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Cochrane, John H.


 SSRN Author Rank: 737 by Downloads
 Professor of Finance and Economics
 

University of Chicago - Booth School of Business


 5807 S. Woodlawn Avenue
 Chicago, IL 60637
 United States
 773-702-3059 (Phone)
 773-702-0458 (Fax)
 HOME PAGE: http://faculty.chicagobooth.edu/john.cochrane/research/Papers/
 email address

Chicago Booth School of Business Logo

 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Cochrane, John H.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
19,038
Total
Citations
4,287
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
15 Dec 99
Last Revised:
12 Oct 10
5,490
(587)
82

2.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
05 Jan 01
Last Revised:
20 Oct 10
3,485
(1,270)
198

3.  
Reforming Money Market Funds | Show Abstract | Download |
Tuck School of Business Working Paper No. 2011-86, Rock Center for Corporate Governance at Stanford University Working Paper No. 109, Columbia Business School Research Paper No. 12-13
Working Paper Series
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
1,367
(6,637)
1

4.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
11 Aug 99
Last Revised:
12 Oct 10
1,217
(8,027)
37

5.  
By Force of Habit: A Consumption-Based Explanation of Plantation of Aggregate Stock Market Behavior | Show Abstract | Download |
Center for Research in Security Prices (CRSP) Working Paper No. 412
Working Paper Series
Campbell, John Y.
Harvard University - Department of Economics
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
26 Jun 97
1,062
(10,046)
784

6.  
Decomposing the Yield Curve | Show Abstract | Download |
AFA 2010 Atlanta Meetings Paper
Working Paper Series
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
1,034
(10,480)
55

7.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
02 Jun 10
Last Revised:
06 Sep 12
482
(31,449)
12

8.  
Aligning Incentives at Systemically Important Financial Institutions | Show Abstract | Download |
Columbia Business School Research Paper No. 13-18, Fisher College of Business Working Paper
Working Paper Series
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
Posted:
28 Mar 13
437
(35,696)
 

9.   Incl. Electronic Paper
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
393
(40,730)
103

10.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
06 Feb 06
Last Revised:
29 Jul 10
384
(41,896)
193

11.   Incl. Electronic Paper
Koshy, Helen O'D.
Federal Reserve Bank of Chicago
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
12 Apr 98
Last Revised:
19 Mar 09
311
(53,931)
80

12.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
14 Jun 12
Last Revised:
23 May 13
310
(54,143)
 

13.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
06 Nov 98
Last Revised:
10 Oct 10
290
(58,456)
59

14.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
27 Nov 03
Last Revised:
24 Aug 10
266
(64,404)
9

15.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
17 Nov 98
Last Revised:
11 Oct 10
188
(92,125)
35

16.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
29 Sep 06
Last Revised:
03 Aug 10
175
(98,495)
121

17.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
24 Jan 13
Last Revised:
02 Feb 13
170
(101,094)
5

18.  
Bond Risk Premia | Show Abstract | Download |
NBER Working Paper No. w9178
Working Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Piazzesi, Monika
University of Chicago - Booth School of Business
Posted:
15 Sep 02
165
(103,895)
261

19.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
12 Sep 07
142
(118,556)
28

20.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
07 Feb 13
134
(124,576)
 

21.  
Discount Rates | Show Abstract | Download |
NBER Working Paper No. w16972
Working Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
25 Apr 11
110
(145,167)
19

22.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
03 Apr 13
Last Revised:
10 Apr 13
108
(147,110)
 

23.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
21 Sep 13
Last Revised:
28 Sep 13
94
(161,941)
 

24.  
Shocks | Show Abstract | Download |
NBER Working Paper No. w4698
Working Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
19 Jul 05
94
(161,941)
51

25.  
Health-Status Insurance: How Markets Can Provide Health Security | Show Abstract | Download |
Cato Policy Analysis Series, No. 633, February 18, 2009
Accepted Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
27 Aug 09
91
(165,621)
3

26.  
Asset Pricing Explorations for Macroeconomics | Show Abstract | Download |
NBER Working Paper No. w4088
Working Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Hansen, Lars Peter
University of Chicago - Department of Economics
Posted:
27 Apr 00
89
(168,032)
72

27.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
07 Jun 02
86
(171,714)
28

28.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
18 Apr 14
84
(174,253)
 

29.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
12 Sep 07
80
(179,597)
25

30.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
18 Sep 07
Last Revised:
22 Aug 12
72
(191,102)
36

31.   Incl. Electronic Paper
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
58
(214,213)
838

32.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
11 Oct 01
54
(221,668)
7

33.  
Volatility Tests and Efficient Markets: A Review Essay | Show Abstract | Download |
NBER Working Paper No. w3591
Working Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
08 Jan 08
52
(225,627)
41

34.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
18 Apr 14
47
(236,054)
 

35.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
03 Mar 00
45
(240,405)
21

36.  
Explaining the Variance of Price Dividend Ratios | Show Abstract | Download |
NBER Working Paper No. w3157
Working Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
18 Sep 07
36
(261,515)
106

37.  
Production Based Asset Pricing | Show Abstract | Download |
NBER Working Paper No. w2776
Working Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
27 Jun 04
34
(266,800)
213

38.  
Brandt, Michael W.
Duke University - Fuqua School of Business
Cochrane, John H.
University of Chicago - Booth School of Business
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
29 Jul 01
34
(266,800)
60

39.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
06 Sep 00
33
(269,530)
38

40.  
Campbell, John Y.
Harvard University - Department of Economics
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
26 Apr 00
32
(272,326)
87

41.  
Cochrane, John H.
University of Chicago - Booth School of Business
Saa-Requejo, Jesus
Vega Asset Management LLC
Posted:
19 Jul 00
31
(275,207)
103

42.  
Cochrane, John H.
University of Chicago - Booth School of Business
Piazzesi, Monika
University of Chicago - Booth School of Business
Posted:
23 Mar 02
29
(281,379)
60

43.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
28 Dec 06
28
(284,645)
219

44.  
A Test of Consumption Insurance | Show Abstract | Download |
NBER Working Paper No. w2642
Working Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
09 Mar 04
26
(291,573)
133

45.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
18 Jan 02
26
(291,573)
1

46.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
14 Jan 01
23
(302,616)
1

47.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
19 Mar 01
18
(322,764)
32

48.  
Can Learnability Save New-Keynesian Models? | Show Abstract | Download |
NBER Working Paper No. w15459
Working Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
03 Nov 09
11
(351,727)
2

49.  
The Squam Lake Report: Fixing the Financial System | Show Abstract | Download |
Journal of Applied Corporate Finance, Vol. 22, Issue 3, pp. 8-21, Summer 2010
Accepted Paper Series
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
Posted:
04 Oct 10
7
(367,511)
22

50.  
How Did Paul Krugman Get it so Wrong? | Show Abstract | Download |
Economic Affairs, Vol. 31, Issue 2, pp. 36-40, 2011
Accepted Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
06 Jun 11
2
(389,356)
11

51.  
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang | Show Abstract | Download |
Comparative Economic Studies, Vol. 33, Issue 2, pp. 97-122, 1991
Accepted Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Ickes, Barry W.
Pennsylvania State University, College of the Liberal Arts - Department of Economic
Posted:
03 Aug 10
2
(389,356)
2

52.  
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group | Show Abstract | Download |
Journal of Applied Corporate Finance, Vol. 25, Issue 4, pp. 37-40, 2013
Accepted Paper Series
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
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
Posted:
23 Dec 13
0
(407,737)
 

53.  
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
12 Jan 10
 

54.  
Two Trees | Show Abstract |
The Review of Financial Studies, Vol. 21, Issue 1, pp. 347-385, 2008
Accepted Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
26 Jun 08
 

55.  
A Cross-Sectional Test of an Investment-Based Asset Pricing Model | Show Abstract |
J. OF POLITICAL ECONOMY, Vol. 104 No. 3, June 1996
Accepted Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Posted:
25 Sep 96
 


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