update. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11.

Full description at Econpapers || Download paper

2019Le taux neutre au Canada : mise à jour de 2019. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11fr.

Full description at Econpapers || Download paper

2018Stress testing household balance sheets in Luxembourg. (2018). Ziegelmeyer, Michael ; Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp121.

Full description at Econpapers || Download paper

2017Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1717.

Full description at Econpapers || Download paper

2018Monetary policy when households have debt: new evidence on the transmission mechanism. (2018). Surico, Paolo ; Ferreira, Clodomiro ; Cloyne, James. In: Working Papers. RePEc:bde:wpaper:1813.

Full description at Econpapers || Download paper

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

John Y. Campbell has edited the books:


YearTitleTypeCited

Works by John Y. Campbell:


YearTitleTypeCited
1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article3
2011Forced Sales and House Prices In: American Economic Review.
[Full Text][Citation analysis]
article267
2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 267
paper
2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 267
paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review.
[Full Text][Citation analysis]
article22
2016Restoring rational choice: The challenge of consumer financial regulation.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
1984A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review.
[Full Text][Citation analysis]
article39
1984A Simple Account of the Behavior of Long-Term Interest Rates.(1984) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
1983A Simple Account of the Behavior of Long-Term Interest Rates.(1983) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
1987Permanent and Transitory Components in Macroeconomic Fluctuations. In: American Economic Review.
[Full Text][Citation analysis]
article91
1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
paper
1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
paper
1990Measuring the Persistence of Expected Returns. In: American Economic Review.
[Full Text][Citation analysis]
article17
1990Measuring the Persistence of Expected Returns.(1990) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
1990Measuring the Persistence of Expected Returns.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
1993Intertemporal Asset Pricing without Consumption Data. In: American Economic Review.
[Full Text][Citation analysis]
article319
1993Intertemporal Asset Pricing Without Consumption Data.(1993) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 319
paper
1992Intertemporal Asset Pricing Without Consumption Data.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 319
paper
2001Who Should Buy Long-Term Bonds? In: American Economic Review.
[Full Text][Citation analysis]
article136
1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136
paper
2000Who Should Buy Long-Term Bonds?.(2000) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136
paper
1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136
paper
2004Inflation Illusion and Stock Prices In: American Economic Review.
[Full Text][Citation analysis]
article105
2004Inflation Illusion and Stock Prices.(2004) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 105
paper
2004Inflation Illusion and Stock Prices.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 105
paper
2004Bad Beta, Good Beta In: American Economic Review.
[Full Text][Citation analysis]
article203
2002Bad Beta, Good Beta.(2002) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 203
paper
2003Bad Beta, Good Beta.(2003) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 203
paper
2004Bad Beta, Good Beta.(2004) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 203
paper
2003Bad Beta, Good Beta.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 203
paper
2009Measuring the Financial Sophistication of Households In: American Economic Review.
[Full Text][Citation analysis]
article94
2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 94
paper
2009Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2009Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2015The Impact of Regulation on Mortgage Risk: Evidence from India In: American Economic Journal: Economic Policy.
[Full Text][Citation analysis]
article4
1994The New Palgrave Dictionary of Money and Finance. In: Journal of Economic Literature.
[Full Text][Citation analysis]
article3
2011Consumer Financial Protection In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article51
2011Consumer Financial Protection.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
1995Some Lessons from the Yield Curve In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article174
1995Some Lessons from the Yield Curve.(1995) In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 174
paper
1995Some Lessons from the Yield Curve.(1995) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 174
paper
1995Some Lessons from the Yield Curve.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 174
paper
2016International Comparative Household Finance In: Annual Review of Economics.
[Full Text][Citation analysis]
article16
2016International Comparative Household Finance.(2016) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2016International Comparative Household Finance.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
1990Permanent Income, Current Income, and Consumption. In: Journal of Business & Economic Statistics.
[Citation analysis]
article341
1990Permanent Income, Current Income, and Consumption.(1990) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 341
paper
1987Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 341
paper
1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article233
1983Forward 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: 233
paper
1988Is There a Corporate Debt Crisis? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article52
1990U.S. Corporate Leverage: Developments in 1987 and 1988 In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article7
1990U.S. corporate leverage: developments in 1987 and 1988.(1990) In: Finance and Economics Discussion Series.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2009Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article32
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article90
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
This paper has another version. Agregated cites: 90
book
2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article4
1986 A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. In: Journal of Finance.
[Full Text][Citation analysis]
article38
1986A 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: 38
paper
1984A 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: 38
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]
article207
1992Predictable 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: 207
paper
1989Predictable 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: 207
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]
article359
1991What 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: 359
paper
1993What 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: 359
paper
1991What 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: 359
paper
2000Asset Pricing at the Millennium In: Journal of Finance.
[Full Text][Citation analysis]
article222
2000Asset Pricing at the Millennium.(2000) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222
paper
2000Asset Pricing at the Millennium.(2000) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222
paper
2000Asset Pricing at the Millennium.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222
paper
2000Explaining the Poor Performance of Consumption-based Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]
article107
2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107
paper
1999Explaining 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: 107
paper
2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance.
[Full Text][Citation analysis]
article713
2001Have 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: 713
paper
2000Have 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: 713
paper
2003Equity Volatility and Corporate Bond Yields In: Journal of Finance.
[Full Text][Citation analysis]
article373
2002Equity 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: 373
paper
2003Equity Volatility and Corporate Bond Yields.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 373
paper
2002Equity Volatility and Corporate Bond Yields.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 373
paper
2006Household Finance In: Journal of Finance.
[Full Text][Citation analysis]
article471
2006Household Finance.(2006) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 471
paper
2006Household Finance.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 471
paper
2008In Search of Distress Risk In: Journal of Finance.
[Full Text][Citation analysis]
article378
2005In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 378
paper
2008In Search of Distress Risk.(2008) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 378
paper
2006In Search of Distress Risk.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 378
paper
2005In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 378
paper
2010Global Currency Hedging In: Journal of Finance.
[Full Text][Citation analysis]
article65
2009Global Currency Hedging.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2007Global Currency Hedging.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2015A Model of Mortgage Default In: Journal of Finance.
[Full Text][Citation analysis]
article69
2011A Model of Mortgage Default.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2014A model of mortgage default.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2014Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]
article20
2008Viewpoint: Estimating the equity premium In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article58
2014What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper8
2014What 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: 8
paper
2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper64
2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
article
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
paper
2015Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper27
2014Inattention 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: 27
paper
2015Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2018Do the Rich Get Richer in the Stock Market? Evidence from India In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Do 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: 0
paper
1998Dispersion and Volatility in Stock Returns: An Empirical Investigation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper15
1999Dispersion and Volatility in Stock Returns: An Empirical Investigation.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper177
2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177
article
2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177
paper
2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177
paper
2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper22
2003Foreign Currency for Long-Term Investors.(2003) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2003Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper29
2004Strategic 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: 29
article
2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper44
2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2007Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper64
2009Caught 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: 64
article
2009Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
paper
2012How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2012How 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: 0
paper
2012How 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: 0
paper
2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper10
2014Getting 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: 10
paper
1998THE ECONOMETRICS OF FINANCIAL MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article17
2004AN INTERVIEW WITH ROBERT J. SHILLER In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
1996A Scorecard for Indexed Government Debt In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper59
1996A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
chapter
1996A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
paper
2001Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper118
2001Valuation 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: 118
paper
1986The Term Structure of Euromarket Interest Rates: An Empirical Investigation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper36
1987The 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: 36
article
1987The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1987) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
1986The 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: 36
paper
1986Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1015
1987Cointegration and Tests of Present Value Models.(1987) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1015
paper
1986Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1015
paper
1987Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1015
article
1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper939
1986The 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: 939
paper
1988The 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: 939
article
1988Stock Prices, Earnings and Expected Dividends In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper642
1988STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS.(1988) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 642
paper
1988Stock Prices, Earnings, and Expected Dividends.(1988) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 642
paper
1988Stock Prices, Earnings and Expected Dividends.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 642
paper
2006Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series.
[Full Text][Citation analysis]
paper270
2006Down 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: 270
paper
2007Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 270
paper
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 270
paper
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 270
paper
2006Down 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: 270
paper
2007Down 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: 270
paper
2006Down 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: 270
paper
2007Down 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: 270
article
1991A Variance Decomposition for Stock Returns. In: Economic Journal.
[Full Text][Citation analysis]
article531
1991A Variance Decomposition for Stock Returns.(1991) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 531
paper
1990A Variance Decomposition for Stock Returns.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 531
paper
2010The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies In: Working Paper Series.
[Full Text][Citation analysis]
paper4
1987Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis. In: Econometrica.
[Full Text][Citation analysis]
article277
1986Does 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: 277
paper
2004Household Risk Management and Optimal Mortgage Choice In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
paper240
2004Household 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: 240
paper
2002Household 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: 240
paper
2003Household Risk Management and Optimal Mortgage Choice.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 240
paper
2003Household Risk Management and Optimal Mortgage Choice.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 240
paper
2003Household Risk Management and Optimal Mortgage Choice.(2003) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 240
article
2002Household Risk Management and Optimal Mortgage Choice.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
This paper has another version. Agregated cites: 240
paper
1987The dollar and real interest rates In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article57
1987The Dollar and Real Interest Rates.(1987) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
1987The Dollar and Real Interest Rates.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
1989Finance theory and the term structure a comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article0
1988Interpreting cointegrated models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article69
1988Interpreting Cointegrated Models.(1988) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
1988Interpreting Cointegrated Models.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
1997A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article12
1989The dividend ratio model and small sample bias : A Monte Carlo study In: Economics Letters.
[Full Text][Citation analysis]
article11
1988The 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: 11
paper
1990Editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1991The response of consumption to income : A cross-country investigation In: European Economic Review.
[Full Text][Citation analysis]
article220
1991Aggregate 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]
article0
2001Why long horizons? A study of power against persistent alternatives In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article50
2001Why Long Horizons? A Study of Power Against Persistent Alternatives.(2001) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
1993Why 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: 50
paper
2003Consumption-based asset pricing In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]
chapter197
2002Consumption-Based Asset Pricing.(2002) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
1987Stock returns and the term structure In: Journal of Financial Economics.
[Full Text][Citation analysis]
article725
1987Stock Returns and the Term Structure.(1987) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 725
paper
1985Stock Returns and the Term Structure.(1985) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 725
paper
1992No news is good news *1: An asymmetric model of changing volatility in stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article588
1992No 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: 588
paper
1991No 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: 588
paper
2006Efficient tests of stock return predictability In: Journal of Financial Economics.
[Full Text][Citation analysis]
article334
2002Efficient 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: 334
paper
2006Efficient tests of stock return predictability.(2006) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 334
paper
2003Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 334
paper
1999Asset prices, consumption, and the business cycle In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter156
1998Asset Prices, Consumption, and the Business Cycle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156
paper
1987Macroeconomic lessons from Britain : A review essay In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article0
1989International evidence on the persistence of economic fluctuations In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article96
1989International Evidence on the Persistence of Economic Fluctuations.(1989) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
paper
1988International Evidence on the Persistence of Economic Fluctuations.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
paper
1994Inspecting the mechanism: An analytical approach to the stochastic growth model In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article195
1994Inspecting 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: 195
paper
1992Inspecting 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: 195
paper
2007How do house prices affect consumption? Evidence from micro data In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article370
2004How 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: 370
paper
2005How 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: 370
paper
2007How Do House Prices Affect Consumption? Evidence from Micro Data.(2007) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 370
paper
2005How 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: 370
paper
2004How do house prices affect consumption? Evidence from micro data..(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 370
paper
2004How Do House Prices Affect Consumption? Evidence from Micro Data.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 370
paper
2007Intergenerational risksharing and equilibrium asset prices In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article10
2007Intergenerational risksharing and equilibrium asset prices.(2007) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2007Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2007Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2006Intergenerational Risksharing and Equilibrium Asset Prices.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
1995Remarks: some thoughts on systemic risk In: Proceedings.
[Citation analysis]
article0
2005Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings.
[Full Text][Citation analysis]
article74
2005Growth 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: 74
paper
2010Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
2005Growth 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: 74
paper
2010Growth 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: 74
article
1997Elasticities of substitution in real business cycle models with home production In: Research Paper.
[Full Text][Citation analysis]
paper45
2000Elasticities 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: 45
paper
2001Elasticities 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: 45
paper
2001Elasticities 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: 45
article
1998Elasticities 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: 45
paper
1994Models of the term structure of interest rates In: Working Papers.
[Citation analysis]
paper4
1994By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers.
[Citation analysis]
paper1499
1999By 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: 1499
paper
1995By 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: 1499
paper
1994By 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: 1499
paper
1995Understanding Risk and Return In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
paper599
1996Understanding Risk and Return.(1996) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 599
paper
1993Understanding Risk and Return.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 599
paper
1996Understanding Risk and Return..(1996) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 599
article
1995Inflation, 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]
paper1
1996A Scorecard for Indexed Government Data In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
paper17
1996Consumption and the Stock Market: Interpreting International Experience In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
paper29
1996Consumption and the Stock Market: Interpreting International Experience.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
1998Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
paper321
1999Consumption 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: 321
article
1999Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 321
paper
1996Consumption 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: 321
paper
2000Investing Retirement Wealth? A Life-Cycle Model In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
paper91
2001Investing Retirement Wealth: A Life-Cycle Model.(2001) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
chapter
1999Investing Retirement Wealth: A Life-Cycle Model.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
paper
2000Stock 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]
paper18
2001Stock 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: 18
paper
2001Stock 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: 18
article
1999Stock 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: 18
paper
2004Caught on Tape: Predicting Institutional Ownership With Order Flow In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
paper3
2004Caught On Tape: Predicting Institutional Ownership With Order Flow.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2005Caught On Tape: Institutional Order Flow and Stock Returns In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
paper6
2005Caught On Tape: Institutional Order Flow and Stock Returns.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2005Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
paper34
2005Predicting 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: 34
paper
1988PREDICTABLE 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]
paper7
1990AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS. In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]
paper3
1988SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]
paper158
1993Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 158
paper
1988Smart Money, Noise Trading and Stock Price Behavior.(1988) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 158
paper
1993Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 158
article
1991Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
paper797
1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 797
paper
1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 797
chapter
1991Pitfalls 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: 797
paper
2009Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print.
[Citation analysis]
paper151
2009Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 151
paper
2009Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151
paper
2008Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151
paper
2009Fight 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: 151
article
2009Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print.
[Citation analysis]
paper0
2018Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers.
[Full Text][Citation analysis]
paper21
2014Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2009The Changing Role of Nominal Government Bonds in Asset Allocation In: Scholarly Articles.
[Full Text][Citation analysis]
paper1
2013Hard Times In: Scholarly Articles.
[Full Text][Citation analysis]
paper18
2010Hard Times.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2013Hard Times.(2013) In: Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2011Investing and Spending: The Twin Challenges of University Endowment Management In: Scholarly Articles.
[Full Text][Citation analysis]
paper3
2008Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? In: Scholarly Articles.
[Full Text][Citation analysis]
paper378
2008Predicting 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: 378
article
1986Bond and Stock Returns in a Simple Exchange Model In: Scholarly Articles.
[Full Text][Citation analysis]
paper82
1984Bond and Stock Returns in a Simple Exchange Model.(1984) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82
paper
1986Bond 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: 82
article
1987Are Output Fluctuations Transitory? In: Scholarly Articles.
[Full Text][Citation analysis]
paper332
1986Are Output Fluctuations Transitory?.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 332
paper
1987Are Output Fluctuations Transitory?.(1987) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 332
article
1993Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles.
[Full Text][Citation analysis]
paper431
1992Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 431
paper
1993Trading 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: 431
article
1997Inflation, 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]
paper81
1996Inflation, 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: 81
paper
2008Estimating the Equity Premium In: Scholarly Articles.
[Full Text][Citation analysis]
paper20
2007Estimating the Equity Premium.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
1987Money 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]
paper47
1987Money 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: 47
article
1986Money 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: 47
paper
1991Yield Spreads and Interest Rate Movements: A Birds Eye View In: Scholarly Articles.
[Full Text][Citation analysis]
paper570
1989Yield 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: 570
paper
1991Yield 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: 570
article
1989Why Is Consumption So Smooth? In: Scholarly Articles.
[Full Text][Citation analysis]
paper255
1989Why is Consumption So Smooth?.(1989) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 255
article
1993Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk In: Scholarly Articles.
[Full Text][Citation analysis]
paper47
1993Where 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: 47
paper
2012Mortgage Market Design In: Scholarly Articles.
[Full Text][Citation analysis]
paper43
2012Mortgage Market Design.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2013Mortgage Market Design*.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
article
2011Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles.
[Full Text][Citation analysis]
paper16
2012The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment In: Scholarly Articles.
[Full Text][Citation analysis]
paper127
2009The 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: 127
paper
2012The 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: 127
article
2000Comment on Low Inflation: The Behavior of Financial Markets and Institutions. In: Journal of Money, Credit and Banking.
[Citation analysis]
article0
2001Risk Aspects of Investment-Based Social Security Reform In: NBER Books.
[Citation analysis]
book40
2008Asset Prices and Monetary Policy In: NBER Books.
[Citation analysis]
book12
1990Econometric Methods and Financial Time Series In: NBER Books.
[Citation analysis]
book0
2001Introduction to Risk Aspects of Investment-Based Social Security Reform In: NBER Chapters.
[Full Text][Citation analysis]
chapter19
1989Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence In: NBER Chapters.
[Full Text][Citation analysis]
chapter670
1989Consumption, 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: 670
paper
2013Comment on Shocks and Crashes In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2008Introduction to Asset Prices and Monetary Policy In: NBER Chapters.
[Full Text][Citation analysis]
chapter4
1994International Experiences with Securities Transaction Taxes In: NBER Chapters.
[Full Text][Citation analysis]
chapter31
1993International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
1993The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters.
[Full Text][Citation analysis]
chapter7
2009Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers.
[Full Text][Citation analysis]
paper54
2017Inflation 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: 54
article
2008Inflation 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: 54
paper
1987Is Consumption Too Smooth? In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
1987Household Saving and Permanent Income in Canada and the United Kingdom In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
1993Where Do Betas Come From? Asset Price Dynamics and the In: Review of Financial Studies.
[Full Text][Citation analysis]
article27
2002Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue.
[Citation analysis]
book436
2009The Changing Role of Nominal Government Bonds in Asset Allocation* In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
article1
2010Introduction In: Introductory Chapters.
[Full Text][Citation analysis]
chapter8
2014Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers.
[Full Text][Citation analysis]
paper34
2003Two Puzzles of Asset Pricing and Their Implications for Investors In: The American Economist.
[Full Text][Citation analysis]
article0
1993A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics.
[Citation analysis]
article24
1998Book reviews In: Journal of Development Studies.
[Full Text][Citation analysis]
article0
2001A Comment On James M. PoterbaS Demographic Structure And Asset Returns In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article3
2015The Fragile Benefits of Endowment Destruction In: Journal of Political Economy.
[Full Text][Citation analysis]
article0
1999Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior In: Journal of Political Economy.
[Full Text][Citation analysis]
article533

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team