George M. Constantinides : Citation Profile


Are you George M. Constantinides?

University of Chicago

21

H index

31

i10 index

3750

Citations

RESEARCH PRODUCTION:

48

Articles

40

Papers

1

Books

16

Chapters

EDITOR:

6

Books edited

2

Series edited

RESEARCH ACTIVITY:

   45 years (1976 - 2021). See details.
   Cites by year: 83
   Journals where George M. Constantinides has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 34 (0.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco144
   Updated: 2021-11-28    RAS profile: 2021-10-04    
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Relations with other researchers


Works with:

Perrakis, Stylianos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with George M. Constantinides.

Is cited by:

Guvenen, Fatih (31)

Campbell, John (26)

Semenov, Andrei (26)

Krebs, Tom (26)

Mehra, Rajnish (24)

Michaelides, Alexander (23)

Lustig, Hanno (21)

Huang, Kevin (21)

Lo, Andrew (19)

Ragot, Xavier (19)

Cochrane, John (18)

Cites to:

Mehra, Rajnish (27)

Campbell, John (22)

Perrakis, Stylianos (21)

Mankiw, N. Gregory (18)

Cochrane, John (17)

Hansen, Lars (16)

Shiller, Robert (14)

Prescott, Edward (13)

Jackwerth, Jens (11)

Weil, Philippe (10)

Zeldes, Stephen (10)

Main data


Where George M. Constantinides has published?


Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics7
Journal of Political Economy5
Management Science3
Review of Financial Studies3
Review of Asset Pricing Studies2
Critical Finance Review2
Journal of Economic Theory2

Working Papers Series with more than one paper published# docs
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)3
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz2

Recent works citing George M. Constantinides (2021 and 2020)


YearTitle of citing document
2021The Young, the Old, and the Government: Demographics and Fiscal Multipliers. (2021). Rachedi, Omar ; Basso, Henrique S. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:4:p:110-41.

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2020Rational Models for Inflation-Linked Derivatives. (2018). Sloth, David ; Skovmand, David ; Macrina, Andrea ; Dam, Henrik. In: Papers. RePEc:arx:papers:1801.08804.

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2021Simple Bounds for Transaction Costs. (2018). Muhle-Karbe, Johannes ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:1802.06120.

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2021Pricing contingent claims with short selling bans. (2019). Guo, Ivan ; Zhu, Song-Ping ; Ma, Guiyuan. In: Papers. RePEc:arx:papers:1910.04960.

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2020Extended Weak Convergence and Utility Maximization with Proportional Transaction Costs. (2019). Bayraktar, Erhan ; Dolinsky, Yan ; Dolinskyi, Leonid. In: Papers. RePEc:arx:papers:1912.08863.

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2020Hedging problems for Asian options with transactions costs. (2020). Shishkova, Alena ; Pergamenchtchikov, Serguei. In: Papers. RePEc:arx:papers:2001.01443.

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2020Equations and Shape of the Optimal Band Strategy. (2020). Chaouki, Ayman ; de Lataillade, Joachim . In: Papers. RePEc:arx:papers:2003.04646.

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2020A Variational Analysis Approach to Solving the Merton Problem. (2020). Jaimungal, Sebastian ; Al-Aradi, Ali. In: Papers. RePEc:arx:papers:2003.08450.

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2021Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010.

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2020Recipes for hedging exotics with illiquid vanillas. (2020). Gu, Olivier ; Fernandez-Tapia, Joaquin . In: Papers. RePEc:arx:papers:2005.10064.

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2021Optimal Consumption with Reference to Past Spending Maximum. (2020). Yu, Xiang ; Pham, Huyen ; Li, Xun ; Deng, Shuoqing. In: Papers. RePEc:arx:papers:2006.07223.

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

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2021A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312.

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2020Relative wealth concerns with partial information and heterogeneous priors. (2020). Zhou, Chao ; Su, Xizhi ; Deng, Chao. In: Papers. RePEc:arx:papers:2007.11781.

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2020Heterogeneity and the Dynamic Effects of Aggregate Shocks. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2007.14022.

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2020Heteroscedasticity test of high-frequency data with jumps and microstructure noise. (2020). Liu, Zhi ; Zhang, Chuanhai. In: Papers. RePEc:arx:papers:2010.07659.

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2020Quantifying the trade-off between income stability and the number of members in a pooled annuity fund. (2020). Donnelly, Catherine ; Bernhardt, Thomas. In: Papers. RePEc:arx:papers:2010.16009.

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2020An Equilibrium Model for the Cross-Section of Liquidity Premia. (2020). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Yang, Chen. In: Papers. RePEc:arx:papers:2011.13625.

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2021Optimal Consumption under a Habit-Formation Constraint. (2020). Bayraktar, Erhan ; Angoshtari, Bahman ; Young, Virginia R. In: Papers. RePEc:arx:papers:2012.02277.

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2021Optimal investment in illiquid market with search frictions and transaction costs. (2021). Choi, Jin Hyuk ; Gang, Tae Ung. In: Papers. RePEc:arx:papers:2101.09936.

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2021Optimal Investment and Consumption under a Habit-Formation Constraint. (2021). Bayraktar, Erhan ; Young, Virginia R ; Angoshtari, Bahman. In: Papers. RePEc:arx:papers:2102.03414.

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2021No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging. (2021). Nakagawa, Kei ; Minami, Kentaro ; Ito, Katsuya ; Imajo, Kentaro ; Imaki, Shota. In: Papers. RePEc:arx:papers:2103.01775.

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2021Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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2021Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405.

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2021Costly Trading. (2021). Isichenko, Michael. In: Papers. RePEc:arx:papers:2110.15239.

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2021Four Decades of Canadian Earnings Inequality and Dynamics Across Workers and Firms. (2021). Park, Youngmin ; Lochner, Lance ; Liu, Huju ; Bowlus, Audra ; Gouin-Bonenfant, Emilien. In: Staff Working Papers. RePEc:bca:bocawp:21-20.

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2020Skewed Idiosyncratic Income Risk over the Business Cycle: Sources and Insurance. (2020). Madera, Rocio ; Guvenen, Fatih ; Domeij, David ; Busch, Christopher. In: Working Papers. RePEc:bge:wpaper:1180.

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2020Reference Dependence in Intertemporal Preference. (2020). Zhong, Songfa ; Li, Zhihua. In: Discussion Papers. RePEc:bir:birmec:20-01.

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2021Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11.

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

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2020REPORTING GUIDELINES FOR META‐ANALYSIS IN ECONOMICS. (2020). Reed, W. ; Iwasaki, Ichiro ; Havranek, Tomas ; Geyer-Klingeberg, Jerome ; R. C. M. van Aert, ; Rost, Katja ; Geyerklingeberg, Jerome ; Bom, Pedro ; Doucouliagos, Hristos ; Stanley, T D. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:469-475.

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2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020Lifetime investment and consumption with recursive preferences and small transaction costs. (2020). Seifried, Frank Thomas ; Muhlekarbe, Johannes ; Melnyk, Yaroslav. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1135-1167.

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2020Shortfall aversion. (2020). Ren, Dan ; Huberman, Gur ; Guasoni, Paolo. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:869-920.

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2020Dividend policy and capital structure of a defaultable firm. (2020). , Alex ; Lex, A ; Alex, . In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:961-994.

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2020Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284.

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2020Dynamic Tax Evasion with Habit Formation in Consumption. (2020). LEVAGGI, ROSELLA ; Menoncin, Francesco ; Bernasconi, Michele. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:3:p:966-992.

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2020Why Are Average Hours Worked Lower in Richer Countries?. (2020). Tsujiyama, Hitoshi ; Lagakos, David ; Fuchs-Schundeln, Nicola ; Bick, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8251.

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2020An Efficiency-Wage Model with Habit Concerns about Wages. (2020). Goerke, Laszlo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8428.

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2020r Minus g. (2020). Barro, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8661.

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2021An Equilibrium Theory of Nominal Exchange Rates. (2021). Hagedorn, Marcus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9290.

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2020The Whip and the Bible: Punishment Versus Internalization. (2020). Dutta, Rohan ; Levine, David K ; Modica, Salvatore. In: Levine's Working Paper Archive. RePEc:cla:levarc:11694000000000024.

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2020Inflation and the Price of Real Assets. (2020). Schneider, Martin ; Rogers, Ciaran ; Piazzesi, Monika ; Leombroni, Matteo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14390.

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2021Memory, multiple equilibria and emerging market crises. (2021). Pierri, Damian ; Reffett, Kevin. In: UC3M Working papers. Economics. RePEc:cte:werepe:32871.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2020Mean-variance analysis and the Modified Market Portfolio. (2020). Wenzelburger, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302167.

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2020Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221.

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2021Valuing Switching options with the moving-boundary method. (2021). Fransoo, Jan ; Soltani, Taimaz ; Chockalingam, Arun ; Dabadghao, Shaunak S. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000592.

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2021Aggregating heterogeneous-agent models with permanent income shocks. (2021). Harmenberg, Karl. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001202.

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2020Optimal investment and consumption with return predictability and execution costs. (2020). Zhu, Song-Ping ; Siu, Chi Chung ; Ma, Guiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:408-419.

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2020Aggregate labor market fluctuations under news shocks. (2020). Miao, Jiaming ; Sun, Yang ; Shi, Yukun ; Zhao, Ningru. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:397-405.

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2021Identifying key aspects of household behavior in a representative agent framework. (2021). Brissimis, Sophocles ; Bechlioulis, Alexandros. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:105-117.

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2021Robust consumption and portfolio choices with habit formation. (2021). Wang, Shibo ; Li, Tongtong ; Yang, Jinqiang. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:227-246.

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2020Comparative empirical study of binomial call-option pricing methods using S&P 500 index data. (2020). Herbon, Avi ; Shvimer, Yossi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302268.

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2020Disagreement with procyclical beliefs and asset pricing. (2020). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302621.

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2020Implied risk aversion and pricing kernel in the FTSE 100 index. (2020). Sung, Hao-Chang ; Ju, Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302092.

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2020Stock volatility and trading. (2020). Kaprielyan, Margarita ; Agapova, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030139x.

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2020Corporate tax, financial leverage, and portfolio risk. (2020). Kim, Dongnyoung ; Chung, Chune Young ; Sub, Paul Moon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301613.

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2021Effectiveness of Augmented Dollar-Cost Averaging. (2021). Lien, Donald ; Kapalczynski, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000103.

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2021Factor pricing of cryptocurrencies. (2021). CHONG, Terence Tai Leung ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940820302308.

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2021Does inequality help in forecasting equity premium in a panel of G7 countries?. (2021). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000826.

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2020Option market trading activity and the estimation of the pricing kernel: A Bayesian approach. (2020). Fusari, Nicola ; Barone-Adesi, Giovanni ; Sala, Carlo ; Mira, Antonietta. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:430-449.

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2021Generalized aggregation of misspecified models: With an application to asset pricing. (2021). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:451-467.

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2020Growth and real business cycles in Vietnam and the Asean-5. Does the trend shock matter?. (2020). Silva, José ; Sala, Hector ; Pham, Binh Thai. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362518303297.

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2020Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs. (2020). Puerto, Justo ; Ponce, Diego ; Leal, Marina. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:712-727.

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2020Management of online server congestion using optimal demand throttling. (2020). Gupta, Varun ; Perera, Sandun ; Buckley, Winston. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:324-342.

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2020An analysis of dollar cost averaging and market timing investment strategies. (2020). Nguyen, Duy ; Mitra, Sovan ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1168-1186.

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2021Diversification benefits in the cryptocurrency market under mild explosivity. (2021). Arvanitis, Stelios ; Anyfantaki, Sofia ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:378-393.

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2020Disaggregation and the equity premium puzzle. (2020). Wilson, Matthew. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:1-18.

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2020Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:235-256.

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2020Optimal emissions tax rates under habit formation and social comparisons. (2020). Chan, Ying Tung. In: Energy Policy. RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520305279.

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2020Stock liquidity premium with stochastic price impact and exogenous trading strategy. (2020). Stereczak, Szymon. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918305702.

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2020Long-run versus short-run news and the term structure of equity. (2020). Marfe, Roberto ; Breugem, Matthijs. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319306324.

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2021Habits, Wealth and Equity Risk Premium. (2021). Koimisis, Georgios ; Giannikos, Christos I. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319302090.

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2021Ambiguity on uncertainty and the equity premium. (2021). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312176.

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2020Dynamic consumption and portfolio choice under prospect theory. (2020). Laeven, Roger ; van Bilsen, Servaas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:224-237.

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2020Liquidity risk and expected option returns. (2020). Choy, Siu Kai ; Wei, Jason. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302742.

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2020Do investors follow the herd in option markets?. (2020). Voukelatos, Nikolaos ; Verousis, Thanos ; Bernales, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426616000406.

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2020Asset pricing implications of money: New evidence. (2020). Silva, Andre ; Maio, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302181.

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2021A general approach to smooth and convex portfolio optimization using lower partial moments. (2021). Humphrey, Jacquelyn E ; Li, Yong ; Huang, Jinbo ; Yao, Haixiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001266.

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2020Natural disasters and risk aversion. (2020). Kryzanowski, Lawrence ; Bourdeau-Brien, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:818-835.

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2020Beliefs-dependent utilities do influence firm-specific wealth (executives’ inside equity holdings). (2020). Alsheikh, Muna Ibrahim. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519301377.

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2020Incomplete market demand tests for Kreps-Porteus-Selden preferences. (2020). Kubler, Felix ; Wei, Xiao ; Selden, Larry. In: Journal of Economic Theory. RePEc:eee:jetheo:v:185:y:2020:i:c:s002205311930122x.

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2020A theoretical foundation of ambiguity measurement. (2020). Izhakian, Yehuda. In: Journal of Economic Theory. RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300090.

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2020Cross-asset signals and time series momentum. (2020). Vaittinen, Lauri ; Suominen, Matti ; Pitkajarvi, Aleksi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:63-85.

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2020Liquidity regimes and optimal dynamic asset allocation. (2020). Salam, Mehmet ; Daniel, Kent ; Collin-Dufresne, Pierre. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:379-406.

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2020The price effects of liquidity shocks: A study of the SEC’s tick size experiment. (2020). Yao, Chen ; Song, Shiyun ; Albuquerque, Rui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724.

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2021Signaling safety. (2021). michaely, roni ; Weber, Michael ; Rossi, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:405-427.

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2021Frequency dependent risk. (2021). Varneskov, Rasmus T ; Neuhierl, Andreas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:644-675.

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2021Revisiting the process of aggregate growth recovery after a capital destruction. (2021). Bouché, Stéphane ; de Miguel, Carlos ; Bouche, Stephane ; Alonso-Carrera, Jaime. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000069.

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2021Real estate and relative risk aversion with generalized recursive preferences. (2021). Kim, Insu ; Huh, Sungjun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000215.

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2020The potential effect of taxes on the equity home bias in New Zealand PIEs. (2020). Marsden, Alastair ; Lee, John B ; McDowell, Shaun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19304974.

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2020Do stocks outperform bank deposits in China?. (2020). Zhang, Jin E ; Guo, Wei ; Huang, Jiexiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20306764.

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2021Family and government insurance: Wage, earnings, and income risks in the Netherlands and the U.S.. (2021). Paz-Pardo, Gonzalo ; De Nardi, Mariacristina ; Fella, Giulio ; van Ooijen, Raun ; Knoef, Marike. In: Journal of Public Economics. RePEc:eee:pubeco:v:193:y:2021:i:c:s0047272720301912.

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2020European equity markets: Who is the truly representative investor?. (2020). Alonso, Ana Belen ; Suarez, Javier Rojo ; Pozo, Ricardo Ferrero. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:325-346.

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2020Evaluating a consumption function with precautionary savings and habit formation under a general income process. (2020). Reis, Fabio Augusto. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:157-166.

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2021Asymmetric tax-induced trading: The effect of capital gains tax changes. (2021). Volkov, Nikanor ; Agapova, Anna. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:245-259.

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2020International trade and “Catching up with the Joneses”: Are the consumption patterns convergent?. (2020). Giraldo, Iader ; Jaramillo, Fernando. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:3:p:233-249.

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2020Liquidity, covered interest rate parity, and zero lower bound in Japan’s foreign exchange markets. (2020). Chen, W D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:334-349.

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2021Ambiguity, long-run risks, and asset prices in continuous time. (2021). Ruan, Xinfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:115-126.

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

George M. Constantinides is editor of


Journal
Handbook of the Economics of Finance
Handbook of the Economics of Finance

George M. Constantinides has edited the books:


YearTitleTypeCited

Works by George M. Constantinides:


YearTitleTypeCited
2020Mispriced index option portfolios In: Financial Management.
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article2
2017Mispriced Index Option Portfolios.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
paper
1978Market Risk Adjustment in Project Valuation. In: Journal of Finance.
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article53
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
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article16
1982 Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves. In: Journal of Finance.
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article5
1983Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
1982 To Pay or Not to Pay Dividend: Discussion. In: Journal of Finance.
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article0
1985 Debt and Taxes and Uncertainty: Discussion. In: Journal of Finance.
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article0
1985 The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion. In: Journal of Finance.
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article14
2001Merton H. Miller In: Journal of Finance.
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article0
2011Are Options on Index Futures Profitable for Risk?Averse Investors? Empirical Evidence In: Journal of Finance.
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article14
2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14
paper
2008Are options on index futures profitable for risk averse investors? Empirical evidence.(2008) In: CoFE Discussion Papers.
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This paper has another version. Agregated cites: 14
paper
2017Asset Pricing with Countercyclical Household Consumption Risk In: Journal of Finance.
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article30
2014Asset Pricing with Countercyclical Household Consumption Risk.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
2015Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 30
paper
2006MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* In: Manchester School.
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article0
2005Market Oganization and the prices of financial Assets.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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This paper has another version. Agregated cites: 0
paper
2001Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities In: Mathematical Finance.
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article9
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
1990Habit formation: a resolution of the equity premium puzzle In: Levine's Working Paper Archive.
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paper882
1990Habit Formation: A Resolution of the Equity Premium Puzzle..(1990) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 882
article
1979A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy In: Journal of Financial and Quantitative Analysis.
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article18
1983Capital Market Equilibrium with Personal Tax. In: Econometrica.
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article111
2002Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs In: Journal of Economic Dynamics and Control.
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article19
2002Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 19
paper
1993Time nonseparability in aggregate consumption : International evidence In: European Economic Review.
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article56
1992Time Nonseparability in Aggregate Consumption: International Evidence.(1992) In: NBER Working Papers.
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This paper has another version. Agregated cites: 56
paper
1976Portfolio selection with transactions costs In: Journal of Economic Theory.
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article119
1984Strategic analysis of the competitive exercise of certain financial options In: Journal of Economic Theory.
[Full Text][Citation analysis]
article8
1984Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns In: Journal of Financial Economics.
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article103
1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 103
paper
1984Optimal bond trading with personal taxes In: Journal of Financial Economics.
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article49
2005OPTIMAL BOND TRADING WITH PERSONAL TAXES.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 49
chapter
1984Warrant exercise and bond conversion in competitive markets In: Journal of Financial Economics.
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article16
1991Habit persistence and durability in aggregate consumption: Empirical tests In: Journal of Financial Economics.
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article247
1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 247
paper
1976Comment on Chen, Kim and Kon In: Journal of Financial Economics.
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article1
1976Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 In: Journal of Financial Economics.
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article0
1980Admissible uncertainty in the intertemporal asset pricing model In: Journal of Financial Economics.
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article14
1988Optimal Population Growth and the Social Welfare Function In: Eastern Economic Journal.
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article2
2008Asset pricing tests with long run risks in consumption growth In: LSE Research Online Documents on Economics.
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paper21
2008Asset Pricing Tests with Long Run Risks in Consumption Growth.(2008) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 21
paper
2008Asset Pricing Tests with Long Run Risks in Consumption Growth.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 21
paper
2011Asset Pricing Tests with Long-run Risks in Consumption Growth.(2011) In: Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2017The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics In: Natural Field Experiments.
[Full Text][Citation analysis]
paper2
1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
[Citation analysis]
paper222
1998Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222
paper
2002Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 222
article
Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 222
paper
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
paper191
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 191
paper
2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 191
paper
2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 191
article
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: CRSP working papers.
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This paper has another version. Agregated cites: 191
paper
1976Stochastic Cash Management with Fixed and Proportional Transaction Costs In: Management Science.
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article21
1976Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income In: Management Science.
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article3
1979Multiperiod Consumption and Investment Behavior with Convex Transactions Costs In: Management Science.
[Full Text][Citation analysis]
article34
1978Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time In: Operations Research.
[Full Text][Citation analysis]
article25
2005Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance.
[Full Text][Citation analysis]
article9
2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2011The Puzzle of Index Option Returns In: Working Paper Series of the Department of Economics, University of Konstanz.
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paper35
2012The Puzzle of Index Option Returns.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz.
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This paper has another version. Agregated cites: 35
paper
2013The Puzzle of Index Option Returns.(2013) In: Review of Asset Pricing Studies.
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This paper has another version. Agregated cites: 35
article
1997Transaction Costs and the Pricing of Financial Assets In: Multinational Finance Journal.
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article3
2005Junior is Rich: Bequests as Consumption In: NBER Working Papers.
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paper12
2007Junior is rich: bequests as consumption.(2007) In: Economic Theory.
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This paper has another version. Agregated cites: 12
article
2008Mispricing of S&P 500 Index Options In: NBER Working Papers.
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paper18
2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 18
article
2005Mispricing of S&P 500 index options.(2005) In: CoFE Discussion Papers.
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This paper has another version. Agregated cites: 18
paper
2010The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth In: NBER Working Papers.
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paper5
2012The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 5
paper
2014Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes In: NBER Working Papers.
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paper1
2015The Supply and Demand of S&P 500 Put Options In: NBER Working Papers.
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paper1
2021The Supply and Demand of S&P 500 Put Options.(2021) In: Critical Finance Review.
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This paper has another version. Agregated cites: 1
article
2017What Information Drives Asset Prices? In: NBER Working Papers.
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paper2
2021Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks In: NBER Working Papers.
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paper0
2002Rational Asset Prices In: NBER Working Papers.
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paper40
2021Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply In: Critical Finance Review.
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article0
1992A Theory of the Nominal Term Structure of Interest Rates. In: Review of Financial Studies.
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article145
2007Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper.
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paper9
2005Option pricing: Real and risk-neutral distributions.(2005) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
1999Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences In: Finance and Stochastics.
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article30
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 30
paper
1982Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. In: The Journal of Business.
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article108
2017Asset Pricing: Models and Empirical Evidence In: Journal of Political Economy.
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article1
1996Asset Pricing with Heterogeneous Consumers. In: Journal of Political Economy.
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article567
1986Capital Market Equilibrium with Transaction Costs. In: Journal of Political Economy.
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article330
2005Capital Market Equilibrium with Transaction Costs.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 330
chapter
2015Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps In: World Scientific Books.
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book0
2005Theory of Valuation: Overview and Recent Developments In: World Scientific Book Chapters.
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2015Introduction to Forward and Futures Contracts In: World Scientific Book Chapters.
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2015Pricing Forwards and Futures In: World Scientific Book Chapters.
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chapter0
2015Interest Rate and Currency Swaps In: World Scientific Book Chapters.
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chapter0
2015Introduction to Options and No-Arbitrage Restrictions In: World Scientific Book Chapters.
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chapter0
2015Trading Strategies and Slope and Convexity Restrictions In: World Scientific Book Chapters.
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chapter0
2015Optimal Early Exercise of American Options In: World Scientific Book Chapters.
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chapter0
2015Binomial Option Pricing In: World Scientific Book Chapters.
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chapter0
2015Using the Binomial Model In: World Scientific Book Chapters.
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chapter0
2015The Black–Scholes–Merton Option Pricing Formula In: World Scientific Book Chapters.
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chapter0
2015Options on Futures In: World Scientific Book Chapters.
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chapter0
2015Risk Management In: World Scientific Book Chapters.
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chapter0
2015Empirical Evidence and Fixes In: World Scientific Book Chapters.
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chapter0
2015Corporate Securities and Credit Risk In: World Scientific Book Chapters.
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chapter0

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