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 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca54
   Updated: 2025-06-14    RAS profile: 2025-06-08    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article7
2011Forced Sales and House Prices In: American Economic Review.
[Full Text][Citation analysis]		article452
2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 452		paper
2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 452		paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review.
[Full Text][Citation analysis]		article128
2016Restoring rational choice: The challenge of consumer financial regulation.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article84
2015Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		paper
1984A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review.
[Full Text][Citation analysis]		article42
1984A Simple Account of the Behavior of Long-Term Interest Rates.(1984) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
1983A Simple Account of the Behavior of Long-Term Interest Rates.(1983) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
1987Permanent and Transitory Components in Macroeconomic Fluctuations. In: American Economic Review.
[Full Text][Citation analysis]		article105
1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		paper
1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		paper
1990Measuring the Persistence of Expected Returns. In: American Economic Review.
[Full Text][Citation analysis]		article24
1990Measuring the Persistence of Expected Returns.(1990) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
1990Measuring the Persistence of Expected Returns.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
1993Intertemporal Asset Pricing without Consumption Data. In: American Economic Review.
[Full Text][Citation analysis]		article442
1993Intertemporal Asset Pricing Without Consumption Data.(1993) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 442		paper
1992Intertemporal Asset Pricing Without Consumption Data.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 442		paper
2001Who Should Buy Long-Term Bonds? In: American Economic Review.
[Full Text][Citation analysis]		article255
1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 255		paper
2000Who Should Buy Long-Term Bonds?..(2000) In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 255		paper
2001Who Should Buy Long-Term Bonds?.(2001) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 255		paper
1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 255		paper
2004Inflation Illusion and Stock Prices In: American Economic Review.
[Full Text][Citation analysis]		article182
2004Inflation Illusion and Stock Prices.(2004) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 182		paper
2004Inflation Illusion and Stock Prices.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 182		paper
2004Bad Beta, Good Beta In: American Economic Review.
[Full Text][Citation analysis]		article422
2002Bad Beta, Good Beta.(2002) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 422		paper
2003Bad Beta, Good Beta.(2003) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 422		paper
2004Bad Beta, Good Beta.(2004) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 422		paper
2003Bad Beta, Good Beta.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 422		paper
2009Measuring the Financial Sophistication of Households In: American Economic Review.
[Full Text][Citation analysis]		article215
2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 215		paper
2009Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 215		paper
2009Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article20
2015The Impact of Regulation on Mortgage Risk: Evidence from India.(2015) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2019Do the Rich Get Richer in the Stock Market? Evidence from India In: American Economic Review: Insights.
[Full Text][Citation analysis]		article40
2018Do 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: 40		paper
2018Do 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: 40		paper
1994The New Palgrave Dictionary of Money and Finance. In: Journal of Economic Literature.
[Full Text][Citation analysis]		article5
2011Consumer Financial Protection In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article129
2011Consumer Financial Protection.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		paper
1995Some Lessons from the Yield Curve In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article204
1995Some Lessons from the Yield Curve..(1995) In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 204		paper
1995Some Lessons from the Yield Curve.(1995) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 204		paper
1995Some Lessons from the Yield Curve.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 204		paper
2016International Comparative Household Finance In: Annual Review of Economics.
[Full Text][Citation analysis]		article100
2016International Comparative Household Finance.(2016) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		paper
2016International Comparative Household Finance.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 462		paper
1987Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article319
1983Forward 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: 319		paper
1988Is There a Corporate Debt Crisis? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article81
1990U.S. Corporate Leverage: Developments in 1987 and 1988 In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article10
1990U.S. corporate leverage: developments in 1987 and 1988.(1990) In: Finance and Economics Discussion Series.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2009Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article72
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article125
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
This paper has nother version. Agregated cites: 125		book
2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article6
1986 A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. In: Journal of Finance.
[Full Text][Citation analysis]		article59
1986A 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: 59		paper
1984A 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: 59		paper
1988 Stock Prices, Earnings, and Expected Dividends. In: Journal of Finance.
[Full Text][Citation analysis]		article974
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]		article261
1992Predictable 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: 261		paper
1989Predictable 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: 261		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]		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.
[Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 543		paper
2000Asset Pricing at the Millennium In: Journal of Finance.
[Full Text][Citation analysis]		article303
2000Asset Pricing at the Millennium..(2000) In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 303		paper
2000Asset Pricing at the Millennium.(2000) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 303		paper
2000Asset Pricing at the Millennium.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 303		paper
2000Explaining the Poor Performance of Consumption‐based Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]		article141
2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance.
[Full Text][Citation analysis]		article1057
2001Have 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: 1057		paper
2000Have 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: 1057		paper
2003Equity Volatility and Corporate Bond Yields In: Journal of Finance.
[Full Text][Citation analysis]		article573
2002Equity 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: 573		paper
2003Equity Volatility and Corporate Bond Yields.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 573		paper
2002Equity Volatility and Corporate Bond Yields.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 573		paper
2006Household Finance In: Journal of Finance.
[Full Text][Citation analysis]		article487
2006Household Finance.(2006) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 487		paper
2006Household Finance.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 487		paper
2008In Search of Distress Risk In: Journal of Finance.
[Full Text][Citation analysis]		article725
2005In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 725		paper
2008In Search of Distress Risk.(2008) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 725		paper
2006In Search of Distress Risk.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 725		paper
2005In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 725		paper
2010Global Currency Hedging In: Journal of Finance.
[Full Text][Citation analysis]		article126
2009Global Currency Hedging.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 126		paper
2007Global Currency Hedging.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 126		paper
2015A Model of Mortgage Default In: Journal of Finance.
[Full Text][Citation analysis]		article188
2015A Model of Mortgage Default.(2015) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2011A Model of Mortgage Default.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2014A model of mortgage default.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2021Structuring Mortgages for Macroeconomic Stability In: Journal of Finance.
[Full Text][Citation analysis]		article19
2020Structuring Mortgages for Macroeconomic Stability.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2023Who Owns What? A Factor Model for Direct Stockholding In: Journal of Finance.
[Full Text][Citation analysis]		article9
2021Who 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: 9		paper
2014Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article34
2023Debt and Deficits: Fiscal Analysis with Stationary Ratios In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2023Debt and Deficits: Fiscal Analysis with Stationary Ratios.(2023) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2008Viewpoint: Estimating the equity premium In: Canadian Journal of Economics.
[Citation analysis]		article171
2008Viewpoint: 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: 171		article
2014What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper48
2018What 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: 48		article
2014What 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: 48		paper
2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper156
2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		article
2018An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		paper
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		paper
2015Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper70
2014Inattention 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: 70		paper
1998Dispersion and Volatility in Stock Returns: An Empirical Investigation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
1999Dispersion and Volatility in Stock Returns: An Empirical Investigation.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper245
2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 245		article
2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 245		paper
2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 245		paper
2013A multivariate model of strategic asset allocation.(2013) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 245		chapter
2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper26
2003Foreign Currency for Long-Term Investors.(2003) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2003Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper42
2004Strategic 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: 42		article
2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper70
2005The 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
2005The Term Structure of the Risk–Return Trade-Off.(2005) In: Financial Analysts Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		article
2007Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper129
2009Caught 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: 129		article
2009Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		paper
2012How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2012How 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
2012How 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
2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2014Getting 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: 30		paper
1998THE ECONOMETRICS OF FINANCIAL MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article67
1996A Scorecard for Indexed Government Debt In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper83
1996A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		chapter
1996A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
2001Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper169
2001Valuation 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: 169		paper
1986The Term Structure of Euromarket Interest Rates: An Empirical Investigation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper48
1987The 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
1987The 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
1986The 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
1986Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1241
1987Cointegration and Tests of Present Value Models.(1987) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1241		paper
1986Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1241		paper
1987Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1241		article
1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1902
1986The 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: 1902		paper
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1988) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1902		article
1988Stock Prices, Earnings and Expected Dividends In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper990
1988STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS.(1988) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has nother version. Agregated cites: 990		paper
1988Stock Prices, Earnings, and Expected Dividends.(1988) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 990		paper
1988Stock Prices, Earnings and Expected Dividends.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 990		paper
2006Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper521
2006Down 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: 521		paper
2007Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 521		paper
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 521		paper
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 521		paper
2006Down 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: 521		paper
2007Down 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: 521		paper
2006Down 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: 521		paper
2007Down 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: 521		article
1991A Variance Decomposition for Stock Returns. In: Economic Journal.
[Full Text][Citation analysis]		article811
1991A Variance Decomposition for Stock Returns.(1991) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 811		paper
1990A Variance Decomposition for Stock Returns.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 811		paper
2010The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies In: Working Paper Series.
[Full Text][Citation analysis]		paper20
1987Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis. In: Econometrica.
[Full Text][Citation analysis]		article432
1986Does 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: 432		paper
2004Household Risk Management and Optimal Mortgage Choice In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]		paper356
2004Household 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: 356		paper
2002Household 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: 356		paper
2003Household Risk Management and Optimal Mortgage Choice.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 356		paper
2003Household Risk Management and Optimal Mortgage Choice.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 356		paper
2003Household Risk Management and Optimal Mortgage Choice.(2003) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 356		article
2002Household Risk Management and Optimal Mortgage Choice.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
This paper has nother version. Agregated cites: 356		paper
1987The dollar and real interest rates In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article104
1987The Dollar and Real Interest Rates.(1987) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		paper
1987The Dollar and Real Interest Rates.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		paper
1989Finance theory and the term structure a comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article0
1988Interpreting cointegrated models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article78
1988Interpreting Cointegrated Models.(1988) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
1988Interpreting Cointegrated Models.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
1997A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article21
1989The dividend ratio model and small sample bias : A Monte Carlo study In: Economics Letters.
[Full Text][Citation analysis]		article19
1988The 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: 19		paper
1990Editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1991The response of consumption to income : A cross-country investigation In: European Economic Review.
[Full Text][Citation analysis]		article308
1991Aggregate 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]		article0
2001Why long horizons? A study of power against persistent alternatives In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article66
2001Why Long Horizons? A Study of Power Against Persistent Alternatives.(2001) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
1993Why 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: 66		paper
2003Consumption-based asset pricing In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter479
2002Consumption-Based Asset Pricing.(2002) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 479		paper
2022Portfolio choice with sustainable spending: A model of reaching for yield In: Journal of Financial Economics.
[Full Text][Citation analysis]		article20
2020Portfolio 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: 20		paper
1987Stock returns and the term structure In: Journal of Financial Economics.
[Full Text][Citation analysis]		article982
1987Stock Returns and the Term Structure.(1987) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 982		paper
1985Stock Returns and the Term Structure.(1985) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 982		paper
1992No news is good news *1: An asymmetric model of changing volatility in stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article902
1992No 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: 902		paper
1991No 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: 902		paper
2006Efficient tests of stock return predictability In: Journal of Financial Economics.
[Full Text][Citation analysis]		article501
2002Efficient 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: 501		paper
2006Efficient tests of stock return predictability.(2006) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 501		paper
2003Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 501		paper
1999Asset prices, consumption, and the business cycle In: Handbook of Macroeconomics.
[Full Text][Citation analysis]		chapter392
1998Asset Prices, Consumption, and the Business Cycle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 392		paper
1987Macroeconomic lessons from Britain : A review essay In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
1989International evidence on the persistence of economic fluctuations In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article113
1989International Evidence on the Persistence of Economic Fluctuations.(1989) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		paper
1988International Evidence on the Persistence of Economic Fluctuations.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		paper
1994Inspecting the mechanism: An analytical approach to the stochastic growth model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article236
1994Inspecting 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: 236		paper
1992Inspecting 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: 236		paper
2007How do house prices affect consumption? Evidence from micro data In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article754
2004How 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: 754		paper
2005How 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: 754		paper
2007How Do House Prices Affect Consumption? Evidence from Micro Data.(2007) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 754		paper
2005How 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: 754		paper
2004How do house prices affect consumption? Evidence from micro data..(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 754		paper
2004How Do House Prices Affect Consumption? Evidence from Micro Data.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 754		paper
2007Intergenerational risksharing and equilibrium asset prices In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article15
2007Intergenerational risksharing and equilibrium asset prices.(2007) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2007Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2006Intergenerational Risksharing and Equilibrium Asset Prices.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2021Sustainability in a risky world In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2021Sustainability in a Risky World.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1995Remarks: some thoughts on systemic risk In: Proceedings.
[Citation analysis]		article0
2005Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings.
[Full Text][Citation analysis]		article135
2005Growth 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: 135		paper
2010Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135		paper
2005Growth 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: 135		paper
2010Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135		article
2015Rethinking Mortgage Design In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
1997Elasticities of substitution in real business cycle models with home production In: Research Paper.
[Full Text][Citation analysis]		paper62
2000Elasticities of Substitution in Real Business Cycle Models with Home Production..(2000) In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2001Elasticities 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: 62		paper
2001Elasticities 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: 62		article
1998Elasticities 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: 62		paper
1994Models of the term structure of interest rates In: Working Papers.
[Citation analysis]		paper4
1994By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers.
[Citation analysis]		paper2675
1999By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2675		paper
1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2675		paper
1999Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2675		article
1994By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2675		paper
1995Understanding Risk and Return. In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper784
1996Understanding Risk and Return.(1996) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 784		paper
1993Understanding Risk and Return.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 784		paper
1996Understanding Risk and Return..(1996) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 784		article
1995Inflation, 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]		paper1
1996A Scorecard for Indexed Government Debt. In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper17
1996Consumption and the Stock Market: Interpreting International Experience. In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper32
1996Consumption and the Stock Market: Interpreting International Experience.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
1998Consumption and Portfolio Decisions when Expected Returns are Time Varying In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper469
1999Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 469		paper
1996Consumption 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: 469		paper
1999Consumption 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: 469		article
2000Investing Retirement Wealth: a Life-Cycle Model. In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper136
2001Investing Retirement Wealth: A Life-Cycle Model.(2001) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 136		chapter
1999Investing Retirement Wealth: A Life-Cycle Model.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 136		paper
2000Stock Market Mean Reversion and the Optimal Equity Allocation of Long-Lived Investor. In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper30
2001Stock 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
2001Stock 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
1999Stock 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
2004Caught on Tape: Predicting Institutional Ownership With Order Flow In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]		paper8
2004Caught On Tape: Predicting Institutional Ownership With Order Flow.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2005Caught On Tape: Institutional Order Flow and Stock Returns In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]		paper7
2005Caught 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
2005Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]		paper47
2005Predicting 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
1988PREDICTABLE 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]		paper7
1990AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS. In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]		paper2
1988SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]		paper221
1993Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 221		paper
1988Smart Money, Noise Trading and Stock Price Behavior.(1988) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 221		paper
1993Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 221		article
1991Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]		paper1121
1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1121		paper
1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1121		chapter
1991Pitfalls 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: 1121		paper
2009Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print.
[Citation analysis]		paper303
2009Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 303		paper
2009Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 303		paper
2008Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 303		paper
2009Fight 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: 303		article
2009Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print.
[Citation analysis]		paper3
2018Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers.
[Full Text][Citation analysis]		paper88
2014Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2020Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		article
2009The Changing Role of Nominal Government Bonds in Asset Allocation In: Scholarly Articles.
[Full Text][Citation analysis]		paper2
2013Hard Times In: Scholarly Articles.
[Full Text][Citation analysis]		paper18
2010Hard Times.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2013Hard Times.(2013) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2011Investing and Spending: The Twin Challenges of University Endowment Management In: Scholarly Articles.
[Full Text][Citation analysis]		paper3
2008Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? In: Scholarly Articles.
[Full Text][Citation analysis]		paper1309
2008Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?.(2008) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1309		article
1986Bond and Stock Returns in a Simple Exchange Model In: Scholarly Articles.
[Full Text][Citation analysis]		paper109
1984Bond and Stock Returns in a Simple Exchange Model.(1984) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
1986Bond 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: 109		article
1987Are Output Fluctuations Transitory? In: Scholarly Articles.
[Full Text][Citation analysis]		paper396
1986Are Output Fluctuations Transitory?.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 396		paper
1987Are Output Fluctuations Transitory?.(1987) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 396		article
1993Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles.
[Full Text][Citation analysis]		paper653
1992Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 653		paper
1993Trading 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: 653		article
1997Inflation, 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]		paper99
1996Inflation, 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: 99		paper
2008Estimating the Equity Premium In: Scholarly Articles.
[Full Text][Citation analysis]		paper160
2007Estimating the Equity Premium.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 160		paper
1987Money 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]		paper56
1987Money 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: 56		article
1986Money 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: 56		paper
1991Yield Spreads and Interest Rate Movements: A Birds Eye View In: Scholarly Articles.
[Full Text][Citation analysis]		paper901
1989Yield 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: 901		paper
1991Yield Spreads and Interest Rate Movements: A Birds Eye View.(1991) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 901		article
1989Why Is Consumption So Smooth? In: Scholarly Articles.
[Full Text][Citation analysis]		paper368
1989Why is Consumption So Smooth?.(1989) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 368		article
1993Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk In: Scholarly Articles.
[Full Text][Citation analysis]		paper72
1993Where 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: 72		paper
2005The Term Structure of the Risk€“Return Trade-Off In: Scholarly Articles.
[Full Text][Citation analysis]		paper18
2012Mortgage Market Design In: Scholarly Articles.
[Full Text][Citation analysis]		paper116
2012Mortgage Market Design.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2013Mortgage Market Design*.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		article
2011Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles.
[Full Text][Citation analysis]		paper48
2012The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment In: Scholarly Articles.
[Full Text][Citation analysis]		paper238
2009The 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: 238		paper
2012The 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: 238		article
2000Comment on Low Inflation: The Behavior of Financial Markets and Institutions. In: Journal of Money, Credit and Banking.
[Citation analysis]		article1
2013Predicting asset prices In: Nature.
[Full Text][Citation analysis]		article0
2001Risk Aspects of Investment-Based Social Security Reform In: NBER Books.
[Citation analysis]		book80
2008Asset Prices and Monetary Policy In: NBER Books.
[Citation analysis]		book48
1990Econometric Methods and Financial Time Series In: NBER Books.
[Citation analysis]		book0
2001Introduction to Risk Aspects of Investment-Based Social Security Reform In: NBER Chapters.
[Full Text][Citation analysis]		chapter51
1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence In: NBER Chapters.
[Full Text][Citation analysis]		chapter1286
1989Consumption, 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: 1286		paper
2013Comment on Shocks and Crashes In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2024Economic Budgeting for Endowment-Dependent Universities In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2024Economic Budgeting for Endowment-Dependent Universities.(2024) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Introduction to Financing Institutions of Higher Education In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2008Introduction to Asset Prices and Monetary Policy In: NBER Chapters.
[Full Text][Citation analysis]		chapter5
1994International Experiences with Securities Transaction Taxes In: NBER Chapters.
[Full Text][Citation analysis]		chapter49
1993International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
1993The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters.
[Full Text][Citation analysis]		chapter8
2009Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers.
[Full Text][Citation analysis]		paper124
2017Inflation 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: 124		article
2008Inflation 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: 124		paper
1987Is Consumption Too Smooth? In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
1987Household Saving and Permanent Income in Canada and the United Kingdom In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2021The Cross-Section of Household Preferences In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2022Idiosyncratic Equity Risk Two Decades Later In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2023Idiosyncratic Equity Risk Two Decades Later.(2023) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2023What Drives Booms and Busts in Value? In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
1993Where Do Betas Come From? Asset Price Dynamics and the In: The Review of Financial Studies.
[Full Text][Citation analysis]		article72
2002Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue.
[Citation analysis]		book717
2009The Changing Role of Nominal Government Bonds in Asset Allocation* In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]		article1
1995Accounting for Stock Price Movements In: International Economic Association Series.
[Citation analysis]		chapter0
2010Introduction In: Introductory Chapters.
[Full Text][Citation analysis]		chapter0
2014Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper68
2003Two Puzzles of Asset Pricing and Their Implications for Investors In: The American Economist.
[Full Text][Citation analysis]		article2
1993A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics.
[Citation analysis]		article39
2001A Comment On James M. PoterbaS Demographic Structure And Asset Returns In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article7
2015The Fragile Benefits of Endowment Destruction In: Journal of Political Economy.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2025. Contact: CitEc Team