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4,690
( 2,710)
Citation
172
Number of pages: 58
Posted: 23 Oct 2002
Harvard University - Department of Economics and Arrowstreet Capital, LP
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4,427
(2,958)
Abstract:
NBER Working Paper No. w9509
Number of pages: 58
Posted: 25 Feb 2003
Last Revised: 27 Jun 2021
Harvard University - Department of Economics and Arrowstreet Capital, LP
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263
(160,510)
Abstract:
Number of pages: 116
Posted: 29 Oct 2002
John Y. Campbell
Harvard University - Department of Economics
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2,914
(6,088)
Abstract:
Downloads
2,279
( 8,947)
Citation
657
Number of pages: 59
Posted: 25 Feb 2000
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
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2,096
(10,111)
Abstract:
NBER Working Paper No. w7590
Number of pages: 59
Posted: 11 Jul 2000
Last Revised: 30 Mar 2022
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
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183
(226,107)
Abstract:
Journal of Finance
Posted: 24 Aug 2000
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
Abstract:
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2,133
( 10,000)
Citation
363
Harvard Institute of Economic Research Discussion Paper No. 2081
Number of pages: 47
Posted: 28 Jul 2005
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
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1,838
(12,511)
Abstract:
NBER Working Paper No. w12362
Number of pages: 54
Posted: 20 Jul 2006
Last Revised: 13 Apr 2022
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
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246
(171,457)
Abstract:
Bundesbank Series 1 Discussion Paper No. 2005,27
Number of pages: 60
Posted: 08 Jun 2016
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
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49
(532,660)
Abstract:
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2,020
( 10,963)
Citation
200
Journal of Financial Economics (JFE), Vol. 81, No. 1, 2006
Number of pages: 56
Posted: 23 Oct 2002
Last Revised: 17 Jun 2009
Harvard University - Department of Economics and Princeton University - Department of Economics
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1,854
(12,333)
Abstract:
Bonferroni test, Dividend yield, Predictability, Stock returns, Unit root
NBER Working Paper No. w10026
Number of pages: 57
Posted: 14 Oct 2003
Last Revised: 26 May 2022
Harvard University - Department of Economics and Princeton University - Department of Economics
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166
(245,890)
Abstract:
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
Martin N. Baily , John Y. Campbell,
John H. Cochrane ,
Douglas W. Diamond ,
Darrell Duffie ,
Kenneth R. French ,
Anil K. Kashyap ,
Frederic S. Mishkin ,
David S. Scharfstein ,
Robert J. Shiller ,
Matthew J. Slaughter ,
Hyun Song Shin ,
Jeremy C. Stein and
René M. Stulz
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia University - Columbia Business School, Finance, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Dartmouth College - Tuck School of Business, Bank for International Settlements (BIS), Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance
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1,865
(12,450)
Abstract:
HKS Working Paper No. RWP10-40
Number of pages: 52
Posted: 27 Jul 2010
Last Revised: 16 Dec 2010
Harvard University - Department of Economics, Harvard Law School, Brigham Young University Marriott School of Business and University of Oxford - Said Business School
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1,858
(12,523)
Abstract:
Consumer Finance, Mortgages, Payday Lending, Retirement Savings, Mutual Funds, Financial Regulation, Bureau of Consumer Financial Protection
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1,833
( 12,800)
Citation
280
Number of pages: 47
Posted: 20 Feb 2002
Harvard University - Department of Economics and affiliation not provided to SSRN
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1,679
(14,479)
Abstract:
Corporate bonds, equity volatility
NBER Working Paper No. w8961
Number of pages: 47
Posted: 24 May 2002
Last Revised: 27 Dec 2021
Harvard University - Department of Economics and affiliation not provided to SSRN
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154
(262,006)
Abstract:
Downloads
1,706
( 14,371)
Citation
70
Journal of Finance, Forthcoming
Number of pages: 115
Posted: 20 Mar 2007
Last Revised: 30 Mar 2014
Harvard University - Department of Economics, OC&C Strategy Consultants and Harvard Business School - Finance Unit
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1,154
(25,417)
Abstract:
Foreign exchange, Siegel's paradox, risk management
Harvard Business School Finance Working Paper No. 09-089
Number of pages: 116
Posted: 29 Jan 2009
Harvard University - Department of Economics, OC&C Strategy Consultants and Harvard Business School - Finance Unit
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464
(85,867)
Abstract:
NBER Working Paper No. w13088
Number of pages: 116
Posted: 27 Jun 2007
Last Revised: 07 Apr 2022
Harvard University - Department of Economics, OC&C Strategy Consultants and Harvard Business School - Finance Unit
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88
(391,762)
Abstract:
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1,443
( 18,530)
Citation
29
Yale ICF Working Paper No. 09-08
Number of pages: 48
Posted: 22 May 2009
Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit
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982
(32,092)
Abstract:
Cowles Foundation Discussion Paper No. 1696
Number of pages: 48
Posted: 27 May 2009
Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit
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343
(121,458)
Abstract:
Expectations hypothesis, Liquidity, Term premia, TIPS
NBER Working Paper No. w15014
Number of pages: 47
Posted: 01 Jun 2009
Last Revised: 12 Jul 2010
Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit
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118
(321,896)
Abstract:
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1,268
( 22,480)
Citation
38
Harvard Business School Finance Working Paper No. 14-031
Number of pages: 55
Posted: 29 Sep 2013
Last Revised: 05 Dec 2019
Harvard University - Department of Economics, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard Business School - Finance Unit
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1,240
(22,852)
Abstract:
consumption-based habit formation; consumption Euler equation; time-varying risk premia; inflation dynamics; bond-stock correlation
NBER Working Paper No. w20070
Number of pages: 56
Posted: 28 Apr 2014
Harvard University - Department of Economics, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard Business School - Finance Unit
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28
(652,733)
Abstract:
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1,209
( 24,147)
Citation
47
Harvard Institute of Economic Research Paper No. 1895
Number of pages: 79
Posted: 01 Dec 1998
Harvard University - Department of Economics and Harvard Business School - Finance Unit
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1,122
(26,478)
Abstract:
NBER Working Paper No. w6801
Number of pages: 53
Posted: 10 Jun 2000
Last Revised: 31 Jan 2022
Harvard University - Department of Economics and Harvard Business School - Finance Unit
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87
(394,540)
Abstract:
Center for Research in Security Prices (CRSP) Working Paper No. 412
Number of pages: 67
Posted: 26 Jun 1997
Harvard University - Department of Economics and Hoover Institution
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1,178
(25,046)
Abstract:
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1,047
( 29,731)
Citation
11
Harvard Institute of Economic Research Paper No. 1899
Number of pages: 28
Posted: 01 Aug 2000
Harvard University - Department of Economics, London Business School, London Business School, INSEAD - Finance and Harvard Business School - Finance Unit
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1,047
(29,306)
Abstract:
Hedging Demand, Intertemporal Portfolio Choice, And Mean Reversion
Harvard Institute of Economic Research Paper No. 1899
Posted: 10 Apr 2002
Harvard University - Department of Economics, London Business School, London Business School, INSEAD - Finance and Harvard Business School - Finance Unit
Abstract:
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1,043
( 29,894)
Citation
48
Harvard Institute of Economic Research Discussion Paper No. 2082
Number of pages: 50
Posted: 22 Mar 2006
Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP
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951
(33,564)
Abstract:
NBER Working Paper No. w11389
Number of pages: 49
Posted: 06 Jul 2005
Last Revised: 14 Feb 2021
Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP
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92
(381,033)
Abstract:
The Review of Financial Studies, Vol. 23, Issue 1, pp. 305-344, 2009
Posted: 25 Jan 2010
Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP
Abstract:
G12, G14, N22
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1,042
( 29,946)
Citation
151
Number of pages: 76
Posted: 06 Sep 2000
John Y. Campbell
Harvard University - Department of Economics
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893
(36,690)
Abstract:
NBER Working Paper No. w7589
Number of pages: 75
Posted: 09 Jul 2000
Last Revised: 28 Mar 2022
John Y. Campbell
Harvard University - Department of Economics
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149
(269,227)
Abstract:
Posted: 01 Aug 2000
John Y. Campbell
Harvard University - Department of Economics
Abstract:
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1,003
( 31,584)
Citation
52
AFA 2009 San Francisco Meetings Paper, Harvard Business School Finance Working Paper No. 09-088
Number of pages: 44
Posted: 20 Mar 2008
Last Revised: 15 Jan 2013
Harvard University - Department of Economics, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit
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919
(35,241)
Abstract:
Term structure of interest rates, inflation risk, time varying expected returns, bond return predictability, expectations hypothesis, macro asset pricing
NBER Working Paper No. w14701
Number of pages: 83
Posted: 17 Feb 2009
Last Revised: 04 Mar 2022
Harvard University - Department of Economics, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit
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84
(403,094)
Abstract:
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953
( 33,963)
Citation
68
Harvard Institute of Economic Research Discussion Paper No. 2084
Number of pages: 30
Posted: 28 Jul 2005
Harvard University - Department of Economics and Arrowstreet Capital, L.P.
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817
(41,515)
Abstract:
NBER Working Paper No. w11468
Number of pages: 29
Posted: 09 Aug 2005
Last Revised: 04 May 2022
Harvard University - Department of Economics and Arrowstreet Capital, L.P.
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136
(289,513)
Abstract:
Number of pages: 46
Posted: 31 Mar 2014
Last Revised: 15 May 2014
John Y. Campbell
Harvard University - Department of Economics
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925
(35,396)
Abstract:
Market efficiency, Generalized Method of Moments, behavioral finance
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920
( 35,687)
Citation
7
Number of pages: 60
Posted: 17 Nov 2012
Last Revised: 05 Dec 2014
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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883
(37,249)
Abstract:
learning, feedback, investing, style-investing, disposition effect, diversification, turnover, India
NBER Working Paper No. w20000
Number of pages: 64
Posted: 24 Mar 2014
Last Revised: 24 Feb 2022
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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36
(600,993)
Abstract:
CEPR Discussion Paper No. DP9907
Number of pages: 66
Posted: 02 Jun 2014
Harvard University - Department of Economics and Imperial College London
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1
(912,235)
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
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disposition effect, diversification, feedback, India, investing, learning, style-investing, turnover
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912
( 36,144)
Citation
36
Harvard Institute of Economic Research Paper No. 1896
Number of pages: 50
Posted: 15 Aug 2000
Harvard University - Department of Economics, London Business School, London Business School and INSEAD - Finance
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825
(40,957)
Abstract:
NBER Working Paper No. w7029
Number of pages: 49
Posted: 20 Apr 1999
Last Revised: 18 Mar 2022
Harvard University - Department of Economics, London Business School, London Business School and INSEAD - Finance
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87
(394,540)
Abstract:
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897
( 36,946)
Citation
33
Harvard Institute Reseach Working Paper No. 1973
Number of pages: 24
Posted: 24 Oct 2002
Harvard University - Department of Economics, Santa Clara University - Finance Department, Merrill Lynch and Harvard Business School - Finance Unit
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796
(42,967)
Abstract:
NBER Working Paper No. w9547
Number of pages: 25
Posted: 08 Mar 2003
Last Revised: 02 Feb 2022
Harvard University - Department of Economics, Santa Clara University - Finance Department, Merrill Lynch and Harvard Business School - Finance Unit
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78
(421,256)
Abstract:
Number of pages: 38
Posted: 12 Jan 2004
Harvard University - Department of Economics, Santa Clara University - Finance Department, Merrill Lynch and Harvard Business School - Finance Unit
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23
(690,678)
Strategic Asset Allocation in a Continuous-Time VAR Model
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NBER Working Paper No. w8221
Number of pages: 43
Posted: 08 Apr 2001
Last Revised: 20 Jun 2021
Harvard University - Department of Economics and Yale University - Cowles Foundation
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891
(37,344)
Abstract:
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877
( 38,162)
Citation
53
American Economic Review, Forthcoming
Number of pages: 67
Posted: 09 Jul 2014
Last Revised: 01 Apr 2020
Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Copenhagen Business School - Department of Finance and Imperial College London
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846
(39,564)
Abstract:
mortgages, refinancing, time-dependent inaction, state-dependent inaction, household finance, monetary policy, Denmark
NBER Working Paper No. w21386
Number of pages: 65
Posted: 27 Jul 2015
Last Revised: 09 Jun 2022
Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Copenhagen Business School - Department of Finance and Imperial College London
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31
(631,984)
Abstract:
CEPR Discussion Paper No. DP10683
Number of pages: 55
Posted: 08 Jul 2015
Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Copenhagen Business School - Department of Finance and Imperial College London
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0
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market
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Denmark, household finance, inattention, inertia, mortgages, refinancing
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848
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Citation
75
Number of pages: 72
Posted: 15 Mar 2012
Last Revised: 15 Sep 2016
Harvard University - Department of Economics, Yale School of Management, London School of Economics and Harvard University
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819
(41,378)
Abstract:
ICAPM, time-varying expected returns, stochastic volatility, value premium
NBER Working Paper No. w18411
Number of pages: 61
Posted: 22 Sep 2012
Last Revised: 23 Apr 2022
Harvard University - Department of Economics, Yale School of Management, London School of Economics and Harvard University
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28
(652,733)
Abstract:
CEPR Discussion Paper No. DP10681
Number of pages: 62
Posted: 29 Jun 2015
Harvard University - Department of Economics, Yale School of Management, London School of Economics and Dodge & Cox Funds
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1
(912,235)
An Intertemporal CAPM with Stochastic Volatility
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ICAPM, stochastic volatility, time-varying expected returns, value premium
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809
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Citation
8
Harvard Business School Negotiation, Organizations and Markets Unit, Research Paper Series, Forthcoming, HBS Finance Working Paper No. 03-56
Number of pages: 41
Posted: 05 Aug 2002
Harvard University - Department of Economics, Harvard Business School - Finance Unit and University of Illinois at Urbana-Champaign - Department of Finance
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714
(49,674)
Abstract:
Foreign Exchange Rates, Home Bias, Intertemporal Hedging Demand, Portfolio Choice, Uncovered Interest Parity
NBER Working Paper No. w9075
Number of pages: 40
Posted: 20 Jul 2002
Last Revised: 20 Apr 2022
Harvard University - Department of Economics, Harvard Business School - Finance Unit and University of Illinois at Urbana-Champaign - Department of Finance
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67
(458,419)
Abstract:
Number of pages: 42
Posted: 04 Sep 2002
Harvard University - Department of Economics, Harvard Business School - Finance Unit and University of Illinois at Urbana-Champaign - Department of Finance
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28
(652,733)
Foreign Currency for Long-Term Investors
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Home bias, portfolio choice, foreign exchange rates, intertemporal hedging demand, uncovered interest parity
Columbia Business School Research Paper No. 13-18, Fisher College of Business Working Paper
Number of pages: 7
Posted: 28 Mar 2013
Martin N. Baily , John Y. Campbell,
John H. Cochrane ,
Douglas W. Diamond ,
Darrell Duffie ,
Kenneth R. French ,
Anil K. Kashyap ,
Frederic S. Mishkin ,
David S. Scharfstein ,
Robert J. Shiller ,
Matthew J. Slaughter ,
Hyun Song Shin and
René M. Stulz
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia University - Columbia Business School, Finance, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Dartmouth College - Tuck School of Business, Bank for International Settlements (BIS) and Ohio State University (OSU) - Department of Finance
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763
(46,068)
Abstract:
Bonus, compensation, contingent convertible bonds, capital, regulation, financial crisis
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750
( 47,197)
Citation
94
AFA 2008 New Orleans Meetings Paper
Number of pages: 45
Posted: 21 Mar 2007
EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance
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677
(53,334)
Abstract:
Asset allocation, disposition effect, diversification, participation, portfolio rebalancing
NBER Working Paper No. w14177
Number of pages: 46
Posted: 21 Jul 2008
Last Revised: 28 Mar 2022
EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance
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73
(437,483)
Abstract:
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712
( 50,541)
Citation
252
Harvard Institute of Economic Research Discussion Paper No. 2045
Number of pages: 56
Posted: 02 Feb 2005
Harvard University - Department of Economics and London Business School
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583
(64,595)
Abstract:
NBER Working Paper No. w11534
Number of pages: 76
Posted: 19 Sep 2005
Last Revised: 07 Jan 2022
Harvard University - Department of Economics and London Business School
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129
(301,378)
Abstract:
Number of pages: 50
Posted: 25 Mar 2004
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
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684
(53,291)
Abstract:
institutions, individuals, trading behavior, execution
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641
( 57,931)
Citation
215
Harvard Institute of Economic Research Paper No. 1946
Number of pages: 54
Posted: 20 Feb 2002
Harvard University - Department of Economics and London Business School
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562
(67,699)
Abstract:
NBER Working Paper No. w9759
Number of pages: 62
Posted: 08 Jun 2003
Last Revised: 03 Mar 2022
Harvard University - Department of Economics and London Business School
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79
(418,111)
Abstract:
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616
( 60,946)
Citation
21
AFA 2012 Chicago Meetings Paper
Number of pages: 46
Posted: 20 Mar 2011
Last Revised: 24 Dec 2011
Harvard University - Department of Economics, Yale School of Management and London School of Economics
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369
(111,935)
Abstract:
Chicago Booth Research Paper No. 12-46, Fama-Miller Working Paper
Number of pages: 50
Posted: 13 Sep 2012
Harvard University - Department of Economics, Yale School of Management and London School of Economics
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190
(218,703)
Abstract:
NBER Working Paper No. w16222
Number of pages: 33
Posted: 26 Jul 2010
Last Revised: 30 Apr 2022
Harvard University - Department of Economics, Yale School of Management and London School of Economics
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57
(497,326)
Abstract:
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595
( 63,704)
Citation
34
Number of pages: 40
Posted: 17 Aug 2015
Last Revised: 01 Mar 2016
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
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537
(71,717)
Abstract:
household finance, household balance sheet, pension finance, risky investments, mortgage debt, international comparisons
NBER Working Paper No. w22066
Number of pages: 41
Posted: 07 Mar 2016
Last Revised: 18 Apr 2021
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
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58
(493,213)
Abstract:
Annual Review of Economics, Vol. 8, pp. 111-144, 2016
Posted: 18 Nov 2016
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Abstract:
NBER Working Paper No. w2100
Number of pages: 40
Posted: 07 Jul 2004
Last Revised: 30 Mar 2022
Harvard University - Department of Economics and Yale University - Cowles Foundation
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580
(65,792)
Abstract:
NBER Working Paper No. w4587
Number of pages: 42
Posted: 27 Dec 2002
Last Revised: 14 Jan 2022
Harvard University - Department of Economics and Harvard University Graduate School of Business
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521
(75,220)
Abstract:
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487
( 81,688)
Citation
5
Number of pages: 81
Posted: 02 Mar 2021
Last Revised: 19 Jul 2021
Queen Mary University of London, Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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487
(80,928)
Abstract:
stockholding, factor models, coholdings, portfolio construction, diversification, retail investors
CEPR Discussion Paper No. DP16378
Number of pages: 84
Posted: 22 Sep 2021
Queen Mary University of London, Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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0
Who Owns What? A Factor Model for Direct Stockholding
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coholdings, Diversification, factor models, portfolio construction, Retail investors, Stockholding
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452
( 89,275)
Citation
102
Number of pages: 65
Posted: 05 Jul 2007
Harvard University - Department of Economics, Imperial College London and Harvard University
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449
(89,146)
Abstract:
institutions, trading, liquidity, earnings announcements, post-earnings-announcement-drift.
CEPR Discussion Paper No. DP6390
Number of pages: 67
Posted: 29 May 2008
Harvard University - Department of Economics, Imperial College London and Harvard University
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3
(882,158)
Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements
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Earnings announcements, institutions, liquidity, post-earnings-announcement-drift, trading
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451
( 89,504)
Citation
159
Sloan Foundation Economics Research Paper No. 2719330
Number of pages: 62
Posted: 22 Jan 2016
Last Revised: 07 Jun 2016
John Y. Campbell
Harvard University - Department of Economics
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340
(122,779)
Abstract:
ECB Working Paper No. 1897
Number of pages: 99
Posted: 27 Apr 2016
John Y. Campbell
Harvard University - Department of Economics
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91
(383,627)
Abstract:
financial literacy, wealth inequality, consumer protection
NBER Working Paper No. w22025
Number of pages: 62
Posted: 01 Mar 2016
Last Revised: 07 Mar 2022
John Y. Campbell
Harvard University - Department of Economics
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20
(715,244)
Abstract:
NBER Working Paper No. w10263
Number of pages: 20
Posted: 19 Jul 2010
Last Revised: 28 Dec 2011
Harvard University - Department of Economics and Arrowstreet Capital, LP
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439
(92,357)
Abstract:
NBER Working Paper No. w4193
Number of pages: 45
Posted: 30 Jan 2003
Last Revised: 18 Jun 2022
Harvard University - Department of Economics, University of Pennsylvania - Finance Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
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438
(92,587)
Abstract:
NBER Working Paper No. w2511
Number of pages: 42
Posted: 14 Jan 2001
Last Revised: 14 May 2022
Harvard University - Department of Economics and Yale University - Cowles Foundation
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393
(104,956)
Abstract:
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379
(109,401)
Citation
24
Number of pages: 33
Posted: 04 Jun 2013
Last Revised: 03 Aug 2016
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
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367
(112,606)
Abstract:
mortgage choice, interest rate, adjustable-rate, fixed-rate, household finance, international
NBER Working Paper No. w20408
Number of pages: 39
Posted: 25 Aug 2014
Last Revised: 07 Apr 2022
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
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12
(787,706)
Abstract:
CEPR Discussion Paper No. DP10117
Number of pages: 36
Posted: 30 Sep 2014
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
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0
What Calls to Arms? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages
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adjustable-rate, fixed-rate, household finance, interest rate, international, mortgage choice
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345
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Citation
289
Harvard Institute of Economic Research Discussion Paper No. 2107, Riksbank Research Paper Series No. 28, Riksbank Working Paper No. 195
Number of pages: 65
Posted: 21 Feb 2006
EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance
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271
(155,629)
Abstract:
Asset allocation, diversification, familiarity, participation
NBER Working Paper No. w12030
Number of pages: 65
Posted: 11 Feb 2006
Last Revised: 16 May 2022
EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance
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74
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Abstract:
Journal of Political Economy, Vol. 115, No. 5, 2007
Posted: 21 Dec 2007
EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance
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NBER Working Paper No. w3246
Number of pages: 36
Posted: 11 Nov 2000
Last Revised: 16 May 2022
John Y. Campbell
Harvard University - Department of Economics
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Abstract:
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328
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Citation
14
Number of pages: 26
Posted: 20 Mar 2018
Last Revised: 16 Aug 2018
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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313
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Abstract:
inequality, diversification, stock investment, India
NBER Working Paper No. w24898
Number of pages: 26
Posted: 22 Aug 2018
Last Revised: 12 Jan 2022
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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14
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Abstract:
CEPR Discussion Paper No. DP13116
Number of pages: 29
Posted: 21 Aug 2018
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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Do the Rich Get Richer in the Stock Market? Evidence from India
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Diversification, equities, India, Wealth Inequality
Harvard Institute of Economic Research Discussion Paper No. 2080
Number of pages: 47
Posted: 28 Jul 2005
Harvard University - Department of Economics, Imperial College London and Arrowstreet Capital, LP
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Abstract:
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286
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Citation
14
Journal of Finance, Forthcoming
Number of pages: 90
Posted: 06 Mar 2018
Last Revised: 22 Jan 2021
Harvard University - Department of Economics, London Business SchoolDuke University - Finance and London Business School
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284
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Abstract:
Household Finance, Mortgages
NBER Working Paper No. w27676
Number of pages: 62
Posted: 17 Aug 2020
Last Revised: 19 Nov 2021
Harvard University - Department of Economics, London Business SchoolDuke University - Finance and London Business School
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Structuring Mortgages for Macroeconomic Stability
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Citation
9
Number of pages: 52
Posted: 02 Jul 2012
Last Revised: 11 Sep 2014
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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Abstract:
mortgage finance, regulation, regression discontinuity, delinquencies, India
CEPR Discussion Paper No. DP9136
Number of pages: 50
Posted: 28 Sep 2012
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market
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delinquencies, emerging markets, India, mortgage finance, regulation
NBER Working Paper No. w1626
Number of pages: 53
Posted: 04 Jul 2004
Last Revised: 13 Jun 2021
John Y. Campbell
Harvard University - Department of Economics
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Abstract:
NBER Working Paper No. w3760
Number of pages: 53
Posted: 05 Jul 2004
Last Revised: 11 Apr 2022
Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
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252
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Abstract:
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234
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Citation
49
NBER Working Paper No. w11119
Number of pages: 54
Posted: 09 Mar 2005
Last Revised: 21 May 2022
Harvard University - Department of Economics and Harvard Business School - Finance Unit
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202
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Abstract:
Number of pages: 55
Posted: 14 Jun 2005
Harvard University - Department of Economics and Harvard Business School - Finance Unit
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32
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The Term Structure of the Risk-Return Tradeoff
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Risk-return tradeoff, mean-variance analysis, long-horizon investing, vector autoregression
NBER Working Paper No. w12149
Number of pages: 72
Posted: 18 May 2006
Last Revised: 14 Mar 2021
John Y. Campbell
Harvard University - Department of Economics
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Abstract:
NBER Working Paper No. w2924
Number of pages: 52
Posted: 25 Oct 2000
Last Revised: 30 Dec 2021
Harvard University - Department of Economics and Harvard University - Department of Economics
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227
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Abstract:
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225
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Citation
106
Journal of Finance, Forthcoming
Number of pages: 105
Posted: 17 Jun 2014
Harvard University - Department of Economics and London Business School
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173
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Abstract:
Household finance, loan to value ratio, loan to income ratio, mortgage affordability
NBER Working Paper No. w17516
Number of pages: 64
Posted: 15 Oct 2011
Last Revised: 13 May 2022
Harvard University - Department of Economics and London Business School
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52
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Abstract:
NBER Working Paper No. w3153
Number of pages: 42
Posted: 27 Apr 2000
Last Revised: 13 Feb 2022
Harvard University - Department of Economics and Yale University - Cowles Foundation
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225
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Abstract:
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222
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Citation
179
NBER Working Paper No. w8566
Number of pages: 79
Posted: 25 Oct 2001
Last Revised: 20 Apr 2022
Harvard University - Department of Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Harvard Business School - Finance Unit
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185
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Abstract:
Number of pages: 81
Posted: 06 Dec 2001
Harvard University - Department of Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Harvard Business School - Finance Unit
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A Multivariate Model of Strategic Asset Allocation
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Intertemporal hedging demand, portfolio choice, predictability, strategic asset allocation
NBER Working Paper No. t0071
Number of pages: 79
Posted: 04 Jul 2004
Last Revised: 14 Mar 2021
Harvard University - Department of Economics and University of Maryland
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204
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Abstract:
NBER Working Paper No. w14788
Number of pages: 52
Posted: 17 Mar 2009
Last Revised: 30 May 2021
Harvard University - Department of Economics and Harvard University - Department of Economics
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Abstract:
Number of pages: 21
Posted: 21 Apr 2022
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
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151
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Abstract:
Market Microstructure, Idiosyncratic Volatility, Industry Volatility, Market Volatility
NBER Working Paper No. w29916
Number of pages: 22
Posted: 11 Apr 2022
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
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38
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Abstract:
NBER Working Paper No. w6485
Number of pages: 111
Posted: 16 Jul 2000
Last Revised: 23 Mar 2022
John Y. Campbell
Harvard University - Department of Economics
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186
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Abstract:
NBER Working Paper No. w7144
Number of pages: 42
Posted: 21 Sep 1998
Last Revised: 09 Jan 2022
University of California - Haas School of Business and Harvard University - Department of Economics
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181
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Abstract:
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180
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Citation
12
NBER Working Paper No. w4554
Number of pages: 53
Posted: 14 Aug 2007
Last Revised: 13 Jun 2021
John Y. Campbell
Harvard University - Department of Economics
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180
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Abstract:
J. OF POLITICAL ECONOMY, Vol. 104 No. 2, April 1996
Posted: 19 Jun 1998
John Y. Campbell
Harvard University - Department of Economics
Abstract:
NBER Working Paper No. w2436
Number of pages: 45
Posted: 25 Jun 2004
Last Revised: 28 Feb 2021
Harvard University - Department of Economics and Harvard University - Department of Economics
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159
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Abstract:
NBER Working Paper No. w4995
Number of pages: 57
Posted: 24 Jul 2000
Last Revised: 25 Feb 2022
Harvard University - Department of Economics and Hoover Institution
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152
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Abstract:
Journal of Political Economy, Vol. 107, No. 2, April 1999
Posted: 15 Mar 1999
Harvard University - Department of Economics and Hoover Institution
Abstract:
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146
(272,876)
Citation
7
Number of pages: 44
Posted: 04 Feb 1999
Harvard University - Department of Economics and New York University - Department of Economics
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123
(312,283)
Abstract:
NBER Working Paper No. w6763
Number of pages: 57
Posted: 26 Aug 2000
Last Revised: 26 Jun 2022
Harvard University - Department of Economics and New York University - Department of Economics
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23
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Abstract:
NBER Working Paper No. w2568
Number of pages: 33
Posted: 04 Feb 2001
Last Revised: 08 Jan 2022
Harvard University - Department of Economics and Yale University - Cowles Foundation
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144
(275,934)
Abstract:
NBER Working Paper No. w14866
Number of pages: 45
Posted: 13 Apr 2009
Last Revised: 14 Feb 2021
Harvard University - Department of Economics, Yale School of Management and Massachusetts Institute of Technology (MIT) - Department of Economics
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136
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Abstract:
NBER Working Paper No. w1885
Number of pages: 39
Posted: 06 Apr 2004
Last Revised: 26 Feb 2022
Harvard University - Department of Economics and Yale University - Cowles Foundation
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132
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Abstract:
NBER Working Paper No. w5031
Number of pages: 35
Posted: 10 Jul 2000
Last Revised: 02 Apr 2022
John Y. Campbell
Harvard University - Department of Economics
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131
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Abstract:
NBER Working Paper No. w14699
Number of pages: 48
Posted: 17 Feb 2009
Last Revised: 02 Mar 2022
EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance
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130
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Abstract:
NBER Working Paper No. w5857
Number of pages: 74
Posted: 01 Aug 2000
Last Revised: 04 Oct 2010
Harvard University - Department of Economics and Harvard Business School - Finance Unit
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124
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Abstract:
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123
(310,838)
Citation
2
Swedish House of Finance Research Paper No. 21-11
Number of pages: 116
Posted: 05 May 2021
Last Revised: 23 Jun 2021
EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics, London Business School and Stockholm School of Economics - Department of Finance
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114
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Abstract:
Life-cycle model, elasticity of intertemporal substitution, risk aversion, time preference rate, Epstein-Zin preferences, indirect inference
NBER Working Paper No. w28788
Number of pages: 76
Posted: 17 May 2021
Last Revised: 18 Nov 2021
EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics, London Business School and Stockholm School of Economics - Department of Finance
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8
(827,475)
The Cross-Section of Household Preferences
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CEPR Discussion Paper No. DP16105
Number of pages: 120
Posted: 14 May 2021
EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics, London Business School and Stockholm School of Economics - Department of Finance
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1
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The Cross-Section of Household Preferences
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NBER Working Paper No. w13423
Number of pages: 28
Posted: 26 Sep 2007
Last Revised: 07 Mar 2021
John Y. Campbell
Harvard University - Department of Economics
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120
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Abstract:
Number of pages: 30
Posted: 30 Mar 2021
Last Revised: 21 Mar 2022
Harvard University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
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111
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Abstract:
Sustainability, social discounting, consumption-wealth ratio, rate of time preference, Ramsey rule
NBER Working Paper No. w28899
Number of pages: 31
Posted: 07 Jun 2021
Last Revised: 19 Jun 2022
Harvard University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
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Sustainability in a Risky World
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CEPR Discussion Paper No. DP16219
Number of pages: 33
Posted: 14 Jul 2021
Last Revised: 29 Mar 2022
Harvard University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
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0
Sustainability in a Risky World
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NBER Working Paper No. w4329
Number of pages: 40
Posted: 27 Apr 2000
Last Revised: 02 May 2021
Harvard University - Department of Economics and Cheung Kong Graduate School of Business
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112
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Abstract:
NBER Working Paper No. w5821
Number of pages: 36
Posted: 13 Sep 2000
Last Revised: 30 May 2021
Durham Business School and Harvard University - Department of Economics
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110
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Abstract:
NBER Working Paper No. w3742
Number of pages: 50
Posted: 16 Jul 2007
Last Revised: 25 Mar 2022
Harvard University - Department of Economics and Alternative Risk Premia Investments
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108
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Abstract:
NBER Working Paper No. t0100
Number of pages: 69
Posted: 25 Jun 2004
Last Revised: 11 Apr 2022
Harvard University - Department of Economics and Boston University - Department of Economics
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108
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Abstract:
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103
(351,488)
Citation
9
Number of pages: 53
Posted: 19 Mar 2020
Last Revised: 23 Dec 2020
Harvard University - Department of Economics and Harvard University, Department of Economics
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97
(368,324)
Abstract:
Reaching for yield, endowments, sustainable spending, portfolio choice
NBER Working Paper No. w27025
Number of pages: 54
Posted: 20 Apr 2020
Last Revised: 07 May 2022
Harvard University - Department of Economics and Harvard University, Department of Economics
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6
(848,389)
Abstract:
NBER Working Paper No. t0067
Number of pages: 15
Posted: 27 Jun 2007
Last Revised: 10 Mar 2022
Harvard University - Department of Economics and Yale University - Cowles Foundation
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94
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Abstract:
NBER Working Paper No. w3989
Number of pages: 47
Posted: 29 Jul 2000
Last Revised: 28 May 2022
John Y. Campbell
Harvard University - Department of Economics
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90
(382,908)
Abstract:
NBER Working Paper No. w5587
Number of pages: 65
Posted: 03 Aug 1998
Last Revised: 09 Apr 2022
Harvard University - Department of Economics and Yale University - Cowles Foundation
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78
(421,256)
Abstract:
NBER MACROECONOMICS ANNUAL, Vol 12
Posted: 01 Oct 1996
Harvard University - Department of Economics and Yale University - Cowles Foundation
Abstract:
NBER Working Paper No. w11439
Number of pages: 46
Posted: 12 Jul 2005
Last Revised: 04 Apr 2022
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
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76
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Abstract:
NBER Working Paper No. w1203
Number of pages: 31
Posted: 09 Mar 2004
Last Revised: 17 Apr 2022
Harvard University - Department of Economics and Yale University - Cowles Foundation
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76
(422,937)
Abstract:
NBER Working Paper No. w1805
Number of pages: 42
Posted: 12 Apr 2004
Last Revised: 09 Jun 2022
John Y. Campbell
Harvard University - Department of Economics
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74
(429,192)
Abstract:
Number of pages: 11
Posted: 20 Mar 2015
Hoover Institution and Harvard University - Department of Economics
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70
(442,254)
Abstract:
Habits
NBER Working Paper No. w3191
Number of pages: 52
Posted: 31 May 2001
Last Revised: 23 Mar 2022
Harvard University - Department of Economics and University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business
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69
(445,606)
Abstract:
NBER Working Paper No. w1916
Number of pages: 29
Posted: 04 Apr 2004
Last Revised: 28 Mar 2022
Harvard University - Department of Economics and Harvard University - Department of Economics
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66
(455,962)
Abstract:
NBER Working Paper No. w7237
Number of pages: 22
Posted: 26 Apr 2000
Last Revised: 11 Apr 2022
Harvard University - Department of Economics and Hoover Institution
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60
(478,064)
Abstract:
NBER Working Paper No. w2169
Number of pages: 20
Posted: 10 Jul 2007
Last Revised: 06 Jun 2022
Harvard University - Department of Economics and Harvard University - Department of Economics
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57
(489,654)
Abstract:
NBER Working Paper No. w5610
Number of pages: 65
Posted: 01 Aug 2000
Last Revised: 02 May 2021
John Y. Campbell
Harvard University - Department of Economics
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52
(510,072)
Abstract:
NBER Working Paper No. w4188
Number of pages: 51
Posted: 13 Dec 2010
Last Revised: 13 Jun 2021
John Y. Campbell
Harvard University - Department of Economics
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47
(532,094)
Abstract:
NBER Working Paper No. w1509
Number of pages: 28
Posted: 04 Apr 2004
Last Revised: 16 Feb 2022
John Y. Campbell
Harvard University - Department of Economics
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43
(551,076)
Abstract:
NBER Working Paper No. t0142
Number of pages: 45
Posted: 10 Jun 2000
Last Revised: 23 May 2022
John Y. Campbell
Harvard University - Department of Economics
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43
(551,076)
Abstract:
NBER Working Paper No. w3305
Number of pages: 14
Posted: 03 Jul 2007
Last Revised: 13 Jan 2022
John Y. Campbell
Harvard University - Department of Economics
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42
(556,073)
Abstract:
NBER Working Paper No. w1508
Number of pages: 35
Posted: 01 Feb 2001
Last Revised: 14 Feb 2022
John Y. Campbell
Harvard University - Department of Economics
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40
(566,242)
Abstract:
NBER Working Paper No. w12204
Number of pages: 29
Posted: 25 May 2006
Last Revised: 30 May 2022
London School of Economics & Political Science (LSE) and Harvard University - Department of Economics
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39
(571,295)
Abstract:
NBER Working Paper No. w18339
Number of pages: 35
Posted: 25 Aug 2012
Last Revised: 10 Feb 2022
John Y. Campbell
Harvard University - Department of Economics
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38
(576,421)
Abstract:
NBER Working Paper No. w2223
Number of pages: 32
Posted: 15 Jan 2007
Last Revised: 29 Jan 2022
Harvard University - Department of Economics and Columbia University - Graduate School of Arts and Sciences - Department of Eco
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34
(598,376)
Abstract:
NBER Working Paper No. w1946
Number of pages: 35
Posted: 11 Apr 2007
Last Revised: 28 Apr 2022
Harvard University - Department of Economics and Columbia University - Graduate School of Arts and Sciences - Department of Eco
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30
(622,397)
Abstract:
NBER Working Paper No. w1806
Number of pages: 22
Posted: 19 Jun 2004
Last Revised: 10 Jun 2022
John Y. Campbell
Harvard University - Department of Economics
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28
(635,195)
Abstract:
NBER Working Paper No. w18394
Number of pages: 31
Posted: 15 Sep 2012
Last Revised: 06 Apr 2022
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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20
(692,747)
Abstract:
Journal of Applied Corporate Finance, Vol. 22, Issue 3, pp. 8-21, Summer 2010
Number of pages: 16
Posted: 04 Oct 2010
Kenneth R. French ,
Martin Neil Baily , John Y. Campbell,
John H. Cochrane ,
Douglas W. Diamond ,
Darrell Duffie ,
Anil K. Kashyap ,
Frederic S. Mishkin ,
Raghuram G. Rajan ,
David S. Scharfstein ,
Robert J. Shiller ,
Hyun Song Shin ,
Matthew J. Slaughter ,
Jeremy C. Stein and
René M. Stulz
Dartmouth College - Tuck School of Business, 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 University - Columbia Business School, Finance, University of Chicago - Booth School of Business, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Bank for International Settlements (BIS), Dartmouth College - Tuck School of Business, Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance
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15
(732,889)
Abstract:
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 41, Issue 1, pp. 1-21, February/février 2008
Number of pages: 21
Posted: 11 Jan 2008
John Y. Campbell
Harvard University - Department of Economics
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10
(777,693)
Abstract:
Journal of Applied Corporate Finance, Vol. 25, Issue 4, pp. 37-40, 2013
Number of pages: 6
Posted: 23 Dec 2013
Martin N. Baily , John Y. Campbell,
John H. Cochrane ,
Douglas W. Diamond ,
Darrell Duffie ,
Kenneth R. French ,
Anil K. Kashyap ,
Frederic S. Mishkin ,
David S. Scharfstein ,
Robert J. Shiller ,
Matthew J. Slaughter ,
Hyun Song Shin and
René M. Stulz
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia University - Columbia Business School, Finance, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Dartmouth College - Tuck School of Business, Bank for International Settlements (BIS) and Ohio State University (OSU) - Department of Finance
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7
(806,223)
Abstract:
NBER Working Paper No. w29065
Number of pages: 52
Posted: 26 Jul 2021
Last Revised: 02 Jun 2022
Queen Mary University of London, Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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3
(846,859)
Who Owns What? A Factor Model for Direct Stock Holding
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Abstract:
The Scandinavian Journal of Economics, Vol. 116, Issue 3, pp. 593-634, 2014
Number of pages: 42
Posted: 13 Jun 2014
John Y. Campbell
Harvard University - Department of Economics
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2
(859,136)
Abstract:
Behavioral finance, financial innovation, market efficiency, stochastic discount factor
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 41, Issue 1, pp. 1-21, 2008
Number of pages: 21
Posted: 05 May 2020
John Y. Campbell
Harvard University - Department of Economics
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0
(890,611)
Abstract:
Journal of Investment Management (JOIM), Second Quarter 2011
Posted: 03 May 2011
Harvard University - Department of Economics, University of California, Davis and affiliation not provided to SSRN
Abstract:
financial distress, distress risk, corporate failure, performance of distressed stocks
The Review of Financial Studies, Vol. 21, Issue 4, pp. 1509-1531, 2008
Posted: 08 Aug 2008
Harvard University - Department of Economics and Arrowstreet Capital, L.P.
Abstract:
G10, G11
Financial Analysts Journal, Vol. 61, No. 1, pp. 34-44, January/February 2005
Posted: 05 Feb 2005
Harvard University - Department of Economics and Harvard Business School - Finance Unit
Abstract:
Portfolio Management, Asset Allocation, Investment Theory, Portfolio Theory
Posted: 02 Sep 1999
Harvard University - Department of Economics and Harvard University Graduate School of Business
Abstract:
