.
Cochrane, John H.'s
Scholarly Papers
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Aggregate Statistics
Total Downloads
17,652
Total
Citations
4,111
1.
New Facts in Finance
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
15 Dec 99
Last Revised:
12 Oct 10
5,395
(480)
78
Cochrane, John H. University of Chicago - Booth School of Business
2,651
77
Cochrane, John H. University of Chicago - Booth School of Business
59
77
Cochrane, John H. University of Chicago - Booth School of Business
2,685
77
2.
The Risk and Return of Venture Capital
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
05 Jan 01
Last Revised:
20 Oct 10
3,366
(1,115)
191
Cochrane, John H. University of Chicago - Booth School of Business
0
Experimental/primary research, NASDAQ stock exchange, VentureOne dataset, Investment performance, Investment criteria, Venture capital, Initial public offerings (IPO), Return on investment, Stocks, Rates of return
Cochrane, John H. University of Chicago - Booth School of Business
236
189
Cochrane, John H. University of Chicago - Booth School of Business
3,130
189
Venture capital, selection bias, risk and return
3.
Baily, Martin N. Brookings Institution
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
Diamond, Douglas W. University of Chicago - Booth School of Business
Duffie, Darrell Stanford University - Graduate School of Business
French, Kenneth R. Dartmouth College - Tuck School of Business
Kashyap, Anil K. University of Chicago - Booth School of Business
Mishkin, Frederic S. Columbia Business School - Finance and Economics
Scharfstein, David S. Harvard Business School - Finance Unit
Shiller, Robert J. Yale University - Cowles Foundation
Slaughter, Matthew J. Dartmouth College - Tuck School of Business
Shin, Hyun Song Princeton University - Department of Economics
Stein, Jeremy C. Harvard University - Department of Economics
Stulz, Rene M. Ohio State University (OSU) - Department of Finance
Posted:
19 Jan 11
Last Revised:
20 Feb 12
1,203
(6,795)
1
4.
Portfolio Advice for a Multifactor World
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
11 Aug 99
Last Revised:
12 Oct 10
1,198
(6,847)
37
Cochrane, John H. University of Chicago - Booth School of Business
910
37
Cochrane, John H. University of Chicago - Booth School of Business
37
37
Cochrane, John H. University of Chicago - Booth School of Business
251
37
5.
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
1,046
(8,655)
757
6.
Cochrane, John H. University of Chicago - Booth School of Business
Piazzesi, Monika University of Chicago - Booth School of Business
Posted:
26 Jan 09
Last Revised:
19 Mar 09
941
(10,211)
46
affine model, term structure
7.
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
02 Jun 10
Last Revised:
06 Sep 12
441
(30,077)
11
Cochrane, John H. University of Chicago - Booth School of Business
53
11
Cochrane, John H. University of Chicago - Booth School of Business
Posted:
02 Jun 10
Last Revised:
06 Sep 12
388
11
Fiscal theory of the price level, Financial crisis, Monetary Policy, Inflation
8.
Beyond Arbitrage: 'Good Deal' Asset Price Bounds in Incomplete Markets
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Cochrane, John H. University of Chicago - Booth School of Business
Saa-Requejo, Jesus Vega Asset Management LLC
Posted:
26 Jun 98
Last Revised:
19 Mar 09
388
(35,405)
100
Cochrane, John H. University of Chicago - Booth School of Business
Saa-Requejo, Jesus Vega Asset Management LLC
0
Cochrane, John H. University of Chicago - Booth School of Business
Saa-Requejo, Jesus Vega Asset Management LLC
388
100
9.
The Dog that Did Not Bark: A Defense of Return Predictability
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
06 Feb 06
Last Revised:
29 Jul 10
375
(36,918)
180
Cochrane, John H. University of Chicago - Booth School of Business
0
G12, G14, C22
Cochrane, John H. University of Chicago - Booth School of Business
26
180
Cochrane, John H. University of Chicago - Booth School of Business
349
180
Return predictability, volatility
10.
Where is the Market Going? Uncertain Facts and Novel Theories
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
12 Apr 98
Last Revised:
19 Mar 09
308
(46,759)
80
Cochrane, John H. University of Chicago - Booth School of Business
69
80
Koshy, Helen O'D. Federal Reserve Banks - Federal Reserve Bank of Chicago
Cochrane, John H. University of Chicago - Booth School of Business
239
80
11.
A Frictionless View of U.S. Inflation
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
06 Nov 98
Last Revised:
10 Oct 10
286
(51,002)
58
Cochrane, John H. University of Chicago - Booth School of Business
176
58
Cochrane, John H. University of Chicago - Booth School of Business
21
58
Cochrane, John H. University of Chicago - Booth School of Business
89
58
12.
Continuous-Time Linear Models
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
14 Jun 12
Last Revised:
23 May 13
276
(53,100)
Cochrane, John H. University of Chicago - Booth School of Business
0
dynamic corporate finance, structural empirical methods, dynamic capital structure models
Cochrane, John H. University of Chicago - Booth School of Business
17
Cochrane, John H. University of Chicago - Booth School of Business
Posted:
14 Jun 12
Last Revised:
05 Sep 12
259
continuous time linear models, ARMA, cointegration prediction
13.
Two Trees: Asset Price Dynamics Induced by Market Clearing
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Cochrane, John H. University of Chicago - Booth School of Business
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro Nova School of Business and Economics
Posted:
27 Nov 03
Last Revised:
24 Aug 10
264
(55,801)
10
Cochrane, John H. University of Chicago - Booth School of Business
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro Nova School of Business and Economics
239
10
Cochrane, John H. University of Chicago - Booth School of Business
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro Nova School of Business and Economics
25
10
14.
Baily, Martin N. Brookings Institution
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
Diamond, Douglas W. University of Chicago - Booth School of Business
Duffie, Darrell Stanford University - Graduate School of Business
French, Kenneth R. Dartmouth College - Tuck School of Business
Kashyap, Anil K. University of Chicago - Booth School of Business
Mishkin, Frederic S. Columbia Business School - Finance and Economics
Scharfstein, David S. Harvard Business School - Finance Unit
Shiller, Robert J. Yale University - Cowles Foundation
Slaughter, Matthew J. Dartmouth College - Tuck School of Business
Shin, Hyun Song Princeton University - Department of Economics
Stulz, Rene M. Ohio State University (OSU) - Department of Finance
214
(69,845)
Bonus, compensation, contingent convertible bonds, capital, regulation, financial crisis
15.
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
17 Nov 98
Last Revised:
11 Oct 10
188
(79,505)
35
Cochrane, John H. University of Chicago - Booth School of Business
0
Cochrane, John H. University of Chicago - Booth School of Business
164
35
Cochrane, John H. University of Chicago - Booth School of Business
24
35
16.
Financial Markets and the Real Economy
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
29 Sep 06
Last Revised:
03 Aug 10
159
(92,960)
113
Cochrane, John H. University of Chicago - Booth School of Business
3
112
Cochrane, John H. University of Chicago - Booth School of Business
156
112
17.
Cochrane, John H. University of Chicago - Booth School of Business
Piazzesi, Monika University of Chicago - Booth School of Business
151
(98,010)
236
18.
Cochrane, John H. University of Chicago - Booth School of Business
126
(113,581)
29
Taylor rule, determinacy, interest rate, inflation, price level
19.
A Mean-Variance Benchmark for Intertemporal Portfolio Theory
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
24 Jan 13
Last Revised:
02 Feb 13
113
(123,836)
5
Cochrane, John H. University of Chicago - Booth School of Business
7
5
Cochrane, John H. University of Chicago - Booth School of Business
106
5
Portfolio theory, long-run, asset pricing
20.
Cochrane, John H. University of Chicago - Booth School of Business
95
(140,082)
17
21.
Cochrane, John H. University of Chicago - Booth School of Business
88
(147,388)
2
health-status insurance, health-status insurance account, premium reclassification, preexisting condition
22.
Cochrane, John H. University of Chicago - Booth School of Business
83
(152,934)
26
23.
Cochrane, John H. University of Chicago - Booth School of Business
78
(158,886)
26
Taylor rule, interest rate, inflation, identification
24.
Cochrane, John H. University of Chicago - Booth School of Business
Hansen, Lars Peter University of Chicago - Department of Economics
76
(161,453)
71
25.
Cochrane, John H. University of Chicago - Booth School of Business
73
(165,385)
51
26.
Determinacy and Identification with Taylor Rules
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
18 Sep 07
Last Revised:
22 Aug 12
71
(168,098)
33
Cochrane, John H. University of Chicago - Booth School of Business
5
12
Cochrane, John H. University of Chicago - Booth School of Business
20
29
Cochrane, John H. University of Chicago - Booth School of Business
46
32
27.
Cochrane, John H. University of Chicago - Booth School of Business
67
(173,618)
health economics, health insurance, ACA
28.
Finance: Function Matters, Not Size
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Cochrane, John H. University of Chicago - Booth School of Business
Posted:
03 Apr 13
Last Revised:
10 Apr 13
56
(190,317)
Cochrane, John H. University of Chicago - Booth School of Business
2
Cochrane, John H. University of Chicago - Booth School of Business
54
29.
Cochrane, John H. University of Chicago - Booth School of Business
52
(197,139)
7
30.
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
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Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
Posted:
15 Mar 99
Last Revised:
27 Aug 10
47
(206,167)
806
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
47
806
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
0
31.
Cochrane, John H. University of Chicago - Booth School of Business
46
(208,031)
40
32.
Cochrane, John H. University of Chicago - Booth School of Business
43
(213,897)
21
33.
Brandt, Michael W. Duke University - Fuqua School of Business
Cochrane, John H. University of Chicago - Booth School of Business
Santa-Clara, Pedro Nova School of Business and Economics
33
(235,728)
57
34.
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
31
(240,772)
89
35.
Cochrane, John H. University of Chicago - Booth School of Business
30
(243,454)
37
36.
Cochrane, John H. University of Chicago - Booth School of Business
Saa-Requejo, Jesus Vega Asset Management LLC
29
(246,199)
100
37.
Cochrane, John H. University of Chicago - Booth School of Business
28
(249,067)
103
38.
Cochrane, John H. University of Chicago - Booth School of Business
27
(252,065)
209
39.
Cochrane, John H. University of Chicago - Booth School of Business
27
(252,065)
202
40.
Cochrane, John H. University of Chicago - Booth School of Business
Piazzesi, Monika University of Chicago - Booth School of Business
26
(255,185)
58
41.
Cochrane, John H. University of Chicago - Booth School of Business
25
(258,299)
130
42.
Cochrane, John H. University of Chicago - Booth School of Business
24
(261,660)
1
43.
Cochrane, John H. University of Chicago - Booth School of Business
20
(275,375)
1
44.
Cochrane, John H. University of Chicago - Booth School of Business
18
(282,470)
31
45.
Cochrane, John H. University of Chicago - Booth School of Business
10
(310,607)
1
46.
French, Kenneth R. Dartmouth College - Tuck School of Business
Baily, Martin Neil Institute for International Economics
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
Diamond, Douglas W. University of Chicago - Booth School of Business
Duffie, Darrell Stanford University - Graduate School of Business
Kashyap, Anil K. University of Chicago - Booth School of Business
Mishkin, Frederic S. Columbia Business School - Finance and Economics
Rajan, Raghuram G. University of Chicago - Booth School of Business
Scharfstein, David S. Harvard Business School - Finance Unit
Shiller, Robert J. Yale University - Cowles Foundation
Song Shin, Hyun affiliation not provided to SSRN
Slaughter, Matthew J. Dartmouth College - Tuck School of Business
Stein, Jeremy C. Harvard University - Department of Economics
Stulz, Rene M. Ohio State University (OSU) - Department of Finance
7
(319,872)
21
47.
Cochrane, John H. University of Chicago - Booth School of Business
2
(336,111)
11
Paul Krugman, stimulus, Keynes, efficient markets
48.
Cochrane, John H. University of Chicago - Booth School of Business
Ickes, Barry W. Pennsylvania State University, College of the Liberal Arts - Department of Economic
2
(336,111)
2
49.
Cochrane, John H. University of Chicago - Booth School of Business
50.
Cochrane, John H. University of Chicago - Booth School of Business
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro Nova School of Business and Economics
51.
Cochrane, John H. University of Chicago - Booth School of Business