.
Campbell, John Y.'s
Scholarly Papers
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35,654
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Citations
10,363
1.
Bad Beta, Good Beta
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Campbell, John Y. Harvard University - Department of Economics
Vuolteenaho, Tuomo Arrowstreet Capital, LP
Posted:
23 Oct 02
Last Revised:
31 Oct 10
3,722
(937)
245
Campbell, John Y. Harvard University - Department of Economics
Vuolteenaho, Tuomo Arrowstreet Capital, LP
149
245
Campbell, John Y. Harvard University - Department of Economics
Vuolteenaho, Tuomo Arrowstreet Capital, LP
3,573
245
2.
Campbell, John Y. Harvard University - Department of Economics
2,398
(2,069)
188
3.
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
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Campbell, John Y. Harvard University - Department of Economics
Lettau, Martin University of California - Haas School of Business
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
25 Feb 00
Last Revised:
17 Oct 10
1,996
(2,828)
475
Campbell, John Y. Harvard University - Department of Economics
Lettau, Martin University of California - Haas School of Business
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
Xu, Yexiao University of Texas at Dallas - School of Management
0
Campbell, John Y. Harvard University - Department of Economics
Lettau, Martin University of California - Haas School of Business
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
Xu, Yexiao University of Texas at Dallas - School of Management
142
475
Campbell, John Y. Harvard University - Department of Economics
Lettau, Martin University of California - Haas School of Business
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
Xu, Yexiao University of Texas at Dallas - School of Management
1,854
475
4.
Efficient Tests of Stock Return Predictability
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Campbell, John Y. Harvard University - Department of Economics
Yogo, Motohiro Federal Reserve Bank of Minneapolis
Posted:
23 Oct 02
Last Revised:
28 Aug 09
1,555
(4,373)
180
Campbell, John Y. Harvard University - Department of Economics
Yogo, Motohiro Federal Reserve Bank of Minneapolis
69
180
Campbell, John Y. Harvard University - Department of Economics
Yogo, Motohiro Federal Reserve Bank of Minneapolis
Posted:
23 Oct 02
Last Revised:
17 Jun 09
1,486
180
Bonferroni test, Dividend yield, Predictability, Stock returns, Unit root
5.
Equity Volatility and Corporate Bond Yields
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Campbell, John Y. Harvard University - Department of Economics
Taksler, Glen B. affiliation not provided to SSRN
Posted:
20 Feb 02
Last Revised:
27 Oct 10
1,546
(4,423)
205
Campbell, John Y. Harvard University - Department of Economics
Taksler, Glen B. affiliation not provided to SSRN
76
205
Campbell, John Y. Harvard University - Department of Economics
Taksler, Glen B. affiliation not provided to SSRN
1,470
205
Corporate bonds, equity volatility
6.
In Search of Distress Risk
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Campbell, John Y. Harvard University - Department of Economics
Hilscher, Jens Brandeis University - International Business School
Szilagyi, Jan Duquesne Capital Management LLC
Posted:
28 Jul 05
Last Revised:
15 Sep 06
1,531
(4,494)
197
Campbell, John Y. Harvard University - Department of Economics
Hilscher, Jens Brandeis University - International Business School
Szilagyi, Jan Duquesne Capital Management LLC
162
197
Campbell, John Y. Harvard University - Department of Economics
Hilscher, Jens Brandeis University - International Business School
Szilagyi, Jan Duquesne Capital Management LLC
1,369
197
7.
Global Currency Hedging
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Campbell, John Y. Harvard University - Department of Economics
Serfaty-de Medeiros, Karine OC&C Strategy Consultants
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
20 Mar 07
Last Revised:
29 Jan 09
1,344
(5,658)
32
Campbell, John Y. Harvard University - Department of Economics
Serfaty-de Medeiros, Karine OC&C Strategy Consultants
Viceira, Luis M. Harvard Business School - Finance Unit
404
32
Campbell, John Y. Harvard University - Department of Economics
Serfaty-de Medeiros, Karine OC&C Strategy Consultants
Viceira, Luis M. Harvard Business School - Finance Unit
52
32
Campbell, John Y. Harvard University - Department of Economics
Serfaty-de Medeiros, Karine OC&C Strategy Consultants
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
20 Mar 07
Last Revised:
29 Jan 09
888
32
Foreign exchange, Siegel's paradox, risk management
8.
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
1,202
(6,791)
1
9.
Understanding Inflation-Indexed Bond Markets
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Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
22 May 09
Last Revised:
12 Jul 10
1,149
(7,341)
22
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
Viceira, Luis M. Harvard Business School - Finance Unit
64
22
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
Viceira, Luis M. Harvard Business School - Finance Unit
808
22
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
Viceira, Luis M. Harvard Business School - Finance Unit
277
22
Expectations hypothesis, Liquidity, Term premia, TIPS
10.
Who Should Buy Long-Term Bonds?
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Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
01 Dec 98
Last Revised:
11 Oct 10
1,094
(7,995)
156
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
41
156
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
1,053
156
11.
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
1,046
(8,641)
754
12.
Campbell, John Y. Harvard University - Department of Economics
Jackson, Howell E. Harvard Law School
Madrian, Brigitte C. Harvard University - Harvard Kennedy School (HKS)
Tufano, Peter National Bureau of Economic Research (NBER)
Posted:
27 Jul 10
Last Revised:
16 Dec 10
Consumer Finance, Mortgages, Payday Lending, Retirement Savings, Mutual Funds, Financial Regulation, Bureau of Consumer Financial Protection
13.
Stock Market Mean Reversion And The Optimal Equity Allocation Of A Long-Lived Investor
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Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Gomes, Francisco London Business School
Maenhout, Pascal J. INSEAD - Finance
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
01 Aug 00
Last Revised:
18 Nov 08
933
(10,310)
20
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Gomes, Francisco London Business School
Maenhout, Pascal J. INSEAD - Finance
Viceira, Luis M. Harvard Business School - Finance Unit
0
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Gomes, Francisco London Business School
Maenhout, Pascal J. INSEAD - Finance
Viceira, Luis M. Harvard Business School - Finance Unit
933
20
Hedging Demand, Intertemporal Portfolio Choice, And Mean Reversion
14.
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
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Campbell, John Y. Harvard University - Department of Economics
Polk, Christopher London School of Economics
Vuolteenaho, Tuomo Arrowstreet Capital, LP
Posted:
06 Jul 05
Last Revised:
16 Aug 10
892
(11,063)
62
Campbell, John Y. Harvard University - Department of Economics
Polk, Christopher London School of Economics
Vuolteenaho, Tuomo Arrowstreet Capital, LP
0
G12, G14, N22
Campbell, John Y. Harvard University - Department of Economics
Polk, Christopher London School of Economics
Vuolteenaho, Tuomo Arrowstreet Capital, LP
828
61
Campbell, John Y. Harvard University - Department of Economics
Polk, Christopher London School of Economics
Vuolteenaho, Tuomo Arrowstreet Capital, LP
64
61
15.
Asset Pricing At The Millennium
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Campbell, John Y. Harvard University - Department of Economics
Posted:
09 Jul 00
Last Revised:
17 Oct 10
840
(12,215)
112
Campbell, John Y. Harvard University - Department of Economics
0
Campbell, John Y. Harvard University - Department of Economics
795
103
Campbell, John Y. Harvard University - Department of Economics
45
112
16.
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?
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Campbell, John Y. Harvard University - Department of Economics
Thompson, Samuel Brodsky Arrowstreet Capital, L.P.
Posted:
28 Jul 05
Last Revised:
23 Jul 09
814
(12,789)
71
Campbell, John Y. Harvard University - Department of Economics
Thompson, Samuel Brodsky Arrowstreet Capital, L.P.
720
71
Campbell, John Y. Harvard University - Department of Economics
Thompson, Samuel Brodsky Arrowstreet Capital, L.P.
94
71
17.
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
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Campbell, John Y. Harvard University - Department of Economics
Sunderam, Adi Harvard Business School
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
20 Mar 08
Last Revised:
15 Jan 13
800
(13,125)
43
Campbell, John Y. Harvard University - Department of Economics
Sunderam, Adi Harvard Business School
Viceira, Luis M. Harvard Business School - Finance Unit
59
43
Campbell, John Y. Harvard University - Department of Economics
Sunderam, Adi Harvard Business School
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
20 Mar 08
Last Revised:
15 Jan 13
741
42
Term structure of interest rates, inflation risk, time varying expected returns, bond return predictability, expectations hypothesis, macro asset pricing
18.
Strategic Asset Allocation in a Continuous-Time VAR Model
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Campbell, John Y. Harvard University - Department of Economics
Chacko, George Harvard Business School
Rodriguez, Jorge F. Merrill Lynch
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
24 Oct 02
Last Revised:
01 Nov 10
791
(13,357)
59
Campbell, John Y. Harvard University - Department of Economics
Chacko, George Harvard Business School
Rodriguez, Jorge F. Merrill Lynch
Viceira, Luis M. Harvard Business School - Finance Unit
23
59
Campbell, John Y. Harvard University - Department of Economics
Chacko, George Harvard Business School
Rodriguez, Jorge F. Merrill Lynch
Viceira, Luis M. Harvard Business School - Finance Unit
35
59
Campbell, John Y. Harvard University - Department of Economics
Chacko, George Harvard Business School
Rodriguez, Jorge F. Merrill Lynch
Viceira, Luis M. Harvard Business School - Finance Unit
733
59
19.
Investing Retirement Wealth: a Life-Cycle Model
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Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Gomes, Francisco London Business School
Maenhout, Pascal J. INSEAD - Finance
Posted:
20 Apr 99
Last Revised:
12 Oct 10
756
(14,301)
66
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Gomes, Francisco London Business School
Maenhout, Pascal J. INSEAD - Finance
714
66
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Gomes, Francisco London Business School
Maenhout, Pascal J. INSEAD - Finance
42
66
20.
Foreign Currency for Long-Term Investors
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Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
White, Joshua S. University of Illinois at Urbana-Champaign - Department of Finance
Posted:
20 Jul 02
Last Revised:
18 Nov 08
695
(16,143)
8
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
White, Joshua S. University of Illinois at Urbana-Champaign - Department of Finance
28
8
Home bias, portfolio choice, foreign exchange rates, intertemporal hedging demand, uncovered interest parity
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
White, Joshua S. University of Illinois at Urbana-Champaign - Department of Finance
622
8
Foreign Exchange Rates, Home Bias, Intertemporal Hedging Demand, Portfolio Choice, Uncovered Interest Parity
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
White, Joshua S. University of Illinois at Urbana-Champaign - Department of Finance
45
8
21.
Fight or Flight? Portfolio Rebalancing by Individual Investors
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Calvet, Laurent E. HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y. Harvard University - Department of Economics
Sodini, Paolo Stockholm School of Economics - Department of Finance
Posted:
21 Mar 07
Last Revised:
08 Mar 13
612
(19,419)
57
Calvet, Laurent E. HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y. Harvard University - Department of Economics
Sodini, Paolo Stockholm School of Economics - Department of Finance
26
57
Calvet, Laurent E. HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y. Harvard University - Department of Economics
Sodini, Paolo Stockholm School of Economics - Department of Finance
586
57
Asset allocation, disposition effect, diversification, participation, portfolio rebalancing
22.
Campbell, John Y. Harvard University - Department of Economics
Vuolteenaho, Tuomo Arrowstreet Capital, LP
Ramadorai, Tarun University of Oxford - Said Business School
573
(21,227)
7
institutions, individuals, trading behavior, execution
23.
Household Risk Management and Optimal Mortgage Choice
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Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Posted:
20 Feb 02
Last Revised:
03 Nov 10
570
(21,397)
96
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
56
96
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
514
96
24.
How do House Prices Affect Consumption? Evidence from Micro Data
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Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Posted:
02 Feb 05
Last Revised:
09 Jul 10
559
(21,967)
75
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
56
74
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
503
74
25.
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
467
(27,849)
151
26.
Hard Times
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Campbell, John Y. Harvard University - Department of Economics
Giglio, Stefano University of Chicago - Booth School of Business
Polk, Christopher London School of Economics
Posted:
26 Jul 10
Last Revised:
22 Sep 12
455
(28,851)
9
Campbell, John Y. Harvard University - Department of Economics
Giglio, Stefano University of Chicago - Booth School of Business
Polk, Christopher London School of Economics
113
9
Campbell, John Y. Harvard University - Department of Economics
Giglio, Stefano University of Chicago - Booth School of Business
Polk, Christopher London School of Economics
Posted:
20 Mar 11
Last Revised:
24 Dec 11
302
9
Campbell, John Y. Harvard University - Department of Economics
Giglio, Stefano University of Chicago - Booth School of Business
Polk, Christopher London School of Economics
40
9
27.
Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements
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Campbell, John Y. Harvard University - Department of Economics
Ramadorai, Tarun University of Oxford - Said Business School
Schwartz, Allie Harvard University
Posted:
05 Jul 07
Last Revised:
29 May 08
350
(40,102)
50
Campbell, John Y. Harvard University - Department of Economics
Ramadorai, Tarun University of Oxford - Said Business School
Schwartz, Allie Harvard University
3
50
Earnings announcements, institutions, liquidity, post-earnings-announcement-drift, trading
Campbell, John Y. Harvard University - Department of Economics
Ramadorai, Tarun University of Oxford - Said Business School
Schwartz, Allie Harvard University
347
50
institutions, trading, liquidity, earnings announcements, post-earnings-announcement-drift.
28.
Campbell, John Y. Harvard University - Department of Economics
Ramadorai, Tarun University of Oxford - Said Business School
Ranish, Benjamin Harvard University - Faculty of Arts and Sciences
Posted:
17 Nov 12
Last Revised:
02 Apr 13
342
(41,396)
learning, feedback, investing, stock trading, disposition effect, diversification, turnover, India
29.
Campbell, John Y. Harvard University - Department of Economics
Vuolteenaho, Tuomo Arrowstreet Capital, LP
292
(49,683)
78
30.
An Intertemporal CAPM with Stochastic Volatility
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Campbell, John Y. Harvard University - Department of Economics
Giglio, Stefano University of Chicago - Booth School of Business
Polk, Christopher London School of Economics
Turley, Robert Harvard University
Posted:
15 Mar 12
Last Revised:
20 Nov 12
280
(52,153)
6
Campbell, John Y. Harvard University - Department of Economics
Giglio, Stefano University of Chicago - Booth School of Business
Polk, Christopher London School of Economics
Turley, Robert Harvard University
3
6
Campbell, John Y. Harvard University - Department of Economics
Giglio, Stefano University of Chicago - Booth School of Business
Polk, Christopher London School of Economics
Turley, Robert Harvard University
277
6
ICAPM, time-varying expected returns, stochastic volatility, value premium
31.
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
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Calvet, Laurent E. HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y. Harvard University - Department of Economics
Sodini, Paolo Stockholm School of Economics - Department of Finance
Posted:
11 Feb 06
Last Revised:
08 Mar 13
252
(58,704)
102
Calvet, Laurent E. HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y. Harvard University - Department of Economics
Sodini, Paolo Stockholm School of Economics - Department of Finance
0
Calvet, Laurent E. HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y. Harvard University - Department of Economics
Sodini, Paolo Stockholm School of Economics - Department of Finance
47
102
Calvet, Laurent E. HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y. Harvard University - Department of Economics
Sodini, Paolo Stockholm School of Economics - Department of Finance
205
102
Asset allocation, diversification, familiarity, participation
32.
Campbell, John Y. Harvard University - Department of Economics
Grossman, Sanford J. University of Pennsylvania - Finance Department
Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
251
(58,944)
248
33.
Campbell, John Y. Harvard University - Department of Economics
Ramadorai, Tarun University of Oxford - Said Business School
Vuolteenaho, Tuomo Arrowstreet Capital, LP
248
(59,706)
12
34.
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
238
(62,369)
664
35.
Campbell, John Y. Harvard University - Department of Economics
Froot, Kenneth National Bureau of Economic Research (NBER)
224
(66,537)
15
36.
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
210
(71,062)
Bonus, compensation, contingent convertible bonds, capital, regulation, financial crisis
37.
Campbell, John Y. Harvard University - Department of Economics
179
(83,141)
413
38.
Campbell, John Y. Harvard University - Department of Economics
174
(85,469)
343
39.
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
163
(90,802)
393
40.
Campbell, John Y. Harvard University - Department of Economics
Mankiw, N. Gregory Harvard University - Department of Economics
160
(92,321)
217
41.
A Multivariate Model of Strategic Asset Allocation
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Campbell, John Y. Harvard University - Department of Economics
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
25 Oct 01
Last Revised:
06 Dec 01
157
(93,923)
165
Campbell, John Y. Harvard University - Department of Economics
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
37
165
Intertemporal hedging demand, portfolio choice, predictability, strategic asset allocation
Campbell, John Y. Harvard University - Department of Economics
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
120
165
42.
Campbell, John Y. Harvard University - Department of Economics
135
(107,162)
129
43.
The Term Structure of the Risk-Return Tradeoff
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Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
09 Mar 05
Last Revised:
10 Aug 09
127
(112,656)
65
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
32
65
Risk-return tradeoff, mean-variance analysis, long-horizon investing, vector autoregression
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
95
65
44.
Elasticities of Substitution in Real Business Cycle Models with Home Production
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Campbell, John Y. Harvard University - Department of Economics
Ludvigson, Sydney C. New York University - Department of Economics
Posted:
04 Feb 99
Last Revised:
10 Oct 10
126
(113,407)
10
Campbell, John Y. Harvard University - Department of Economics
Ludvigson, Sydney C. New York University - Department of Economics
15
10
Campbell, John Y. Harvard University - Department of Economics
Ludvigson, Sydney C. New York University - Department of Economics
111
10
45.
Beeler, Jason Harvard University - Department of Economics
Campbell, John Y. Harvard University - Department of Economics
125
(114,135)
40
46.
Campbell, John Y. Harvard University - Department of Economics
Ammer, John U.S. Federal Reserve Board of Governors
123
(115,655)
310
47.
Lettau, Martin University of California - Haas School of Business
Campbell, John Y. Harvard University - Department of Economics
116
(121,174)
6
48.
Campbell, John Y. Harvard University - Department of Economics
Kyle, Albert S. University of Maryland
114
(122,817)
78
49.
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
104
(131,486)
279
50.
Campbell, John Y. Harvard University - Department of Economics
102
(133,267)
224
51.
Campbell, John Y. Harvard University - Department of Economics
101
(134,184)
66
52.
Campbell, John Y. Harvard University - Department of Economics
Mankiw, N. Gregory Harvard University - Department of Economics
94
(140,919)
79
53.
How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market
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Campbell, John Y. Harvard University - Department of Economics
Ramadorai, Tarun University of Oxford - Said Business School
Ranish, Benjamin Harvard University - Faculty of Arts and Sciences
Posted:
02 Jul 12
Last Revised:
28 Sep 12
89
(146,170)
Campbell, John Y. Harvard University - Department of Economics
Ramadorai, Tarun University of Oxford - Said Business School
Ranish, Benjamin Harvard University - Faculty of Arts and Sciences
2
delinquencies, emerging markets, India, mortgage finance, regulation
Campbell, John Y. Harvard University - Department of Economics
Ramadorai, Tarun University of Oxford - Said Business School
Ranish, Benjamin Harvard University - Faculty of Arts and Sciences
Posted:
02 Jul 12
Last Revised:
10 Sep 12
87
mortgage finance, regulation, delinquencies, emerging market, India
54.
Understanding Risk and Return
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Campbell, John Y. Harvard University - Department of Economics
Posted:
19 Jun 98
Last Revised:
14 Aug 07
88
(147,208)
315
Campbell, John Y. Harvard University - Department of Economics
88
315
Campbell, John Y. Harvard University - Department of Economics
0
55.
Campbell, John Y. Harvard University - Department of Economics
Perron, Pierre Boston University - Department of Economics
86
(149,358)
168
56.
Campbell, John Y. Harvard University - Department of Economics
83
(152,707)
20
57.
Campbell, John Y. Harvard University - Department of Economics
Giglio, Stefano University of Chicago - Booth School of Business
Pathak, Parag Massachusetts Institute of Technology (MIT) - Department of Economics
81
(155,023)
60
58.
Barr, David G. Durham Business School
Campbell, John Y. Harvard University - Department of Economics
74
(163,836)
37
59.
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
71
(167,859)
11
60.
Calvet, Laurent E. HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y. Harvard University - Department of Economics
Sodini, Paolo Stockholm School of Economics - Department of Finance
66
(174,734)
32
61.
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
64
(177,658)
202
62.
Campbell, John Y. Harvard University - Department of Economics
Mei, Jianping New York University (NYU) - Department of Finance
63
(179,159)
43
63.
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
61
(182,146)
274
64.
Campbell, John Y. Harvard University - Department of Economics
Vuolteenaho, Tuomo Arrowstreet Capital, LP
Ramadorai, Tarun University of Oxford - Said Business School
51
(198,542)
12
65.
Campbell, John Y. Harvard University - Department of Economics
Hamao, Yasushi University of Southern California - Marshall School of Business - Finance and Business Economics Department
49
(202,114)
90
66.
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
(205,855)
803
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
47
803
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
0
67.
Campbell, John Y. Harvard University - Department of Economics
42
(215,644)
187
68.
A Scorecard for Indexed Government Debt
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Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
Posted:
01 Oct 96
Last Revised:
09 May 00
40
(219,727)
34
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
0
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
40
34
69.
Campbell, John Y. Harvard University - Department of Economics
39
(221,781)
14
70.
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
33
(235,417)
21
71.
Campbell, John Y. Harvard University - Department of Economics
Cochrane, John H. University of Chicago - Booth School of Business
31
(240,458)
89
72.
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
30
(245,873)
10
73.
Campbell, John Y. Harvard University - Department of Economics
30
(243,127)
90
74.
Nosbusch, Yves London School of Economics
Campbell, John Y. Harvard University - Department of Economics
29
(245,873)
5
75.
Campbell, John Y. Harvard University - Department of Economics
Mankiw, N. Gregory Harvard University - Department of Economics
27
(251,729)
51
76.
Campbell, John Y. Harvard University - Department of Economics
27
(251,729)
23
77.
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
25
(257,979)
6
78.
Campbell, John Y. Harvard University - Department of Economics
Mankiw, N. Gregory Harvard University - Department of Economics
25
(257,979)
28
79.
Campbell, John Y. Harvard University - Department of Economics
25
(257,979)
10
80.
Campbell, John Y. Harvard University - Department of Economics
25
(257,979)
47
81.
Campbell, John Y. Harvard University - Department of Economics
24
(261,301)
30
82.
Campbell, John Y. Harvard University - Department of Economics
Clarida, Richard Columbia University - Graduate School of Arts and Sciences - Department of Eco
19
(278,600)
4
83.
Campbell, John Y. Harvard University - Department of Economics
18
(282,105)
24
84.
Campbell, John Y. Harvard University - Department of Economics
Clarida, Richard Columbia University - Graduate School of Arts and Sciences - Department of Eco
17
(285,705)
2
85.
Campbell, John Y. Harvard University - Department of Economics
Hentschel, Ludger Simon School, University of Rochester
14
(296,428)
233
86.
Campbell, John Y. Harvard University - Department of Economics
10
(310,192)
18
87.
Campbell, John Y. Harvard University - Department of Economics
8
(316,515)
58
88.
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
(319,459)
21
89.
Campbell, John Y. Harvard University - Department of Economics
3
(330,903)
4
90.
Campbell, John Y. Harvard University - Department of Economics
Ramadorai, Tarun University of Oxford - Said Business School
Ranish, Benjamin Harvard University - Faculty of Arts and Sciences
2
(335,682)
91.
Campbell, John Y. Harvard University - Department of Economics
Hilscher, Jens Brandeis University - International Business School
Szilagyi, Jan affiliation not provided to SSRN
financial distress, distress risk, corporate failure, performance of distressed stocks
92.
Campbell, John Y. Harvard University - Department of Economics
Thompson, Samuel Brodsky Arrowstreet Capital, L.P.
G10, G11
93.
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
Portfolio Management, Asset Allocation, Investment Theory, Portfolio Theory
94.
Campbell, John Y. Harvard University - Department of Economics
Froot, Kenneth National Bureau of Economic Research (NBER)