74
H index
116
i10 index
35763
Citations
Harvard University (75% share) | 74 H index 116 i10 index 35763 Citations RESEARCH PRODUCTION: 106 Articles 258 Papers 5 Books 16 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | Information 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 | |
2024 | Information 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 | |
2024 | DSGE 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 | |
2024 | Reap 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 | |
2025 | Market 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 | |
2024 | Asymmetric 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 | |
2024 | Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper | |
2024 | Volatility Depends on Market Trades and Macro Theory. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907. Full description at Econpapers || Download paper | |
2024 | Retirement 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 | |
2024 | Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper | |
2024 | Three Remarks On Asset Pricing. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903. Full description at Econpapers || Download paper | |
2024 | Optimal 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 | |
2024 | Detecting 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 | |
2024 | Augmented Dynamic Gordon Growth Model. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper | |
2025 | Option 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 | |
2024 | Market-Based Asset Price Probability. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2205.07256. Full description at Econpapers || Download paper | |
2024 | The Log Private Company Valuation Model. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666. Full description at Econpapers || Download paper | |
2024 | A 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 | |
2024 | Bayesian 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 | |
2024 | On 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 | |
2025 | A 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 | |
2024 | The Elasticity of Quantitative Investment. (2024). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
2024 | Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2024 | Maximally Machine-Learnable Portfolios. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
2024 | Latent 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 | |
2024 | Expected Shortfall LASSO. (2024). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033. Full description at Econpapers || Download paper | |
2024 | COVID-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 | |
2024 | Testing 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 | |
2024 | Robust 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 | |
2024 | Reference-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 | |
2024 | Optimal 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 | |
2024 | A 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 | |
2024 | Selective 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 | |
2024 | Coarse 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 | |
2024 | Revisiting 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 | |
2024 | Application 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 | |
2024 | The 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 | |
2025 | Phase 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 | |
2024 | The 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 | |
2024 | The Mertons Default Risk Model for Public Company. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.18121. Full description at Econpapers || Download paper | |
2025 | Sparse 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 | |
2024 | Hopfield 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 | |
2024 | Causality-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 | |
2024 | Option 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 | |
2024 | Betting Against (Bad) Beta. (2024). Herculano, Miguel C. In: Papers. RePEc:arx:papers:2409.00416. Full description at Econpapers || Download paper | |
2024 | Econometric 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 | |
2024 | Simple 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 | |
2024 | Optimal 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 | |
2025 | Two-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 | |
2024 | Persistence-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 | |
2024 | Optimal mutual insurance against systematic longevity risk. (2024). Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2410.07749. Full description at Econpapers || Download paper | |
2024 | Nickell 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 | |
2024 | Optimal 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 | |
2024 | Mean--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 | |
2025 | Risk 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 | |
2025 | Market 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 | |
2025 | Time-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 | |
2025 | Follow 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 | |
2025 | MarketSenseAI 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 | |
2025 | ChatGPT 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 | |
2025 | Dual 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 | |
2025 | Dynamic 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 | |
2025 | The 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 | |
2025 | Forecasting 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 | |
2025 | Asymmetry 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 | |
2025 | A 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 | |
2025 | Robust 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 | |
2025 | Modeling 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 | |
2025 | Multivariate 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 | |
2025 | Characterizing 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 | |
2024 | The 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 | |
2024 | Deriving 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 | |
2024 | Credit 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 | |
2024 | Estimating 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 | |
2024 | Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6. Full description at Econpapers || Download paper | |
2025 | Liquidation 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 | |
2025 | The 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 | |
2024 | Housing 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 | |
2025 | Optimal Inflation Targeting. (2025). Alves, Pedro Henrique. In: Working Papers Series. RePEc:bcb:wpaper:623. Full description at Econpapers || Download paper | |
2024 | The 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 | |
2025 | Country 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 | |
2024 | Aggregate 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 | |
2024 | Oil 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 | |
2024 | Consumption 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 | |
2024 | Temporary 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 | |
2024 | Wealth 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 | |
2024 | Heterogeneity 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 | |
2025 | Heterogeneity and Aggregate Consumption: An Empirical Assessment. (2025). Debortoli, Davide ; Galai, Jordi. In: Working Papers. RePEc:bge:wpaper:1484. Full description at Econpapers || Download paper | |
2024 | Covered 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 | |
2024 | Fire 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 | |
2025 | Global 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 | |
2024 | Exploring 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 | |
2025 | Business 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 | |
2024 | Liquidity 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 | |
2024 | Transitory 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 | |
2024 | The 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 | |
2024 | The 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 | |
2024 | New 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 | |
2024 | Does 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 | |
2024 | Fiscal 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 | |
2024 | A 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... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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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 | 452 |
2011 | Forced Sales and House Prices.(2011) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 452 | paper | |
2009 | Forced Sales and House Prices.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 452 | paper | |
2016 | Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review. [Full Text][Citation analysis] | article | 128 |
2016 | Restoring 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 | |
2016 | Restoring 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 | |
2016 | Restoring 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 | |
2020 | Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market In: American Economic Review. [Full Text][Citation analysis] | article | 84 |
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 nother version. Agregated cites: 84 | paper | |
1984 | A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review. [Full Text][Citation analysis] | article | 42 |
1984 | A 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 | |
1983 | A 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 | |
1987 | Permanent and Transitory Components in Macroeconomic Fluctuations. In: American Economic Review. [Full Text][Citation analysis] | article | 105 |
1987 | Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
1987 | Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
1990 | Measuring the Persistence of Expected Returns. In: American Economic Review. [Full Text][Citation analysis] | article | 24 |
1990 | Measuring the Persistence of Expected Returns.(1990) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
1990 | Measuring the Persistence of Expected Returns.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
1993 | Intertemporal Asset Pricing without Consumption Data. In: American Economic Review. [Full Text][Citation analysis] | article | 442 |
1993 | Intertemporal Asset Pricing Without Consumption Data.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 442 | paper | |
1992 | Intertemporal Asset Pricing Without Consumption Data.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 442 | paper | |
2001 | Who Should Buy Long-Term Bonds? In: American Economic Review. [Full Text][Citation analysis] | article | 255 |
1998 | Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 255 | paper | |
2000 | Who 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 | |
2001 | Who Should Buy Long-Term Bonds?.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 255 | paper | |
1998 | Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 255 | paper | |
2004 | Inflation Illusion and Stock Prices In: American Economic Review. [Full Text][Citation analysis] | article | 182 |
2004 | Inflation Illusion and Stock Prices.(2004) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2004 | Inflation Illusion and Stock Prices.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2004 | Bad Beta, Good Beta In: American Economic Review. [Full Text][Citation analysis] | article | 422 |
2002 | Bad Beta, Good Beta.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 422 | paper | |
2003 | Bad Beta, Good Beta.(2003) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 422 | paper | |
2004 | Bad Beta, Good Beta.(2004) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 422 | paper | |
2003 | Bad Beta, Good Beta.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 422 | paper | |
2009 | Measuring the Financial Sophistication of Households In: American Economic Review. [Full Text][Citation analysis] | article | 215 |
2009 | Measuring the Financial Sophistication of Households.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
2009 | Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
2009 | Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
2015 | The Impact of Regulation on Mortgage Risk: Evidence from India In: American Economic Journal: Economic Policy. [Full Text][Citation analysis] | article | 20 |
2015 | The Impact of Regulation on Mortgage Risk: Evidence from India.(2015) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2019 | Do the Rich Get Richer in the Stock Market? Evidence from India In: American Economic Review: Insights. [Full Text][Citation analysis] | article | 40 |
2018 | Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2018 | Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
1994 | The New Palgrave Dictionary of Money and Finance. In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 5 |
2011 | Consumer Financial Protection In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 129 |
2011 | Consumer Financial Protection.(2011) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | paper | |
1995 | Some Lessons from the Yield Curve In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 204 |
1995 | Some Lessons from the Yield Curve..(1995) In: Harvard Institute of Economic Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
1995 | Some Lessons from the Yield Curve.(1995) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
1995 | Some Lessons from the Yield Curve.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
2016 | International Comparative Household Finance In: Annual Review of Economics. [Full Text][Citation analysis] | article | 100 |
2016 | International Comparative Household Finance.(2016) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | paper | |
2016 | International Comparative Household Finance.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | paper | |
1990 | Permanent Income, Current Income, and Consumption. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 462 |
1990 | Permanent Income, Current Income, and Consumption.(1990) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 462 | paper | |
1987 | Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 462 | 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 | 319 |
1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates.(1983) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 319 | paper | |
1988 | Is There a Corporate Debt Crisis? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 81 |
1990 | U.S. Corporate Leverage: Developments in 1987 and 1988 In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 10 |
1990 | U.S. corporate leverage: developments in 1987 and 1988.(1990) In: Finance and Economics Discussion Series. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 72 |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2009 | Understanding 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 | |
2010 | The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 125 |
2010 | The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books. [Citation analysis] This paper has nother version. Agregated cites: 125 | book | |
2013 | Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 6 |
1986 | A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. In: Journal of Finance. [Full Text][Citation analysis] | article | 59 |
1986 | A Defense of Traditional Hypotheses about the Term Structure of Interest Rates.(1986) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
1984 | A Defense of Traditional Hypotheses About the Term Structure of InterestRates.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
1988 | Stock Prices, Earnings, and Expected Dividends. In: Journal of Finance. [Full Text][Citation analysis] | article | 974 |
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 | 261 |
1992 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1992) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 261 | paper | |
1989 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 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] | article | 543 |
1991 | What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns..(1991) In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
1991 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
2000 | Asset Pricing at the Millennium In: Journal of Finance. [Full Text][Citation analysis] | article | 303 |
2000 | Asset Pricing at the Millennium..(2000) In: Harvard Institute of Economic Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 303 | paper | |
2000 | Asset Pricing at the Millennium.(2000) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 303 | paper | |
2000 | Asset Pricing at the Millennium.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 303 | paper | |
2000 | Explaining the Poor Performance of Consumption‐based Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 141 |
2000 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 141 | paper | |
1999 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 141 | paper | |
2001 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 1057 |
2001 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1057 | paper | |
2000 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1057 | paper | |
2003 | Equity Volatility and Corporate Bond Yields In: Journal of Finance. [Full Text][Citation analysis] | article | 573 |
2002 | Equity Volatility and Corporate Bond Yields.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 573 | paper | |
2003 | Equity Volatility and Corporate Bond Yields.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 573 | paper | |
2002 | Equity Volatility and Corporate Bond Yields.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 573 | paper | |
2006 | Household Finance In: Journal of Finance. [Full Text][Citation analysis] | article | 487 |
2006 | Household Finance.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 487 | paper | |
2006 | Household Finance.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 487 | paper | |
2008 | In Search of Distress Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 725 |
2005 | In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 725 | paper | |
2008 | In Search of Distress Risk.(2008) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 725 | paper | |
2006 | In Search of Distress Risk.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 725 | paper | |
2005 | In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 725 | paper | |
2010 | Global Currency Hedging In: Journal of Finance. [Full Text][Citation analysis] | article | 126 |
2009 | Global Currency Hedging.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
2007 | Global Currency Hedging.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
2015 | A Model of Mortgage Default In: Journal of Finance. [Full Text][Citation analysis] | article | 188 |
2015 | A Model of Mortgage Default.(2015) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
2011 | A Model of Mortgage Default.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
2014 | A model of mortgage default.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
2021 | Structuring Mortgages for Macroeconomic Stability In: Journal of Finance. [Full Text][Citation analysis] | article | 19 |
2020 | Structuring Mortgages for Macroeconomic Stability.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2023 | Who Owns What? A Factor Model for Direct Stockholding In: Journal of Finance. [Full Text][Citation analysis] | article | 9 |
2021 | Who Owns What? A Factor Model for Direct Stock Holding.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2014 | Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 34 |
2023 | Debt and Deficits: Fiscal Analysis with Stationary Ratios In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
2023 | Debt and Deficits: Fiscal Analysis with Stationary Ratios.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2008 | Viewpoint: Estimating the equity premium In: Canadian Journal of Economics. [Citation analysis] | article | 171 |
2008 | Viewpoint: Estimating the equity premium.(2008) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 171 | article | |
2014 | What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
2018 | What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages.(2018) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
2014 | What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2015 | An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 156 |
2018 | An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | article | |
2018 | An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
2012 | An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
2015 | Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 70 |
2014 | Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2014) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
1998 | Dispersion and Volatility in Stock Returns: An Empirical Investigation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
1999 | Dispersion and Volatility in Stock Returns: An Empirical Investigation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2001 | A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 245 |
2003 | A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 245 | article | |
2003 | A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 245 | paper | |
2001 | A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 245 | paper | |
2013 | A multivariate model of strategic asset allocation.(2013) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 245 | chapter | |
2002 | Foreign Currency for Long-Term Investors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2003 | Foreign Currency for Long-Term Investors.(2003) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2003 | Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2002 | Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2003 | Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2004 | Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
2004 | Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2003 | Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2005 | The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 70 |
2005 | The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2005 | The 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 | |
2007 | Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 129 |
2009 | Caught on tape: Institutional trading, stock returns, and earnings announcements.(2009) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | article | |
2009 | Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | paper | |
2012 | How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2012 | How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2014 | Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2014 | Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
1998 | THE ECONOMETRICS OF FINANCIAL MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 67 |
1996 | A Scorecard for Indexed Government Debt In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 83 |
1996 | A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | chapter | |
1996 | A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
2001 | Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 169 |
2001 | Valuation Ratios and the Long-Run Stock Market Outlook: An Update.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 169 | paper | |
1986 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
1987 | The term structure of euromarket interest rates : An empirical investigation.(1987) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
1987 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
1986 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
1986 | Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1241 |
1987 | Cointegration and Tests of Present Value Models.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1241 | paper | |
1986 | Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1241 | paper | |
1987 | Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1241 | article | |
1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1902 |
1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1902 | paper | |
1988 | The 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 | |
1988 | Stock Prices, Earnings and Expected Dividends In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 990 |
1988 | STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS.(1988) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has nother version. Agregated cites: 990 | paper | |
1988 | Stock Prices, Earnings, and Expected Dividends.(1988) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 990 | paper | |
1988 | Stock Prices, Earnings and Expected Dividends.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 990 | paper | |
2006 | Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 521 |
2006 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 521 | paper | |
2007 | Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 521 | paper | |
2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 521 | paper | |
2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 521 | paper | |
2006 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 521 | paper | |
2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 521 | paper | |
2006 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 521 | paper | |
2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 521 | article | |
1991 | A Variance Decomposition for Stock Returns. In: Economic Journal. [Full Text][Citation analysis] | article | 811 |
1991 | A Variance Decomposition for Stock Returns.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 811 | paper | |
1990 | A Variance Decomposition for Stock Returns.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 811 | paper | |
2010 | The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies In: Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
1987 | Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 432 |
1986 | Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 432 | paper | |
2004 | Household Risk Management and Optimal Mortgage Choice In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 356 |
2004 | Household Risk Management and Optimal Mortgage Choice.(2004) In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 356 | paper | |
2002 | Household Risk Management and Optimal Mortgage Choice.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 356 | paper | |
2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 356 | paper | |
2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 356 | paper | |
2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 356 | article | |
2002 | Household Risk Management and Optimal Mortgage Choice.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 356 | paper | |
1987 | The dollar and real interest rates In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 104 |
1987 | The Dollar and Real Interest Rates.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
1987 | The Dollar and Real Interest Rates.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
1989 | Finance theory and the term structure a comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
1988 | Interpreting cointegrated models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 78 |
1988 | Interpreting Cointegrated Models.(1988) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
1988 | Interpreting Cointegrated Models.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
1997 | A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 21 |
1989 | The dividend ratio model and small sample bias : A Monte Carlo study In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
1988 | The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | 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 | 308 |
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 | 66 |
2001 | Why Long Horizons? A Study of Power Against Persistent Alternatives.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
1993 | Why Long Horizons: A Study of Power Against Persistent Alternatives.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2003 | Consumption-based asset pricing In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 479 |
2002 | Consumption-Based Asset Pricing.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 479 | paper | |
2022 | Portfolio choice with sustainable spending: A model of reaching for yield In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 20 |
2020 | Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
1987 | Stock returns and the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 982 |
1987 | Stock Returns and the Term Structure.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 982 | paper | |
1985 | Stock Returns and the Term Structure.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 982 | 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 | 902 |
1992 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1992) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 902 | paper | |
1991 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 902 | paper | |
2006 | Efficient tests of stock return predictability In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 501 |
2002 | Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 501 | paper | |
2006 | Efficient tests of stock return predictability.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 501 | paper | |
2003 | Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 501 | paper | |
1999 | Asset prices, consumption, and the business cycle In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 392 |
1998 | Asset Prices, Consumption, and the Business Cycle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 392 | 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 | 113 |
1989 | International Evidence on the Persistence of Economic Fluctuations.(1989) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
1988 | International Evidence on the Persistence of Economic Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
1994 | Inspecting the mechanism: An analytical approach to the stochastic growth model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 236 |
1994 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1994) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | paper | |
1992 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | paper | |
2007 | How do house prices affect consumption? Evidence from micro data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 754 |
2004 | How Do House Prices Affect Consumption? Evidence From Micro F. Data.(2004) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 754 | paper | |
2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 754 | paper | |
2007 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 754 | paper | |
2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 754 | paper | |
2004 | How do house prices affect consumption? Evidence from micro data..(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 754 | paper | |
2004 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 754 | paper | |
2007 | Intergenerational risksharing and equilibrium asset prices In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 15 |
2007 | Intergenerational risksharing and equilibrium asset prices.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
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2007 | Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2006 | Intergenerational Risksharing and Equilibrium Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2021 | Sustainability in a risky world In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | Sustainability in a Risky World.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1995 | Remarks: some thoughts on systemic risk In: Proceedings. [Citation analysis] | article | 0 |
2005 | Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings. [Full Text][Citation analysis] | article | 135 |
2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2010 | Growth 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 | |
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 | 62 |
2000 | Elasticities 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 | |
2001 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2001 | Elasticities of Substitution in Real Business Cycle Models with Home Protection..(2001) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
1998 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | 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 | 2675 |
1999 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2675 | paper | |
1995 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2675 | paper | |
1999 | Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2675 | article | |
1994 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2675 | paper | |
1995 | Understanding Risk and Return. In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 784 |
1996 | Understanding Risk and Return.(1996) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 784 | paper | |
1993 | Understanding Risk and Return.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 784 | paper | |
1996 | Understanding Risk and Return..(1996) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 784 | 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 Debt. 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 | 32 |
1996 | Consumption and the Stock Market: Interpreting International Experience.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
1998 | Consumption and Portfolio Decisions when Expected Returns are Time Varying In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 469 |
1999 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 469 | paper | |
1996 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 469 | paper | |
1999 | Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 469 | article | |
2000 | Investing Retirement Wealth: a Life-Cycle Model. In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 136 |
2001 | Investing Retirement Wealth: A Life-Cycle Model.(2001) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | chapter | |
1999 | Investing Retirement Wealth: A Life-Cycle Model.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
2000 | Stock Market Mean Reversion and the Optimal Equity Allocation of Long-Lived Investor. In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 30 |
2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
1999 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2004 | Caught on Tape: Predicting Institutional Ownership With Order Flow In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 8 |
2004 | Caught On Tape: Predicting Institutional Ownership With Order Flow.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2005 | Caught On Tape: Institutional Order Flow and Stock Returns In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 7 |
2005 | Caught On Tape: Institutional Order Flow and Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 47 |
2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
1988 | PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 7 |
1990 | AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 2 |
1988 | SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 221 |
1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 221 | paper | |
1988 | Smart Money, Noise Trading and Stock Price Behavior.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 221 | paper | |
1993 | Smart 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 | |
1991 | Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 1121 |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1121 | paper | |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1121 | chapter | |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1121 | paper | |
2009 | Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print. [Citation analysis] | paper | 303 |
2009 | Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 303 | paper | |
2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 303 | paper | |
2008 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 303 | paper | |
2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 303 | 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 | 88 |
2014 | Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2020 | Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
2009 | The Changing Role of Nominal Government Bonds in Asset Allocation In: Scholarly Articles. [Full Text][Citation analysis] | paper | 2 |
2013 | Hard Times In: Scholarly Articles. [Full Text][Citation analysis] | paper | 18 |
2010 | Hard Times.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2013 | Hard Times.(2013) In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2011 | Investing and Spending: The Twin Challenges of University Endowment Management In: Scholarly Articles. [Full Text][Citation analysis] | paper | 3 |
2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 1309 |
2008 | Predicting 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 | |
1986 | Bond and Stock Returns in a Simple Exchange Model In: Scholarly Articles. [Full Text][Citation analysis] | paper | 109 |
1984 | Bond and Stock Returns in a Simple Exchange Model.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
1986 | Bond and Stock Returns in a Simple Exchange Model.(1986) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | article | |
1987 | Are Output Fluctuations Transitory? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 396 |
1986 | Are Output Fluctuations Transitory?.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 396 | paper | |
1987 | Are Output Fluctuations Transitory?.(1987) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 396 | article | |
1993 | Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles. [Full Text][Citation analysis] | paper | 653 |
1992 | Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 653 | paper | |
1993 | Trading Volume and Serial Correlation in Stock Returns.(1993) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 653 | 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 | 99 |
1996 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | paper | |
2008 | Estimating the Equity Premium In: Scholarly Articles. [Full Text][Citation analysis] | paper | 160 |
2007 | Estimating the Equity Premium.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
1987 | Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week In: Scholarly Articles. [Full Text][Citation analysis] | paper | 56 |
1987 | Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week..(1987) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
1986 | Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View In: Scholarly Articles. [Full Text][Citation analysis] | paper | 901 |
1989 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 901 | paper | |
1991 | Yield 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 | |
1989 | Why Is Consumption So Smooth? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 368 |
1989 | Why is Consumption So Smooth?.(1989) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 368 | article | |
1993 | Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk In: Scholarly Articles. [Full Text][Citation analysis] | paper | 72 |
1993 | Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2005 | The Term Structure of the Risk€“Return Trade-Off In: Scholarly Articles. [Full Text][Citation analysis] | paper | 18 |
2012 | Mortgage Market Design In: Scholarly Articles. [Full Text][Citation analysis] | paper | 116 |
2012 | Mortgage Market Design.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2013 | Mortgage Market Design*.(2013) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | article | |
2011 | Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles. [Full Text][Citation analysis] | paper | 48 |
2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment In: Scholarly Articles. [Full Text][Citation analysis] | paper | 238 |
2009 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 238 | paper | |
2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2012) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 238 | 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 | 80 |
2008 | Asset Prices and Monetary Policy In: NBER Books. [Citation analysis] | book | 48 |
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 | 51 |
1989 | Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1286 |
1989 | Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1286 | paper | |
2013 | Comment on Shocks and Crashes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2024 | Economic Budgeting for Endowment-Dependent Universities In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2024 | Economic Budgeting for Endowment-Dependent Universities.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Introduction to Financing Institutions of Higher Education In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2008 | Introduction to Asset Prices and Monetary Policy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 5 |
1994 | International Experiences with Securities Transaction Taxes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 49 |
1993 | International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
1993 | The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters. [Full Text][Citation analysis] | chapter | 8 |
2009 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 124 |
2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2017) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | article | |
2008 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | 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 | 21 |
2022 | Idiosyncratic Equity Risk Two Decades Later In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2023 | Idiosyncratic Equity Risk Two Decades Later.(2023) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2023 | What Drives Booms and Busts in Value? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
1993 | Where Do Betas Come From? Asset Price Dynamics and the In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 72 |
2002 | Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue. [Citation analysis] | book | 717 |
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 | 68 |
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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