John Y. Campbell : Citation Profile


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

74

H index

116

i10 index

35763

Citations

RESEARCH PRODUCTION:

106

Articles

258

Papers

5

Books

16

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   41 years (1983 - 2024). See details.
   Cites by year: 872
   Journals where John Y. Campbell has often published
   Relations with other researchers
   Recent citing documents: 996.    Total self citations: 171 (0.48 %)

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   Permalink: http://citec.repec.org/pca54
   Updated: 2025-06-14    RAS profile: 2025-06-08    
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Relations with other researchers


Works with:

Martin, Ian (4)

Ramadorai, Tarun (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell.

Is cited by:

GUPTA, RANGAN (334)

Guidolin, Massimo (171)

Wohar, Mark (154)

Lettau, Martin (140)

Bekaert, Geert (139)

Pierdzioch, Christian (136)

Wachter, Jessica (124)

Engsted, Tom (121)

Mitchell, Olivia (114)

Van Nieuwerburgh, Stijn (114)

Issler, João (114)

Cites to:

Shiller, Robert (110)

Viceira, Luis (57)

Mankiw, N. Gregory (43)

Calvet, Laurent (41)

Stambaugh, Robert (38)

Cochrane, John (36)

French, Kenneth (35)

merton, robert (35)

Laibson, David (33)

Epstein, Larry (32)

Zin, Stanley (25)

Main data


Where John Y. Campbell has published?


Journals with more than one article published# docs
Journal of Finance14
American Economic Review11
Journal of Financial Economics7
Journal of Monetary Economics6
The Quarterly Journal of Economics6
Journal of Political Economy6
Brookings Papers on Economic Activity4
The Review of Financial Studies4
Journal of Economic Dynamics and Control3
Critical Finance Review3
The Review of Economic Studies3
Journal of Money, Credit and Banking3
European Economic Review2
Review of Finance2
Carnegie-Rochester Conference Series on Public Policy2
Journal of Applied Corporate Finance2
Economic Journal2
Journal of Economic Perspectives2
Proceedings2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc92
Scholarly Articles / Harvard University Department of Economics75
CEPR Discussion Papers / C.E.P.R. Discussion Papers12
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University8
Post-Print / HAL5
Working Papers / Federal Reserve Bank of Philadelphia2
Working Papers / HAL2
Econometric Society 2004 North American Winter Meetings / Econometric Society2
2004 Meeting Papers / Society for Economic Dynamics2

Recent works citing John Y. Campbell (2025 and 2024)


YearTitle of citing document
2024Information Acquisition and Individual Investors’ Trading Behavior. (2024). Li, Yaling ; Luo, Ronghua ; Shen, Kailing. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-698.

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2024Information Acquisition and Individual Investors€™ Trading Behavior. (2024). Li, Yaling ; Luo, Ronghua ; Shen, Kailing. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2024-698.

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2024DSGE Model for Georgia: LEGO with Emerging Market Features. (2024). Mdivnishvili, Tamar ; Mkhatrishvili, Shalva ; Metreveli, Saba ; Khinashvili, Nika ; Arevadze, Lasha ; Tsutskiridze, Giorgi. In: NBG Working Papers. RePEc:aez:wpaper:2024-02.

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2024Reap More than Sow: Experimental Evidence for Spillover Effects of Free Eyeglass Distribution on Normal Vision Students through Vicarious Punishment. (2024). Reheman, Zulihumar ; Shi, Yaojiang ; Nie, Jingchun ; Liu, Han. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343608.

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2025Market Responses to Financial Distress: A Comparative Study of the U.S. and Chinese Markets. (2025). Elzalabany, Mohamed Salah. In: International Journal of Science and Business. RePEc:aif:journl:v:45:y:2025:i:1:p:14-29.

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2024Asymmetric Models for Realized Covariances. (2024). Bauwens, Luc ; Hafner, Christian ; Dzuverovic, Emilija. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024022.

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2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024Volatility Depends on Market Trades and Macro Theory. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2024Retirement decision with addictive habit persistence in a jump diffusion market. (2024). Liang, Zongxia ; Guan, Guohui ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2011.10166.

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2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

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2024Three Remarks On Asset Pricing. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

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2024Optimal consumption with loss aversion and reference to past spending maximum. (2024). Li, Xun ; Yu, Xiang ; Zhang, Qinyi. In: Papers. RePEc:arx:papers:2108.02648.

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2024Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2024Augmented Dynamic Gordon Growth Model. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

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2025Option Pricing with Time-Varying Volatility Risk Aversion. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2204.06943.

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2024Market-Based Asset Price Probability. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2205.07256.

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2024The Log Private Company Valuation Model. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666.

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2024A mean field game approach to equilibrium consumption under external habit formation. (2024). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341.

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2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

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2024On the Convergence of Credit Risk in Current Consumer Automobile Loans. (2024). Pozdnyakov, Vladimir ; Yan, Jun ; Lautier, Jackson P. In: Papers. RePEc:arx:papers:2211.09176.

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2025A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

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2024The Elasticity of Quantitative Investment. (2024). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2024Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296.

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2024Maximally Machine-Learnable Portfolios. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian. In: Papers. RePEc:arx:papers:2306.05568.

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2024Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024Expected Shortfall LASSO. (2024). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033.

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2024COVID-19 Demand Shocks Revisited: Did Advertising Technology Help Mitigate Adverse Consequences for Small and Midsize Businesses?. (2024). Bart, Yakov ; Lee, Shun-Yang ; Schneider, J W ; Runge, Julian ; Yoo, Daniel ; Gyurak, Anett. In: Papers. RePEc:arx:papers:2307.09035.

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2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2024). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2024Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia. (2024). Li, Xinjue ; Liao, Xiaosai ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2401.01064.

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2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

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2024Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors. (2024). Yu, Xiang ; Wang, Wenyuan ; Yan, Kaixin. In: Papers. RePEc:arx:papers:2401.14672.

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2024A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation. (2024). Liang, Zongxia ; Zhang, Keyu. In: Papers. RePEc:arx:papers:2401.15659.

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2024Selective linear segmentation for detecting relevant parameter changes. (2024). Houndetoungan, Aristide ; Dufays, Arnaud ; Coen, Alain. In: Papers. RePEc:arx:papers:2402.05329.

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2024Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm. (2024). Majari, Parisa ; Mart, Mija'Il M ; Vyas, Manan ; Pharasi, Hirdesh K ; Cruz-Hern, Andres R. In: Papers. RePEc:arx:papers:2402.05364.

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2024Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions. (2024). Ardia, David ; Cenesizoglu, Tolga ; Aymard, Cl'Ement. In: Papers. RePEc:arx:papers:2403.17095.

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2024Application of Deep Learning for Factor Timing in Asset Management. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari ; Lyu, Haoshu. In: Papers. RePEc:arx:papers:2404.18017.

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2024The Debt-Inflation Channel of the German (Hyper-)Inflation. (2024). Zimmermann, Tom ; Verner, Emil ; Luck, Stephan ; Correia, Sergio ; Brunnermeier, Markus K. In: Papers. RePEc:arx:papers:2405.13296.

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2025Phase transitions in debt recycling. (2025). Bartolucci, Silvia ; Aufiero, Sabrina ; Forer, Preben ; Vivo, Pierpaolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:2405.19104.

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2024The test of investors behavioral bias through the price discovery process in cryptoasset exchange Transactional-level evidence from Thailand. (2024). Nakavachara, Voraprapa ; Amonthumniyom, Thitiphong ; Ratanabanchuen, Roongkiat ; Parinyavuttichai, Pongsathon ; Vinaibodee, Polpatt ; Saengchote, Kanis. In: Papers. RePEc:arx:papers:2406.02878.

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2024The Mertons Default Risk Model for Public Company. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.18121.

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2025Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon. (2025). Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2407.09738.

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2024Hopfield Networks for Asset Allocation. (2024). Gopalan, Monisha ; Staiano, Jacopo ; Nicolini, Carlo ; Lepri, Bruno. In: Papers. RePEc:arx:papers:2407.17645.

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2024Causality-Inspired Models for Financial Time Series Forecasting. (2024). Lu, Yutong ; Lin, XI ; Cucuringu, Mihai ; Oliveira, Daniel Cunha ; Fujita, Andre. In: Papers. RePEc:arx:papers:2408.09960.

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2024Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates. (2024). Hao, Nicole ; Li, Echo ; Luong-Le, Diep. In: Papers. RePEc:arx:papers:2408.15416.

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2024Betting Against (Bad) Beta. (2024). Herculano, Miguel C. In: Papers. RePEc:arx:papers:2409.00416.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2024Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality. (2024). Dufour, Jean-Marie ; Wang, Endong. In: Papers. RePEc:arx:papers:2409.10820.

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2024Optimal post-retirement investment under longevity risk in collective funds. (2024). Dalby, James ; Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2409.15325.

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2025Two-fund separation under hyperbolically distributed returns and concave utility function. (2025). Bayraktar, Erhan ; Sayit, Hasanjan ; Hayashi, Takaki ; Abudurexiti, Nuerxiati. In: Papers. RePEc:arx:papers:2410.04459.

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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2024Optimal mutual insurance against systematic longevity risk. (2024). Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2410.07749.

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2024Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825.

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2024Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints. (2024). Yu, Xiang ; Yan, Kaixin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2411.13579.

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2024Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175.

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2025Risk forecasting using Long Short-Term Memory Mixture Density Networks. (2025). Herrig, Nico. In: Papers. RePEc:arx:papers:2501.01278.

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2025Market Making with Fads, Informed, and Uninformed Traders. (2025). , Leandro ; Mathieu, Adrien ; Barucci, Emilio. In: Papers. RePEc:arx:papers:2501.03658.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2025Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum. (2025). Ferreira, William ; Li, Linze. In: Papers. RePEc:arx:papers:2501.07135.

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2025MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents. (2025). Karathanassis, Manos ; Soldatos, John ; Metaxas, Kostas ; Fatouros, George. In: Papers. RePEc:arx:papers:2502.00415.

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2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2025Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation. (2025). Pelsser, Antoon ; Kamma, Thijs. In: Papers. RePEc:arx:papers:2502.13678.

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2025Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints. (2025). Cui, Xiangyu ; Shi, Yun ; Jin, Chengneng ; Gao, Jianjun. In: Papers. RePEc:arx:papers:2502.17915.

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2025The Unequal Costs of Pollution: Carbon Tax, Inequality, and Redistribution. (2025). Di Bartolomeo, Giovanni ; Cantore, Cristiano ; Gaudio, Francesco Saverio. In: Papers. RePEc:arx:papers:2503.00142.

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2025Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851.

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2025Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns. (2025). Serota, R A ; Farahani, Hamed. In: Papers. RePEc:arx:papers:2503.24241.

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2025A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction. (2025). Pigato, Paolo ; Pra, Paolo Dai. In: Papers. RePEc:arx:papers:2504.03445.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2504.18958.

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2025Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation. (2025). Fabozzi, Frank J ; Rachev, Svetlozar T ; Jha, Ayush ; Shirvani, Abootaleb ; Jaffri, Ali. In: Papers. RePEc:arx:papers:2505.12198.

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2025Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks. (2025). Schoors, Koen ; Ryckebusch, Jan ; de Backer, Stijn. In: Papers. RePEc:arx:papers:2505.13019.

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2024The Role of Minority Shareholders Protection as a Moderator of the Influence of Green Environmental Cost Disclosure and Company’s Financial Performance on Its Stock Return – An Empirical Study on Indonesian Mining Companies. (2024). , Sumaryo ; Muchlish, Munawar ; Bastian, Elvin ; Hasanudin, Agus Ismaya. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:7:p:85-104.

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2024Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada. (2024). Feunou, Bruno ; Tarshi, Zabi. In: Discussion Papers. RePEc:bca:bocadp:24-09.

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2024Credit Card Minimum Payment Restrictions. (2024). Guttman-Kenney, Benedict ; Allen, Jason ; Boutros, Michael. In: Staff Working Papers. RePEc:bca:bocawp:24-26.

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2024Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program. (2024). Diez de los Rios, Antonio. In: Staff Working Papers. RePEc:bca:bocawp:24-34.

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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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2025Liquidation Mechanisms and Price Impacts in DeFi. (2025). ZHU, YU ; Tian, Phoebe. In: Staff Working Papers. RePEc:bca:bocawp:25-12.

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2025The Prudential Toolkit with Shadow Banking. (2025). Kuncl, Martin ; Hachem, Kinda. In: Staff Working Papers. RePEc:bca:bocawp:25-9.

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2024Housing and Fertility. (2024). Van Doornik, Bernardus ; Ramadorai, Tarun ; Skrastins, Janis ; Fazio, Dimas. In: Working Papers Series. RePEc:bcb:wpaper:612.

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2025Optimal Inflation Targeting. (2025). Alves, Pedro Henrique. In: Working Papers Series. RePEc:bcb:wpaper:623.

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2024The case for mindful customer protection: a review and some thoughts on neuroeconomics and neurofinance. (2024). Affinito, Massimiliano ; Privitera, Francesco ; Galotto, Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_888_24.

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2025Country demographic and socio-economic structure and household consumption. (2025). Depalo, Domenico ; Carta, Francesca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_920_25.

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2024Aggregate uncertainty, HANK, and the ZLB. (2024). Lin, Alessandro ; Peruffo, Marcel. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1442_24.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2024Consumption of households in Colombia: What do the retail trade indices tell us?. (2024). Florez, Luz ; Arango Thomas, Luis ; Marin, Johana N ; Posada, Carlos E. In: Borradores de Economia. RePEc:bdr:borrec:1275.

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2024Temporary VAT exemption in Colombia: How did household consumption respond?. (2024). Florez, Luz ; Arango Thomas, Luis ; Posada, Carlos E ; Marin, Johana N. In: Borradores de Economia. RePEc:bdr:borrec:1281.

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2024Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth. (2024). Savignac, Frédérique ; Garbinti, Bertrand ; Lamarche, Pierre. In: Working papers. RePEc:bfr:banfra:962.

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2024Heterogeneity and Aggregate Fluctuations: Insights from TANK Models. (2024). Galí, Jordi ; Debortoli, Davide ; Gali, Jordi. In: Working Papers. RePEc:bge:wpaper:1436.

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2025Heterogeneity and Aggregate Consumption: An Empirical Assessment. (2025). Debortoli, Davide ; Galai, Jordi. In: Working Papers. RePEc:bge:wpaper:1484.

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2024Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206.

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2024Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: BIS Working Papers. RePEc:bis:biswps:1233.

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2025Global or Regional Safe Assets: Evidence from Bond Substitution Patterns. (2025). Nenova, Tsvetelina. In: BIS Working Papers. RePEc:bis:biswps:1254.

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2024Exploring Lifestyle Patterns for Consumption Behavior of Sri Lankan Households. (2024). , Dr. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:6:p:402-414.

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2025Business group, corporate governance and business performance: A study in Vietnam. (2025). Tran, Tuong Minh ; Doan, Nhi Phuong ; Nguyen, Thong Tien. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:2:p:67-84.

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2024Liquidity ratios and corporate failures. (2024). Li, Ken. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:1111-1134.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2024The impact of post‐retirement financial market participation on retirement income sufficiency in Australia. (2024). Xu, Xiaobo ; Young, Martin ; Zou, Liping ; Fang, Jiali. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:903-939.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024New blockholder and investor limited attention: Evidence from private acquisitions. (2024). Zhang, Athena Wei ; Ma, Qingzhong ; Huang, Emily Jian ; Akbulut, Mehmet E. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4393-4427.

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2024Does image sentiment of major public emergency affect the stock market performance? New insight from deep learning techniques. (2024). Liu, Yun ; Huang, Dengshi ; Zhou, Jianan ; Wang, Sirui. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4447-4472.

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2024Fiscal policy in the face of the health crisis: A simulation using a hybrid DSGE‐SIR model. (2024). Ouakil, Hicham ; MOUSTABCHIR, Abdelhamid ; EL OUAZZANI, Hicham ; Lechheb, Houda. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:3:p:425-443.

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2024A New Tri‐channel Decomposition of External Adjustment: Model and Application. (2024). Li, Yingting ; Hu, Wangyin ; Xia, Guangtao. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:4:p:68-84.

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

John Y. Campbell has edited the books:


YearTitleTypeCited

Works by John Y. Campbell:


YearTitleTypeCited
1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
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article7
2011Forced Sales and House Prices In: American Economic Review.
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article452
2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
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paper
2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 452
paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review.
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article128
2016Restoring rational choice: The challenge of consumer financial regulation.(2016) In: Working Paper Series.
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This paper has nother version. Agregated cites: 128
paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 128
paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 128
paper
2020Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market In: American Economic Review.
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article84
2015Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 84
paper
1984A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review.
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article42
1984A Simple Account of the Behavior of Long-Term Interest Rates.(1984) In: Scholarly Articles.
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paper
1983A Simple Account of the Behavior of Long-Term Interest Rates.(1983) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 42
paper
1987Permanent and Transitory Components in Macroeconomic Fluctuations. In: American Economic Review.
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article105
1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles.
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paper
1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 105
paper
1990Measuring the Persistence of Expected Returns. In: American Economic Review.
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article24
1990Measuring the Persistence of Expected Returns.(1990) In: Scholarly Articles.
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paper
1990Measuring the Persistence of Expected Returns.(1990) In: NBER Working Papers.
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paper
1993Intertemporal Asset Pricing without Consumption Data. In: American Economic Review.
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article442
1993Intertemporal Asset Pricing Without Consumption Data.(1993) In: Scholarly Articles.
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paper
1992Intertemporal Asset Pricing Without Consumption Data.(1992) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 442
paper
2001Who Should Buy Long-Term Bonds? In: American Economic Review.
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article255
1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
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paper
2000Who Should Buy Long-Term Bonds?..(2000) In: Harvard Institute of Economic Research Working Papers.
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paper
2001Who Should Buy Long-Term Bonds?.(2001) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 255
paper
1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 255
paper
2004Inflation Illusion and Stock Prices In: American Economic Review.
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article182
2004Inflation Illusion and Stock Prices.(2004) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 182
paper
2004Inflation Illusion and Stock Prices.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 182
paper
2004Bad Beta, Good Beta In: American Economic Review.
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article422
2002Bad Beta, Good Beta.(2002) In: Harvard Institute of Economic Research Working Papers.
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paper
2003Bad Beta, Good Beta.(2003) In: Harvard Institute of Economic Research Working Papers.
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This paper has nother version. Agregated cites: 422
paper
2004Bad Beta, Good Beta.(2004) In: Scholarly Articles.
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paper
2003Bad Beta, Good Beta.(2003) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 422
paper
2009Measuring the Financial Sophistication of Households In: American Economic Review.
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article215
2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
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paper
2009Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles.
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paper
2009Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 215
paper
2015The Impact of Regulation on Mortgage Risk: Evidence from India In: American Economic Journal: Economic Policy.
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article20
2015The Impact of Regulation on Mortgage Risk: Evidence from India.(2015) In: Scholarly Articles.
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paper
2019Do the Rich Get Richer in the Stock Market? Evidence from India In: American Economic Review: Insights.
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article40
2018Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: CEPR Discussion Papers.
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paper
2018Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 40
paper
1994The New Palgrave Dictionary of Money and Finance. In: Journal of Economic Literature.
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article5
2011Consumer Financial Protection In: Journal of Economic Perspectives.
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article129
2011Consumer Financial Protection.(2011) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 129
paper
1995Some Lessons from the Yield Curve In: Journal of Economic Perspectives.
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article204
1995Some Lessons from the Yield Curve..(1995) In: Harvard Institute of Economic Research Working Papers.
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paper
1995Some Lessons from the Yield Curve.(1995) In: Scholarly Articles.
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paper
1995Some Lessons from the Yield Curve.(1995) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 204
paper
2016International Comparative Household Finance In: Annual Review of Economics.
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article100
2016International Comparative Household Finance.(2016) In: Scholarly Articles.
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paper
2016International Comparative Household Finance.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 100
paper
1990Permanent Income, Current Income, and Consumption. In: Journal of Business & Economic Statistics.
[Citation analysis]
article462
1990Permanent Income, Current Income, and Consumption.(1990) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 462
paper
1987Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 462
paper
1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity.
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article319
1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates.(1983) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 319
paper
1988Is There a Corporate Debt Crisis? In: Brookings Papers on Economic Activity.
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article81
1990U.S. Corporate Leverage: Developments in 1987 and 1988 In: Brookings Papers on Economic Activity.
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article10
1990U.S. corporate leverage: developments in 1987 and 1988.(1990) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 10
paper
2009Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity.
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article72
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
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paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
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paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
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paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 72
paper
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
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article125
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
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book
2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
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article6
1986 A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. In: Journal of Finance.
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article59
1986A Defense of Traditional Hypotheses about the Term Structure of Interest Rates.(1986) In: Scholarly Articles.
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paper
1984A Defense of Traditional Hypotheses About the Term Structure of InterestRates.(1984) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 59
paper
1988 Stock Prices, Earnings, and Expected Dividends. In: Journal of Finance.
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article974
1992 Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance.
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article261
1992Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1992) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 261
paper
1989Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 261
paper
1993 What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. In: Journal of Finance.
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article543
1991What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns..(1991) In: Princeton, Department of Economics - Financial Research Center.
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This paper has nother version. Agregated cites: 543
paper
1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1993) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 543
paper
1991What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1991) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 543
paper
2000Asset Pricing at the Millennium In: Journal of Finance.
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article303
2000Asset Pricing at the Millennium..(2000) In: Harvard Institute of Economic Research Working Papers.
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paper
2000Asset Pricing at the Millennium.(2000) In: Scholarly Articles.
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paper
2000Asset Pricing at the Millennium.(2000) In: NBER Working Papers.
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paper
2000Explaining the Poor Performance of Consumption‐based Asset Pricing Models In: Journal of Finance.
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article141
2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
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paper
1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 141
paper
2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance.
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article1057
2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2001) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 1057
paper
2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1057
paper
2003Equity Volatility and Corporate Bond Yields In: Journal of Finance.
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article573
2002Equity Volatility and Corporate Bond Yields.(2002) In: Harvard Institute of Economic Research Working Papers.
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paper
2003Equity Volatility and Corporate Bond Yields.(2003) In: Scholarly Articles.
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paper
2002Equity Volatility and Corporate Bond Yields.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 573
paper
2006Household Finance In: Journal of Finance.
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article487
2006Household Finance.(2006) In: Scholarly Articles.
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paper
2006Household Finance.(2006) In: NBER Working Papers.
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2008In Search of Distress Risk In: Journal of Finance.
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article725
2005In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers.
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2008In Search of Distress Risk.(2008) In: Scholarly Articles.
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2006In Search of Distress Risk.(2006) In: NBER Working Papers.
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2005In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies.
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2010Global Currency Hedging In: Journal of Finance.
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article126
2009Global Currency Hedging.(2009) In: Scholarly Articles.
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paper
2007Global Currency Hedging.(2007) In: NBER Working Papers.
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2015A Model of Mortgage Default In: Journal of Finance.
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article188
2015A Model of Mortgage Default.(2015) In: Scholarly Articles.
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2011A Model of Mortgage Default.(2011) In: NBER Working Papers.
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2014A model of mortgage default.(2014) In: CFS Working Paper Series.
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2021Structuring Mortgages for Macroeconomic Stability In: Journal of Finance.
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article19
2020Structuring Mortgages for Macroeconomic Stability.(2020) In: NBER Working Papers.
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2023Who Owns What? A Factor Model for Direct Stockholding In: Journal of Finance.
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article9
2021Who Owns What? A Factor Model for Direct Stock Holding.(2021) In: NBER Working Papers.
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paper
2014Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller In: Scandinavian Journal of Economics.
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article34
2023Debt and Deficits: Fiscal Analysis with Stationary Ratios In: Swiss Finance Institute Research Paper Series.
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paper3
2023Debt and Deficits: Fiscal Analysis with Stationary Ratios.(2023) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2008Viewpoint: Estimating the equity premium In: Canadian Journal of Economics.
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article171
2008Viewpoint: Estimating the equity premium.(2008) In: Canadian Journal of Economics/Revue canadienne d'économique.
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article
2014What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages In: CEPR Discussion Papers.
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paper48
2018What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages.(2018) In: Management Science.
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article
2014What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 48
paper
2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
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paper156
2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
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article
2018An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics.
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paper
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 156
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2015Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers.
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paper70
2014Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2014) In: Scholarly Articles.
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paper
1998Dispersion and Volatility in Stock Returns: An Empirical Investigation In: CEPR Discussion Papers.
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paper19
1999Dispersion and Volatility in Stock Returns: An Empirical Investigation.(1999) In: NBER Working Papers.
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paper
2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
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paper245
2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
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article
2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
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paper
2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
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paper
2013A multivariate model of strategic asset allocation.(2013) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 245
chapter
2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
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paper26
2003Foreign Currency for Long-Term Investors.(2003) In: Economic Journal.
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2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
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paper
2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
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paper
2003Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers.
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paper42
2004Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control.
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2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
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paper
2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
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2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
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paper70
2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
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2005The Term Structure of the Risk–Return Trade-Off.(2005) In: Financial Analysts Journal.
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2007Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers.
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paper129
2009Caught on tape: Institutional trading, stock returns, and earnings announcements.(2009) In: Journal of Financial Economics.
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2009Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements.(2009) In: Scholarly Articles.
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2012How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market In: CEPR Discussion Papers.
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paper9
2012How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: Scholarly Articles.
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2012How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: NBER Working Papers.
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2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers.
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paper30
2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience.(2014) In: NBER Working Papers.
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1998THE ECONOMETRICS OF FINANCIAL MARKETS In: Macroeconomic Dynamics.
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article67
1996A Scorecard for Indexed Government Debt In: Cowles Foundation Discussion Papers.
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paper83
1996A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters.
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1996A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers.
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2001Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers.
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paper169
2001Valuation Ratios and the Long-Run Stock Market Outlook: An Update.(2001) In: NBER Working Papers.
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1986The Term Structure of Euromarket Interest Rates: An Empirical Investigation In: Cowles Foundation Discussion Papers.
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paper48
1987The term structure of euromarket interest rates : An empirical investigation.(1987) In: Journal of Monetary Economics.
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1987The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1987) In: Scholarly Articles.
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paper
1986The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1986) In: NBER Working Papers.
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paper
1986Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers.
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paper1241
1987Cointegration and Tests of Present Value Models.(1987) In: Scholarly Articles.
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paper
1986Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers.
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1987Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 1241
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1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers.
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