8
H index
8
i10 index
570
Citations
David Chapman : Citation Profile
Boston College | RESEARCH PRODUCTION: 15 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1992 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Chapman. | Is cited by:
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Main data
Where David Chapman has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Finance | 3 |
| Review of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Finance / University Library of Munich, Germany | 2 |
Recent works citing David Chapman (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 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 |
| 2025 | Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints. (2024). Caner, Mehmet ; Li, Yingying ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2402.17523. 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 | Currency Management by International Fixed‐Income Mutual Funds. (2024). Sialm, Clemens ; Zhu, Qifei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4037-4081. Full description at Econpapers || Download paper |
| 2024 | The liquidity timing ability of mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001268. Full description at Econpapers || Download paper |
| 2024 | The sources of portfolio volatility and mutual fund performance. (2024). Vafai, Nima ; Rakowski, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x. Full description at Econpapers || Download paper |
| 2024 | Mutual fund herding and performance: Evidence from China. (2024). Guan, Rong ; Song, Qinhao ; Fan, Yaoyao ; Ly, Kim Cuong ; Jiang, Yuxiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004356. Full description at Econpapers || Download paper |
| 2025 | Do short-sale constraints inhibit information acquisition? Evidence from regulation SHO. (2025). Zhao, Xiaofeng ; Su, Lixin ; Wong, Sonia Man-Lai ; Xue, Yuan. In: Journal of Financial Markets. RePEc:eee:finmar:v:72:y:2025:i:c:s1386418124000636. Full description at Econpapers || Download paper |
| 2024 | ESG and aggregate disagreement. (2024). Farag, Hisham ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000386. Full description at Econpapers || Download paper |
| 2024 | What difference do new factor models make in portfolio allocation?. (2024). Wang, Jiexun ; Jiang, Fuwei ; Fabozzi, Frank J ; Huang, Dashan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001985. Full description at Econpapers || Download paper |
| 2025 | Synthetic leverage and fund risk-taking. (2025). Fricke, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000439. Full description at Econpapers || Download paper |
| 2024 | Do hedge funds bet against beta?. (2024). Riley, Timothy B ; Yan, Qing ; Malakhov, Alexey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1507-1525. Full description at Econpapers || Download paper |
| 2024 | Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing. (2024). Sutthimat, Phiraphat ; Chumpong, Kittisak ; Mekchay, Khamron ; Nualsri, Fukiat. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:17:p:2667-:d:1465337. Full description at Econpapers || Download paper |
| 2024 | An affine model for short rates when monetary policy is path dependent. (2024). Al-Zoubi, Haitham A. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09202-3. Full description at Econpapers || Download paper |
| 2024 | Identifying factors via automatic debiased machine learning. (2024). Maasoumi, Esfandiar ; Wang, Zhuo ; Wu, KE. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:438-461. Full description at Econpapers || Download paper |
| 2024 | Taxes and the investment of mutual funds: Evidence from the German Investment Tax Reform. (2024). Koch, Reinald ; Schon, Lena. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:287738. Full description at Econpapers || Download paper |
Works by David Chapman:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Specification Error, Estimation Risk, and Conditional Portfolio Rules In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 1997 | Approximating the Asset Pricing Kernel. In: Journal of Finance. [Full Text][Citation analysis] | article | 60 |
| 1996 | Approximating the Asset Pricing Kernel..(1996) In: Rochester, Business - Financial Research and Policy Studies. [Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
| 2000 | Is the Short Rate Drift Actually Nonlinear? In: Journal of Finance. [Full Text][Citation analysis] | article | 143 |
| 1998 | Is the Short Rate Drift Actually Nonlinear?.(1998) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 143 | paper | |
| 2009 | First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes In: Journal of Finance. [Full Text][Citation analysis] | article | 23 |
| 2015 | Asset Return Predictability in a Heterogeneous Agent Equilibrium Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Asset Return Predictability in a Heterogeneous Agent Equilibrium Model.(2015) In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1998 | Habit Formation and Aggregate Consumption In: Econometrica. [Citation analysis] | article | 40 |
| 1993 | Cotrending and the stationarity of the real interest rate In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 1992 | Cotrending and the Stationarity of the Real Interest Rate..(1992) In: RCER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2004 | Why constrain your mutual fund manager? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 178 |
| 1997 | The cyclical properties of consumption growth and the real term structure In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 27 |
| 1992 | Bond Yields, returns, and Aggregate Activity. In: Rochester, Business - Ph.D.,. [Citation analysis] | paper | 0 |
| 2006 | Linear Approximations and Tests of Conditional Pricing Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Linear Approximations and Tests of Conditional Pricing Models*.(2018) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2018 | Aggregate Tail Risk and Expected Returns In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 3 |
| 2011 | Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk In: Review of Finance. [Full Text][Citation analysis] | article | 3 |
| 1999 | Using Proxies for the Short Rate: When Are Three Months Like an Instant? In: The Review of Financial Studies. [Citation analysis] | article | 66 |
| 1998 | Using Proxies for the Short Rate: When are Three Months Like an Instant?.(1998) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2002 | Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 6 |
| 2001 | Recent Advances in Estimating Term-Structure Models In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team