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Constantinides, George M.'s
Scholarly Papers
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4,130 |
Total
Citations
588 |
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1.
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Constantinides, George M.
University of Chicago - Booth School of Business Jackwerth, Jens Carsten
University of Konstanz - Department of Economics Savov, Alexi
New York University (NYU) - Department of Finance
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21 Oct 09
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Last Revised:
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25 Sep 12
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611
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index option returns, option mispricing, volatility jumps, price jumps, liquidity, market efficiency
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2.
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Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
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Constantinides, George M.
University of Chicago - Booth School of Business Donaldson, John B.
Columbia Business School - Finance and Economics Mehra, Rajnish
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
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03 Feb 00
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Last Revised:
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04 Jul 11
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511
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92
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Constantinides, George M.
University of Chicago - Booth School of Business Donaldson, John B.
Columbia Business School - Finance and Economics Mehra, Rajnish
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
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88
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Constantinides, George M.
University of Chicago - Booth School of Business Donaldson, John B.
Columbia Business School - Finance and Economics Mehra, Rajnish
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
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479
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88
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3.
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Mispricing of S&P 500 Index Options
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Constantinides, George M.
University of Chicago - Booth School of Business Jackwerth, Jens Carsten
University of Konstanz - Department of Economics Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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Posted:
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24 Feb 05
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Last Revised:
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29 Sep 10
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501
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34
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Constantinides, George M.
University of Chicago - Booth School of Business Jackwerth, Jens Carsten
University of Konstanz - Department of Economics Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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G10, G13
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Constantinides, George M.
University of Chicago - Booth School of Business Jackwerth, Jens Carsten
University of Konstanz - Department of Economics Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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Constantinides, George M.
University of Chicago - Booth School of Business Jackwerth, Jens Carsten
University of Konstanz - Department of Economics Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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478
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34
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Derivative pricing; volatility smile, incomplete markets, transaction costs; index options; stochastic dominance bounds
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4.
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Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
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Versions (5)
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Brav, Alon P.
Duke University - Fuqua School of Business Constantinides, George M.
University of Chicago - Booth School of Business Geczy, Christopher
University of Pennsylvania - The Wharton School, Finance Department
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Posted:
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10 Feb 00
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Last Revised:
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10 Aug 12
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471
(27,862)
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97
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Brav, Alon P.
Duke University - Fuqua School of Business Constantinides, George M.
University of Chicago - Booth School of Business Geczy, Christopher
University of Pennsylvania - The Wharton School, Finance Department
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Brav, Alon P.
Duke University - Fuqua School of Business Constantinides, George M.
University of Chicago - Booth School of Business Geczy, Christopher
University of Pennsylvania - The Wharton School, Finance Department
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Brav, Alon P.
Duke University - Fuqua School of Business Constantinides, George M.
University of Chicago - Booth School of Business Geczy, Christopher
University of Pennsylvania - The Wharton School, Finance Department
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Equity premium, Incomplete consumption insurance, Heterogeneous consumers, Limited capital market participation
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Brav, Alon P.
Duke University - Fuqua School of Business Constantinides, George M.
University of Chicago - Booth School of Business Geczy, Christopher
University of Pennsylvania - The Wharton School, Finance Department
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30
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97
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Brav, Alon P.
Duke University - Fuqua School of Business Constantinides, George M.
University of Chicago - Booth School of Business Geczy, Christopher
University of Pennsylvania - The Wharton School, Finance Department
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439
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5.
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Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence
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Versions (3)
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Export Bibliographic Info |
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Constantinides, George M.
University of Chicago - Booth School of Business Czerwonko, Michal
McGill University Jackwerth, Jens Carsten
University of Konstanz - Department of Economics Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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Posted:
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18 Mar 08
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Last Revised:
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27 Jul 11
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431
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13
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Constantinides, George M.
University of Chicago - Booth School of Business Czerwonko, Michal
McGill University Jackwerth, Jens Carsten
University of Konstanz - Department of Economics Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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Constantinides, George M.
University of Chicago - Booth School of Business Czerwonko, Michal
McGill University Jackwerth, Jens Carsten
University of Konstanz - Department of Economics Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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14 Oct 08
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Last Revised:
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26 Jul 10
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124
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13
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option mispricing, futures options, derivatives pricing, stochastic dominance, transaction costs, market efficiency
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Constantinides, George M.
University of Chicago - Booth School of Business Czerwonko, Michal
McGill University Jackwerth, Jens Carsten
University of Konstanz - Department of Economics Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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| Posted: |
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18 Mar 08
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Last Revised:
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27 Jul 11
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296
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option mispricing, futures options, derivatives pricing, stochastic dominance, transaction costs, market efficiency
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6.
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Asset Pricing Tests with Long Run Risks in Consumption Growth
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Versions (2)
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Constantinides, George M.
University of Chicago - Booth School of Business Ghosh, Anisha
London School of Economics & Political Science (LSE)
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Posted:
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16 Mar 08
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Last Revised:
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27 Jul 11
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363
(38,799)
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24
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Constantinides, George M.
University of Chicago - Booth School of Business Ghosh, Anisha
London School of Economics & Political Science (LSE)
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Constantinides, George M.
University of Chicago - Booth School of Business Ghosh, Anisha
Carnegie Mellon University
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16 Mar 08
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Last Revised:
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27 Jul 11
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342
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Long Run Risks, Equity Premium, Cross-Section of Asset Returns, Cointegration, Latent State Variables
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7.
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Constantinides, George M.
University of Chicago - Booth School of Business Zariphopoulou, Thaleia
University of Texas at Austin - Red McCombs School of Business
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309
(47,062)
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18
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derivative pricing, transaction costs, multi-securities, american claims, exotic options, utility maximization, volatility smile.
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8.
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The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
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Versions (4)
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Ghosh, Anisha
Carnegie Mellon University Constantinides, George M.
University of Chicago - Booth School of Business
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Posted:
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16 Mar 10
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Last Revised:
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06 Sep 12
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308
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11
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Ghosh, Anisha
Carnegie Mellon University Constantinides, George M.
University of Chicago - Booth School of Business
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36
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11
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Return Predictability, Consumption Growth Predictability, Dividend Growth Predictability, Regime Shifts, Cross-Section of Returns, Equity Premium, Size Premium, Value Premium
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Ghosh, Anisha
Carnegie Mellon University Constantinides, George M.
University of Chicago - Booth School of Business
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11
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Ghosh, Anisha
Carnegie Mellon University Constantinides, George M.
University of Chicago - Booth School of Business
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| Posted: |
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06 Jul 10
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Last Revised:
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06 Sep 12
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188
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11
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Return Predictability, Consumption Growth Predictability, Dividend Growth Predictability, Regime Shifts, Cross-Section of Returns, Equity Premium, Size Premium, Value Premium
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Ghosh, Anisha
Carnegie Mellon University Constantinides, George M.
University of Chicago - Booth School of Business
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68
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11
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Return Predictability, Consumption Growth Predictability, Dividend Growth Predictability, Regime Shifts, Cross-Section of Returns
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9.
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Constantinides, George M.
University of Chicago - Booth School of Business Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
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| Posted: |
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18 Nov 08
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Last Revised:
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05 Dec 08
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177
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1
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10.
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Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs
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Constantinides, George M.
University of Chicago - Booth School of Business Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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Posted:
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27 Dec 00
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Last Revised:
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27 Oct 10
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175
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17
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Constantinides, George M.
University of Chicago - Booth School of Business Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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Constantinides, George M.
University of Chicago - Booth School of Business Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
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157
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11.
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Constantinides, George M.
University of Chicago - Booth School of Business Ferson, Wayne E.
University of Southern California
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53
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94
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12.
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Rational Asset Prices
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Constantinides, George M.
University of Chicago - Booth School of Business
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Posted:
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08 Mar 02
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Last Revised:
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19 Jun 13
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52
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42
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Constantinides, George M.
University of Chicago - Booth School of Business
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0
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Constantinides, George M.
University of Chicago - Booth School of Business
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13.
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Constantinides, George M.
University of Chicago - Booth School of Business Donaldson, John B.
Columbia Business School - Finance and Economics Mehra, Rajnish
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
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42
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14.
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Constantinides, George M.
University of Chicago - Booth School of Business
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37
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83
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15.
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Constantinides, George M.
University of Chicago - Booth School of Business Donaldson, John B.
Columbia Business School - Finance and Economics Mehra, Rajnish
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
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28
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10
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16.
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Constantinides, George M.
University of Chicago - Booth School of Business
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27
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17.
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Constantinides, George M.
University of Chicago - Booth School of Business Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance
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21
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30
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18.
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Braun, Phillip A.
Chulalongkorn University - Faculty of Commerce and Accountancy Constantinides, George M.
University of Chicago - Booth School of Business Ferson, Wayne E.
University of Southern California
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13
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7
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19.
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Constantinides, George M.
University of Chicago - Booth School of Business Zariphopoulou, Thaleia
University of Texas at Austin - Red McCombs School of Business
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20.
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Constantinides, George M.
University of Chicago - Booth School of Business Duffie, Darrell
Stanford University - Graduate School of Business
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21.
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Constantinides, George M.
University of Chicago - Booth School of Business
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