George M. Constantinides : Citation Profile

Are you George M. Constantinides?

University of Chicago

23

H index

34

i10 index

7375

Citations

RESEARCH PRODUCTION:

48

Articles

39

Papers

1

Books

16

Chapters

EDITOR:

6

Books edited

2

Series edited

RESEARCH ACTIVITY:

   45 years (1976 - 2021). See details.
   Cites by year: 163
   Journals where George M. Constantinides has often published
   Relations with other researchers
   Recent citing documents: 201.    Total self citations: 37 (0.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco144
   Updated: 2023-11-04    RAS profile: 2021-10-04    
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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 (43)

Guiso, Luigi (34)

Krebs, Tom (32)

Guvenen, Fatih (32)

Schmukler, Sergio (32)

Ragot, Xavier (31)

Stulz, René (29)

Semenov, Andrei (29)

Perrakis, Stylianos (28)

Mehra, Rajnish (28)

Uppal, Raman (26)

Cites to:

Mehra, Rajnish (30)

Campbell, John (29)

Cochrane, John (23)

Perrakis, Stylianos (23)

Mankiw, N. Gregory (22)

Hansen, Lars (21)

Shiller, Robert (16)

Abel, Andrew (14)

Barro, Robert (14)

Chernov, Mikhail (12)

Jackwerth, Jens (12)

Main data

Where George M. Constantinides has published?

Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics7
Journal of Political Economy5
Review of Financial Studies3
Journal of Economic Theory2
Critical Finance Review2
The Review of Asset Pricing Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc21
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 (2023 and 2022)

YearTitle of citing document
2023Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010.

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2022Optimal Consumption with Reference to Past Spending Maximum. (2020). Yu, Xiang ; Pham, Huyen ; Li, Xun ; Deng, Shuoqing. In: Papers. RePEc:arx:papers:2006.07223.

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2022A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312.

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2022Optimal Consumption under a Habit-Formation Constraint. (2020). Bayraktar, Erhan ; Angoshtari, Bahman ; Young, Virginia R. In: Papers. RePEc:arx:papers:2012.02277.

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2023Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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2022Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405.

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2022Optimal measure preserving derivatives revisited. (2022). Beare, Brendan. In: Papers. RePEc:arx:papers:2201.09108.

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2022A mean field game approach to equilibrium consumption under external habit formation. (2022). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341.

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2022Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949.

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2022Optimal consumption under a drawdown constraint over a finite horizon. (2022). Yu, Xiang ; Yi, Fahuai ; Li, Xun ; Chen, Xiaoshan. In: Papers. RePEc:arx:papers:2207.07848.

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2022Retirement spending problem under Habit Formation Model. (2022). Salisbury, T S ; Huang, H ; Kirusheva, S. In: Papers. RePEc:arx:papers:2210.06255.

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2022Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695.

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2022Dynamic spending and portfolio decisions with a soft social norm. (2022). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Papers. RePEc:arx:papers:2212.10053.

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2023Labor Income Risk and the Cross-Section of Expected Returns. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.09173.

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2023Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672.

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2023A greedy algorithm for habit formation under multiplicative utility. (2023). Salisbury, Thomas S ; Kirusheva, Snezhana. In: Papers. RePEc:arx:papers:2305.04748.

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2023Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, J'Erome ; Cousin, Areski. In: Papers. RePEc:arx:papers:2305.16152.

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2023Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

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2023Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2023Non-Concave Utility Maximization with Transaction Costs. (2023). Yang, Chen ; Qian, Shuaijie. In: Papers. RePEc:arx:papers:2307.02178.

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2023Singular Control in a Cash Management Model with Ambiguity. (2023). , Jacco ; Hellmann, Tobias ; Ferrari, Giorgio ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2309.12014.

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2022Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141.

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2022External labour market competitions and stock price crash risk: evidence from exposures to competitor CEOs’ award?winning events. (2022). Wang, Dongyue ; Yi, Louise ; Li, Leye. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1421-1460.

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2023The day?of?the?month effect and the performance of the dollar cost averaging strategy: Evidence from China. (2023). Yu, Bin ; Li, Hongze ; Jin, Xuejun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:797-815.

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2022Financial innovation regulations and firm performance: Evidence from Chinese listed firms. (2022). Yang, Minhua. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:1:p:24-41.

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2022Economic forecasts, anchoring bias, and stock returns. (2022). Yu, Han ; Dutta, Sandip ; Birz, Gene. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191.

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2022Does dividend policy affect sales growth in product markets? Evidence from the 2003 dividend tax cut. (2022). Ho, Joon ; Chino, Atsushi. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:539-571.

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2023Anticipation in leisure—Effects on labor?leisure choice. (2023). Monteiro, Goncalo ; Escobarposada, Rolando ; Chatterjee, Bibaswan. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:384-412.

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2023Relative deprivation, time preference, and economic growth. (2023). Chakrabarty, Debajyoti. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:489-525.

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2022The signaling role of trade credit in bank lending decisions: Evidence from small and medium?sized enterprises. (2022). Verdoliva, Vincenzo ; Porzio, Claudio ; Sampagnaro, Gabriele ; del Gaudio, Belinda L. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:327-354.

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2022Private firms’ incentives and opportunities to manage earnings: Evidence from the use of inflation adjustments. (2022). Taillard, Jerome P ; Restrepo, Felipe. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:69-110.

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2022Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74.

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2022Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

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2022A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238.

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2022A Theory of Equivalent Expectation Measures for Contingent Claim Returns. (2022). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2853-2906.

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2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

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2023CLO Performance. (2023). Schwert, Michael ; Roberts, Michael R ; Cordell, Larry. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1235-1278.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2022Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns. (2022). Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:513-549.

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2023Sentiment or habits: Why not both?. (2023). Tham, Eric. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:203-215.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers. (2023). Niehaus, Greg. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:249-281.

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2022Inter?temporal mutual?fund management. (2022). Li, Yiqun ; Cheung, Ka Chun ; Bensoussan, Alain ; Phillip, Sheung Chi. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:3:p:825-877.

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2022Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259.

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2022.

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2023Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta. (2023). Pastor, Albert Martinez. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_83es.

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2023Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets. (2023). Pastor, Albert Martinez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_83en.

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2022Developing reconciled quarterly distributional national wealth – insight into inequality and wealth structures. (2022). Sola, Pierre ; Grilli, Joseph ; Riera, Pau Gaya ; Engel, Janina. In: Working Paper Series. RePEc:ecb:ecbwps:20222687.

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2022Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach. (2022). Jayanthakumaran, Kankesu ; Harvie, Charles ; Nepal, Rabindra ; Bhatta, Guna Raj. In: Journal of Asian Economics. RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000811.

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2022Real options, risk aversion and markets: A corporate finance perspective. (2022). Ewald, Christian-Oliver ; Taub, Bart. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000074.

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2023Dynamic spending and portfolio decisions with a soft social norm. (2023). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000738.

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2022Portfolio choice with return predictability and small trading frictions. (2022). Zhu, Song-Ping ; Siu, Chi Chung ; Ma, Guiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000694.

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2022Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market. (2022). Zhu, Dongming ; Wu, Ying ; Liu, Chenye. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001560.

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2022Households, auctioneers, and aggregation. (2022). Walker, Todd B ; Katz, Nets Hawk ; Chipeniuk, Karsten O. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002713.

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2022By force of confidence. (2022). Merella, Vincenzo ; Satchell, Stephen E. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s001429212200191x.

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2022Non-marketability and one-day selling lockup. (2022). Wang, Jun ; Su, Tie ; Bian, Jiangze. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:1-23.

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2022Say-on-Pay voting dispersion in listed family and non-family firms: A panel data analysis. (2022). Baixauli-Soler, Samuel J ; Sanchez-Marin, Gregorio ; Lozano-Reina, Gabriel. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:13:y:2022:i:1:s1877858521000048.

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2022Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163.

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2022Dynamic trading with uncertain exit time and transaction costs in a general Markov market. (2022). Wu, Huiling ; Li, Danping ; Yao, Haixiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003210.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2022Order flow fragmentation and flight-to-transparency during stressed market conditions: Evidence from COVID-19. (2022). Petrella, Giovanni ; Nimalendran, Mahendrarajah ; Anselmi, Giulio. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001823.

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2022Stock prices, changes in liquidity, and liquidity premia. (2022). Lee, Hyun-Tak ; Jang, Bong-Gyu. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001763.

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2023Religion groups and portfolio choice decisions: Evidence from UK households. (2023). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001241.

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2022Is the index efficient? A worldwide tour with stochastic dominance. (2022). Xu, Xia ; le Courtois, Olivier ; Kolokolova, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000410.

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2023Market power, ambiguity, and market participation. (2023). Zhang, Shunming ; Wang, Yanyi ; Qiu, Zhigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000520.

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2023ETF ownership and firm-specific information in corporate bond returns. (2023). Mason, Joseph R ; Rhodes, Meredith E. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000623.

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2023Transaction costs, frequent trading, and stock prices. (2023). Isaenko, Sergey. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000647.

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2022Bank loans during the 2008 quantitative easing. (2022). Lu, Chien-Lin ; Lin, Chih-Yung ; Chou, Robin K ; Chen, Hsuan-Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:59:y:2022:i:c:s1572308922000031.

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2023Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (2023). Zhang, Qinyi ; Yu, Xiang ; Li, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:25-45.

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2022Optimal portfolio choice for higher-order risk averters. (2022). Post, Thierry ; Fang, YI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000292.

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2022Information precision and return co-movements in private commercial real estate markets. (2022). Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000024.

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2022Directors’ and officers’ liability insurance: Evidence from independent directors’ voting. (2022). Zhu, Jigao ; Yang, Tina ; Li, Tianshi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000255.

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2022Coherent risk measures alone are ineffective in constraining portfolio losses. (2022). Brigo, Damiano ; Armstrong, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621002673.

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2022Tax-loss harvesting under uncertainty. (2022). Rydqvist, Kristian ; McKeever, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001224.

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2022Trusting the stock market: Further evidence from IPOs around the world. (2022). Lobo, Gerald J ; Lim, Chee Yeow ; Lee, Jimmy ; Kanagaretnam, Kiridaran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001534.

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2022Option-based intermediary leverage. (2022). Meyerhof, Paul ; Lorenz, Friedrich ; Gruenthaler, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002503.

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2023Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679.

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2022Corporate governance and investment-cash flow sensitivity: Evidence from Russian unlisted firms. (2022). Lazareva, Olga ; Sprenger, Carsten. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:71-100.

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2022Endogenous habits and equilibrium asset prices. (2022). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:279-300.

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2022Combining forecasts in the presence of ambiguity over correlation structures. (2022). Razin, Ronny ; Levy, Gilat. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053118303144.

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2022Intertemporal preference with loss aversion: Consumption and risk-attitude. (2022). Koo, Hyeng Keun ; Jeon, Junkee ; Choi, Kyoung Jin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121001976.

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2022Insider trading with penalties. (2022). Carre, Sylvain ; Collin-Dufresne, Pierre ; Gabriel, Franck. In: Journal of Economic Theory. RePEc:eee:jetheo:v:203:y:2022:i:c:s0022053122000515.

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2022Venture capital contracts. (2022). Korteweg, Arthur ; Gorbenko, Alexander ; Ewens, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:131-158.

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2022Measuring the ex-ante incentive effects of creditor control rights during bankruptcy reorganization. (2022). Martinez-Correa, Jimmy ; Gonzalez-Uribe, Juanita ; Agrawal, Ashwini. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:381-408.

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2022A factor model for option returns. (2022). Kelly, Bryan ; Buchner, Matthias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1140-1161.

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2022The cost of steering in financial markets: Evidence from the mortgage market. (2022). Mistrulli, Paolo Emilio ; Guiso, Luigi ; Gambacorta, Leonardo ; Tsoy, Anton ; Pozzi, Andrea. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1209-1226.

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2022Under-diversification and idiosyncratic risk externalities. (2022). Iachan, Felipe ; Zi, Chao ; Silva, Dejanir. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1227-1250.

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2022Pricing of index options in incomplete markets. (2022). Freire, Gustavo ; Almeida, Caio. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:174-205.

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2022Leverage. (2022). Veronesi, Pietro ; Santos, Tano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:362-386.

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2022Overnight returns, daytime reversals, and future stock returns. (2022). Koch, Paul D ; Jiang, Chao ; Boehmer, Ekkehart ; Akbas, Ferhat. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:850-875.

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2022Millionaires speak: What drives their personal investment decisions?. (2022). Robertson, Adriana Z ; Dyson, Danielle ; Choi, James J ; Bender, Svetlana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:305-330.

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2022Credit cycles with market-based household leverage. (2022). Landvoigt, Tim ; Diamond, William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:726-753.

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2023Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence. (2023). Knesl, Jii. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:271-296.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2023Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784.

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2022Monetary policy rules and the equity premium in a segmented markets model. (2022). Zervou, Anastasia ; Peng, Yulei. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000453.

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2022Dynamics of bond and stock returns. (2022). Kozak, Serhiy. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:188-209.

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2022Structural change in labor supply and cross-country differences in hours worked. (2022). Tsujiyama, Hitoshi ; Lagakos, David ; Fuchs-Schundeln, Nicola ; Bick, Alexander. In: Journal of Monetary Economics. RePEc:eee:moneco:v:130:y:2022:i:c:p:68-85.

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2023Wealth Inequality and Endogenous Growth. (2023). Lee, Byoungchan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:133:y:2023:i:c:p:132-148.

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2023Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75.

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More than 100 citations found, this list is not complete...

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]		article8
2017Mispriced Index Option Portfolios.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1978Market Risk Adjustment in Project Valuation. In: Journal of Finance.
[Full Text][Citation analysis]		article60
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article18
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.
[Full Text][Citation analysis]
This paper has another 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
2011Are Options on Index Futures Profitable for Risk?Averse Investors? Empirical Evidence In: Journal of Finance.
[Citation analysis]		article20
2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20		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 another version. Agregated cites: 20		paper
2017Asset Pricing with Countercyclical Household Consumption Risk In: Journal of Finance.
[Full Text][Citation analysis]		article53
2014Asset Pricing with Countercyclical Household Consumption Risk.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 53		paper
2015Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 53		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.
[Full Text][Citation analysis]
This paper has another 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 another version. Agregated cites: 21		paper
1990Habit formation: a resolution of the equity premium puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper1023
1990Habit Formation: A Resolution of the Equity Premium Puzzle..(1990) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 1023		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]		article121
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 another version. Agregated cites: 22		paper
1993Time nonseparability in aggregate consumption : International evidence In: European Economic Review.
[Full Text][Citation analysis]		article57
1992Time Nonseparability in Aggregate Consumption: International Evidence.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
1976Portfolio selection with transactions costs In: Journal of Economic Theory.
[Full Text][Citation analysis]		article139
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]		article112
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 another version. Agregated cites: 112		paper
1984Optimal bond trading with personal taxes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article53
2005OPTIMAL BOND TRADING WITH PERSONAL TAXES.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53		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]		article268
1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 268		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]		article14
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]		paper64
2008Asset Pricing Tests with Long Run Risks in Consumption Growth.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		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 another version. Agregated cites: 64		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]		paper3
1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
[Citation analysis]		paper248
1998Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 248		paper
2002Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
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Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 248		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]		paper233
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
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2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 233		paper
2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 233		article
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 233		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]		article46
1978Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time In: Operations Research.
[Full Text][Citation analysis]		article50
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 another 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]		paper47
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 another version. Agregated cites: 47		paper
2013The Puzzle of Index Option Returns.(2013) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		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 another version. Agregated cites: 14		article
2008Mispricing of S&P 500 Index Options In: NBER Working Papers.
[Full Text][Citation analysis]		paper45
2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		article
2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		article
2005Mispricing of S&P 500 index options.(2005) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		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 another 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 another version. Agregated cites: 5		article
2017What Information Drives Asset Prices? In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2021Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2002Rational Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper47
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: Review of Financial Studies.
[Full Text][Citation analysis]		article155
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 another 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]		article31
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 another version. Agregated cites: 31		paper
1982Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. In: The Journal of Business.
[Full Text][Citation analysis]		article133
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]		article661
1986Capital Market Equilibrium with Transaction Costs. In: Journal of Political Economy.
[Full Text][Citation analysis]		article384
2005Capital Market Equilibrium with Transaction Costs.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 384		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.
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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.
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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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