71
H index
113
i10 index
32878
Citations
John Y. Campbell : Citation Profile
National Bureau of Economic Research (NBER) (25% share) | RESEARCH PRODUCTION: 103 Articles 250 Papers 5 Books 14 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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40 years (1983 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell. | Is cited by:
| Cites to:
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Main data
Where John Y. Campbell has published?
Recent works citing John Y. Campbell (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03. Full description at Econpapers || Download paper | |
| 2023 | Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08. Full description at Econpapers || Download paper | |
| 2022 | Five Facts about the Distributional Income Effects of Monetary Policy Shocks. (2022). Picco, Anna Rogantini ; Klein, Mathias ; Jansson, Thomas ; Amberg, Niklas. In: American Economic Review: Insights. RePEc:aea:aerins:v:4:y:2022:i:3:p:289-304. Full description at Econpapers || Download paper | |
| 2022 | A Social Insurance Perspective on Pandemic Fiscal Policy: Implications for Unemployment Insurance and Hazard Pay. (2022). Romer, David H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:2:p:3-28. Full description at Econpapers || Download paper | |
| 2022 | Overreaction and Diagnostic Expectations in Macroeconomics. (2022). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:223-44. Full description at Econpapers || Download paper | |
| 2022 | Popular Personal Financial Advice versus the Professors. (2022). Choi, James J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:167-92. Full description at Econpapers || Download paper | |
| 2022 | ADAPTING NETHERLANDS STARTERSLENING MODEL TO IMPROVE THE CURRENT FINANCE LINKED INDIVIDUAL SUBSIDY SCHEME IN SOUTH AFRICA. (2022). Dastile, Princess Makhosazan ; Simbanegavi, Prisca. In: AfRES. RePEc:afr:wpaper:2022-055. Full description at Econpapers || Download paper | |
| 2022 | The past, the present and the prospective future of efficient market hypothesis: a theoretical and empirical investigation of international stock markets. (2022). Dhanda, Neelam ; Pasricha, Laurel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:89-106. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper | |
| 2023 | The Effects of New Equity Announcements on Stock Returns: An Examination on BIST. (2023). Ergun, Bahadir ; Unal, Cumali. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:8:y:2023:i:2:p:224-243. Full description at Econpapers || Download paper | |
| 2023 | Expectations, self-fulfilling prophecies and the business cycle. (2023). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: AMSE Working Papers. RePEc:aim:wpaimx:2234. Full description at Econpapers || Download paper | |
| 2022 | The risk premium in New Keynesian DSGE models: the cost of inflation channel. (2022). Wouters, Rafael ; Tretiakov, Pavel ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022008. Full description at Econpapers || Download paper | |
| 2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
| 2022 | Interest Rates and the Spatial Polarization of Housing Markets. (2022). Schularick, Moritz ; Kohl, Sebastian ; Dohmen, Martin ; Amaral, Francisco. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:212. Full description at Econpapers || Download paper | |
| 2023 | Home Price Expectations and Spending: Evidence from a Field Experiment. (2023). Wohlfart, Johannes ; Roth, Christopher ; Chopra, Felix. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:233. Full description at Econpapers || Download paper | |
| 2023 | Dynamics of financial inclusion and capital formation in Nigeria. (2023). Onyele, Kingsley Onyekachi ; Ikwuagwu, Eberechi Bernadine. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202306. Full description at Econpapers || Download paper | |
| 2022 | Job protection and mortgage conditions: Evidence from Italian administrative data. (2022). Zazzaro, Alberto ; Oliviero, Tommaso ; Mistrulli, Paolo Emilio ; Rotondi, Zeno. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:173. Full description at Econpapers || Download paper | |
| 2022 | Fifty years since Altman (1968): Performance of financial distress prediction models. (2022). Singh, Manish K ; Bhatia, Surbhi . In: Working Papers. RePEc:anf:wpaper:12. Full description at Econpapers || Download paper | |
| 2022 | Informational efficiency of credit ratings. (2022). Thomas, Susan ; Singh, Manish K ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:14. Full description at Econpapers || Download paper | |
| 2022 | Impact of Proactive Personality on Affective Commitment: Mediation Effect of Job Satisfaction. (2022). Akram, Muhammad Shahzad ; Hafeez, Muhammad Mohsin ; Abid, Muhammad Adeel ; Awan, Tajammal Hussain. In: iRASD Journal of Management. RePEc:ani:irdjom:v:4:y:2022:i:2:p:434-448. Full description at Econpapers || Download paper | |
| 2023 | Risk Aversion and Changes in Regime. (2023). Sola, Martin ; Kenc, Turalay ; Driffill, John ; Caravello, Tomas E. In: Working Papers. RePEc:aoz:wpaper:237. Full description at Econpapers || Download paper | |
| 2022 | Optimal investment with time-varying stochastic endowments. (2014). Chen, AN ; Stelzer, Robert ; Mereu, Carla . In: Papers. RePEc:arx:papers:1406.6245. Full description at Econpapers || Download paper | |
| 2022 | Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274. Full description at Econpapers || Download paper | |
| 2022 | News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715. Full description at Econpapers || Download paper | |
| 2022 | Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916. Full description at Econpapers || Download paper | |
| 2023 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers || Download paper | |
| 2022 | Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors?. (2020). Wernli, Reto ; Dietrich, Andreas. In: Papers. RePEc:arx:papers:2003.11347. Full description at Econpapers || Download paper | |
| 2022 | Mortgage Contracts and Selective Default. (2020). Robertson, Scott ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:2005.03554. Full description at Econpapers || Download paper | |
| 2023 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
| 2022 | Predicting S&P500 Index direction with Transfer Learning and a Causal Graph as main Input. (2021). Romain, Djoumbissie David. In: Papers. RePEc:arx:papers:2011.13113. Full description at Econpapers || Download paper | |
| 2022 | Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:2012.01235. Full description at Econpapers || Download paper | |
| 2022 | Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568. Full description at Econpapers || Download paper | |
| 2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
| 2023 | Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648. Full description at Econpapers || Download paper | |
| 2022 | Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250. Full description at Econpapers || Download paper | |
| 2022 | Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk. (2021). Quintos, Alejandra ; Protter, Philip ; Jarrow, Robert. In: Papers. RePEc:arx:papers:2110.10936. Full description at Econpapers || Download paper | |
| 2022 | Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405. Full description at Econpapers || Download paper | |
| 2022 | Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308. Full description at Econpapers || Download paper | |
| 2022 | Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094. Full description at Econpapers || Download paper | |
| 2023 | Buy Now, Pay Later (BNPL)...On Your Credit Card. (2022). Guttman-Kenney, Benedict ; Firth, Christopher ; Gathergood, John. In: Papers. RePEc:arx:papers:2201.01758. Full description at Econpapers || Download paper | |
| 2022 | Discrete-time risk sensitive portfolio optimization with proportional transaction costs. (2022). Stettner, Lukasz ; Pitera, Marcin. In: Papers. RePEc:arx:papers:2201.02828. Full description at Econpapers || Download paper | |
| 2023 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper | |
| 2023 | Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper | |
| 2022 | The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069. Full description at Econpapers || Download paper | |
| 2022 | Robust Comparative Statics for the Elasticity of Intertemporal Substitution. (2022). Toda, Alexis Akira ; Flynn, Joel P. In: Papers. RePEc:arx:papers:2201.10673. Full description at Econpapers || Download paper | |
| 2022 | Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes. (2022). Soulier, Philippe ; Hurvich, Clifford ; Hsieh, Meng-Chen. In: Papers. RePEc:arx:papers:2202.00793. Full description at Econpapers || Download paper | |
| 2022 | Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Mar'Ia. In: Papers. RePEc:arx:papers:2202.02280. Full description at Econpapers || Download paper | |
| 2022 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532. Full description at Econpapers || Download paper | |
| 2022 | Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473. Full description at Econpapers || Download paper | |
| 2023 | Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817. Full description at Econpapers || Download paper | |
| 2022 | Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865. Full description at Econpapers || Download paper | |
| 2022 | Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848. Full description at Econpapers || Download paper | |
| 2022 | Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper | |
| 2022 | Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398. Full description at Econpapers || Download paper | |
| 2022 | The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator. (2022). Ausloos, Marcel ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2205.00104. Full description at Econpapers || Download paper | |
| 2022 | The Market-Based Asset Price Probability. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2205.07256. Full description at Econpapers || Download paper | |
| 2023 | The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666. Full description at Econpapers || Download paper | |
| 2022 | A mean field game approach to equilibrium consumption under external habit formation. (2022). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341. Full description at Econpapers || Download paper | |
| 2022 | Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130. Full description at Econpapers || Download paper | |
| 2022 | Unique futures in China: studys on volatility spillover effects of ferrous metal futures. (2022). Hao, Lin ; Sun, Cuiping ; Cao, Tingting. In: Papers. RePEc:arx:papers:2206.15039. Full description at Econpapers || Download paper | |
| 2022 | 150 Years of Return Predictability Around the World: A Holistic View. (2022). Bai, Yang. In: Papers. RePEc:arx:papers:2209.00121. Full description at Econpapers || Download paper | |
| 2023 | Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623. Full description at Econpapers || Download paper | |
| 2022 | Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence. (2022). Pelagatti, Matteo Maria ; Maranzano, Paolo. In: Papers. RePEc:arx:papers:2210.17529. Full description at Econpapers || Download paper | |
| 2022 | State-dependent Asset Allocation Using Neural Networks. (2022). Neghab, Davood Pirayesh ; Bradrania, Reza. In: Papers. RePEc:arx:papers:2211.00871. Full description at Econpapers || Download paper | |
| 2022 | Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695. Full description at Econpapers || Download paper | |
| 2023 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
| 2022 | Relative growth rate optimization under behavioral criterion. (2022). Xu, Zuo Quan ; Wei, Pengyu ; Peng, Jing. In: Papers. RePEc:arx:papers:2211.05402. Full description at Econpapers || Download paper | |
| 2023 | On the Convergence of Credit Risk in Current Consumer Automobile Loans. (2022). Yan, Jun ; Pozdnyakov, Vladimir ; Lautier, Jackson P. In: Papers. RePEc:arx:papers:2211.09176. Full description at Econpapers || Download paper | |
| 2022 | Investor base and idiosyncratic volatility of cryptocurrencies. (2022). Zamani, Shiva ; Izadyar, Amin. In: Papers. RePEc:arx:papers:2211.13274. Full description at Econpapers || Download paper | |
| 2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper | |
| 2022 | Dynamic spending and portfolio decisions with a soft social norm. (2022). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Papers. RePEc:arx:papers:2212.10053. Full description at Econpapers || Download paper | |
| 2023 | Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853. Full description at Econpapers || Download paper | |
| 2023 | Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631. Full description at Econpapers || Download paper | |
| 2023 | PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets. (2023). An, BO ; Wang, Xinrun ; Qin, Molei ; Sun, Shuo. In: Papers. RePEc:arx:papers:2302.00586. Full description at Econpapers || Download paper | |
| 2023 | Does higher capital maintenance drive up banks cost of equity? Evidence from Bangladesh. (2023). , Mir ; Naoaj, Md Shah. In: Papers. RePEc:arx:papers:2302.02762. Full description at Econpapers || Download paper | |
| 2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
| 2023 | The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140. Full description at Econpapers || Download paper | |
| 2023 | Predicting Stock Price Movement as an Image Classification Problem. (2023). Steinbacher, Matej. In: Papers. RePEc:arx:papers:2303.01111. Full description at Econpapers || Download paper | |
| 2023 | The Dark Side of Algorithms? The Effect of Recommender Systems on Online Investor Behaviors. (2023). Hu, Yu Jeffrey ; He, Cheng ; Zhu, Ruiqi Rich. In: Papers. RePEc:arx:papers:2303.14263. Full description at Econpapers || Download paper | |
| 2023 | The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
| 2023 | Stock Price Predictability and the Business Cycle via Machine Learning. (2023). Fan, Xiuyi ; Fu, Hsuan ; Wang, Lirong. In: Papers. RePEc:arx:papers:2304.09937. Full description at Econpapers || Download paper | |
| 2023 | Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860. Full description at Econpapers || Download paper | |
| 2023 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
| 2023 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
| 2023 | Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343. Full description at Econpapers || Download paper | |
| 2023 | Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper | |
| 2023 | Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033. Full description at Econpapers || Download paper | |
| 2023 | COVID-19 Demand Shocks Revisited: Did Advertising Technology Help Mitigate Adverse Consequences for Small and Midsize Businesses?. (2023). Schneider, J W ; Gyurak, Anett ; Bart, Yakov ; Yoo, Daniel ; Runge, Julian ; Lee, Shun-Yang. In: Papers. RePEc:arx:papers:2307.09035. Full description at Econpapers || Download paper | |
| 2023 | Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151. Full description at Econpapers || Download paper | |
| 2023 | To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis. (2023). Raabe, Jun-Patrick ; Leible, Stephan ; Lohden, Thomas ; Matthies, Tim. In: Papers. RePEc:arx:papers:2308.09968. Full description at Econpapers || Download paper | |
| 2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper | |
| 2023 | Default Process Modeling and Credit Valuation Adjustment. (2023). Xiao, David. In: Papers. RePEc:arx:papers:2309.03311. Full description at Econpapers || Download paper | |
| 2023 | Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968. Full description at Econpapers || Download paper | |
| 2023 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
| 2023 | Kernel-Based Stochastic Learning of Large-Scale Semiparametric Monotone Index Models with an Application to Aging and Household Risk Preference. (2023). Yao, Qingsong. In: Papers. RePEc:arx:papers:2309.06693. Full description at Econpapers || Download paper | |
| 2023 | Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2303. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
John Y. Campbell has edited the books:
| Year | Title | Type | Cited |
|---|
Works by John Y. Campbell:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1992 | Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2011 | Forced Sales and House Prices In: American Economic Review. [Full Text][Citation analysis] | article | 422 |
| 2011 | Forced Sales and House Prices.(2011) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 422 | paper | |
| 2009 | Forced Sales and House Prices.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 422 | paper | |
| 2016 | Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review. [Full Text][Citation analysis] | article | 105 |
| 2016 | Restoring rational choice: The challenge of consumer financial regulation.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
| 2016 | Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
| 2016 | Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
| 2020 | Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market In: American Economic Review. [Full Text][Citation analysis] | article | 67 |
| 2015 | Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
| 1984 | A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review. [Full Text][Citation analysis] | article | 43 |
| 1984 | A Simple Account of the Behavior of Long-Term Interest Rates.(1984) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 1983 | A Simple Account of the Behavior of Long-Term Interest Rates.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 1987 | Permanent and Transitory Components in Macroeconomic Fluctuations. In: American Economic Review. [Full Text][Citation analysis] | article | 101 |
| 1987 | Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
| 1987 | Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
| 1990 | Measuring the Persistence of Expected Returns. In: American Economic Review. [Full Text][Citation analysis] | article | 24 |
| 1990 | Measuring the Persistence of Expected Returns.(1990) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 1990 | Measuring the Persistence of Expected Returns.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 1993 | Intertemporal Asset Pricing without Consumption Data. In: American Economic Review. [Full Text][Citation analysis] | article | 428 |
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| 1990 | Permanent Income, Current Income, and Consumption. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 452 |
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| 1987 | Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 452 | paper | |
| 1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 314 |
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| 1984 | A Defense of Traditional Hypotheses About the Term Structure of InterestRates.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 1992 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 259 |
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| 1989 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 259 | paper | |
| 1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 522 |
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| 1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 522 | paper | |
| 1991 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 522 | paper | |
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| 2000 | Explaining the Poor Performance of Consumption?based Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 139 |
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| 1999 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | paper | |
| 2001 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 1008 |
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| 2003 | Equity Volatility and Corporate Bond Yields In: Journal of Finance. [Full Text][Citation analysis] | article | 536 |
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| 2007 | Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 116 |
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| 2001 | Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 166 |
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| 1987 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
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| 1986 | Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1202 | paper | |
| 1987 | Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1202 | article | |
| 1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1779 |
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| 1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1988) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1779 | article | |
| 1988 | Stock Prices, Earnings and Expected Dividends In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 934 |
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| 2007 | Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 478 | paper | |
| 2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 478 | paper | |
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| 2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 478 | paper | |
| 2006 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 478 | paper | |
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| 2010 | The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies In: Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
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| 2004 | Household Risk Management and Optimal Mortgage Choice In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 334 |
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| 1987 | The dollar and real interest rates In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 104 |
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| 1988 | The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 1990 | Editors introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1991 | The response of consumption to income : A cross-country investigation In: European Economic Review. [Full Text][Citation analysis] | article | 295 |
| 1991 | Aggregate investment, the stock market and the Q model: Robust results for six OECD countries : by G. Sensenbrenner In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | Why long horizons? A study of power against persistent alternatives In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 64 |
| 2001 | Why Long Horizons? A Study of Power Against Persistent Alternatives.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 1993 | Why Long Horizons: A Study of Power Against Persistent Alternatives.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 2003 | Consumption-based asset pricing In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 464 |
| 2002 | Consumption-Based Asset Pricing.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 464 | paper | |
| 2022 | Portfolio choice with sustainable spending: A model of reaching for yield In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
| 2020 | Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 1987 | Stock returns and the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 942 |
| 1987 | Stock Returns and the Term Structure.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 942 | paper | |
| 1985 | Stock Returns and the Term Structure.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 942 | paper | |
| 1992 | No news is good news *1: An asymmetric model of changing volatility in stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 847 |
| 1992 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1992) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 847 | paper | |
| 1991 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 847 | paper | |
| 2006 | Efficient tests of stock return predictability In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 462 |
| 2002 | Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 462 | paper | |
| 2006 | Efficient tests of stock return predictability.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 462 | paper | |
| 2003 | Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 462 | paper | |
| 1999 | Asset prices, consumption, and the business cycle In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 384 |
| 1998 | Asset Prices, Consumption, and the Business Cycle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 384 | paper | |
| 1987 | Macroeconomic lessons from Britain : A review essay In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
| 1989 | International evidence on the persistence of economic fluctuations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 111 |
| 1989 | International Evidence on the Persistence of Economic Fluctuations.(1989) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
| 1988 | International Evidence on the Persistence of Economic Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
| 1994 | Inspecting the mechanism: An analytical approach to the stochastic growth model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 229 |
| 1994 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1994) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 229 | paper | |
| 1992 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 229 | paper | |
| 2007 | How do house prices affect consumption? Evidence from micro data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 700 |
| 2004 | How Do House Prices Affect Consumption? Evidence From Micro F. Data.(2004) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 700 | paper | |
| 2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 700 | paper | |
| 2007 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 700 | paper | |
| 2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 700 | paper | |
| 2004 | How do house prices affect consumption? Evidence from micro data..(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 700 | paper | |
| 2004 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 700 | paper | |
| 2007 | Intergenerational risksharing and equilibrium asset prices In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 16 |
| 2007 | Intergenerational risksharing and equilibrium asset prices.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2007 | Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2006 | Intergenerational Risksharing and Equilibrium Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2021 | Sustainability in a risky world In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Sustainability in a Risky World.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1995 | Remarks: some thoughts on systemic risk In: Proceedings. [Citation analysis] | article | 0 |
| 2005 | Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings. [Full Text][Citation analysis] | article | 128 |
| 2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | article | |
| 2015 | Rethinking Mortgage Design In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Elasticities of substitution in real business cycle models with home production In: Research Paper. [Full Text][Citation analysis] | paper | 63 |
| 2000 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2001 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2001 | Elasticities of Substitution in Real Business Cycle Models with Home Protection..(2001) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 63 | article | |
| 1998 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 1994 | Models of the term structure of interest rates In: Working Papers. [Citation analysis] | paper | 4 |
| 1994 | By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers. [Citation analysis] | paper | 2557 |
| 1999 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2557 | paper | |
| 1995 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2557 | paper | |
| 1999 | Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2557 | article | |
| 1994 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2557 | paper | |
| 1995 | Understanding Risk and Return In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 756 |
| 1996 | Understanding Risk and Return.(1996) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 756 | paper | |
| 1993 | Understanding Risk and Return.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 756 | paper | |
| 1996 | Understanding Risk and Return..(1996) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 756 | article | |
| 1995 | Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 1 |
| 1996 | A Scorecard for Indexed Government Data In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 17 |
| 1996 | Consumption and the Stock Market: Interpreting International Experience In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 33 |
| 1996 | Consumption and the Stock Market: Interpreting International Experience.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 1998 | Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 440 |
| 1999 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 440 | paper | |
| 1996 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 440 | paper | |
| 1999 | Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 440 | article | |
| 2000 | Investing Retirement Wealth? A Life-Cycle Model In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 133 |
| 2001 | Investing Retirement Wealth: A Life-Cycle Model.(2001) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 133 | chapter | |
| 1999 | Investing Retirement Wealth: A Life-Cycle Model.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 133 | paper | |
| 2000 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
| 1999 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2004 | Caught on Tape: Predicting Institutional Ownership With Order Flow In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Caught On Tape: Predicting Institutional Ownership With Order Flow.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2005 | Caught On Tape: Institutional Order Flow and Stock Returns In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2005 | Caught On Tape: Institutional Order Flow and Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 1988 | PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 7 |
| 1990 | AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 3 |
| 1988 | SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 214 |
| 1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 214 | paper | |
| 1988 | Smart Money, Noise Trading and Stock Price Behavior.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 214 | paper | |
| 1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 214 | article | |
| 1991 | Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 1104 |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1104 | paper | |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1104 | chapter | |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1104 | paper | |
| 2009 | Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print. [Citation analysis] | paper | 269 |
| 2009 | Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 269 | paper | |
| 2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 269 | paper | |
| 2008 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 269 | paper | |
| 2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 269 | article | |
| 2009 | Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print. [Citation analysis] | paper | 3 |
| 2018 | Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers. [Full Text][Citation analysis] | paper | 63 |
| 2014 | Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2020 | Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
| 2009 | The Changing Role of Nominal Government Bonds in Asset Allocation In: Scholarly Articles. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Hard Times In: Scholarly Articles. [Full Text][Citation analysis] | paper | 18 |
| 2010 | Hard Times.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Hard Times.(2013) In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2011 | Investing and Spending: The Twin Challenges of University Endowment Management In: Scholarly Articles. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 1080 |
| 2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1080 | article | |
| 1986 | Bond and Stock Returns in a Simple Exchange Model In: Scholarly Articles. [Full Text][Citation analysis] | paper | 106 |
| 1984 | Bond and Stock Returns in a Simple Exchange Model.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | paper | |
| 1986 | Bond and Stock Returns in a Simple Exchange Model.(1986) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | article | |
| 1987 | Are Output Fluctuations Transitory? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 392 |
| 1986 | Are Output Fluctuations Transitory?.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 392 | paper | |
| 1987 | Are Output Fluctuations Transitory?.(1987) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 392 | article | |
| 1993 | Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles. [Full Text][Citation analysis] | paper | 620 |
| 1992 | Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 620 | paper | |
| 1993 | Trading Volume and Serial Correlation in Stock Returns.(1993) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 620 | article | |
| 1997 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices In: Scholarly Articles. [Full Text][Citation analysis] | paper | 96 |
| 1996 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
| 2008 | Estimating the Equity Premium In: Scholarly Articles. [Full Text][Citation analysis] | paper | 158 |
| 2007 | Estimating the Equity Premium.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 158 | paper | |
| 1987 | Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week In: Scholarly Articles. [Full Text][Citation analysis] | paper | 59 |
| 1987 | Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week..(1987) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | article | |
| 1986 | Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
| 1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View In: Scholarly Articles. [Full Text][Citation analysis] | paper | 869 |
| 1989 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 869 | paper | |
| 1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1991) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 869 | article | |
| 1989 | Why Is Consumption So Smooth? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 358 |
| 1989 | Why is Consumption So Smooth?.(1989) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 358 | article | |
| 1993 | Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk In: Scholarly Articles. [Full Text][Citation analysis] | paper | 70 |
| 1993 | Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2012 | Mortgage Market Design In: Scholarly Articles. [Full Text][Citation analysis] | paper | 103 |
| 2012 | Mortgage Market Design.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
| 2013 | Mortgage Market Design*.(2013) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | article | |
| 2011 | Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles. [Full Text][Citation analysis] | paper | 42 |
| 2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment In: Scholarly Articles. [Full Text][Citation analysis] | paper | 229 |
| 2009 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 229 | paper | |
| 2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2012) In: Critical Finance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 229 | article | |
| 2000 | Comment on Low Inflation: The Behavior of Financial Markets and Institutions. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 1 |
| 2013 | Predicting asset prices In: Nature. [Full Text][Citation analysis] | article | 0 |
| 2001 | Risk Aspects of Investment-Based Social Security Reform In: NBER Books. [Citation analysis] | book | 79 |
| 2008 | Asset Prices and Monetary Policy In: NBER Books. [Citation analysis] | book | 49 |
| 1990 | Econometric Methods and Financial Time Series In: NBER Books. [Citation analysis] | book | 0 |
| 2001 | Introduction to Risk Aspects of Investment-Based Social Security Reform In: NBER Chapters. [Full Text][Citation analysis] | chapter | 48 |
| 1989 | Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1238 |
| 1989 | Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1238 | paper | |
| 2013 | Comment on Shocks and Crashes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2008 | Introduction to Asset Prices and Monetary Policy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 5 |
| 1994 | International Experiences with Securities Transaction Taxes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 49 |
| 1993 | International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 1993 | The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters. [Full Text][Citation analysis] | chapter | 8 |
| 2009 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 112 |
| 2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2017) In: Critical Finance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | article | |
| 2008 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
| 1987 | Is Consumption Too Smooth? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 1987 | Household Saving and Permanent Income in Canada and the United Kingdom In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | The Cross-Section of Household Preferences In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2022 | Idiosyncratic Equity Risk Two Decades Later In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Debt and Deficits: Fiscal Analysis with Stationary Ratios In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Where Do Betas Come From? Asset Price Dynamics and the In: Review of Financial Studies. [Full Text][Citation analysis] | article | 70 |
| 2002 | Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue. [Citation analysis] | book | 679 |
| 2009 | The Changing Role of Nominal Government Bonds in Asset Allocation* In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 1 |
| 1995 | Accounting for Stock Price Movements In: International Economic Association Series. [Citation analysis] | chapter | 0 |
| 2010 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2014 | Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 67 |
| 2003 | Two Puzzles of Asset Pricing and Their Implications for Investors In: The American Economist. [Full Text][Citation analysis] | article | 2 |
| 1993 | A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics. [Citation analysis] | article | 39 |
| 2001 | A Comment On James M. PoterbaS Demographic Structure And Asset Returns In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2015 | The Fragile Benefits of Endowment Destruction In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
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