71
H index
114
i10 index
33088
Citations
National Bureau of Economic Research (NBER) (25% share) | 71 H index 114 i10 index 33088 Citations RESEARCH PRODUCTION: 104 Articles 256 Papers 5 Books 14 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 40 years (1983 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pca54 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03. Full description at Econpapers || Download paper | |
2023 | Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper | |
2023 | The Effects of New Equity Announcements on Stock Returns: An Examination on BIST. (2023). Ergun, Bahadir ; Unal, Cumali. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:8:y:2023:i:2:p:224-243. Full description at Econpapers || Download paper | |
2023 | Expectations, self-fulfilling prophecies and the business cycle. (2023). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: AMSE Working Papers. RePEc:aim:wpaimx:2234. Full description at Econpapers || Download paper | |
2023 | Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. (2023). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2322. Full description at Econpapers || Download paper | |
2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper | |
2023 | Home Price Expectations and Spending: Evidence from a Field Experiment. (2023). Wohlfart, Johannes ; Roth, Christopher ; Chopra, Felix. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:233. Full description at Econpapers || Download paper | |
2023 | Dynamics of financial inclusion and capital formation in Nigeria. (2023). Onyele, Kingsley Onyekachi ; Ikwuagwu, Eberechi Bernadine. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202306. Full description at Econpapers || Download paper | |
2023 | Risk Aversion and Changes in Regime. (2023). Sola, Martin ; Kenc, Turalay ; Driffill, John ; Caravello, Tomas E. In: Working Papers. RePEc:aoz:wpaper:237. Full description at Econpapers || Download paper | |
2023 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers || Download paper | |
2023 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2023 | Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648. Full description at Econpapers || Download paper | |
2023 | Buy Now, Pay Later (BNPL)...On Your Credit Card. (2022). Guttman-Kenney, Benedict ; Firth, Christopher ; Gathergood, John. In: Papers. RePEc:arx:papers:2201.01758. Full description at Econpapers || Download paper | |
2023 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper | |
2023 | Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper | |
2023 | Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817. Full description at Econpapers || Download paper | |
2023 | The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666. Full description at Econpapers || Download paper | |
2023 | Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623. Full description at Econpapers || Download paper | |
2023 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2023 | On the Convergence of Credit Risk in Current Consumer Automobile Loans. (2022). Yan, Jun ; Pozdnyakov, Vladimir ; Lautier, Jackson P. In: Papers. RePEc:arx:papers:2211.09176. Full description at Econpapers || Download paper | |
2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper | |
2023 | Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853. Full description at Econpapers || Download paper | |
2023 | Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631. Full description at Econpapers || Download paper | |
2023 | PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets. (2023). An, BO ; Wang, Xinrun ; Qin, Molei ; Sun, Shuo. In: Papers. RePEc:arx:papers:2302.00586. Full description at Econpapers || Download paper | |
2023 | Does higher capital maintenance drive up banks cost of equity? Evidence from Bangladesh. (2023). , Mir ; Naoaj, Md Shah. In: Papers. RePEc:arx:papers:2302.02762. Full description at Econpapers || Download paper | |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
2023 | The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140. Full description at Econpapers || Download paper | |
2023 | Predicting Stock Price Movement as an Image Classification Problem. (2023). Steinbacher, Matej. In: Papers. RePEc:arx:papers:2303.01111. Full description at Econpapers || Download paper | |
2023 | The Dark Side of Algorithms? The Effect of Recommender Systems on Online Investor Behaviors. (2023). Hu, Yu Jeffrey ; He, Cheng ; Zhu, Ruiqi Rich. In: Papers. RePEc:arx:papers:2303.14263. Full description at Econpapers || Download paper | |
2023 | The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
2023 | Stock Price Predictability and the Business Cycle via Machine Learning. (2023). Fan, Xiuyi ; Fu, Hsuan ; Wang, Lirong. In: Papers. RePEc:arx:papers:2304.09937. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860. Full description at Econpapers || Download paper | |
2023 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2023 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
2023 | Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343. Full description at Econpapers || Download paper | |
2023 | Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper | |
2023 | Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033. Full description at Econpapers || Download paper | |
2023 | COVID-19 Demand Shocks Revisited: Did Advertising Technology Help Mitigate Adverse Consequences for Small and Midsize Businesses?. (2023). Schneider, J W ; Gyurak, Anett ; Bart, Yakov ; Yoo, Daniel ; Runge, Julian ; Lee, Shun-Yang. In: Papers. RePEc:arx:papers:2307.09035. Full description at Econpapers || Download paper | |
2023 | Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151. Full description at Econpapers || Download paper | |
2023 | To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis. (2023). Raabe, Jun-Patrick ; Leible, Stephan ; Lohden, Thomas ; Matthies, Tim. In: Papers. RePEc:arx:papers:2308.09968. Full description at Econpapers || Download paper | |
2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper | |
2023 | Default Process Modeling and Credit Valuation Adjustment. (2023). Xiao, David. In: Papers. RePEc:arx:papers:2309.03311. Full description at Econpapers || Download paper | |
2023 | Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968. Full description at Econpapers || Download paper | |
2023 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
2023 | Kernel-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. Full description at Econpapers || Download paper | |
2023 | Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125. Full description at Econpapers || Download paper | |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper | |
2023 | Robust Trading in a Generalized Lattice Market. (2023). Wang, Xin-Yu ; Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2310.11023. Full description at Econpapers || Download paper | |
2023 | Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method. (2023). Huang, Weihuan. In: Papers. RePEc:arx:papers:2310.18658. Full description at Econpapers || Download paper | |
2023 | Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study. (2023). Rompho, Nopadol ; Kusawat, Poompak. In: Papers. RePEc:arx:papers:2311.00384. Full description at Econpapers || Download paper | |
2023 | How Does Chinas Household Portfolio Selection Vary with Financial Inclusion?. (2023). Wang, Xiqian ; Bian, Yong ; Zhang, Qin. In: Papers. RePEc:arx:papers:2311.01206. Full description at Econpapers || Download paper | |
2023 | Developers Leverage, Capital Market Financing, and Fire Sale Externalities Evidence from the Thai Condominium Market. (2023). Saengchote, Kanis. In: Papers. RePEc:arx:papers:2312.05013. Full description at Econpapers || Download paper | |
2023 | Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2303. Full description at Econpapers || Download paper | |
2023 | Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309. Full description at Econpapers || Download paper | |
2023 | Long-Term Volatility Shapes the Stock Market’s Sensitivity to News. (2023). Tushteva, Nikoleta ; Schoelkopf, Julius Theodor ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0739. Full description at Econpapers || Download paper | |
2023 | Climate Policy Uncertainty and Crude Oil Market Volatility. (2023). Salisu, Afees ; Fadiya, Olalekan ; Omoke, Philip. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:72. Full description at Econpapers || Download paper | |
2023 | Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Guidolin, Massimo ; Magnani, Monia ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202. Full description at Econpapers || Download paper | |
2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ferreiro, Javier Ojea ; Reboredo, Juan C. In: Staff Working Papers. RePEc:bca:bocawp:23-38. Full description at Econpapers || Download paper | |
2023 | Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data. (2023). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:23-4. Full description at Econpapers || Download paper | |
2023 | The amplification effects of adverse selection in mortgage credit suply. (2023). Garcia, Salomon. In: Working Papers. RePEc:bde:wpaper:2316. Full description at Econpapers || Download paper | |
2023 | Fintech, investor sophistication and financial portfolio choices. (2023). Mihet, Roxana ; Gambacorta, Leonardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_763_23. Full description at Econpapers || Download paper | |
2023 | Should inequality factor into central banks’ decisions?. (2023). Mano, Rui C ; Lin, Alessandro ; Hansen, Niels-Jakob H. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1410_23. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper | |
2023 | FinTech, investor sophistication and financial portfolio choices. (2023). Mihet, Roxana ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:1091. Full description at Econpapers || Download paper | |
2023 | Bank of Russia Monetary Policy and Household Consumption Expenditure. (2023). Ryzhikova, Tatiana ; Skuratova, Anastasiya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:1:p:3-31. Full description at Econpapers || Download paper | |
2023 | Audit Effort and Stock Price Crash Risk. (2023). Zhou, Wei ; Wu, Liansheng ; Luo, Wei ; Han, Xiaomei. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:230-257. Full description at Econpapers || Download paper | |
2023 | Shorting costs and profitability of long–short strategies. (2023). Lee, Byeungjoo ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316. Full description at Econpapers || Download paper | |
2023 | The use of digital footprints in the US mortgage market. (2023). Williams, Michael ; Ayaz, Mohamed ; Jayasuriya, Dulani D. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:353-401. Full description at Econpapers || Download paper | |
2023 | Financial openness and profitability premium: Causal evidence from the Shanghai?Hong Kong Stock Connect. (2023). Zhang, Kejia ; Jin, Fujing ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:451-483. Full description at Econpapers || Download paper | |
2023 | Toxic chemical releases and idiosyncratic return volatility: A prospect theory perspective. (2023). Zaman, Rashid ; Nadeem, Muhammad ; Bahadar, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2109-2143. Full description at Econpapers || Download paper | |
2023 | Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445. Full description at Econpapers || Download paper | |
2023 | Do small businesses adjust their capital structure? Evidence from the global financial crisis in Japan. (2023). Tsuruta, Daisuke. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:843-871. Full description at Econpapers || Download paper | |
2023 | Digital financial inclusion and investment diversification: Evidence from China. (2023). Zhang, Yong ; Lai, Yali ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2781-2799. Full description at Econpapers || Download paper | |
2023 | How fiscal policy affects housing market dynamics: Evidence from Spain. (2023). Kucel, Aleksander ; Raya, Josep Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:323-347. Full description at Econpapers || Download paper | |
2023 | Predicting stock realized variance based on an asymmetric robust regression approach. (2023). He, Mengxi ; Zhang, Yaojie ; Hao, Xianfeng ; Zhao, Yuqi. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1022-1047. Full description at Econpapers || Download paper | |
2023 | Measuring inflation expectations in interwar Britain. (2023). Lennard, Jason ; Solomou, Solomos ; Meinecke, Finn. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:3:p:844-870. Full description at Econpapers || Download paper | |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2023 | Asset 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. Full description at Econpapers || Download paper | |
2023 | Is it time for popcorn? Daily box office earnings and aggregate stock returns. (2023). Fortin, Steve ; Oz, Seda. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:375-401. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Who uses robo?advising and how?. (2023). Jain, Pawan ; Baulkaran, Vishaal. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:65-89. Full description at Econpapers || Download paper | |
2023 | International evidence on the association of leverage with stock returns and the value premium. (2023). Jansen, Benjamin A ; Garciafeijoo, Luis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:315-341. Full description at Econpapers || Download paper | |
2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Political geography and the value relevance of real options. (2023). Pantzalis, Christos ; Douidar, Shaddy ; Park, Jung Chul. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:703-733. Full description at Econpapers || Download paper | |
2023 | An empirical evaluation of dynamic approaches for estimating firms’ expected cost of equity capital. (2023). Suprano, Francesco ; Kempkes, Jan A ; Wompener, Andreas. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:859-886. Full description at Econpapers || Download paper | |
2023 | Anticipation 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. Full description at Econpapers || Download paper | |
2023 | Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China. (2023). Wen, Zipeng ; Sun, Pingwen. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:58-86. Full description at Econpapers || Download paper | |
2023 | Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244. Full description at Econpapers || Download paper | |
2023 | Average 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Health shocks and mortgage debt payoff among American homeowners over age 50: A survival analysis. (2023). Kim, Hyungsoo ; Zhang, Qun. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:57:y:2023:i:1:p:357-386. Full description at Econpapers || Download paper | |
2023 | Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1987 | Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
1987 | Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
1990 | Measuring the Persistence of Expected Returns. In: American Economic Review. [Full Text][Citation analysis] | article | 24 |
1990 | Measuring the Persistence of Expected Returns.(1990) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
1990 | Measuring the Persistence of Expected Returns.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
1993 | Intertemporal Asset Pricing without Consumption Data. In: American Economic Review. [Full Text][Citation analysis] | article | 428 |
1993 | Intertemporal Asset Pricing Without Consumption Data.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 428 | paper | |
1992 | Intertemporal Asset Pricing Without Consumption Data.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 428 | paper | |
2001 | Who Should Buy Long-Term Bonds? In: American Economic Review. [Full Text][Citation analysis] | article | 249 |
1998 | Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 249 | paper | |
2000 | Who Should Buy Long-Term Bonds?.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 249 | paper | |
2001 | Who Should Buy Long-Term Bonds?.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 249 | paper | |
1998 | Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 249 | paper | |
2004 | Inflation Illusion and Stock Prices In: American Economic Review. [Full Text][Citation analysis] | article | 174 |
2004 | Inflation Illusion and Stock Prices.(2004) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 174 | paper | |
2004 | Inflation Illusion and Stock Prices.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 174 | paper | |
2004 | Bad Beta, Good Beta In: American Economic Review. [Full Text][Citation analysis] | article | 404 |
2002 | Bad Beta, Good Beta.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 404 | paper | |
2003 | Bad Beta, Good Beta.(2003) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 404 | paper | |
2004 | Bad Beta, Good Beta.(2004) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 404 | paper | |
2003 | Bad Beta, Good Beta.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 404 | paper | |
2009 | Measuring the Financial Sophistication of Households In: American Economic Review. [Full Text][Citation analysis] | article | 191 |
2009 | Measuring the Financial Sophistication of Households.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 191 | paper | |
2009 | Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 191 | paper | |
2009 | Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 191 | paper | |
2015 | The Impact of Regulation on Mortgage Risk: Evidence from India In: American Economic Journal: Economic Policy. [Full Text][Citation analysis] | article | 18 |
2015 | The Impact of Regulation on Mortgage Risk: Evidence from India.(2015) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2019 | Do the Rich Get Richer in the Stock Market? Evidence from India In: American Economic Review: Insights. [Full Text][Citation analysis] | article | 34 |
2018 | Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2018 | Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
1994 | The New Palgrave Dictionary of Money and Finance. In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 5 |
2011 | Consumer Financial Protection In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 113 |
2011 | Consumer Financial Protection.(2011) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
1995 | Some Lessons from the Yield Curve In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 200 |
1995 | Some Lessons from the Yield Curve.(1995) In: Harvard Institute of Economic Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 200 | paper | |
1995 | Some Lessons from the Yield Curve.(1995) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 200 | paper | |
1995 | Some Lessons from the Yield Curve.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 200 | paper | |
2016 | International Comparative Household Finance In: Annual Review of Economics. [Full Text][Citation analysis] | article | 84 |
2016 | International Comparative Household Finance.(2016) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2016 | International Comparative Household Finance.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
1990 | Permanent Income, Current Income, and Consumption. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 452 |
1990 | Permanent Income, Current Income, and Consumption.(1990) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 452 | paper | |
1987 | Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 452 | paper | |
1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 314 |
1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates.(1983) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 314 | paper | |
1988 | Is There a Corporate Debt Crisis? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 79 |
1990 | U.S. Corporate Leverage: Developments in 1987 and 1988 In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 9 |
1990 | U.S. corporate leverage: developments in 1987 and 1988.(1990) In: Finance and Economics Discussion Series. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 67 |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
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2010 | The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 124 |
2010 | The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books. [Citation analysis] This paper has nother version. Agregated cites: 124 | book | |
2013 | Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 6 |
1986 | A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. In: Journal of Finance. [Full Text][Citation analysis] | article | 57 |
1986 | A Defense of Traditional Hypotheses about the Term Structure of Interest Rates.(1986) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
1984 | A Defense of Traditional Hypotheses About the Term Structure of InterestRates.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
1992 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 259 |
1992 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1992) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 259 | paper | |
1989 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 259 | paper | |
1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 525 |
1991 | What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns..(1991) In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] This paper has nother version. Agregated cites: 525 | paper | |
1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 525 | paper | |
1991 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 525 | paper | |
2000 | Asset Pricing at the Millennium In: Journal of Finance. [Full Text][Citation analysis] | article | 290 |
2000 | Asset Pricing at the Millennium.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | paper | |
2000 | Asset Pricing at the Millennium.(2000) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | paper | |
2000 | Asset Pricing at the Millennium.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | paper | |
2000 | Explaining the Poor Performance of Consumption?based Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 140 |
2000 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 140 | paper | |
1999 | Explaining 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: 140 | paper | |
2001 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 1013 |
2001 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1013 | paper | |
2000 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1013 | paper | |
2003 | Equity Volatility and Corporate Bond Yields In: Journal of Finance. [Full Text][Citation analysis] | article | 539 |
2002 | Equity Volatility and Corporate Bond Yields.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 539 | paper | |
2003 | Equity Volatility and Corporate Bond Yields.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 539 | paper | |
2002 | Equity Volatility and Corporate Bond Yields.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 539 | paper | |
2006 | Household Finance In: Journal of Finance. [Full Text][Citation analysis] | article | 481 |
2006 | Household Finance.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 481 | paper | |
2006 | Household Finance.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 481 | paper | |
2008 | In Search of Distress Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 652 |
2005 | In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 652 | paper | |
2008 | In Search of Distress Risk.(2008) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 652 | paper | |
2006 | In Search of Distress Risk.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 652 | paper | |
2005 | In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 652 | paper | |
2010 | Global Currency Hedging In: Journal of Finance. [Full Text][Citation analysis] | article | 116 |
2009 | Global Currency Hedging.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2007 | Global Currency Hedging.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2015 | A Model of Mortgage Default In: Journal of Finance. [Full Text][Citation analysis] | article | 168 |
2015 | A Model of Mortgage Default.(2015) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 168 | paper | |
2011 | A Model of Mortgage Default.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 168 | paper | |
2014 | A model of mortgage default.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 168 | paper | |
2021 | Structuring Mortgages for Macroeconomic Stability In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
2020 | Structuring Mortgages for Macroeconomic Stability.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2023 | Who Owns What? A Factor Model for Direct Stockholding In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Who Owns What? A Factor Model for Direct Stock Holding.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2014 | Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 33 |
2023 | Debt and Deficits: Fiscal Analysis with Stationary Ratios In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Debt and Deficits: Fiscal Analysis with Stationary Ratios.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | Viewpoint: Estimating the equity premium In: Canadian Journal of Economics. [Citation analysis] | article | 157 |
2008 | Viewpoint: Estimating the equity premium.(2008) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | article | |
2014 | What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
2018 | What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages.(2018) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2014 | What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2015 | An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 140 |
2018 | An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 140 | article | |
2018 | An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 140 | paper | |
2012 | An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 140 | paper | |
2015 | Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 67 |
2014 | Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2014) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
1998 | Dispersion and Volatility in Stock Returns: An Empirical Investigation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
1999 | Dispersion and Volatility in Stock Returns: An Empirical Investigation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2001 | A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 236 |
2003 | A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | article | |
2003 | A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | paper | |
2001 | A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | paper | |
2013 | A multivariate model of strategic asset allocation.(2013) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | chapter | |
2002 | Foreign Currency for Long-Term Investors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2003 | Foreign Currency for Long-Term Investors.(2003) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2003 | Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2002 | Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2003 | Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 41 |
2004 | Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
2004 | Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2003 | Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2005 | The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 70 |
2005 | The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2007 | Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 115 |
2009 | Caught on tape: Institutional trading, stock returns, and earnings announcements.(2009) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | article | |
2009 | Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | paper | |
2012 | How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2012 | How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2014 | Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2014 | Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
1998 | THE ECONOMETRICS OF FINANCIAL MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 48 |
1996 | A Scorecard for Indexed Government Debt In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 80 |
1996 | A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | chapter | |
1996 | A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2001 | Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 167 |
2001 | Valuation Ratios and the Long-Run Stock Market Outlook: An Update.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 167 | paper | |
1986 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
1987 | The term structure of euromarket interest rates : An empirical investigation.(1987) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
1987 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
1986 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
1986 | Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1204 |
1987 | Cointegration and Tests of Present Value Models.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1204 | paper | |
1986 | Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1204 | paper | |
1987 | Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1204 | article | |
1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1791 |
1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1791 | paper | |
1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1988) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1791 | article | |
1988 | Stock Prices, Earnings and Expected Dividends In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 937 |
1988 | STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS.(1988) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has nother version. Agregated cites: 937 | paper | |
1988 | Stock Prices, Earnings, and Expected Dividends.(1988) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 937 | paper | |
1988 | Stock Prices, Earnings and Expected Dividends.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 937 | paper | |
2006 | Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 481 |
2006 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 481 | paper | |
2007 | Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 481 | paper | |
2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 481 | paper | |
2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 481 | paper | |
2006 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 481 | paper | |
2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 481 | paper | |
2006 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 481 | paper | |
2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 481 | article | |
1991 | A Variance Decomposition for Stock Returns. In: Economic Journal. [Full Text][Citation analysis] | article | 777 |
1991 | A Variance Decomposition for Stock Returns.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 777 | paper | |
1990 | A Variance Decomposition for Stock Returns.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 777 | paper | |
2010 | The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies In: Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
1987 | Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 425 |
1986 | Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 425 | paper | |
2004 | Household Risk Management and Optimal Mortgage Choice In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 335 |
2004 | Household Risk Management and Optimal Mortgage Choice.(2004) In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | paper | |
2002 | Household Risk Management and Optimal Mortgage Choice.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | paper | |
2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | paper | |
2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | paper | |
2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | article | |
2002 | Household Risk Management and Optimal Mortgage Choice.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 335 | paper | |
1987 | The dollar and real interest rates In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 104 |
1987 | The Dollar and Real Interest Rates.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
1987 | The Dollar and Real Interest Rates.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
1989 | Finance theory and the term structure a comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
1988 | Interpreting cointegrated models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 79 |
1988 | Interpreting Cointegrated Models.(1988) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
1988 | Interpreting Cointegrated Models.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
1997 | A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 21 |
1989 | The dividend ratio model and small sample bias : A Monte Carlo study In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
1988 | The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
1990 | Editors introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
1991 | The response of consumption to income : A cross-country investigation In: European Economic Review. [Full Text][Citation analysis] | article | 295 |
1991 | Aggregate investment, the stock market and the Q model: Robust results for six OECD countries : by G. Sensenbrenner In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
2001 | Why long horizons? A study of power against persistent alternatives In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 64 |
2001 | Why Long Horizons? A Study of Power Against Persistent Alternatives.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
1993 | Why Long Horizons: A Study of Power Against Persistent Alternatives.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2003 | Consumption-based asset pricing In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 464 |
2002 | Consumption-Based Asset Pricing.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 464 | paper | |
2022 | Portfolio choice with sustainable spending: A model of reaching for yield In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 15 |
2020 | Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
1987 | Stock returns and the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 945 |
1987 | Stock Returns and the Term Structure.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 945 | paper | |
1985 | Stock Returns and the Term Structure.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 945 | paper | |
1992 | No news is good news *1: An asymmetric model of changing volatility in stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 849 |
1992 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1992) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 849 | paper | |
1991 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 849 | paper | |
2006 | Efficient tests of stock return predictability In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 465 |
2002 | Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 465 | paper | |
2006 | Efficient tests of stock return predictability.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 465 | paper | |
2003 | Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 465 | paper | |
1999 | Asset prices, consumption, and the business cycle In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 384 |
1998 | Asset Prices, Consumption, and the Business Cycle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 384 | paper | |
1987 | Macroeconomic lessons from Britain : A review essay In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
1989 | International evidence on the persistence of economic fluctuations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 111 |
1989 | International Evidence on the Persistence of Economic Fluctuations.(1989) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
1988 | International Evidence on the Persistence of Economic Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
1994 | Inspecting the mechanism: An analytical approach to the stochastic growth model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 231 |
1994 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1994) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 231 | paper | |
1992 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 231 | paper | |
2007 | How do house prices affect consumption? Evidence from micro data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 705 |
2004 | How Do House Prices Affect Consumption? Evidence From Micro F. Data.(2004) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 705 | paper | |
2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 705 | paper | |
2007 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 705 | paper | |
2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 705 | paper | |
2004 | How do house prices affect consumption? Evidence from micro data..(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 705 | paper | |
2004 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 705 | paper | |
2007 | Intergenerational risksharing and equilibrium asset prices In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 16 |
2007 | Intergenerational risksharing and equilibrium asset prices.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2007 | Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2006 | Intergenerational Risksharing and Equilibrium Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2021 | Sustainability in a risky world In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | Sustainability in a Risky World.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1995 | Remarks: some thoughts on systemic risk In: Proceedings. [Citation analysis] | article | 0 |
2005 | Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings. [Full Text][Citation analysis] | article | 130 |
2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | article | |
2015 | Rethinking Mortgage Design In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
1997 | Elasticities of substitution in real business cycle models with home production In: Research Paper. [Full Text][Citation analysis] | paper | 63 |
2000 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2001 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2001 | Elasticities of Substitution in Real Business Cycle Models with Home Protection..(2001) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
1998 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
1994 | Models of the term structure of interest rates In: Working Papers. [Citation analysis] | paper | 4 |
1994 | By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers. [Citation analysis] | paper | 2568 |
1999 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2568 | paper | |
1995 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2568 | paper | |
1999 | Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2568 | article | |
1994 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2568 | paper | |
1995 | Understanding Risk and Return In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 759 |
1996 | Understanding Risk and Return.(1996) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 759 | paper | |
1993 | Understanding Risk and Return.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 759 | paper | |
1996 | Understanding Risk and Return..(1996) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 759 | article | |
1995 | Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 1 |
1996 | A Scorecard for Indexed Government Data In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 17 |
1996 | Consumption and the Stock Market: Interpreting International Experience In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 33 |
1996 | Consumption and the Stock Market: Interpreting International Experience.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
1998 | Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 445 |
1999 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 445 | paper | |
1996 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 445 | paper | |
1999 | Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 445 | article | |
2000 | Investing Retirement Wealth? A Life-Cycle Model In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 133 |
2001 | Investing Retirement Wealth: A Life-Cycle Model.(2001) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | chapter | |
1999 | Investing Retirement Wealth: A Life-Cycle Model.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2000 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 30 |
2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
1999 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2004 | Caught on Tape: Predicting Institutional Ownership With Order Flow In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 7 |
2004 | Caught On Tape: Predicting Institutional Ownership With Order Flow.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2005 | Caught On Tape: Institutional Order Flow and Stock Returns In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 7 |
2005 | Caught On Tape: Institutional Order Flow and Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 47 |
2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
1988 | PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 7 |
1990 | AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 3 |
1988 | SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 215 |
1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
1988 | Smart Money, Noise Trading and Stock Price Behavior.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | article | |
1991 | Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 1109 |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1109 | paper | |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1109 | chapter | |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1109 | paper | |
2009 | Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print. [Citation analysis] | paper | 271 |
2009 | Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 271 | paper | |
2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 271 | paper | |
2008 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 271 | paper | |
2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 271 | article | |
2009 | Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print. [Citation analysis] | paper | 3 |
2018 | Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers. [Full Text][Citation analysis] | paper | 66 |
2014 | Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2020 | Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2009 | The Changing Role of Nominal Government Bonds in Asset Allocation In: Scholarly Articles. [Full Text][Citation analysis] | paper | 2 |
2013 | Hard Times In: Scholarly Articles. [Full Text][Citation analysis] | paper | 18 |
2010 | Hard Times.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2013 | Hard Times.(2013) In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2011 | Investing and Spending: The Twin Challenges of University Endowment Management In: Scholarly Articles. [Full Text][Citation analysis] | paper | 3 |
2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 1118 |
2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1118 | article | |
1986 | Bond and Stock Returns in a Simple Exchange Model In: Scholarly Articles. [Full Text][Citation analysis] | paper | 106 |
1984 | Bond and Stock Returns in a Simple Exchange Model.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
1986 | Bond and Stock Returns in a Simple Exchange Model.(1986) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | article | |
1987 | Are Output Fluctuations Transitory? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 393 |
1986 | Are Output Fluctuations Transitory?.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 393 | paper | |
1987 | Are Output Fluctuations Transitory?.(1987) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 393 | article | |
1993 | Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles. [Full Text][Citation analysis] | paper | 623 |
1992 | Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 623 | paper | |
1993 | Trading Volume and Serial Correlation in Stock Returns.(1993) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 623 | article | |
1997 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices In: Scholarly Articles. [Full Text][Citation analysis] | paper | 96 |
1996 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2008 | Estimating the Equity Premium In: Scholarly Articles. [Full Text][Citation analysis] | paper | 160 |
2007 | Estimating the Equity Premium.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
1987 | Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week In: Scholarly Articles. [Full Text][Citation analysis] | paper | 59 |
1987 | Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week..(1987) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
1986 | Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View In: Scholarly Articles. [Full Text][Citation analysis] | paper | 872 |
1989 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 872 | paper | |
1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1991) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 872 | article | |
1989 | Why Is Consumption So Smooth? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 359 |
1989 | Why is Consumption So Smooth?.(1989) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 359 | article | |
1993 | Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk In: Scholarly Articles. [Full Text][Citation analysis] | paper | 70 |
1993 | Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2005 | The Term Structure of the Risk–Return Trade-Off In: Scholarly Articles. [Full Text][Citation analysis] | paper | 17 |
2012 | Mortgage Market Design In: Scholarly Articles. [Full Text][Citation analysis] | paper | 104 |
2012 | Mortgage Market Design.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
2013 | Mortgage Market Design*.(2013) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | article | |
2011 | Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles. [Full Text][Citation analysis] | paper | 43 |
2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment In: Scholarly Articles. [Full Text][Citation analysis] | paper | 229 |
2009 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 229 | paper | |
2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2012) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 229 | article | |
2000 | Comment on Low Inflation: The Behavior of Financial Markets and Institutions. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 1 |
2013 | Predicting asset prices In: Nature. [Full Text][Citation analysis] | article | 0 |
2001 | Risk Aspects of Investment-Based Social Security Reform In: NBER Books. [Citation analysis] | book | 79 |
2008 | Asset Prices and Monetary Policy In: NBER Books. [Citation analysis] | book | 49 |
1990 | Econometric Methods and Financial Time Series In: NBER Books. [Citation analysis] | book | 0 |
2001 | Introduction to Risk Aspects of Investment-Based Social Security Reform In: NBER Chapters. [Full Text][Citation analysis] | chapter | 48 |
1989 | Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1241 |
1989 | Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1241 | paper | |
2013 | Comment on Shocks and Crashes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2008 | Introduction to Asset Prices and Monetary Policy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 5 |
1994 | International Experiences with Securities Transaction Taxes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 49 |
1993 | International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
1993 | The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters. [Full Text][Citation analysis] | chapter | 8 |
2009 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 114 |
2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2017) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | article | |
2008 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
1987 | Is Consumption Too Smooth? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
1987 | Household Saving and Permanent Income in Canada and the United Kingdom In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | The Cross-Section of Household Preferences In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
2022 | Idiosyncratic Equity Risk Two Decades Later In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Idiosyncratic Equity Risk Two Decades Later.(2023) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2023 | What Drives Booms and Busts in Value? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1993 | Where Do Betas Come From? Asset Price Dynamics and the In: Review of Financial Studies. [Full Text][Citation analysis] | article | 70 |
2002 | Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue. [Citation analysis] | book | 682 |
2009 | The Changing Role of Nominal Government Bonds in Asset Allocation* In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 1 |
1995 | Accounting for Stock Price Movements In: International Economic Association Series. [Citation analysis] | chapter | 0 |
2010 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2014 | Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 67 |
2003 | Two Puzzles of Asset Pricing and Their Implications for Investors In: The American Economist. [Full Text][Citation analysis] | article | 2 |
1993 | A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics. [Citation analysis] | article | 39 |
2001 | A Comment On James M. PoterbaS Demographic Structure And Asset Returns In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2015 | The Fragile Benefits of Endowment Destruction In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
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