John H. Cochrane : Citation Profile


Are you John H. Cochrane?

Stanford University (82% share)
National Bureau of Economic Research (NBER) (9% share)
Stanford University (2% share)
Cato Institute (3% share)

37

H index

54

i10 index

11336

Citations

RESEARCH PRODUCTION:

51

Articles

69

Papers

1

Books

8

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 333
   Journals where John H. Cochrane has often published
   Relations with other researchers
   Recent citing documents: 268.    Total self citations: 52 (0.46 %)

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   Permalink: http://citec.repec.org/pco57
   Updated: 2024-01-16    RAS profile: 2021-08-27    
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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 John H. Cochrane.

Is cited by:

Zhang, Lu (66)

Lettau, Martin (64)

Bekaert, Geert (62)

Lustig, Hanno (50)

Van Nieuwerburgh, Stijn (48)

Wachter, Jessica (47)

Schrimpf, Andreas (44)

Swanson, Eric (44)

Campbell, John (43)

Nagel, Stefan (43)

Leeper, Eric (40)

Cites to:

Campbell, John (88)

Shiller, Robert (42)

Fama, Eugene (33)

French, Kenneth (32)

Hansen, Lars (32)

Woodford, Michael (29)

Lucas, Robert (24)

Piazzesi, Monika (24)

Sargent, Thomas (20)

Eichenbaum, Martin (18)

Christiano, Lawrence (17)

Main data


Where John H. Cochrane has published?


Journals with more than one article published# docs
Journal of Political Economy9
Journal of Monetary Economics5
Journal of Finance4
Review of Financial Studies3
Economic Perspectives3
Journal of Economic Dynamics and Control3
American Economic Review3
Journal of Applied Corporate Finance2
Review2
European Economic Review2
Review of Economic Dynamics2
Foundations and Trends(R) in Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc49
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA3
Scholarly Articles / Harvard University Department of Economics2
Economics Working Papers / Hoover Institution, Stanford University2

Recent works citing John H. Cochrane (2024 and 2023)


YearTitle of citing document
2023EFFECTS OF INDEX ADDITIONS ON STOCK PRICE INFORMATIVENESS. (2023). Gavrilova, Daria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:gavrilovad.

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2023Expectations, self-fulfilling prophecies and the business cycle. (2023). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: AMSE Working Papers. RePEc:aim:wpaimx:2234.

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2023Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty. (2023). Pierri, Damian. In: Working Papers. RePEc:aoz:wpaper:259.

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2023Consumption smoothing in the working-class households of interwar Japan. (2019). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2023Semiparametric Conditional Factor Models: Estimation and Inference. (2021). Wang, Xiaoliang ; Roussanov, Nikolai ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121.

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2023Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2023Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2023Inflation targeting strategy and its credibility. (2023). Posada, Carlos Esteban. In: Papers. RePEc:arx:papers:2301.11207.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2023Portfolio Optimization Rules beyond the Mean-Variance Approach. (2023). Markov, Vladimir. In: Papers. RePEc:arx:papers:2305.08530.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2023Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

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2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

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2023Kernel-Based Stochastic Learning of Large-Scale Semiparametric Monotone Index Models with an Application to Aging and Household Risk Preference. (2023). Yao, Qingsong. In: Papers. RePEc:arx:papers:2309.06693.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty. (2023). Huang, Joseph ; Hansen, Lars Peter ; Brock, William ; Barnett, Michael. In: Papers. RePEc:arx:papers:2310.13200.

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2023High-Throughput Asset Pricing. (2023). Dim, Chukwuma ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2311.10685.

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2023.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2023The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:23-3.

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2023Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249.

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2023Asymmetric Monetary Policy Tradeoffs. (2023). Sala, Luca ; Gambetti, Luca ; Forni, Mario ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1404.

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2023Timing the factor zoo via deep learning: Evidence from China. (2023). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:485-505.

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2023Exponential growth bias in the prediction of COVID?19 spread and economic expectation. (2023). Banerjee, Ritwik ; Majumdar, Priyama. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:653-689.

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2023Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198.

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2023Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95.

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2023.

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2023Anticipation in leisure—Effects on labor?leisure choice. (2023). Monteiro, Goncalo ; Escobarposada, Rolando ; Chatterjee, Bibaswan. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:384-412.

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2023Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271.

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2023How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208.

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2023International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245.

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2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

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2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

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2023.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023.

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2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

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2023Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646.

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2023Visibility Bias in the Transmission of Consumption Beliefs and Undersaving. (2023). Hirshleifer, David ; Walden, Johan ; Han, Bing. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1647-1704.

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2023Sentiment or habits: Why not both?. (2023). Tham, Eric. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:203-215.

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2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

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2023.

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2023Controlling chaos in New Keynesian macroeconomics. (2023). Ghosh, Taniya ; Barnett, William ; Paolo, Mattana ; Giovanni, Bella ; Taniya, Ghosh ; Beatrice, Venturi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:219-236:n:3.

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2023Risk sharing tests and covariate shocks. (2023). Ligon, Ethan. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt2zr503fq.

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2023We Are All in the Same Boat: Cross-Border Spillovers of Climate Shocks through International Trade and Supply Chain. (2023). Wang, Yulin ; Li, Haishi ; Feng, Alan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10402.

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2023Time-Varying Parameters in Monetary Policy Rules: A GMM Approach. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10451.

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2023The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area. (2023). Afonso, Antonio ; Ionta, Serena ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10558.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2023Poor and Wealthy Hand-to-mouth Households in Belgium. (2023). Minne, Geoffrey ; Cherchye, Laurens ; de Sola, Maite ; Kovaleva, Mariia ; de Rock, Bram ; Demuynck, Thomas ; Vermeulen, Frederic. In: Working Papers ECARES. RePEc:eca:wpaper:2013/356756.

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2023Innovation, industry equilibrium, and discount rates. (2023). Zucchi, Francesca ; Bustamante, Maria Cecilia. In: Working Paper Series. RePEc:ecb:ecbwps:20232835.

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2023Gambling to preserve price (and fiscal) stability. (2023). Makowiak, Bartosz ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20232844.

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2023Identification of systematic monetary policy. (2023). Istrefi, Klodiana ; Meier, Matthias ; Hack, Lukas. In: Working Paper Series. RePEc:ecb:ecbwps:20232851.

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2023Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871.

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2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

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2023Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Xu, Nancy R ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232879.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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2023DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301.

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2023FDI commitments increase when uncertainty is resolved: Evidence from Asia. (2023). Naknoi, Kanda ; Hornstein, Abigail S. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000490.

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2023Does ambiguity matter for corporate debt financing? Theory and evidence. (2023). Yu, Min-Teh ; Yeh, Chung-Ying ; Yan, Cheng ; Ho, Kung-Cheng ; Chen, Chang-Chih. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000743.

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2023Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676.

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2023Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428.

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2023Dynamic spending and portfolio decisions with a soft social norm. (2023). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000738.

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2023Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:599-616.

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2023Understanding E10 markets in the U.S.: Evidence from spatial data. (2023). Tokgoz, Simla ; Traore, Fousseini. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1267-1281.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078.

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2023Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323.

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2023Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587.

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2023Factor-based portfolio optimization. (2023). Cho, Wonho ; Auh, Jun Kyung. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001623.

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2023Over-identified Doubly Robust identification and estimation. (2023). Lewbel, Arthur ; Zhou, Zhuzhu ; Choi, Jin Young. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:25-42.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2023A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938.

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2023Monetary–fiscal crosswinds in the European Monetary Union. (2023). Ricco, Giovanni ; Tarbe, Matthieu ; Reichlin, Lucrezia. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002082.

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2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

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2023Assignats or death: The politics and dynamics of hyperinflation in revolutionary France. (2023). Ingber, Joshua S ; Rouanet, Louis ; Cutsinger, Bryan P. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001393.

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2023Robust consumption and portfolio choice with derivatives trading. (2023). Zhuang, YI ; Yang, Charles ; Wei, Pengyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:832-850.

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2023Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495.

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2023Energy firms in emerging markets: Systemic risk and diversification opportunities. (2023). Uribe, Jorge ; Chuliá, Helena ; Muoz-Mendoza, Jorge A ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000584.

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2023Capital mobility and the long-run return–risk trade-offs of industry portfolios. (2023). Yao, Tong ; Xu, Xin ; Chen, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:123-143.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2023Can we forecast better in periods of low uncertainty? The role of technical indicators. (2023). Stamatogiannis, Michalis P ; Pybis, Sam ; Henry, Olan ; Fernandez, Maria Ferrer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12.

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2023Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices. (2023). Zhao, Zhao ; de Nard, Gianluca. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:23-35.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2023Investor sentiment and global economic conditions. (2023). Lutkebohmert, Eva ; Herculano, Miguel C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152.

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2023Technology spillover, corporate investment, and stock returns. (2023). Wang, Yanzhi ; Hsu, Yen-Ju. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:238-250.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

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2023Fat tails in private equity fund returns: The smooth double Pareto distribution. (2023). Lahr, Henry. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004215.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Unemployment beta and the cross-section of stock returns: Evidence from Australia. (2023). Huynh, Nhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000388.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2023Market-wide illiquidity and the distribution of non-parametric stochastic discount factors. (2023). Rubio, Gonzalo ; Pascual, Roberto ; Nieto, Belen ; Abad, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001667.

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2023Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320.

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2023Complete subset averaging methods in corporate bond return prediction. (2023). Jia, Zhimin ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001010.

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2023Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811.

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

John H. Cochrane has edited the books:


YearTitleTypeCited

Works by John H. Cochrane:


YearTitleTypeCited
1989The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives. In: American Economic Review.
[Full Text][Citation analysis]
article130
1988The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2002The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review.
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article309
2002The Fed and Interest Rates: A High-Frequency Identification.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 309
paper
2005Bond Risk Premia In: American Economic Review.
[Full Text][Citation analysis]
article637
2002Bond Risk Premia.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 637
paper
2013Finance: Function Matters, Not Size In: Journal of Economic Perspectives.
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article32
2013Finance: Function Matters, not Size..(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
1989The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]
article52
2011HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 In: Economic Affairs.
[Citation analysis]
article27
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article124
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
This paper has nother version. Agregated cites: 124
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]
article6
1991 Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations. In: Journal of Finance.
[Full Text][Citation analysis]
article447
2000Explaining the Poor Performance of Consumption?based Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]
article138
2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138
paper
1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138
paper
2011Presidential Address: Discount Rates In: Journal of Finance.
[Citation analysis]
article625
2014A Mean-Variance Benchmark for Intertemporal Portfolio Theory In: Journal of Finance.
[Full Text][Citation analysis]
article24
2013A Mean-Variance Benchmark for Intertemporal Portfolio Theory.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]
paper14
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2004Two Trees In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]
paper19
2008Two Trees.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
article
2000The Risk and Return of Venture Capital In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]
paper302
2005The risk and return of venture capital.(2005) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 302
article
2001The Risk and Return of Venture Capital.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 302
paper
2003Where is the Market Going: Uncertain Facts and Novel Theories In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper87
1997Where is the market going? Uncertain facts and novel theories.(1997) In: Economic Perspectives.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87
article
1998Where is the Market Going? Uncertain Facts and Novel Theories.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87
paper
2001Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level. In: Econometrica.
[Citation analysis]
article277
1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 277
paper
1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 277
paper
1994Shocks In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article6
1994Shocks.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
1988Multivariate estimates of the permanent components of GNP and stock prices In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article37
1991A critique of the application of unit root tests In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article165
2014Monetary policy with interest on reserves In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article77
2014Monetary Policy with Interest on Reserves.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77
paper
1991The response of consumption to income: A Cross-Country investigation : by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? In: European Economic Review.
[Full Text][Citation analysis]
article6
2011Understanding policy in the great recession: Some unpleasant fiscal arithmetic In: European Economic Review.
[Full Text][Citation analysis]
article177
2010Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 177
paper
1991Volatility tests and efficient markets : A review essay In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article91
1991Volatility Tests and Efficient Markets: A Review Essay.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91
paper
1998What do the VARs mean? Measuring the output effects of monetary policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article130
1995What do the VARs Mean?: Measuring the Output Effects of Monetary Policy.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2005Money as stock In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article127
2006International risk sharing is better than you think, or exchange rates are too smooth In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article163
2009Can learnability save new-Keynesian models? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article43
2009Can Learnability Save New-Keynesian Models?.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43
paper
1999New facts in finance In: Economic Perspectives.
[Full Text][Citation analysis]
article197
1999New Facts in Finance.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 197
paper
1999New Facts in Finance.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 197
paper
1999Portfolio advice of a multifactor world In: Economic Perspectives.
[Full Text][Citation analysis]
article72
1999Portfolio Advice for a Multifactor World.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72
paper
1999Portfolio Advice for a Multifactor World.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72
paper
2020Strategic Review and Beyond: Rethinking Monetary Policy and Independence In: Review.
[Full Text][Citation analysis]
article1
2007Commentary on \\Macroeconomic implications of changes in the term premium\\ In: Review.
[Full Text][Citation analysis]
article4
1994By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers.
[Citation analysis]
paper2579
1999By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2579
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 nother version. Agregated cites: 2579
paper
1999Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2579
article
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 nother version. Agregated cites: 2579
paper
1990Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics. In: Pennsylvania State - Department of Economics.
[Citation analysis]
paper1
1991Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang. In: Pennsylvania State - Department of Economics.
[Citation analysis]
paper3
1991Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang.(1991) In: Comparative Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2015Conclusions and Solutions In: Book Chapters.
[Full Text][Citation analysis]
chapter0
2012Restoring Sound Economic Policy - Three Views In: Book Chapters.
[Full Text][Citation analysis]
chapter0
2014Toward a Run-free Financial System In: Book Chapters.
[Full Text][Citation analysis]
chapter19
2015A New Structure for U.S. Federal Debt In: Economics Working Papers.
[Full Text][Citation analysis]
paper13
2016The Habit Habit In: Economics Working Papers.
[Full Text][Citation analysis]
paper8
1992Asset Pricing Explorations for Macroeconomics In: NBER Chapters.
[Full Text][Citation analysis]
chapter221
1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 221
paper
1999A Frictionless View of US Inflation In: NBER Chapters.
[Full Text][Citation analysis]
chapter135
1998A Frictionless View of U.S. Inflation.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135
paper
1998A Frictionless View of U.S. Inflation.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135
paper
2017Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound In: NBER Chapters.
[Citation analysis]
chapter33
2009Comment on On the Need for a New Approach to Analyzing Monetary Policy In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2003Two Trees: Asset Price Dynamics Induced by Market Clearing In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2004Two Trees: Asset Price Dynamics Induced by Market Clearing.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2005Financial Markets and the Real Economy In: NBER Working Papers.
[Full Text][Citation analysis]
paper101
2005Financial Markets and the Real Economy.(2005) In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101
article
2006The Dog That Did Not Bark: A Defense of Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]
paper462
2008The Dog That Did Not Bark: A Defense of Return Predictability.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 462
article
2007Determinacy and Identification with Taylor Rules In: NBER Working Papers.
[Full Text][Citation analysis]
paper337
2007Determinacy and Identification with Taylor Rules.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 337
paper
2011Determinacy and Identification with Taylor Rules.(2011) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 337
article
2011Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]
paper36
2012Continuous-Time Linear Models In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2012Continuous-Time Linear Models.(2012) In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2013The New-Keynesian Liquidity Trap In: NBER Working Papers.
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paper31
2016Macro-Finance In: NBER Working Papers.
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paper0
2017Macro-Finance.(2017) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2016Stepping on a Rake: the Fiscal Theory of Monetary Policy In: NBER Working Papers.
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paper2
2019The Fiscal Roots of Inflation In: NBER Working Papers.
[Full Text][Citation analysis]
paper5
2022The fiscal root of inflation.(2022) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2019The Value of Government Debt In: NBER Working Papers.
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paper4
1988A Test of Consumption Insurance In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2019Rethinking Production Under Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2020A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt In: NBER Working Papers.
[Full Text][Citation analysis]
paper10
2022A fiscal theory of monetary policy with partially repaid long-term debt.(2022) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
1988Production Based Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]
paper39
2021Portfolios for Long-Term Investors In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2022Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2022Fiscal Histories In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2022Expectations and the Neutrality of Interest Rates In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
1989Explaining the Variance of Price Dividend Ratios In: NBER Working Papers.
[Full Text][Citation analysis]
paper166
1992Explaining the Variance of Price-Dividend Ratios..(1992) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 166
article
1989Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1990Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods In: NBER Working Papers.
[Full Text][Citation analysis]
paper12
1992A Cross-Sectional Test of a Production-Based Asset Pricing Model In: NBER Working Papers.
[Full Text][Citation analysis]
paper24
1996Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper204
2000Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(2000) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 204
article
1998Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 204
paper
2000Money as Stock: Price Level Determination with no Money Demand In: NBER Working Papers.
[Full Text][Citation analysis]
paper43
2001A Rehabilitation of Stochastic Discount Factor Methodology In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
2002Stocks as Money: Convenience Yield and the Tech-Stock Bubble In: NBER Working Papers.
[Full Text][Citation analysis]
paper47
1994Permanent and Transitory Components of GNP and Stock Prices In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article327
2010Introduction In: Introductory Chapters.
[Full Text][Citation analysis]
chapter0
2006Prediction and impulse responses in linear systems (in Russian) In: Quantile.
[Full Text][Citation analysis]
article0
2009Decomposing the Yield Curve In: 2009 Meeting Papers.
[Citation analysis]
paper35
2014Challenges for Cost-Benefit Analysis of Financial Regulation In: The Journal of Legal Studies.
[Full Text][Citation analysis]
article19
2015The Fragile Benefits of Endowment Destruction In: Journal of Political Economy.
[Full Text][Citation analysis]
article0
1995Time-Consistent Health Insurance. In: Journal of Political Economy.
[Full Text][Citation analysis]
article109
1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model. In: Journal of Political Economy.
[Full Text][Citation analysis]
article399
2001Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias In: Journal of Political Economy.
[Full Text][Citation analysis]
article2
1988How Big Is the Random Walk in GNP? In: Journal of Political Economy.
[Full Text][Citation analysis]
article655
1991A Simple Test of Consumption Insurance. In: Journal of Political Economy.
[Full Text][Citation analysis]
article609

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