George M. Constantinides : Citation Profile


Are you George M. Constantinides?

University of Chicago

18

H index

27

i10 index

2906

Citations

RESEARCH PRODUCTION:

41

Articles

36

Papers

1

Books

3

Chapters

EDITOR:

6

Books edited

2

Series edited

RESEARCH ACTIVITY:

   41 years (1976 - 2017). See details.
   Cites by year: 70
   Journals where George M. Constantinides has often published
   Relations with other researchers
   Recent citing documents: 173.    Total self citations: 28 (0.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco144
   Updated: 2017-10-21    RAS profile: 2017-08-23    
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Relations with other researchers


Works with:

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

Is cited by:

Krebs, Tom (30)

Guvenen, Fatih (27)

Campbell, John (27)

Michaelides, Alexander (23)

Mehra, Rajnish (22)

Lustig, Hanno (21)

Huang, Kevin (20)

Lo, Andrew (19)

Guiso, Luigi (18)

Cochrane, John (18)

Sousa, Ricardo (16)

Cites to:

Perrakis, Stylianos (19)

Campbell, John (15)

Mehra, Rajnish (11)

Jackwerth, Jens (11)

Ait-Sahalia, Yacine (10)

Lo, Andrew (9)

Hansen, Lars (8)

Cochrane, John (7)

Bansal, Ravi (7)

Prescott, Edward (7)

Zeldes, Stephen (7)

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 Economy4
Management Science3
Review of Financial Studies2
Journal of Economic Theory2

Working Papers Series with more than one paper published# docs
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz2

Recent works citing George M. Constantinides (2017 and 2016)


YearTitle of citing document
2016Testing for heteroscedasticity in jumpy and noisy high-frequency data: A resampling approach. (2016). Christensen, Kim ; Podolskij, Mark ; Hounyo, Ulrich . In: CREATES Research Papers. RePEc:aah:create:2016-27.

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2017Coarse Competitive Equilibrium and Extreme Prices. (2017). Strzalecki, Tomasz ; Gul, Faruk ; Pesendorfer, Wolfgang . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:109-37.

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

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2016Asset Pricing with Idiosyncratic Shocks. (2016). Srisuksai, Pithak ; Vanitcharearntham, Vimut . In: Applied Economics Journal. RePEc:aej:apecjn:v:23:y:2016:i:1:p:35-58.

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2016Anchoring and Adjustment Heuristic: A Unified Explanation for Asset-Return Puzzles. (2016). Siddiqi, Hammad . In: Risk and Sustainable Management Group Working Papers. RePEc:ags:uqsers:229607.

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2017Implicit transaction costs and the fundamental theorems of asset pricing. (2017). ALLAJ, ERINDI. In: Papers. RePEc:arx:papers:1310.1882.

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2017Rebalancing with Linear and Quadratic Costs. (2017). Muhle-Karbe, Johannes ; Liu, Ren ; Weber, Marko . In: Papers. RePEc:arx:papers:1402.5306.

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2016Mean-Reversion and Optimization. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1408.2217.

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2016The pricing of contingent claims and optimal positions in asymptotically complete markets. (2016). Anthropelos, Michail ; Spiliopoulos, Konstantinos ; Robertson, Scott . In: Papers. RePEc:arx:papers:1509.06210.

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2017Optimal Rebalancing Frequencies for Multidimensional Portfolios. (2017). Ekren, Ibrahim ; Muhle-Karbe, Johannes ; Liu, Ren . In: Papers. RePEc:arx:papers:1510.05097.

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2016Optimal Investment with Transaction Costs under Cumulative Prospect Theory in Discrete Time. (2016). Zou, Bin ; Zagst, Rudi . In: Papers. RePEc:arx:papers:1511.04768.

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2016Exact solutions for optimal execution of portfolios transactions and the Riccati equation. (2016). Romero, Juan M ; Bautista, Jorge . In: Papers. RePEc:arx:papers:1601.07961.

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2016Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment. (2016). Fouque, Jean-Pierre ; Hu, Ruimeng . In: Papers. RePEc:arx:papers:1603.03538.

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2016Universal trading under proportional transaction costs. (2016). Martin, Richard J. In: Papers. RePEc:arx:papers:1603.06558.

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2016Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1604.04872.

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2016Optimal Consumption and Investment with Fixed and Proportional Transaction Costs. (2016). Altarovici, Albert ; Soner, Mete H ; Reppen, Max . In: Papers. RePEc:arx:papers:1610.03958.

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2016LQG for portfolio optimization. (2016). Abeille, M ; Brokmann, X ; Lazaric, A ; Serie, E. In: Papers. RePEc:arx:papers:1611.00997.

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2017Optimal portfolio selection under vanishing fixed transaction costs. (2017). Christensen, Soren ; Ludwig, Andreas ; Irle, Albrecht . In: Papers. RePEc:arx:papers:1611.01280.

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2016Optimal consumption and investment under transaction costs. (2016). Zhu, Yeqi ; Lex, A ; Alex, ; Hobson, David . In: Papers. RePEc:arx:papers:1612.00720.

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2017A Primer on Portfolio Choice with Small Transaction Costs. (2017). Muhle-Karbe, Johannes ; Soner, Mete H ; Reppen, Max . In: Papers. RePEc:arx:papers:1612.01302.

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2016A multi-asset investment and consumption problem with transaction costs. (2016). Alex, ; Hobson, David ; Zhu, Yeqi . In: Papers. RePEc:arx:papers:1612.01327.

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2016A spectral method for an Optimal Investment problem with Transaction Costs under Potential Utility. (2016). de Frutos, Javier ; Gaton, Victor . In: Papers. RePEc:arx:papers:1612.09469.

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2017Optimal Portfolio under Fractional Stochastic Environment. (2017). Hu, Ruimeng ; Fouque, Jean-Pierre . In: Papers. RePEc:arx:papers:1703.06969.

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2017Optimal Portfolio under Fast Mean-reverting Fractional Stochastic Environment. (2017). Fouque, Jean-Pierre ; Hu, Ruimeng . In: Papers. RePEc:arx:papers:1706.03139.

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2017Equilibrium Liquidity Premia. (2017). Bouchard, Bruno ; Muhle-Karbe, Johannes ; Herdegen, Martin ; Fukasawa, Masaaki . In: Papers. RePEc:arx:papers:1707.08464.

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2017Strategic Complementarities and Money Market Fund Liquidity Management. (2017). Witmer, Jonathan . In: Staff Working Papers. RePEc:bca:bocawp:17-14.

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2017Liquidity transformation and financial stability: evidence from the cash management of open-end Italian mutual funds. (2017). Guazzarotti, Giovanni ; Branzoli, Nicola . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1113_17.

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2016CONSUMPTION-BASED MACROECONOMIC MODELS OF ASSET PRICING THEORY. (2016). Orevi, Marija . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:211:p:7-28.

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2016A Closed-form Solution of a Two-sector Endogenous Growth Model with Habit Formation. (2016). Viaşu, Ioana ; Chilarescu, Constantin. In: Australian Economic Papers. RePEc:bla:ausecp:v:55:y:2016:i:2:p:112-127.

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2016Anticipated consumption and its impact on capital accumulation and growth: “Forward-looking” versus “backward-looking” consumption reference. (2016). Turnovsky, Stephen J ; Monteiro, Goncalo. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:12:y:2016:i:3:p:203-232.

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2017Robust test of Long Run Risk and Valuation risk model. (2017). Gopalakrishna, G. In: Working Papers. RePEc:bol:bodewp:wp1107.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2016Labor Market Institutions and the Cost of Recessions. (2016). Krebs, Tom ; Scheffel, Martin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6262.

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2017Asymmetries in Earnings, Employment and Wage Risk in Great Britain. (2017). Malley, Jim ; Angelopoulos, Konstantinos ; Lazarakis, Spyridon . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6400.

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2016Back to background risk?. (2016). Guiso, Luigi ; Fagereng, Andreas ; Pistaferri, Luigi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11051.

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2016Pricing Assets in an Economy with Two Types of People. (2016). Farmer, Roger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11253.

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2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11401.

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2016Once Bitten, Twice Shy: The Role of Inertia and Personal Experiences in Risk Taking. (2016). Hanspal, Tobin ; Andersen, Steffen ; Nielsen, Kasper Meisner . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11504.

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2016Habits and Leverage. (2016). Santos, Tano ; Veronesi, Pietro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11681.

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2017Optimal population growth as an endogenous discounting problem: The Ramsey case. (2017). Boucekkine, Raouf ; Ruiz-Tamarit, J R ; Martinez, Blanca. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017013.

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2016Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2016). Große Steffen, Christoph ; Podstawski, Maximilian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1602.

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2016Trust and corporate cash holdings. (2016). Zhang, Ning ; Dudley, Evan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:363-387.

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2016Capital structure pre-balancing: Evidence from convertible bonds. (2016). Rastad, Mahdi . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:43-65.

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2016Consumption-based CAPM with belief heterogeneity. (2016). Shi, Lei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:65:y:2016:i:c:p:30-46.

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2016By force of demand: Explaining cyclical fluctuations of international trade and government spending. (2016). Jiang, Mingming. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:249-267.

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2017Composite habits and international transmission of business cycles. (2017). Dmitriev, Alexandre. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:1-34.

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2017Financing flexibility: The case of outsourcing. (2017). moretto, michele ; Di Corato, Luca ; Rossini, Gianpaolo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:35-65.

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2016Employee stock option-implied risk attitude under Rank-Dependent Expected Utility. (2016). CASTA, Jean-Francois ; Bahaji, Hamza . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:144-154.

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2016Reducible diffusions with time-varying transformations with application to short-term interest rates. (2016). Hadri, Kaddour ; Cheng, Jie ; Bu, Ruijun . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:266-277.

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2016How rational could VIX investing be?. (2016). Bahaji, Hamza ; Aberkane, Salah . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:556-568.

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2016Uninsured expense shocks and equity premia. (2016). Wang, Qin ; Zou, Yiheng ; Ren, YU. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:64-74.

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2017Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

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2017Optimal tax policy in the presence of productive, consumption, and leisure externalities. (2017). Monteiro, Goncalo ; Escobar Posada, Rolando ; Escobar-Posada, Rolando A. In: Economics Letters. RePEc:eee:ecolet:v:152:y:2017:i:c:p:62-65.

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2016The Elephant In The Ground: Managing Oil And Sovereign Wealth. (2016). Wills, Samuel ; van der Ploeg, Frederick (Rick) ; van den Bremer, Ton . In: European Economic Review. RePEc:eee:eecrev:v:82:y:2016:i:c:p:113-131.

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2017Cash inflow and trading horizon in asset markets. (2017). Razen, Michael ; Kirchler, Michael ; Huber, Jurgen . In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:359-384.

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2017Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas ; Rusnak, Marek . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167.

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2016Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation. (2016). Paya, Ivan ; Wang, Peng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:221-235.

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2017Habit formation and exhaustible resource risk-pricing. (2017). Nguimkeu, Pierre ; Kakeu, Johnson. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:1-12.

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2017Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129.

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2017Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market. (2017). Hur, Seok-Kyun ; Chung, Chune Young . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:241-248.

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2016Asymptotic analysis for target asset portfolio allocation with small transaction costs. (2016). Liu, Cong ; Zheng, Harry . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:59-68.

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2016Transaction costs, liquidity risk, and the CCAPM. (2016). Liu, Wei Min ; Zhao, Huainan ; Luo, DI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:126-145.

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2016Credit and liquidity in interbank rates: A quadratic approach. (2016). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Dubecq, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:29-46.

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2016Multiperiod portfolio optimization with multiple risky assets and general transaction costs. (2016). Nogales, Francisco J ; Demiguel, Victor ; de Miguel, Victor . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:69:y:2016:i:c:p:108-120.

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2017Real options in finance. (2017). Lambrecht, Bart M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:166-171.

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2016Optimal dynamic tax evasion: A portfolio approach. (2016). Menoncin, Francesco ; LEVAGGI, ROSELLA. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:124:y:2016:i:c:p:115-129.

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2016Dynamic portfolio choice with frictions. (2016). Pedersen, Lasse ; Garleanu, Nicolae . In: Journal of Economic Theory. RePEc:eee:jetheo:v:165:y:2016:i:c:p:487-516.

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2017Insider trading and the short-swing profit rule. (2017). Lenkey, Stephen L. In: Journal of Economic Theory. RePEc:eee:jetheo:v:169:y:2017:i:c:p:517-545.

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2016Quadratic variance swap models. (2016). Filipovi, Damir ; Mancini, Loriano ; Gourier, Elise . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:44-68.

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2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications. (2016). Van Nieuwerburgh, Stijn ; Herskovic, Bernard ; Kelly, Bryan ; Lustig, Hanno . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:2:p:249-283.

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2016Heuristic portfolio trading rules with capital gain taxes. (2016). Fischer, Marcel ; Gallmeyer, Michael F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:611-625.

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2016Rethinking reversals. (2016). Johnson, Timothy C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:211-228.

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2016Does variance risk have two prices? Evidence from the equity and option markets. (2016). Malkhozov, Aytek . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:79-92.

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2016Early option exercise: Never say never. (2016). Pedersen, Lasse ; Jensen, Mads Vestergaard . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:278-299.

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2016Anxiety in the face of risk. (2016). Eisenbach, Thomas ; Schmalz, Martin C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:414-426.

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2017Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:65-85.

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2016Life cycle responses to health insurance status. (2016). St-Amour, Pascal ; Pelgrin, Florian . In: Journal of Health Economics. RePEc:eee:jhecon:v:49:y:2016:i:c:p:76-96.

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2017Non-separable time preferences, novelty consumption and body weight: Theory and evidence from the East German transition to capitalism. (2017). Ziebarth, Nicolas ; dragone, davide. In: Journal of Health Economics. RePEc:eee:jhecon:v:51:y:2017:i:c:p:41-65.

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2017Growing income inequality due to biased technological change. (2017). Perera-Tallo, Fernando . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:52:y:2017:i:c:p:23-38.

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2017Car ownership and hedonic adaptation. (2017). Emmerling, Johannes ; Qari, Salmai . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:61:y:2017:i:c:p:29-38.

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2017The consumption–investment decision of a prospect theory household: A two-period model. (2017). Hlouskova, Jaroslava ; Tsigaris, Panagiotis ; Fortin, Ines . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:70:y:2017:i:c:p:74-89.

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2016Income inequality and asset prices under redistributive taxation. (2016). Pastor, Lubos ; Veronesi, Pietro . In: Journal of Monetary Economics. RePEc:eee:moneco:v:81:y:2016:i:c:p:1-20.

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2017Time-varying idiosyncratic risk and aggregate consumption dynamics. (2017). McKay, Alisdair. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:1-14.

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2016Intergenerational altruism and the transfer paradox in an overlapping generations model. (2016). Hamada, Kojun ; Yanagihara, Mitsuyoshi . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:161-167.

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2016The effect of taxes on shareholder inflows around mutual fund distribution dates. (2016). Johnson, Woodrow T ; Poterba, James M. In: Research in Economics. RePEc:eee:reecon:v:70:y:2016:i:1:p:7-19.

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2016A representative agent asset pricing model with heterogeneous beliefs and recursive utility. (2016). Suzuki, Masataka . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:298-315.

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2016Price discovery in the S&P 500 index derivatives markets. (2016). Chung, Huimin ; Chen, Wei-Peng ; Lien, Donald . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:438-452.

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2017Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:452-477.

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2017Assessing financial and housing wealth effects through the lens of a nonlinear framework. (2017). Sousa, Ricardo ; JAWADI, Fredj ; Soparnot, Richard . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:840-850.

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2017Does the equity premium puzzle persist during financial crisis? The case of the French equity market. (2017). Bellelah, M A ; ben Ameur, H ; ben Hafsia, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:851-866.

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2016Systematic risk behavior in cyclical industries: The case of shipping. (2016). Drobetz, Wolfgang ; Schroder, Henning ; Menzel, Christina . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:88:y:2016:i:c:p:129-145.

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2016Back to Background Risk. (2016). Guiso, Luigi ; Fagereng, Andreas ; Pistaferri, Luigi . In: EIEF Working Papers Series. RePEc:eie:wpaper:1602.

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2016Term Structure of Interest Rates: Macro-Finance Approach. (2016). Stork, Zbynek . In: EcoMod2016. RePEc:ekd:009007:9566.

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2017Do The Effects of Social Nudges Persist? Theory and Evidence from 38 Natural Field Experiments. (2017). Rundhammer, Florian ; Metcalfe, Robert ; list, john ; Price, Michael K ; Ferraro, Paul J ; Brandon, Alec . In: Experimental Economics Center Working Paper Series. RePEc:exc:wpaper:2017-04.

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2017Do the effects of social nudges persist? Theory and evidence from 38 natural field experiments. (2017). Rundhammer, Florian ; Price, Michael ; Metcalfe, Robert ; list, john ; Brandon, Alec ; Ferraro, Paul . In: Natural Field Experiments. RePEc:feb:natura:00598.

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2017Horizon-dependent risk aversion and the timing and pricing of uncertainty. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne. In: Staff Reports. RePEc:fip:fednsr:703.

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2017Asymmetries in earnings, employment and wage risk in Great Britain. (2017). Malley, Jim ; Angelopoulos, Konstantinos ; Lazarakis, Spyridon . In: Working Papers. RePEc:gla:glaewp:2017_02.

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2016Hedging under an expected loss constraint with small transaction costs. (2016). Soner, Mete ; Bouchard, Bruno ; Moreau, Ludovic . In: Post-Print. RePEc:hal:journl:hal-00863562.

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2017Optimal Population Growth as an Endogenous Discounting Problem: The Ramsey Case. (2017). Boucekkine, Raouf ; Ruiz-Tamarit, Jose Ramon ; Martinez, Blanca. In: Working Papers. RePEc:hal:wpaper:halshs-01579155.

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2016Genuine Saving and Conspicuous Consumption. (2016). Johansson-Stenman, Olof ; Aronsson, Thomas . In: Working Papers in Economics. RePEc:hhs:gunwpe:0641.

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2017Too slow a change? Deep habits, consumption shifts and transitory tax. (2017). van den Bijgaart, Inge. In: Working Papers in Economics. RePEc:hhs:gunwpe:0701.

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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
1978Market Risk Adjustment in Project Valuation. In: Journal of Finance.
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article42
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
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article14
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 (Editors Note) In: Journal of Finance.
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article0
2002Rational Asset Prices In: Journal of Finance.
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article34
2002Rational Asset Prices.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 34
paper
2011Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence In: Journal of Finance.
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article8
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: 8
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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article7
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities..() In: CRSP working papers.
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This paper has another version. Agregated cites: 7
paper
1992Asset pricing with heterogeneous consumers In: Discussion Paper Serie A.
[Citation analysis]
paper433
1996Asset Pricing with Heterogeneous Consumers..(1996) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 433
article
1990Habit formation: a resolution of the equity premium puzzle In: Levine's Working Paper Archive.
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paper710
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: 710
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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article13
1983Capital Market Equilibrium with Personal Tax. In: Econometrica.
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article91
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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article13
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: 13
paper
1993Time nonseparability in aggregate consumption : International evidence In: European Economic Review.
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article54
1992Time Nonseparability in Aggregate Consumption: International Evidence.(1992) In: NBER Working Papers.
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This paper has another version. Agregated cites: 54
paper
1976Portfolio selection with transactions costs In: Journal of Economic Theory.
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article83
1984Strategic analysis of the competitive exercise of certain financial options In: Journal of Economic Theory.
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article7
1984Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns In: Journal of Financial Economics.
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article82
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: 82
paper
1984Optimal bond trading with personal taxes In: Journal of Financial Economics.
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article44
2005OPTIMAL BOND TRADING WITH PERSONAL TAXES.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 44
chapter
1984Warrant exercise and bond conversion in competitive markets In: Journal of Financial Economics.
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article12
1991Habit persistence and durability in aggregate consumption: Empirical tests In: Journal of Financial Economics.
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article207
1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests.(1991) In: NBER Working Papers.
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This paper has another version. Agregated cites: 207
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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article12
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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paper5
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: 5
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: 5
paper
1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
[Citation analysis]
paper180
1998Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 180
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: 180
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: 180
paper
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence In: Rodney L. White Center for Financial Research Working Papers.
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paper151
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 151
paper
2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 151
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: 151
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: 151
paper
1976Stochastic Cash Management with Fixed and Proportional Transaction Costs In: Management Science.
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article12
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.
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article25
1978Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time In: Operations Research.
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article3
2005Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance.
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article8
2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2011The Puzzle of Index Option Returns In: Working Paper Series of the Department of Economics, University of Konstanz.
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paper17
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: 17
paper
1997Transaction Costs and the Pricing of Financial Assets In: Multinational Finance Journal.
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article1
2005Junior is Rich: Bequests as Consumption In: NBER Working Papers.
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paper11
2007Junior is rich: bequests as consumption.(2007) In: Economic Theory.
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This paper has another version. Agregated cites: 11
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.
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This paper has another version. Agregated cites: 18
article
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
2014Asset Pricing with Countercyclical Household Consumption Risk In: NBER Working Papers.
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paper9
2015Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 9
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2014Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes In: NBER Working Papers.
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paper0
2015The Supply and Demand of S&P 500 Put Options In: NBER Working Papers.
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paper0
2017What Information Drives Asset Prices? In: NBER Working Papers.
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paper0
2017Mispriced Index Option Portfolios In: NBER Working Papers.
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paper0
1992A Theory of the Nominal Term Structure of Interest Rates. In: Review of Financial Studies.
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article130
2007Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper.
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paper1
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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article23
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences.() In: CRSP working papers.
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This paper has another version. Agregated cites: 23
paper
1982Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. In: The Journal of Business.
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article90
1986Capital Market Equilibrium with Transaction Costs. In: Journal of Political Economy.
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article245
2005Capital Market Equilibrium with Transaction Costs.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 245
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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