George M. Constantinides : Citation Profile

University of Chicago

23

H index

34

i10 index

7523

Citations

RESEARCH PRODUCTION:

50

Articles

41

Papers

1

Books

16

Chapters

EDITOR:

6

Books edited

2

Series edited

RESEARCH ACTIVITY:

   47 years (1976 - 2023). See details.
   Cites by year: 160
   Journals where George M. Constantinides has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 38 (0.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco144
   Updated: 2025-05-17    RAS profile: 2024-07-04    
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Relations with other researchers

Works with:

Perrakis, Stylianos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with George M. Constantinides.

Is cited by:

Campbell, John (45)

Ragot, Xavier (36)

Guiso, Luigi (34)

Krebs, Tom (34)

Guvenen, Fatih (32)

Schmukler, Sergio (32)

Stulz, René (29)

Mehra, Rajnish (28)

Semenov, Andrei (28)

Perrakis, Stylianos (28)

Kose, Ayhan (26)

Cites to:

Campbell, John (30)

Mehra, Rajnish (28)

Perrakis, Stylianos (23)

Cochrane, John (23)

Hansen, Lars (22)

Mankiw, N. Gregory (20)

Shiller, Robert (15)

Barro, Robert (14)

Abel, Andrew (14)

Jackwerth, Jens (12)

Chernov, Mikhail (12)

Main data

Where George M. Constantinides has published?

Journals with more than one article published# docs
Journal of Finance10
Journal of Financial Economics7
Journal of Political Economy5
The Review of Asset Pricing Studies3
The Review of Financial Studies3
Journal of Economic Theory2
Critical Finance Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc22
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)3
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz2

Recent works citing George M. Constantinides (2025 and 2024)

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

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

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

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2025Stochastic arbitrage with market index options. (2025). Beare, Brendan ; Seo, Juwon. In: Papers. RePEc:arx:papers:2207.00949.

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2024Optimal consumption under a drawdown constraint over a finite horizon. (2024). Li, Xun ; Chen, Xiaoshan ; Yu, Xiang ; Yi, Fahuai. In: Papers. RePEc:arx:papers:2207.07848.

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2025Consumption Partial Insurance in the Presence of Tail Income Risk. (2025). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

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2024Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity. (2024). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2024Equity Premium in Efficient Markets. (2024). Kausik, Nat. In: Papers. RePEc:arx:papers:2401.09265.

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

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

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2024Portfolio Optimization under Transaction Costs with Recursive Preferences. (2024). Herdegen, Martin ; Hobson, David. In: Papers. RePEc:arx:papers:2402.08387.

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2024Robust Utility Optimization via a GAN Approach. (2024). Teichmann, Josef ; Wutte, Hanna ; Krach, Florian. In: Papers. RePEc:arx:papers:2403.15243.

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2024Mean field equilibrium asset pricing model with habit formation. (2024). Sekine, Masashi ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2406.02155.

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2024Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448.

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2024Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs. (2024). Li, Jintao ; Qian, Shuaijie. In: Papers. RePEc:arx:papers:2412.13669.

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2025On the Effect of Alpha Decay and Transaction Costs on the Multi-period Optimal Trading Strategy. (2025). Smith, Paul ; Ma, Chutian. In: Papers. RePEc:arx:papers:2502.04284.

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

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2025Consumption-portfolio choice with preferences for liquid assets. (2025). Hu, Jiaqi ; Guan, Guohui ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2503.02697.

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2025Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693.

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2025Deep Hedging with Options Using the Implied Volatility Surface. (2025). Fr'ed'eric Godin, ; Gauthier, Genevieve ; Franccois, Pascal. In: Papers. RePEc:arx:papers:2504.06208.

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2025Assessing the Relationship between Price-Earnings (P/E) Ratio and the Financial Viability of Commercial Banks: Empirical Evidence from Bangladesh. (2025). Mondal, Tandra. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2003-2018.

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

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

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2024Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden. (2024). Zhang, Yapei ; Sodini, Paolo ; Catherine, Sylvain. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1755-1788.

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2024Optimal Fees and Equilibrium in Crypto Markets. (2024). luciano, elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:722.

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2024Consumption Dynamics and Welfare under Non-Gaussian Earnings Risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11135.

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2025Intergenerational Discounting and Inequality. (2025). Piacquadio, Paolo Giovanni ; Nesje, Frikk. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11630.

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2024Mean field equilibrium asset pricing model with habit formation (Forthcoming in Asia-Pacific Financial Markets). (2024). Sekine, Masashi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf587.

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2024Monetary Asymmetries without (and with) Price Stickiness. (2024). Jaccard, Ivan. In: Dynare Working Papers. RePEc:cpm:dynare:081.

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2025Untangling Illiquidity: Optimal Asset Allocation with Private Asset Classes. (2025). Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:827.

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2024Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064.

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2024Monetary asymmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

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2025Green and brown returns in a production economy. (2025). Schüler, Yves ; Schler, Yves ; Jaccard, Ivan ; Kockerols, Thore. In: Working Paper Series. RePEc:ecb:ecbwps:20253030.

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2024Proportional warm-glow theory and asset pricing. (2024). Smith, William ; Dreyer, Johannes Kabderian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000734.

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2024Investment policies and risk sharing by corporate pensions. (2024). Li, Wei C ; Yao, Tong ; Ying, Jie. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000836.

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2024Consumption dynamics and welfare under non-Gaussian earnings risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001374.

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2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; Fu, QI ; So, Jacky Yuk-Chow. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2024Utility-implied term structures of equity risk premia. (2024). Piccotti, Louis R. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004312.

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2024Probability distortion and non-participation. (2024). Wang, Lunyi ; Zhang, Shunming. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004737.

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2024Capital gains realizations. (2024). Schaffa, Daniel ; Hines, James R. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004749.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tedongap, Romeo ; Tinang, Jules. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263.

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2024Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Chen, Zhuo ; Tao, Libin ; Liu, Jinyu ; Lu, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

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2024The role of intermediaries in derivatives markets: Evidence from VIX options. (2024). Jacobs, Kris ; Mai, Anh Thu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000276.

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2024Aggregate portfolio choice. (2024). Inkmann, Joachim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s092753982400029x.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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2024Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033.

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2024The effect of regime-switching transaction costs and cash dividends on liquidity premia. (2024). Kim, Taeyoon ; Chae, Jiwon ; Jang, Bong-Gyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001182.

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2024Fee structure and equity fund manager’s optimal locking in profits strategy. (2024). Dickinson, David ; Zhan, Yaosong ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400543x.

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2024Inequality, premium and the timing of resolution of uncertainty. (2024). Giannikos, Christos ; Koimisis, Georgios. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012357.

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2024The impact of the war in Ukraine on the idiosyncratic risk and the market risk. (2024). le Saout, Erwan ; Soliman, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012679.

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2024The impact of the capital gains tax on the Korean derivatives market. (2024). CAPELLE-BLANCARD, Gunther ; Khemakhem, Emna. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641.

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2024The volatility of stock investor returns. (2024). Zheng, Xin ; Dichev, Ilia D. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000454.

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2024Bank runs, prudential tools and social welfare in a global game general equilibrium model. (2024). Ikeda, Daisuke. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000214.

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2024Optimal annuitization and asset allocation under linear habit formation. (2024). Liang, Zongxia ; Ma, Xingjian ; Guan, Guohui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:176-191.

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2024Precautionary risk-reduction and saving decisions: Two sides of the same coin?. (2024). Peter, Richard ; Hofmann, Annette. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:175-194.

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2024Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity. (2024). Chen, Zhiping ; Wang, Tao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:195-222.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2024How free is free? Retail trading costs with zero commissions. (2024). Adams, Samuel W ; Kelley, Eric K ; Kasten, Connor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001432.

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2024Modeling volatility in dynamic term structure models. (2024). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001491.

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2025Robustness and dynamic sentiment. (2025). Xing, Hao ; Vedolin, Andrea ; Maenhout, Pascal J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001764.

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2025Aspirational utility and investment behavior. (2025). Lee, Suk ; Giga, Aleksandar ; Aristidou, Andreas ; Zapatero, Fernando. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001934.

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2024What 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.

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2024Nominal exchange rates and net foreign assets dynamics: The stabilization role of valuation effects. (2024). Eugeni, Sara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000056.

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2024Idiosyncratic risk and the equity premium. (2024). Zhou, Hang ; Carvajal, Andres. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000740.

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2024Misreaction, hedging pressure, and its effect on the futures market. (2024). Yuan, Shu-Fang ; Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001902.

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2024Should I Stay (in School) or Should I Go (to Work). (2024). Tyrrell-Hendry, Lee. In: Journal of Public Economics. RePEc:eee:pubeco:v:239:y:2024:i:c:s0047272724001622.

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2024When you need it or when I die? Timing of monetary transfers from parents to children. (2024). Pasini, Giacomo ; Kalwij, Adriaan ; Alessie, rob. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000383.

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2024Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Rojo-Suarez, Javier ; Alonso-Conde, Ana B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1156-1169.

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2024Why risk attitude differs between macro and micro level? A decoherence perspective. (2024). Yi, Zhen ; Zhang, Yuwei ; Zhu, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:978-997.

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2024Local stock liquidity and local factors: Fresh evidence from US firms across states. (2024). Ghosh Dastidar, Sayantan ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002386.

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2024Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453.

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2024A mean field game approach to equilibrium consumption under external habit formation. (2024). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001674.

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2025Reaching for yield: evidence from households. (2025). Zhu, Ning ; Smirnova, Oksana ; Peng, Cameron ; Gomes, Francisco. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125397.

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2024Consumption in asset returns. (2024). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126152.

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2025An information-theoretic asset pricing model. (2025). Ghosh, Anisha ; Taylor, Alex P ; Julliard, Christian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126155.

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2024Consumption Dynamics and Welfare Under Non-Gaussian Earnings Risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: Working Papers. RePEc:fip:fedlwp:98700.

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2024Impact of Ownership Structure and Dividends on Firm Risk and Market Liquidity. (2024). Rajverma, Abhinav. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:262-:d:1422429.

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2024Optimal Investment Consumption Choices under Mispricing and Habit Formation. (2024). Sun, Jingyun ; Liu, Botao ; Shi, Ailing. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:14:p:2248-:d:1438536.

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2024Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing. (2024). Post, Thierry ; Arvanitis, Stelios. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:4:p:608-:d:1341021.

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2025Economic Insecurity, Memory Effects and Allocations Choices. (2025). Fabbri, Giorgio ; Augeraud-Vron, Emmanuelle. In: Working Papers. RePEc:gbl:wpaper:2025-03.

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2025An Evaluation of the Alief Independent School District Jumpstart Program: Using a Model to Recover Mechanisms from an RCT. (2025). Cunha, Flavio ; Zeng, Rui ; Wolpin, Kenneth ; Salvati, Andrea ; Hu, Qinyou. In: NBER Working Papers. RePEc:nbr:nberwo:33537.

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2024A guide to 130/30 loss harvesting. (2024). Goldberg, Lisa R ; Cai, Taotao ; Schneider, Ben. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:5:d:10.1057_s41260-024-00374-z.

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2024An alternative representation of the C-CAPM with higher-order risks. (2024). Li, Jingyuan ; Dionne, Georges ; Okou, Cedric. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:2:d:10.1057_s10713-023-00085-2.

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2025Relative risk aversion must be close to 1. (2025). Levy, Moshe. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06193-0.

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2025Pollution-adjusted optimal leasing value of oil and gas reserves. (2025). Triki, Ons ; Abid, Fathi. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:27:y:2025:i:2:d:10.1007_s10018-024-00419-y.

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2024Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting. (2024). Siu, Tak Kuen ; Wang, Yike ; Liu, Jingzhen. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:1:d:10.1007_s00780-023-00510-4.

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2024Optimal allocations in growth models with private information. (2024). Krebs, Tom ; Scheffel, Martin. In: Economic Theory. RePEc:spr:joecth:v:78:y:2024:i:1:d:10.1007_s00199-023-01527-8.

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2024Heterogeneity in household consumption behavior: The role of inequality and financial instability. (2024). Suarez, Cristina ; Surez, Cristina ; Laborda, Juan. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:1:d:10.1007_s00191-024-00853-x.

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2024The impact of global warming on obesity. (2024). Huang, Kaixing ; Hong, Qianqian. In: Journal of Population Economics. RePEc:spr:jopoec:v:37:y:2024:i:3:d:10.1007_s00148-024-01039-2.

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2024A mean field game approach to relative investment–consumption games with habit formation. (2024). Liang, Zongxia ; Zhang, Keyu. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00360-4.

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2025CEO tax burden and debt contracting. (2025). Mauer, David C ; Lockhart, Brandon G ; Kubick, Thomas R. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-024-09829-5.

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2024Mean Field Equilibrium Asset Pricing Model with Habit Formation. (2024). Sekine, Masashi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2024cf1229.

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2024MONETARY ASYMMETRIES WITHOUT (AND WITH) PRICE STICKINESS. (2024). Jaccard, Ivan. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:2:p:1003-1047.

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2024HIGHER‐ORDER INCOME RISK OVER THE BUSINESS CYCLE. (2024). Busch, Christopher ; Ludwig, Alexander. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:3:p:1105-1131.

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2025HOW COSTLY ARE BUSINESS CYCLE VOLATILITY AND INFLATION? A VOX POPULI APPROACH. (2025). Gorodnichenko, Yuriy ; Georgarakos, Dimitris ; Weber, Michael ; Han, Seowoo ; Kenny, Geoff ; Lee, Myunghwan Andrew ; Shim, Myungkyu ; Coibion, Oliver ; Kim, Kwang Hwan. In: Working papers. RePEc:yon:wpaper:2025rwp-241.

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2024Deposit competition and mortgage securitization. (2024). Nguyen, Huyen ; McGowan, Danny. In: IWH Discussion Papers. RePEc:zbw:iwhdps:62021.

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2024Beyond connectivity: Stock market participation in a network. (2024). Bäckman, Claes ; Backman, Claes ; Parakhoniak, Anastasiia ; Balakina, Olga. In: SAFE Working Paper Series. RePEc:zbw:safewp:289595.

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George M. Constantinides is editor of

Journal
Handbook of the Economics of Finance
Handbook of the Economics of Finance

George M. Constantinides has edited the books:

YearTitleTypeCited

Works by George M. Constantinides:

YearTitleTypeCited
2020Mispriced index option portfolios In: Financial Management.
[Full Text][Citation analysis]		article9
2017Mispriced Index Option Portfolios.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
1978Market Risk Adjustment in Project Valuation. In: Journal of Finance.
[Full Text][Citation analysis]		article61
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article19
1982 Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves. In: Journal of Finance.
[Full Text][Citation analysis]		article6
1983Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves.(1983) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 6		paper
1982 To Pay or Not to Pay Dividend: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1985 Debt and Taxes and Uncertainty: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1985 The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article14
2001Merton H. Miller In: Journal of Finance.
[Full Text][Citation analysis]		article0
2002Rational Asset Prices In: Journal of Finance.
[Full Text][Citation analysis]		article51
2002Rational Asset Prices.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 51		paper
2011Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence In: Journal of Finance.
[Citation analysis]		article23
2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 23		paper
2008Are options on index futures profitable for risk averse investors? Empirical evidence.(2008) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 23		paper
2017Asset Pricing with Countercyclical Household Consumption Risk In: Journal of Finance.
[Full Text][Citation analysis]		article61
2014Asset Pricing with Countercyclical Household Consumption Risk.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 61		paper
2015Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers.
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This paper has nother version. Agregated cites: 61		paper
2006MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* In: Manchester School.
[Full Text][Citation analysis]		article0
2005Market Oganization and the prices of financial Assets.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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This paper has nother version. Agregated cites: 0		paper
2001Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities In: Mathematical Finance.
[Full Text][Citation analysis]		article21
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 21		paper
1990Habit formation: a resolution of the equity premium puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper1068
1990Habit Formation: A Resolution of the Equity Premium Puzzle..(1990) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 1068		article
1979A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article19
1983Capital Market Equilibrium with Personal Tax. In: Econometrica.
[Full Text][Citation analysis]		article129
2002Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article22
2002Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 22		paper
1993Time nonseparability in aggregate consumption : International evidence In: European Economic Review.
[Full Text][Citation analysis]		article59
1992Time Nonseparability in Aggregate Consumption: International Evidence.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
1976Portfolio selection with transactions costs In: Journal of Economic Theory.
[Full Text][Citation analysis]		article147
1984Strategic analysis of the competitive exercise of certain financial options In: Journal of Economic Theory.
[Full Text][Citation analysis]		article8
1984Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article116
1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns.(1983) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
1984Optimal bond trading with personal taxes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article54
2005OPTIMAL BOND TRADING WITH PERSONAL TAXES.(2005) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 54		chapter
1984Warrant exercise and bond conversion in competitive markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article17
1991Habit persistence and durability in aggregate consumption: Empirical tests In: Journal of Financial Economics.
[Full Text][Citation analysis]		article273
1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 273		paper
1976Comment on Chen, Kim and Kon In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1
1976Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
1980Admissible uncertainty in the intertemporal asset pricing model In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
1988Optimal Population Growth and the Social Welfare Function In: Eastern Economic Journal.
[Full Text][Citation analysis]		article2
2008Asset pricing tests with long run risks in consumption growth In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper69
.() In: .
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This paper has nother version. Agregated cites: 69		paper
2008Asset Pricing Tests with Long Run Risks in Consumption Growth.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		paper
2011Asset Pricing Tests with Long-run Risks in Consumption Growth.(2011) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		article
2017The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics In: Natural Field Experiments.
[Full Text][Citation analysis]		paper4
1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
[Citation analysis]		paper250
1998Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 250		paper
2002Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 250		article
Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 250		paper
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]		paper239
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 239		paper
2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 239		paper
2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 239		article
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 239		paper
1976Stochastic Cash Management with Fixed and Proportional Transaction Costs In: Management Science.
[Full Text][Citation analysis]		article27
1976Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income In: Management Science.
[Full Text][Citation analysis]		article4
1979Multiperiod Consumption and Investment Behavior with Convex Transactions Costs In: Management Science.
[Full Text][Citation analysis]		article50
1978Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time In: Operations Research.
[Full Text][Citation analysis]		article51
2005Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance.
[Full Text][Citation analysis]		article12
2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2011The Puzzle of Index Option Returns In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]		paper48
2012The Puzzle of Index Option Returns.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2013The Puzzle of Index Option Returns.(2013) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
1997Transaction Costs and the Pricing of Financial Assets In: Multinational Finance Journal.
[Full Text][Citation analysis]		article6
2005Junior is Rich: Bequests as Consumption In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2007Junior is rich: bequests as consumption.(2007) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2008Mispricing of S&P 500 Index Options In: NBER Working Papers.
[Full Text][Citation analysis]		paper47
2009Mispricing of S&P 500 Index Options.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2009Mispricing of S&P 500 Index Options.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2005Mispricing of S&P 500 index options.(2005) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2010The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2012The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2014Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2015The Supply and Demand of S&P 500 Put Options In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2021The Supply and Demand of S&P 500 Put Options.(2021) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2017What Information Drives Asset Prices? In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2021What Information Drives Asset Prices?.(2021) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2021Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2023Sentiment, Productivity, and Economic Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2021Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply In: Critical Finance Review.
[Full Text][Citation analysis]		article0
1992A Theory of the Nominal Term Structure of Interest Rates. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article157
2007Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2005Option pricing: Real and risk-neutral distributions.(2005) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1999Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences In: Finance and Stochastics.
[Full Text][Citation analysis]		article32
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences.() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
1982Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. In: The Journal of Business.
[Full Text][Citation analysis]		article134
2017Asset Pricing: Models and Empirical Evidence In: Journal of Political Economy.
[Full Text][Citation analysis]		article2
1996Asset Pricing with Heterogeneous Consumers. In: Journal of Political Economy.
[Full Text][Citation analysis]		article676
1986Capital Market Equilibrium with Transaction Costs. In: Journal of Political Economy.
[Full Text][Citation analysis]		article397
2005Capital Market Equilibrium with Transaction Costs.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 397		chapter
2015Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps In: World Scientific Books.
[Full Text][Citation analysis]		book0
2005Theory of Valuation: Overview and Recent Developments In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Introduction to Forward and Futures Contracts In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Pricing Forwards and Futures In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Interest Rate and Currency Swaps In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Introduction to Options and No-Arbitrage Restrictions In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Trading Strategies and Slope and Convexity Restrictions In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Optimal Early Exercise of American Options In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Binomial Option Pricing In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Using the Binomial Model In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015The Black–Scholes–Merton Option Pricing Formula In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Options on Futures In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Risk Management In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Empirical Evidence and Fixes In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Corporate Securities and Credit Risk In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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