John H. Cochrane

Hoover Institution

Senior Fellow

Stanford, CA 94305-6010

United States

http://faculty.chicagobooth.edu/john.cochrane/index.htm

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

University of Chicago - Booth School of Business

Professor of Finance and Economics

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

http://faculty.chicagobooth.edu/john.cochrane/research/Papers/

SCHOLARLY PAPERS

61

DOWNLOADS
Rank 906

SSRN RANKINGS

Top 906

in Total Papers Downloads

22,511

CITATIONS
Rank 40

SSRN RANKINGS

Top 40

in Total Papers Citations

4,262

Scholarly Papers (61)

1.
Downloads 5,662 ( 901)
Citation 79

New Facts in Finance

CRSP Working Paper No. 490
Number of pages: 45 Posted: 15 Dec 1999
John H. Cochrane
Hoover Institution
Downloads 2,824 (2,998)
Citation 79

Abstract:

New Facts In Finance

CRSP Working Paper No. 490
Number of pages: 24 Posted: 19 Jul 2000
John H. Cochrane
Hoover Institution
Downloads 2,770 (3,091)
Citation 79

Abstract:

New Facts in Finance

NBER Working Paper No. w7169
Number of pages: 44 Posted: 05 May 2000
John H. Cochrane
Hoover Institution
Downloads 68 (283,937)
Citation 79

Abstract:

2.
Downloads 3,736 ( 1,852)
Citation 195

The Risk and Return of Venture Capital

Number of pages: 41 Posted: 03 Apr 2001
John H. Cochrane
Hoover Institution
Downloads 3,474 (2,051)
Citation 195

Abstract:

Venture capital, selection bias, risk and return

The Risk and Return of Venture Capital

NBER Working Paper No. w8066
Number of pages: 41 Posted: 05 Jan 2001
John H. Cochrane
Hoover Institution
Downloads 262 (95,247)
Citation 195

Abstract:

The Risk and Return of Venture Capital

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 09 Nov 2009
John H. Cochrane
Hoover Institution

Abstract:

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

3.

Reforming Money Market Funds

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
Number of pages: 10 Posted: 19 Jan 2011 Last Revised: 20 Feb 2012
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Tuck School of Business at Dartmouth, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Tuck School of Business at Dartmouth, Bank for International Settlements, Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance
Downloads 1,472 (8,181)

Abstract:

4.
Downloads 1,270 ( 11,829)
Citation 34

Portfolio Advice for a Multifactor World

CRSP Working Paper No. 491
Number of pages: 21 Posted: 19 Jul 2000
John H. Cochrane
Hoover Institution
Downloads 963 (17,759)
Citation 34

Abstract:

Portfolio Advice for a Multifactor World

CRSP Working Paper No. 491
Number of pages: 39 Posted: 11 Aug 1999
John H. Cochrane
Hoover Institution
Downloads 260 (96,006)
Citation 34

Abstract:

Portfolio Advice for a Multifactor World

NBER Working Paper No. w7170
Number of pages: 40 Posted: 06 May 2000
John H. Cochrane
Hoover Institution
Downloads 47 (341,536)
Citation 34

Abstract:

5.

Decomposing the Yield Curve

AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 26 Jan 2009 Last Revised: 19 Mar 2009
John H. Cochrane and Monika Piazzesi
Hoover Institution and University of Chicago - Booth School of Business
Downloads 1,254 (8,689)
Citation 54

Abstract:

affine model, term structure

6.

By Force of Habit: A Consumption-Based Explanation of Plantation of Aggregate Stock Market Behavior

Center for Research in Security Prices (CRSP) Working Paper No. 412
Number of pages: 67 Posted: 26 Jun 1997
John Y. Campbell and John H. Cochrane
Harvard University - Department of Economics and Hoover Institution
Downloads 1,081 (14,689)
Citation 777

Abstract:

Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic

Chicago Booth Research Paper No. 10-28, CRSP Working Paper Forthcoming
Number of pages: 43 Posted: 02 Jun 2010 Last Revised: 06 Sep 2012
John H. Cochrane
Hoover Institution
Downloads 550 (39,213)
Citation 11

Abstract:

Fiscal theory of the price level, Financial crisis, Monetary Policy, Inflation

Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic

NBER Working Paper No. w16087
Number of pages: 43 Posted: 21 Jun 2010
John H. Cochrane
Hoover Institution
Downloads 62 (298,387)
Citation 11

Abstract:

8.

Aligning Incentives at Systemically Important Financial Institutions

Columbia Business School Research Paper No. 13-18, Fisher College of Business Working Paper
Number of pages: 7 Posted: 28 Mar 2013
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Tuck School of Business at Dartmouth, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Tuck School of Business at Dartmouth, Bank for International Settlements and Ohio State University (OSU) - Department of Finance
Downloads 495 (37,760)

Abstract:

Bonus, compensation, contingent convertible bonds, capital, regulation, financial crisis

Beyond Arbitrage: 'Good Deal' Asset Price Bounds in Incomplete Markets

CRSP Working Paper No. 430
Number of pages: 63 Posted: 26 Jun 1998
John H. Cochrane and Jesus Saa-Requejo
Hoover Institution and Vega Asset Management LLC
Downloads 425 (54,369)
Citation 103

Abstract:

Beyond Arbitrage: 'Good Deal' Asset Price Bounds in Incomplete Markets

Journal of Political Economy, Vol. 108, No. 1, February 2000
Posted: 12 Feb 2000
John H. Cochrane and Jesus Saa-Requejo
Hoover Institution and Vega Asset Management LLC

Abstract:

The Dog that did not Bark: A Defense of Return Predictability

Number of pages: 33 Posted: 06 Feb 2006
John H. Cochrane
Hoover Institution
Downloads 381 (62,107)
Citation 175

Abstract:

Return predictability, volatility

The Dog that Did Not Bark: A Defense of Return Predictability

NBER Working Paper No. w12026
Number of pages: 39 Posted: 14 Jul 2006
John H. Cochrane
Hoover Institution
Downloads 40 (365,164)
Citation 175

Abstract:

The Dog that Did Not Bark: A Defense of Return Predictability

The Review of Financial Studies, Vol. 21, Issue 4, pp. 1533-1575, 2008
Posted: 08 Aug 2008
John H. Cochrane
Hoover Institution

Abstract:

G12, G14, C22

11.
Downloads 366 ( 65,688)

Continuous-Time Linear Models

Chicago Booth Research Paper No. 12-27, Fama-Miller Working Paper
Number of pages: 34 Posted: 14 Jun 2012 Last Revised: 05 Sep 2012
John H. Cochrane
Hoover Institution
Downloads 337 (71,781)

Abstract:

continuous time linear models, ARMA, cointegration prediction

Continuous-Time Linear Models

NBER Working Paper No. w18181
Number of pages: 34 Posted: 22 Jun 2012
John H. Cochrane
Hoover Institution
Downloads 29 (410,313)

Abstract:

Continuous-Time Linear Models

Foundations and Trends in Finance, Vol. 6, No. 3, 2011
Number of pages: 70 Posted: 23 May 2013
John H. Cochrane
Hoover Institution
Downloads 0

Abstract:

dynamic corporate finance, structural empirical methods, dynamic capital structure models

12.
Downloads 344 ( 70,661)

Macro-Finance

Number of pages: 73 Posted: 30 Jul 2016
John H. Cochrane
Hoover Institution
Downloads 302 (81,271)

Abstract:

macro-finance, habits, risk aversion, volatility, expected returns, return predictability

Macro-Finance

NBER Working Paper No. w22485
Number of pages: 74 Posted: 08 Aug 2016
John H. Cochrane
Hoover Institution
Downloads 42 (358,160)

Abstract:

Where is the Market Going? Uncertain Facts and Novel Theories

Number of pages: 40 Posted: 12 Apr 1998
Helen O'D. Koshy and John H. Cochrane
Federal Reserve Bank of Chicago and Hoover Institution
Downloads 247 (101,445)
Citation 78

Abstract:

Where is the Market Going? Uncertain Facts and Novel Theories

NBER Working Paper No. w6207
Number of pages: 58 Posted: 10 Jun 2000
John H. Cochrane
Hoover Institution
Downloads 76 (266,149)
Citation 78

Abstract:

14.
Downloads 297 ( 83,378)
Citation 59

A Frictionless View of U.S. Inflation

CRSP Working Paper No. 479
Number of pages: 64 Posted: 19 Jul 2000
John H. Cochrane
Hoover Institution
Downloads 180 (138,456)
Citation 59

Abstract:

A Frictionless View of U.S. Inflation

CRSP Working Paper No. 479
Number of pages: 64 Posted: 06 Nov 1998
John H. Cochrane
Hoover Institution
Downloads 91 (237,706)
Citation 59

Abstract:

A Frictionless View of U.S. Inflation

NBER Working Paper No. w6646
Number of pages: 63 Posted: 05 May 2000
John H. Cochrane
Hoover Institution
Downloads 26 (425,218)
Citation 59

Abstract:

Two Trees: Asset Price Dynamics Induced by Market Clearing

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 1318
Number of pages: 46 Posted: 23 Jun 2004
John H. Cochrane, Francis A. Longstaff and Pedro Santa-Clara
Hoover Institution, University of California, Los Angeles (UCLA) - Finance Area and New University of Lisbon - Nova School of Business and Economics
Downloads 252 (99,238)
Citation 9

Abstract:

Two Trees: Asset Price Dynamics Induced by Market Clearing

NBER Working Paper No. w10116
Number of pages: 46 Posted: 27 Nov 2003
John H. Cochrane, Francis A. Longstaff and Pedro Santa-Clara
Hoover Institution, University of California, Los Angeles (UCLA) - Finance Area and New University of Lisbon - Nova School of Business and Economics
Downloads 34 (388,324)
Citation 9

Abstract:

A Mean-Variance Benchmark for Intertemporal Portfolio Theory

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 24 Jan 2013
John H. Cochrane
Hoover Institution
Downloads 244 (102,696)
Citation 6

Abstract:

Portfolio theory, long-run, asset pricing

A Mean-Variance Benchmark for Intertemporal Portfolio Theory

NBER Working Paper No. w18768
Number of pages: 53 Posted: 02 Feb 2013
John H. Cochrane
Hoover Institution
Downloads 15 (488,006)
Citation 6

Abstract:

17.
Downloads 228 (110,539)
Citation 1

Finance: Function Matters, Not Size

Number of pages: 26 Posted: 03 Apr 2013
John H. Cochrane
Hoover Institution
Downloads 223 (112,543)
Citation 1

Abstract:

Finance: Function Matters, Not Size

NBER Working Paper No. w18944
Number of pages: 27 Posted: 05 Apr 2013
John H. Cochrane
Hoover Institution
Downloads 5 (542,945)
Citation 1

Abstract:

18.
Downloads 210 (119,914)
Citation 119

Financial Markets and the Real Economy

NBER Working Paper No. w11193
Number of pages: 88 Posted: 29 Sep 2006
John H. Cochrane
Hoover Institution
Downloads 207 (121,229)
Citation 119

Abstract:

Financial Markets and the Real Economy

Foundations and Trends in Finance, Vol. 1, No. 1, 2005
Number of pages: 102 Posted: 24 Jun 2010
John H. Cochrane
Hoover Institution
Downloads 3 (553,413)
Citation 119

Abstract:

Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level

CRSP Working Paper No. 478
Number of pages: 42 Posted: 11 Sep 2000
John H. Cochrane
Hoover Institution
Downloads 173 (143,520)
Citation 39

Abstract:

Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level

NBER Working Paper No. w6771
Number of pages: 41 Posted: 17 Nov 1998
John H. Cochrane
Hoover Institution
Downloads 36 (380,181)
Citation 39

Abstract:

Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level

Econometrica
Posted: 11 Sep 2000
John H. Cochrane
Hoover Institution

Abstract:

20.

Bond Risk Premia

NBER Working Paper No. w9178
Number of pages: 45 Posted: 15 Sep 2002
John H. Cochrane and Monika Piazzesi
Hoover Institution and University of Chicago - Booth School of Business
Downloads 203 (123,866)
Citation 240

Abstract:

21.

After the ACA: Freeing the Market for Health Care

Number of pages: 28 Posted: 07 Feb 2013
John H. Cochrane
Hoover Institution
Downloads 184 (90,549)

Abstract:

health economics, health insurance, ACA

22.

Inflation Determination With Taylor Rules: A Critical Review

Number of pages: 47 Posted: 12 Sep 2007
John H. Cochrane
Hoover Institution
Downloads 167 (122,734)
Citation 30

Abstract:

Taylor rule, determinacy, interest rate, inflation, price level

23.
Downloads 151 (161,598)

The New-Keynesian Liquidity Trap

Number of pages: 47 Posted: 21 Sep 2013 Last Revised: 14 Oct 2014
John H. Cochrane
Hoover Institution
Downloads 129 (184,246)

Abstract:

New-Keynesian models, liquidity trap, stimulus, multiplier

The New-Keynesian Liquidity Trap

NBER Working Paper No. w19476
Number of pages: 40 Posted: 28 Sep 2013
John H. Cochrane
Hoover Institution
Downloads 22 (447,596)

Abstract:

24.

Discount Rates

NBER Working Paper No. w16972
Number of pages: 65 Posted: 25 Apr 2011
John H. Cochrane
Hoover Institution
Downloads 141 (144,279)
Citation 16

Abstract:

25.

Toward a Run-Free Financial System

Number of pages: 50 Posted: 18 Apr 2014
John H. Cochrane
Hoover Institution
Downloads 130 (104,493)
Citation 1

Abstract:

Financial regulation, crises, Dodd-Frank, runs

26.

Cost-Benefit Analysis as a Framework for Financial Regulation

Number of pages: 25 Posted: 18 Apr 2014
John H. Cochrane
Hoover Institution
Downloads 116 (132,363)

Abstract:

cost-benefit, benefit-cost, financial regulation

27.

Shocks

NBER Working Paper No. w4698
Number of pages: 60 Posted: 19 Jul 2005
John H. Cochrane
Hoover Institution
Downloads 114 (175,041)
Citation 51

Abstract:

28.

Stocks as Money: Convenience Yield and the Tech-Stock Bubble

NBER Working Paper No. w8987
Number of pages: 30 Posted: 07 Jun 2002
John H. Cochrane
Hoover Institution
Downloads 102 (218,632)
Citation 30

Abstract:

29.

Health-Status Insurance: How Markets Can Provide Health Security

Cato Policy Analysis Series, No. 633, February 18, 2009
Number of pages: 12 Posted: 27 Aug 2009
John H. Cochrane
Hoover Institution
Downloads 92 (221,644)
Citation 2

Abstract:

health-status insurance, health-status insurance account, premium reclassification, preexisting condition

30.

Asset Pricing Explorations for Macroeconomics

NBER Working Paper No. w4088
Number of pages: 76 Posted: 27 Apr 2000
John H. Cochrane and Lars Peter Hansen
Hoover Institution and University of Chicago - Department of Economics
Downloads 91 (224,635)
Citation 74

Abstract:

31.

Identification With Taylor Rules: A Critical Review

Number of pages: 43 Posted: 12 Sep 2007
John H. Cochrane
Hoover Institution
Downloads 88 (212,715)
Citation 25

Abstract:

Taylor rule, interest rate, inflation, identification

By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

NBER Working Paper No. w4995
Number of pages: 57 Posted: 24 Jul 2000
John Y. Campbell and John H. Cochrane
Harvard University - Department of Economics and Hoover Institution
Downloads 86 (246,547)
Citation 829

Abstract:

By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

Journal of Political Economy, Vol. 107, No. 2, April 1999
Posted: 15 Mar 1999
John Y. Campbell and John H. Cochrane
Harvard University - Department of Economics and Hoover Institution

Abstract:

33.
Downloads 83 (249,997)
Citation 35

Determinacy and Identification with Taylor Rules

NBER Working Paper No. w13410
Number of pages: 36 Posted: 18 Sep 2007
John H. Cochrane
Hoover Institution
Downloads 50 (332,176)
Citation 34

Abstract:

Determinacy and Identification with Taylor Rules

NBER Working Paper No. w13410
Number of pages: 36 Posted: 18 Sep 2007
John H. Cochrane
Hoover Institution
Downloads 24 (436,122)
Citation 31

Abstract:

Determinacy and Identification with Taylor Rules

NBER Working Paper No. w13409
Number of pages: 36 Posted: 22 Aug 2012
John H. Cochrane
Hoover Institution
Downloads 9 (522,210)
Citation 16

Abstract:

34.

A New Structure for U.S. Federal Debt

Number of pages: 42 Posted: 20 Mar 2015
John H. Cochrane
Hoover Institution
Downloads 69 (212,715)

Abstract:

Debt, maturity structure, electronic money

35.

Volatility Tests and Efficient Markets: A Review Essay

NBER Working Paper No. w3591
Number of pages: 33 Posted: 08 Jan 2008
John H. Cochrane
Hoover Institution
Downloads 56 (276,271)
Citation 38

Abstract:

36.

A Rehabilitation of Stochastic Discount Factor Methodology

NBER Working Paper No. w8533
Number of pages: 9 Posted: 11 Oct 2001
John H. Cochrane
Hoover Institution
Downloads 56 (297,133)
Citation 7

Abstract:

37.

Money as Stock: Price Level Determination with No Money Demand

NBER Working Paper No. w7498
Number of pages: 32 Posted: 03 Mar 2000
John H. Cochrane
Hoover Institution
Downloads 48 (323,935)
Citation 21

Abstract:

38.

Explaining the Variance of Price Dividend Ratios

NBER Working Paper No. w3157
Number of pages: 56 Posted: 18 Sep 2007
John H. Cochrane
Hoover Institution
Downloads 44 (345,020)
Citation 104

Abstract:

39.

Production Based Asset Pricing

NBER Working Paper No. w2776
Number of pages: 49 Posted: 27 Jun 2004
John H. Cochrane
Hoover Institution
Downloads 44 (345,020)
Citation 203

Abstract:

40.

International Risk Sharing is Better than You Think (or Exchange Rates are Much Too Smooth)

NBER Working Paper No. w8404
Number of pages: 34 Posted: 29 Jul 2001
Michael W. Brandt, John H. Cochrane and Pedro Santa-Clara
Duke University - Fuqua School of Business, Hoover Institution and New University of Lisbon - Nova School of Business and Economics
Downloads 36 (354,637)
Citation 58

Abstract:

41.

What Do the Vars Mean?: Measuring the Output Effects of Monetary Policy

NBER Working Paper No. w5154
Number of pages: 24 Posted: 06 Sep 2000
John H. Cochrane
Hoover Institution
Downloads 36 (351,456)
Citation 37

Abstract:

42.

Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets

NBER Working Paper No. w5489
Number of pages: 70 Posted: 19 Jul 2000
John H. Cochrane and Jesus Saa-Requejo
Hoover Institution and Vega Asset Management LLC
Downloads 33 (368,427)
Citation 103

Abstract:

43.

Explaining the Poor Performance of Consumption-Based Asset Pricing Models

NBER Working Paper No. w7237
Number of pages: 22 Posted: 26 Apr 2000
John Y. Campbell and John H. Cochrane
Harvard University - Department of Economics and Hoover Institution
Downloads 32 (354,637)
Citation 91

Abstract:

44.

A Cross-Sectional Test of a Production-Based Asset Pricing Model

NBER Working Paper No. w4025
Number of pages: 66 Posted: 28 Dec 2006
John H. Cochrane
Hoover Institution
Downloads 31 (248,169)
Citation 209

Abstract:

45.

The Fed and Interest Rates: A High-Frequency Identification

NBER Working Paper No. w8839
Number of pages: 17 Posted: 23 Mar 2002
John H. Cochrane and Monika Piazzesi
Hoover Institution and University of Chicago - Booth School of Business
Downloads 30 (364,905)
Citation 60

Abstract:

46.

Univariate vs. Multivariate Forecasts of Gnp Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods

NBER Working Paper No. w3427
Number of pages: 36 Posted: 18 Jan 2002
John H. Cochrane
Hoover Institution
Downloads 29 (379,521)
Citation 1

Abstract:

47.

A Test of Consumption Insurance

NBER Working Paper No. w2642
Number of pages: 25 Posted: 09 Mar 2004
John H. Cochrane
Hoover Institution
Downloads 26 (391,247)
Citation 130

Abstract:

48.

The Fragile Benefits of Endowment Destruction

Number of pages: 11 Posted: 20 Mar 2015
John H. Cochrane and John Y. Campbell
Hoover Institution and Harvard University - Department of Economics
Downloads 25 (323,935)

Abstract:

Habits

49.

Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle

NBER Working Paper No. w3212
Number of pages: 48 Posted: 14 Jan 2001
John H. Cochrane
Hoover Institution
Downloads 23 (399,830)
Citation 1

Abstract:

50.

Monetary Policy with Interest on Reserves

Number of pages: 53 Posted: 15 Oct 2014
John H. Cochrane
Hoover Institution
Downloads 22 (395,417)

Abstract:

monetary policy, fiscal theory of the price level, interest on reserves, federal reserve balance sheet

51.

The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives

NBER Working Paper No. w2730
Number of pages: 52 Posted: 19 Mar 2001
John H. Cochrane
Hoover Institution
Downloads 18 (423,239)
Citation 34

Abstract:

Stepping on a Rake: Replication and Diagnosis

Number of pages: 42 Posted: 19 Dec 2016
John H. Cochrane
Hoover Institution
Downloads 9 (522,210)

Abstract:

Fiscal Theory, Monetary Policy, Interest Rates, Inflation

Stepping on a Rake: Replication and Diagnosis

NBER Working Paper No. w22979
Number of pages: 43 Posted: 27 Dec 2016
John H. Cochrane
Hoover Institution
Downloads 7 (532,927)

Abstract:

53.

Can Learnability Save New-Keynesian Models?

NBER Working Paper No. w15459
Number of pages: 9 Posted: 03 Nov 2009
John H. Cochrane
Hoover Institution
Downloads 12 (464,589)
Citation 2

Abstract:

54.

Monetary Policy with Interest on Reserves

NBER Working Paper No. w20613
Number of pages: 54 Posted: 27 Oct 2014
John H. Cochrane
Hoover Institution
Downloads 9 (500,361)

Abstract:

55.

The Squam Lake Report: Fixing the Financial System

Journal of Applied Corporate Finance, Vol. 22, Issue 3, pp. 8-21, Summer 2010
Number of pages: 16 Posted: 04 Oct 2010
Tuck School of Business at Dartmouth, Institute for International Economics, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, University of Chicago - Booth School of Business, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Bank for International Settlements, Tuck School of Business at Dartmouth, Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance
Downloads 7 (509,896)
Citation 19

Abstract:

56.

How Did Paul Krugman Get it so Wrong?

Economic Affairs, Vol. 31, Issue 2, pp. 36-40, 2011
Number of pages: 5 Posted: 06 Jun 2011
John H. Cochrane
Hoover Institution
Downloads 2 (527,766)
Citation 11

Abstract:

Paul Krugman, stimulus, Keynes, efficient markets

57.

Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang

Comparative Economic Studies, Vol. 33, Issue 2, pp. 97-122, 1991
Number of pages: 26 Posted: 03 Aug 2010
John H. Cochrane and Barry W. Ickes
Hoover Institution and Pennsylvania State University, College of the Liberal Arts - Department of Economic
Downloads 2 (527,766)
Citation 2

Abstract:

58.

Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group

Journal of Applied Corporate Finance, Vol. 25, Issue 4, pp. 37-40, 2013
Number of pages: 6 Posted: 23 Dec 2013
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University, Tuck School of Business at Dartmouth, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Tuck School of Business at Dartmouth, Bank for International Settlements and Ohio State University (OSU) - Department of Finance
Downloads 0 (557,390)

Abstract:

59.

Lessons from the Financial Crisis

Posted: 12 Jan 2010
John H. Cochrane
Hoover Institution

Abstract:

60.

Two Trees

The Review of Financial Studies, Vol. 21, Issue 1, pp. 347-385, 2008
Posted: 26 Jun 2008
John H. Cochrane, Francis A. Longstaff and Pedro Santa-Clara
Hoover Institution, University of California, Los Angeles (UCLA) - Finance Area and New University of Lisbon - Nova School of Business and Economics

Abstract:

61.

A Cross-Sectional Test of an Investment-Based Asset Pricing Model

J. OF POLITICAL ECONOMY, Vol. 104 No. 3, June 1996
Posted: 25 Sep 1996
John H. Cochrane
Hoover Institution

Abstract: