Author Page for John Y. Campbell

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

Downloads 2,077 (9,074)

Abstract:

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

NBER Working Paper No. w7590

Number of pages: 59 Posted: 11 Jul 2000 Last Revised: 07 Oct 2021

John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu

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

Downloads 177 (213,052)

Citation 83

Abstract:

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Journal of Finance

Posted: 24 Aug 2000

John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu

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:

4.

In Search of Distress Risk

Downloads 2,079 ( 9,231)

Citation 363

3

In Search of Distress Risk

Harvard Institute of Economic Research Discussion Paper No. 2081

Number of pages: 47 Posted: 28 Jul 2005

John Y. Campbell, Jens Hilscher and Jan Szilagyi

Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC

Downloads 1,797 (11,503)

Citation 30

Abstract:

In Search of Distress Risk

NBER Working Paper No. w12362

Number of pages: 54 Posted: 20 Jul 2006 Last Revised: 13 Oct 2021

John Y. Campbell, Jens Hilscher and Jan Szilagyi

Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC

Downloads 238 (161,732)

Citation 84

Abstract:

In Search of Distress Risk

Bundesbank Series 1 Discussion Paper No. 2005,27

Number of pages: 60 Posted: 08 Jun 2016

John Y. Campbell, Jens Hilscher and Jan Szilagyi

Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC

Downloads 44 (515,463)

Citation 5

Abstract:

5.

Efficient Tests of Stock Return Predictability

Downloads 1,987 ( 9,961)

Citation 199

2

Efficient Tests of Stock Return Predictability

Journal of Financial Economics (JFE), Vol. 81, No. 1, 2006

Number of pages: 56 Posted: 23 Oct 2002 Last Revised: 17 Jun 2009

John Y. Campbell and Motohiro Yogo

Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 1,845 (11,017)

Citation 32

Abstract:

Efficient Tests of Stock Return Predictability

NBER Working Paper No. w10026

Number of pages: 57 Posted: 14 Oct 2003 Last Revised: 26 May 2021

John Y. Campbell and Motohiro Yogo

Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 142 (256,733)

Citation 36

Abstract:

6.

Equity Volatility and Corporate Bond Yields

Downloads 1,810 ( 11,587)

Citation 280

2

Equity Volatility and Corporate Bond Yields

Number of pages: 47 Posted: 20 Feb 2002

John Y. Campbell and Glen B. Taksler

Harvard University - Department of Economics and affiliation not provided to SSRN

Downloads 1,671 (12,914)

Abstract:

Equity Volatility and Corporate Bond Yields

NBER Working Paper No. w8961

Number of pages: 47 Posted: 24 May 2002 Last Revised: 27 Oct 2010

John Y. Campbell and Glen B. Taksler

Harvard University - Department of Economics and affiliation not provided to SSRN

Downloads 139 (261,107)

Citation 37

Abstract:

7.

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

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 Business School - Finance and Economics, 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

Downloads 1,801 (11,681)

Citation 3

Abstract:

8.

The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies

HKS Working Paper No. RWP10-40

Number of pages: 52 Posted: 27 Jul 2010 Last Revised: 16 Dec 2010

John Y. Campbell, Howell E. Jackson, Brigitte C. Madrian and Peter Tufano

Harvard University - Department of Economics, Harvard Law School, Brigham Young University Marriott School of Business and University of Oxford - Said Business School

Downloads 1,732 (12,433)

Citation 25

Abstract:

9.

Global Currency Hedging

Downloads 1,683 ( 12,998)

Citation 70

3

Global Currency Hedging

Journal of Finance, Forthcoming

Number of pages: 115 Posted: 20 Mar 2007 Last Revised: 30 Mar 2014

John Y. Campbell, Karine Serfaty-de Medeiros and Luis M. Viceira

Harvard University - Department of Economics, OC&C Strategy Consultants and Harvard Business School - Finance Unit

Downloads 1,146 (22,980)

Citation 4

Abstract:

Global Currency Hedging

Harvard Business School Finance Working Paper No. 09-089

Number of pages: 116 Posted: 29 Jan 2009

John Y. Campbell, Karine Serfaty-de Medeiros and Luis M. Viceira

Harvard University - Department of Economics, OC&C Strategy Consultants and Harvard Business School - Finance Unit

Downloads 461 (78,224)

Citation 7

Abstract:

Global Currency Hedging

NBER Working Paper No. w13088

Number of pages: 116 Posted: 27 Jun 2007 Last Revised: 07 Oct 2021

John Y. Campbell, Karine Serfaty-de Medeiros and Luis M. Viceira

Harvard University - Department of Economics, OC&C Strategy Consultants and Harvard Business School - Finance Unit

Downloads 76 (393,974)

Citation 8

Abstract:

10.

Understanding Inflation-Indexed Bond Markets

Downloads 1,372 ( 17,894)

Citation 29

3

Understanding Inflation-Indexed Bond Markets

Yale ICF Working Paper No. 09-08

Number of pages: 48 Posted: 22 May 2009

John Y. Campbell, Robert J. Shiller and Luis M. Viceira

Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit

Downloads 956 (29,923)

Citation 24

Abstract:

Understanding Inflation-Indexed Bond Markets

Cowles Foundation Discussion Paper No. 1696

Number of pages: 48 Posted: 27 May 2009

John Y. Campbell, Robert J. Shiller and Luis M. Viceira

Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit

Downloads 322 (118,241)

Citation 6

Abstract:

Understanding Inflation-Indexed Bond Markets

NBER Working Paper No. w15014

Number of pages: 47 Posted: 01 Jun 2009 Last Revised: 12 Jul 2010

John Y. Campbell, Robert J. Shiller and Luis M. Viceira

Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit

Downloads 94 (345,495)

Abstract:

11.

Macroeconomic Drivers of Bond and Equity Risks

Downloads 1,253 ( 20,503)

Citation 38

2

Macroeconomic Drivers of Bond and Equity Risks

Harvard Business School Finance Working Paper No. 14-031

Number of pages: 55 Posted: 29 Sep 2013 Last Revised: 05 Dec 2019

John Y. Campbell, Carolin E. Pflueger, Carolin E. Pflueger and Luis M. Viceira

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

Downloads 1,228 (20,752)

Citation 38

Abstract:

Macroeconomic Drivers of Bond and Equity Risks

NBER Working Paper No. w20070

Number of pages: 56 Posted: 28 Apr 2014

John Y. Campbell, Carolin E. Pflueger, Carolin E. Pflueger and Luis M. Viceira

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

Downloads 25 (625,913)

Citation 1

Abstract:

12.

Who Should Buy Long-Term Bonds?

Downloads 1,191 ( 22,096)

Citation 47

2

Who Should Buy Long-Term Bonds?

Harvard Institute of Economic Research Paper No. 1895

Number of pages: 79 Posted: 01 Dec 1998

John Y. Campbell and Luis M. Viceira

Harvard University - Department of Economics and Harvard Business School - Finance Unit

Downloads 1,117 (23,882)

Citation 44

Abstract:

Who Should Buy Long-Term Bonds?

NBER Working Paper No. w6801

Number of pages: 53 Posted: 10 Jun 2000 Last Revised: 02 Aug 2021

John Y. Campbell and Luis M. Viceira

Harvard University - Department of Economics and Harvard Business School - Finance Unit

Downloads 74 (400,073)

Abstract:

13.

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 1,166 (22,800)

Citation 1

Abstract:

14.

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

Downloads 1,039 ( 26,949)

Citation 11

2

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

Harvard Institute of Economic Research Paper No. 1899

Number of pages: 28 Posted: 01 Aug 2000

John Y. Campbell, Joao F. Cocco, Francisco Gomes, Pascal J. Maenhout and Luis M. Viceira

Harvard University - Department of Economics, London Business School, London Business School, INSEAD - Finance and Harvard Business School - Finance Unit

Downloads 1,039 (26,545)

Citation 11

Abstract:

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

Harvard Institute of Economic Research Paper No. 1899

Posted: 10 Apr 2002

John Y. Campbell, Joao F. Cocco, Francisco Gomes, Pascal J. Maenhout and Luis M. Viceira

Harvard University - Department of Economics, London Business School, London Business School, INSEAD - Finance and Harvard Business School - Finance Unit

Abstract:

15.

Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

Downloads 1,033 ( 27,182)

Citation 48

3

Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

Harvard Institute of Economic Research Discussion Paper No. 2082

Number of pages: 50 Posted: 22 Mar 2006

John Y. Campbell, Christopher Polk and Tuomo Vuolteenaho

Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP

Downloads 941 (30,598)

Citation 41

Abstract:

Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

NBER Working Paper No. w11389

Number of pages: 49 Posted: 06 Jul 2005 Last Revised: 14 Feb 2021

John Y. Campbell, Christopher Polk and Tuomo Vuolteenaho

Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP

Downloads 92 (350,299)

Citation 16

Abstract:

Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

The Review of Financial Studies, Vol. 23, Issue 1, pp. 305-344, 2009

Posted: 25 Jan 2010

John Y. Campbell, Christopher Polk and Tuomo Vuolteenaho

Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP

Abstract:

16.

Asset Pricing at the Millennium

Downloads 1,009 ( 28,140)

Citation 151

3

Asset Pricing at the Millennium

Number of pages: 76 Posted: 06 Sep 2000

John Y. Campbell

Harvard University - Department of Economics

Downloads 885 (33,317)

Citation 2

Abstract:

Asset Pricing at the Millennium

NBER Working Paper No. w7589

Number of pages: 75 Posted: 09 Jul 2000 Last Revised: 27 Sep 2021

John Y. Campbell

Harvard University - Department of Economics

Downloads 124 (285,087)

Citation 22

Abstract:

Asset Pricing at the Millennium

Posted: 01 Aug 2000

John Y. Campbell

Harvard University - Department of Economics

Abstract:

17.

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

Downloads 994 ( 28,720)

Citation 52

2

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

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

John Y. Campbell, Adi Sunderam and Luis M. Viceira

Harvard University - Department of Economics, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit

Downloads 911 (32,067)

Citation 2

Abstract:

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

NBER Working Paper No. w14701

Number of pages: 83 Posted: 17 Feb 2009 Last Revised: 03 Sep 2021

John Y. Campbell, Adi Sunderam and Luis M. Viceira

Harvard University - Department of Economics, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit

Downloads 83 (373,797)

Citation 29

Abstract:

18.

Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?

Downloads 935 ( 31,360)

Citation 68

2

Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?

Harvard Institute of Economic Research Discussion Paper No. 2084

Number of pages: 30 Posted: 28 Jul 2005

John Y. Campbell and Samuel Brodsky Thompson

Harvard University - Department of Economics and Arrowstreet Capital, L.P.

Downloads 810 (37,681)

Citation 59

Abstract:

Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?

NBER Working Paper No. w11468

Number of pages: 29 Posted: 09 Aug 2005 Last Revised: 03 May 2021

John Y. Campbell and Samuel Brodsky Thompson

Harvard University - Department of Economics and Arrowstreet Capital, L.P.

Downloads 125 (283,329)

Citation 3

Abstract:

19.

Getting Better or Feeling Better? How Equity Investors Respond to Investment Experiences

Downloads 901 ( 33,029)

Citation 7

3

Getting Better or Feeling Better? How Equity Investors Respond to Investment Experiences

Number of pages: 60 Posted: 17 Nov 2012 Last Revised: 05 Dec 2014

John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System

Downloads 875 (33,859)

Citation 7

Abstract:

Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience

NBER Working Paper No. w20000

Number of pages: 64 Posted: 24 Mar 2014 Last Revised: 26 Aug 2021

John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System

Downloads 25 (625,913)

Citation 1

Abstract:

Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience

CEPR Discussion Paper No. DP9907

Number of pages: 66 Posted: 02 Jun 2014

John Y. Campbell and Tarun Ramadorai

Harvard University - Department of Economics and Imperial College London

Downloads 1 (829,937)

Citation 1

Add to Cart

Abstract:

20.

Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller

Number of pages: 46 Posted: 31 Mar 2014 Last Revised: 15 May 2014

John Y. Campbell

Harvard University - Department of Economics

Downloads 900 (33,082)

Citation 1

Abstract:

21.

Investing Retirement Wealth: A Life-Cycle Model

Downloads 891 ( 33,503)

Citation 36

2

Investing Retirement Wealth: A Life-Cycle Model

Harvard Institute of Economic Research Paper No. 1896

Number of pages: 50 Posted: 15 Aug 2000

John Y. Campbell, Joao F. Cocco, Francisco Gomes and Pascal J. Maenhout

Harvard University - Department of Economics, London Business School, London Business School and INSEAD - Finance

Downloads 809 (37,746)

Citation 36

Abstract:

Investing Retirement Wealth: a Life-Cycle Model

NBER Working Paper No. w7029

Number of pages: 49 Posted: 20 Apr 1999 Last Revised: 17 Sep 2021

John Y. Campbell, Joao F. Cocco, Francisco Gomes and Pascal J. Maenhout

Harvard University - Department of Economics, London Business School, London Business School and INSEAD - Finance

Downloads 82 (376,612)

Abstract:

22.

Strategic Asset Allocation in a Continuous-Time VAR Model

Downloads 885 ( 33,802)

Citation 33

3

Strategic Asset Allocation in a Continuous-Time VAR Model

Harvard Institute Reseach Working Paper No. 1973

Number of pages: 24 Posted: 24 Oct 2002

John Y. Campbell, George Chacko, Jorge F. Rodriguez and Luis M. Viceira

Harvard University - Department of Economics, Santa Clara University - Finance Department, Merrill Lynch and Harvard Business School - Finance Unit

Downloads 794 (38,748)

Citation 6

Abstract:

Strategic Asset Allocation in a Continuous-Time VAR Model

NBER Working Paper No. w9547

Number of pages: 25 Posted: 08 Mar 2003 Last Revised: 04 Aug 2021

John Y. Campbell, George Chacko, Jorge F. Rodriguez and Luis M. Viceira

Harvard University - Department of Economics, Santa Clara University - Finance Department, Merrill Lynch and Harvard Business School - Finance Unit

Downloads 68 (419,375)

Abstract:

Strategic Asset Allocation in a Continuous-Time VAR Model

Number of pages: 38 Posted: 12 Jan 2004

John Y. Campbell, George Chacko, Jorge F. Rodriguez and Luis M. Viceira

Harvard University - Department of Economics, Santa Clara University - Finance Department, Merrill Lynch and Harvard Business School - Finance Unit

Downloads 23 (640,809)

Citation 3

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Abstract:

23.

Valuation Ratios and the Long-Run Stock Market Outlook: An Update

NBER Working Paper No. w8221

Number of pages: 43 Posted: 08 Apr 2001 Last Revised: 20 Jun 2021

John Y. Campbell and Robert J. Shiller

Harvard University - Department of Economics and Yale University - Cowles Foundation

Downloads 851 (35,725)

Citation 32

Abstract:

24.

An Intertemporal CAPM with Stochastic Volatility

Downloads 832 ( 36,813)

Citation 75

3

An Intertemporal CAPM with Stochastic Volatility

Number of pages: 72 Posted: 15 Mar 2012 Last Revised: 15 Sep 2016

John Y. Campbell, Stefano Giglio, Christopher Polk and Robert Turley

Harvard University - Department of Economics, Yale School of Management, London School of Economics and Harvard University

Downloads 809 (37,746)

Citation 3

Abstract:

An Intertemporal CAPM with Stochastic Volatility

NBER Working Paper No. w18411

Number of pages: 61 Posted: 22 Sep 2012 Last Revised: 23 Oct 2021

John Y. Campbell, Stefano Giglio, Christopher Polk and Robert Turley

Harvard University - Department of Economics, Yale School of Management, London School of Economics and Harvard University

Downloads 22 (648,418)

Abstract:

An Intertemporal CAPM with Stochastic Volatility

CEPR Discussion Paper No. DP10681

Number of pages: 62 Posted: 29 Jun 2015

John Y. Campbell, Stefano Giglio, Christopher Polk and Robert Turley

Harvard University - Department of Economics, Yale School of Management, London School of Economics and Dodge & Cox Funds

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Citation 37

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Abstract:

25.

Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market

Downloads 829 ( 36,971)

Citation 53

3

Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market

American Economic Review, Forthcoming

Number of pages: 67 Posted: 09 Jul 2014 Last Revised: 01 Apr 2020

Steffen Andersen, John Y. Campbell, Kasper Meisner Nielsen and Tarun Ramadorai

Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Copenhagen Business School - Department of Finance and Imperial College London

Downloads 802 (38,227)

Citation 37

Abstract:

Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market

NBER Working Paper No. w21386

Number of pages: 65 Posted: 27 Jul 2015 Last Revised: 09 Jun 2021

Steffen Andersen, John Y. Campbell, Kasper Meisner Nielsen and Tarun Ramadorai

Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Copenhagen Business School - Department of Finance and Imperial College London

Downloads 27 (611,697)

Citation 18

Abstract:

Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market

CEPR Discussion Paper No. DP10683

Number of pages: 55 Posted: 08 Jul 2015

Steffen Andersen, John Y. Campbell, Kasper Meisner Nielsen and Tarun Ramadorai

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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Citation 1

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Abstract:

26.

Foreign Currency for Long-Term Investors

Downloads 806 ( 38,473)

Citation 8

3

Foreign Currency for Long-Term Investors

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

John Y. Campbell, Luis M. Viceira and Joshua S. White

Harvard University - Department of Economics, Harvard Business School - Finance Unit and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 712 (44,901)

Abstract:

Foreign Currency for Long-Term Investors

NBER Working Paper No. w9075

Number of pages: 40 Posted: 20 Jul 2002 Last Revised: 20 Oct 2021

John Y. Campbell, Luis M. Viceira and Joshua S. White

Harvard University - Department of Economics, Harvard Business School - Finance Unit and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 66 (426,304)

Abstract:

Foreign Currency for Long-Term Investors

Number of pages: 42 Posted: 04 Sep 2002

John Y. Campbell, Luis M. Viceira and Joshua S. White

Harvard University - Department of Economics, Harvard Business School - Finance Unit and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 28 (604,967)

Citation 9

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Abstract:

27.

Fight or Flight? Portfolio Rebalancing by Individual Investors

Downloads 744 ( 42,905)

Citation 94

2

Fight or Flight? Portfolio Rebalancing by Individual Investors

AFA 2008 New Orleans Meetings Paper

Number of pages: 45 Posted: 21 Mar 2007

Laurent E. Calvet, John Y. Campbell and Paolo Sodini

EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance

Downloads 674 (48,386)

Citation 95

Abstract:

Fight or Flight? Portfolio Rebalancing by Individual Investors

NBER Working Paper No. w14177

Number of pages: 46 Posted: 21 Jul 2008 Last Revised: 27 Sep 2021

Laurent E. Calvet, John Y. Campbell and Paolo Sodini

EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance

Downloads 70 (412,846)

Abstract:

28.

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

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 Business School - Finance and Economics, 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

Downloads 723 (44,592)

Citation 1

Abstract:

29.

How Do House Prices Affect Consumption? Evidence from Micro Data

Downloads 704 ( 46,333)

Citation 252

2

How Do House Prices Affect Consumption? Evidence from Micro Data

Harvard Institute of Economic Research Discussion Paper No. 2045

Number of pages: 56 Posted: 02 Feb 2005

John Y. Campbell and Joao F. Cocco

Harvard University - Department of Economics and London Business School

Downloads 580 (58,775)

Citation 5

Abstract:

How Do House Prices Affect Consumption? Evidence from Micro Data

NBER Working Paper No. w11534

Number of pages: 76 Posted: 19 Sep 2005 Last Revised: 09 Jul 2021

John Y. Campbell and Joao F. Cocco

Harvard University - Department of Economics and London Business School

Downloads 124 (286,821)

Citation 57

Abstract:

30.

Caught on Tape: Predicting Institutional Ownership with Order Flow

Number of pages: 50 Posted: 25 Mar 2004

John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai

Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London

Downloads 673 (49,143)

Citation 10

Abstract:

31.

Household Risk Management and Optimal Mortgage Choice

Downloads 637 ( 52,803)

Citation 215

2

Household Risk Management and Optimal Mortgage Choice

Harvard Institute of Economic Research Paper No. 1946

Number of pages: 54 Posted: 20 Feb 2002

John Y. Campbell and Joao F. Cocco

Harvard University - Department of Economics and London Business School

Downloads 559 (61,577)

Citation 1

Abstract:

Household Risk Management and Optimal Mortgage Choice

NBER Working Paper No. w9759

Number of pages: 62 Posted: 08 Jun 2003 Last Revised: 02 Sep 2021

John Y. Campbell and Joao F. Cocco

Harvard University - Department of Economics and London Business School

Downloads 78 (387,996)

Citation 38

Abstract:

32.

Hard Times

Downloads 609 ( 55,949)

Citation 21

3

Hard Times

AFA 2012 Chicago Meetings Paper

Number of pages: 46 Posted: 20 Mar 2011 Last Revised: 24 Dec 2011

John Y. Campbell, Stefano Giglio and Christopher Polk

Harvard University - Department of Economics, Yale School of Management and London School of Economics

Downloads 365 (102,778)

Abstract:

Hard Times

Chicago Booth Research Paper No. 12-46, Fama-Miller Working Paper

Number of pages: 50 Posted: 13 Sep 2012

John Y. Campbell, Stefano Giglio and Christopher Polk

Harvard University - Department of Economics, Yale School of Management and London School of Economics

Downloads 190 (200,035)

Citation 15

Abstract:

Hard Times

NBER Working Paper No. w16222

Number of pages: 33 Posted: 26 Jul 2010 Last Revised: 30 Apr 2021

John Y. Campbell, Stefano Giglio and Christopher Polk

Harvard University - Department of Economics, Yale School of Management and London School of Economics

Downloads 54 (471,177)

Citation 5

Abstract:

33.

International Comparative Household Finance

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Citation 34

3

International Comparative Household Finance

Number of pages: 40 Posted: 17 Aug 2015 Last Revised: 01 Mar 2016

Cristian Badarinza, John Y. Campbell and Tarun Ramadorai

National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London

Downloads 502 (70,508)

Citation 1

Abstract:

International Comparative Household Finance

NBER Working Paper No. w22066

Number of pages: 41 Posted: 07 Mar 2016 Last Revised: 18 Apr 2021

Cristian Badarinza, John Y. Campbell and Tarun Ramadorai

National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London

Downloads 42 (525,090)

Citation 19

Abstract:

International Comparative Household Finance

Annual Review of Economics, Vol. 8, pp. 111-144, 2016

Posted: 18 Nov 2016

Cristian Badarinza, John Y. Campbell and Tarun Ramadorai

National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London

Abstract:

34.

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

NBER Working Paper No. w2100

Number of pages: 40 Posted: 07 Jul 2004 Last Revised: 07 Oct 2021

John Y. Campbell and Robert J. Shiller

Harvard University - Department of Economics and Yale University - Cowles Foundation

Downloads 534 (65,890)

Citation 201

Abstract:

35.

International Experiences with Securities Transaction Taxes

NBER Working Paper No. w4587

Number of pages: 42 Posted: 27 Dec 2002 Last Revised: 21 Jul 2010

John Y. Campbell and Kenneth Froot

Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 508 (70,236)

Citation 2

Abstract:

36.

Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements

Downloads 446 ( 82,111)

Citation 102

2

Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements

Number of pages: 65 Posted: 05 Jul 2007

John Y. Campbell, Tarun Ramadorai and Allie Schwartz

Harvard University - Department of Economics, Imperial College London and Harvard University

Downloads 443 (82,039)

Citation 13

Abstract:

Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements

CEPR Discussion Paper No. DP6390

Number of pages: 67 Posted: 29 May 2008

John Y. Campbell, Tarun Ramadorai and Allie Schwartz

Harvard University - Department of Economics, Imperial College London and Harvard University

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Citation 21

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Abstract:

37.

Restoring Rational Choice: The Challenge of Consumer Financial Regulation

Downloads 442 ( 83,000)

Citation 159

3

Restoring Rational Choice: The Challenge of Consumer Financial Regulation

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

Downloads 337 (112,464)

Citation 4

Abstract:

Restoring Rational Choice: The Challenge of Consumer Financial Regulation

ECB Working Paper No. 1897

Number of pages: 99 Posted: 27 Apr 2016

John Y. Campbell

Harvard University - Department of Economics

Downloads 85 (368,408)

Citation 2

Abstract:

Restoring Rational Choice: The Challenge of Consumer Financial Regulation

NBER Working Paper No. w22025

Number of pages: 62 Posted: 01 Mar 2016 Last Revised: 06 Sep 2021

John Y. Campbell

Harvard University - Department of Economics

Downloads 20 (663,797)

Citation 57

Abstract:

38.

Trading Volume and Serial Correlation in Stock Returns

NBER Working Paper No. w4193

Number of pages: 45 Posted: 30 Jan 2003 Last Revised: 23 May 2012

John Y. Campbell, Sanford J. Grossman and Jiang Wang

Harvard University - Department of Economics, University of Pennsylvania - Finance Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 427 (86,432)

Citation 39

Abstract:

39.

Inflation Illusion and Stock Prices

NBER Working Paper No. w10263

Number of pages: 20 Posted: 19 Jul 2010 Last Revised: 28 Dec 2011

John Y. Campbell and Tuomo Vuolteenaho

Harvard University - Department of Economics and Arrowstreet Capital, LP

Downloads 414 (89,565)

Citation 14

Abstract:

40.

What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages

Downloads 370 (101,978)

Citation 24

3

What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages

Number of pages: 33 Posted: 04 Jun 2013 Last Revised: 03 Aug 2016

Cristian Badarinza, John Y. Campbell and Tarun Ramadorai

National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London

Downloads 358 (105,030)

Citation 1

Abstract:

What Calls to Arms? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages

NBER Working Paper No. w20408

Number of pages: 39 Posted: 25 Aug 2014 Last Revised: 07 Oct 2021

Cristian Badarinza, John Y. Campbell and Tarun Ramadorai

National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London

Downloads 12 (729,090)

Citation 1

Abstract:

What Calls to Arms? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages

CEPR Discussion Paper No. DP10117

Number of pages: 36 Posted: 30 Sep 2014

Cristian Badarinza, John Y. Campbell and Tarun Ramadorai

National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London

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Citation 10

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Abstract:

41.

Stock Prices, Earnings and Expected Dividends

NBER Working Paper No. w2511

Number of pages: 42 Posted: 14 Jan 2001 Last Revised: 14 May 2021

John Y. Campbell and Robert J. Shiller

Harvard University - Department of Economics and Yale University - Cowles Foundation

Downloads 356 (106,483)

Citation 85

Abstract:

42.

Down or Out: Assessing the Welfare Costs of Household Investment Mistakes

Downloads 342 (111,343)

Citation 289

3

Down or Out: Assessing the Welfare Costs of Household Investment Mistakes

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

Laurent E. Calvet, John Y. Campbell and Paolo Sodini

EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance

Downloads 268 (143,694)

Citation 12

Abstract:

Down or Out: Assessing the Welfare Costs of Household Investment Mistakes

NBER Working Paper No. w12030

Number of pages: 65 Posted: 11 Feb 2006 Last Revised: 08 Mar 2013

Laurent E. Calvet, John Y. Campbell and Paolo Sodini

EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance

Downloads 74 (400,073)

Citation 101

Abstract:

Down or Out: Assessing the Welfare Costs of Household Investment Mistakes

Journal of Political Economy, Vol. 115, No. 5, 2007

Posted: 21 Dec 2007

Laurent E. Calvet, John Y. Campbell and Paolo Sodini

EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance

Abstract:

43.

Do the Rich Get Richer in the Stock Market? Evidence from India

Downloads 315 (121,821)

Citation 14

3

Do the Rich Get Richer in the Stock Market? Evidence from India

Number of pages: 26 Posted: 20 Mar 2018 Last Revised: 16 Aug 2018

John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System

Downloads 301 (127,215)

Citation 3

Abstract:

Do the Rich Get Richer in the Stock Market? Evidence from India

NBER Working Paper No. w24898

Number of pages: 26 Posted: 22 Aug 2018 Last Revised: 14 Jul 2021

John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System

Downloads 13 (720,543)

Abstract:

Do the Rich Get Richer in the Stock Market? Evidence from India

CEPR Discussion Paper No. DP13116

Number of pages: 29 Posted: 21 Aug 2018

John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System

Downloads 1 (829,937)

Citation 11

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Abstract:

44.

A Variance Decomposition for Stock Returns

NBER Working Paper No. w3246

Number of pages: 36 Posted: 11 Nov 2000

John Y. Campbell

Harvard University - Department of Economics

Downloads 315 (121,821)

Citation 53

Abstract:

45.

Caught on Tape: Institutional Order Flow and Stock Returns

Harvard Institute of Economic Research Discussion Paper No. 2080

Number of pages: 47 Posted: 28 Jul 2005

John Y. Campbell, Tarun Ramadorai and Tuomo Vuolteenaho

Harvard University - Department of Economics, Imperial College London and Arrowstreet Capital, LP

Downloads 285 (135,420)

Citation 1

Abstract:

46.

The Impact of Regulation on Mortgage Risk: Evidence from India

Downloads 268 (144,317)

Citation 9

2

The Impact of Regulation on Mortgage Risk: Evidence from India

Number of pages: 52 Posted: 02 Jul 2012 Last Revised: 11 Sep 2014

John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System

Downloads 266 (144,785)

Citation 4

Abstract:

How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market

CEPR Discussion Paper No. DP9136

Number of pages: 50 Posted: 28 Sep 2012

John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System

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Abstract:

47.

Who Owns What? A Factor Model for Direct Stockholding

Downloads 267 (144,876)

Citation 5

2

Who Owns What? A Factor Model for Direct Stockholding

Number of pages: 81 Posted: 02 Mar 2021 Last Revised: 19 Jul 2021

Vimal Balasubramaniam, John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

Queen Mary University of London, Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System

Downloads 267 (144,252)

Citation 5

Abstract:

Who Owns What? A Factor Model for Direct Stockholding

CEPR Discussion Paper No. DP16378

Number of pages: 84 Posted: 22 Sep 2021

Vimal Balasubramaniam, John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

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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Abstract:

48.

Structuring Mortgages for Macroeconomic Stability

Downloads 255 (152,812)

Citation 13

2

Structuring Mortgages for Macroeconomic Stability

Journal of Finance, Forthcoming

Number of pages: 90 Posted: 06 Mar 2018 Last Revised: 22 Jan 2021

John Y. Campbell, Nuno Clara, Nuno Clara and Joao F. Cocco

Harvard University - Department of Economics, London Business SchoolDuke University - Finance and London Business School

Downloads 253 (153,514)

Citation 12

Abstract:

Structuring Mortgages for Macroeconomic Stability

NBER Working Paper No. w27676

Number of pages: 62 Posted: 17 Aug 2020 Last Revised: 14 Feb 2021

John Y. Campbell, Nuno Clara, Nuno Clara and Joao F. Cocco

Harvard University - Department of Economics, London Business SchoolDuke University - Finance and London Business School

Downloads 2 (816,763)

Citation 7

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Abstract:

49.

Stock Returns and the Term Structure

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

Downloads 252 (153,419)

Citation 51

Abstract:

50.

What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

NBER Working Paper No. w3760

Number of pages: 53 Posted: 05 Jul 2004 Last Revised: 11 Oct 2021

John Y. Campbell and John Ammer

Harvard University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 248 (155,903)

Citation 42

Abstract:

51.

The Term Structure of the Risk-Return Tradeoff

Downloads 220 (174,918)

Citation 49

2

The Term Structure of the Risk-Return Tradeoff

NBER Working Paper No. w11119

Number of pages: 54 Posted: 09 Mar 2005 Last Revised: 10 Aug 2009

John Y. Campbell and Luis M. Viceira

Harvard University - Department of Economics and Harvard Business School - Finance Unit

Downloads 188 (201,997)

Citation 1

Abstract:

The Term Structure of the Risk-Return Tradeoff

Number of pages: 55 Posted: 14 Jun 2005

John Y. Campbell and Luis M. Viceira

Harvard University - Department of Economics and Harvard Business School - Finance Unit

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Citation 3

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Abstract:

52.

A Multivariate Model of Strategic Asset Allocation

Downloads 218 (176,464)

Citation 179

2

A Multivariate Model of Strategic Asset Allocation

NBER Working Paper No. w8566

Number of pages: 79 Posted: 25 Oct 2001 Last Revised: 30 May 2021

John Y. Campbell, Yeung Lewis Chan and Luis M. Viceira

Harvard University - Department of Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Harvard Business School - Finance Unit

Downloads 181 (208,903)

Citation 2

Abstract:

A Multivariate Model of Strategic Asset Allocation

Number of pages: 81 Posted: 06 Dec 2001

John Y. Campbell, Yeung Lewis Chan and Luis M. Viceira

Harvard University - Department of Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Harvard Business School - Finance Unit

Downloads 37 (550,879)

Citation 14

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Abstract:

53.

A Model of Mortgage Default

Downloads 214 (179,533)

Citation 106

2

A Model of Mortgage Default

Journal of Finance, Forthcoming

Number of pages: 105 Posted: 17 Jun 2014

John Y. Campbell and Joao F. Cocco

Harvard University - Department of Economics and London Business School

Downloads 164 (227,538)

Citation 31

Abstract:

A Model of Mortgage Default

NBER Working Paper No. w17516

Number of pages: 64 Posted: 15 Oct 2011 Last Revised: 13 May 2021

John Y. Campbell and Joao F. Cocco

Harvard University - Department of Economics and London Business School

Downloads 50 (488,002)

Citation 17

Abstract:

54.

Household Finance

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

Downloads 214 (179,533)

Citation 121

Abstract:

55.

Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence

NBER Working Paper No. w2924

Number of pages: 52 Posted: 25 Oct 2000 Last Revised: 30 Jun 2021

John Y. Campbell and N. Gregory Mankiw

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 208 (184,303)

Citation 44

Abstract:

56.

Yield Spreads and Interest Rate Movements: A Bird&Apos;S Eye View

NBER Working Paper No. w3153

Number of pages: 42 Posted: 27 Apr 2000 Last Revised: 15 Aug 2021

John Y. Campbell and Robert J. Shiller

Harvard University - Department of Economics and Yale University - Cowles Foundation

Downloads 202 (189,405)

Citation 64

Abstract:

57.

The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment

NBER Working Paper No. w14788

Number of pages: 52 Posted: 17 Mar 2009 Last Revised: 30 May 2021

Jason Beeler and John Y. Campbell

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 193 (197,342)

Citation 44

Abstract:

58.

Smart Money, Noise Trading and Stock Price Behavior

NBER Working Paper No. t0071

Number of pages: 79 Posted: 04 Jul 2004 Last Revised: 14 Mar 2021

John Y. Campbell and Albert S. Kyle

Harvard University - Department of Economics and University of Maryland

Downloads 192 (198,259)

Citation 16

Abstract:

59.

Understanding Risk and Return

Downloads 178 (211,999)

2

Understanding Risk and Return

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

Downloads 178 (212,022)

Citation 12

Abstract:

Understanding Risk and Return

J. OF POLITICAL ECONOMY, Vol. 104 No. 2, April 1996

Posted: 19 Jun 1998

John Y. Campbell

Harvard University - Department of Economics

Abstract:

60.

Asset Prices, Consumption, and the Business Cycle

NBER Working Paper No. w6485

Number of pages: 111 Posted: 16 Jul 2000 Last Revised: 22 Sep 2021

John Y. Campbell

Harvard University - Department of Economics

Downloads 176 (214,022)

Citation 5

Abstract:

61.

Dispersion and Volatility in Stock Returns: an Empirical Investigation

NBER Working Paper No. w7144

Number of pages: 42 Posted: 21 Sep 1998 Last Revised: 12 Oct 2010

Martin Lettau and John Y. Campbell

University of California - Haas School of Business and Harvard University - Department of Economics

Downloads 171 (219,489)

Abstract:

62.

Elasticities of Substitution in Real Business Cycle Models with Home Production

Downloads 144 (253,086)

Citation 7

2

Elasticities of Substitution in Real Business Cycle Models with Home Production

Number of pages: 44 Posted: 04 Feb 1999

John Y. Campbell and Sydney C. Ludvigson

Harvard University - Department of Economics and New York University - Department of Economics

Downloads 121 (290,344)

Citation 7

Abstract:

Elasticities of Substitution in Real Business Cycle Models with Home Production

NBER Working Paper No. w6763

Number of pages: 57 Posted: 26 Aug 2000 Last Revised: 26 Jun 2021

John Y. Campbell and Sydney C. Ludvigson

Harvard University - Department of Economics and New York University - Department of Economics

Downloads 23 (640,809)

Abstract:

63.

Permanent Income, Current Income, and Consumption

NBER Working Paper No. w2436

Number of pages: 45 Posted: 25 Jun 2004 Last Revised: 28 Feb 2021

John Y. Campbell and N. Gregory Mankiw

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 142 (255,938)

Citation 9

Abstract:

64.

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

Downloads 141 (257,330)

2

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 Last Revised: 27 Aug 2021

John Y. Campbell and John H. Cochrane

Harvard University - Department of Economics and Hoover Institution

Downloads 141 (258,157)

Citation 67

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:

65.

Forced Sales and House Prices

NBER Working Paper No. w14866

Number of pages: 45 Posted: 13 Apr 2009 Last Revised: 14 Feb 2021

John Y. Campbell, Stefano Giglio and Parag A. Pathak

Harvard University - Department of Economics, Yale School of Management and Massachusetts Institute of Technology (MIT) - Department of Economics

Downloads 132 (270,812)

Citation 57

Abstract:

66.

Some Lessons from the Yield Curve

NBER Working Paper No. w5031

Number of pages: 35 Posted: 10 Jul 2000 Last Revised: 07 Oct 2021

John Y. Campbell

Harvard University - Department of Economics

Downloads 129 (275,547)

Citation 3

Abstract:

67.

Measuring the Financial Sophistication of Households

NBER Working Paper No. w14699

Number of pages: 48 Posted: 17 Feb 2009 Last Revised: 01 Sep 2021

Laurent E. Calvet, John Y. Campbell and Paolo Sodini

EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics and Stockholm School of Economics - Department of Finance

Downloads 126 (280,437)

Citation 36

Abstract:

68.

Consumption and Portfolio Decisions When Expected Returns are Time Varying

NBER Working Paper No. w5857

Number of pages: 74 Posted: 01 Aug 2000 Last Revised: 04 Oct 2010

John Y. Campbell and Luis M. Viceira

Harvard University - Department of Economics and Harvard Business School - Finance Unit

Downloads 121 (289,014)

Citation 45

Abstract:

69.

Interpreting Cointegrated Models

NBER Working Paper No. w2568

Number of pages: 33 Posted: 04 Feb 2001 Last Revised: 12 Jul 2010

John Y. Campbell and Robert J. Shiller

Harvard University - Department of Economics and Yale University - Cowles Foundation

Downloads 117 (295,927)

Citation 1

Abstract:

70.

Estimating the Equity Premium

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

Downloads 115 (299,554)

Citation 2

Abstract:

71.

Cointegration and Tests of Present Value Models

NBER Working Paper No. w1885

Number of pages: 39 Posted: 06 Apr 2004 Last Revised: 28 Aug 2021

John Y. Campbell and Robert J. Shiller

Harvard University - Department of Economics and Yale University - Cowles Foundation

Downloads 109 (311,035)

Citation 33

Abstract:

72.

Where Do Betas Come from? Asset Price Dynamics and the Sources of Systematic Risk

NBER Working Paper No. w4329

Number of pages: 40 Posted: 27 Apr 2000 Last Revised: 02 May 2021

John Y. Campbell and Jianping Mei

Harvard University - Department of Economics and New York University (NYU) - Department of Finance

Downloads 109 (311,035)

Citation 2

Abstract:

73.

Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots

NBER Working Paper No. t0100

Number of pages: 69 Posted: 25 Jun 2004 Last Revised: 11 Oct 2021

John Y. Campbell and Pierre Perron

Harvard University - Department of Economics and Boston University - Department of Economics

Downloads 106 (317,050)

Citation 1

Abstract:

74.

Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices

NBER Working Paper No. w5821

Number of pages: 36 Posted: 13 Sep 2000 Last Revised: 30 May 2021

David G. Barr and John Y. Campbell

Durham Business School and Harvard University - Department of Economics

Downloads 105 (319,143)

Citation 6

Abstract:

75.

No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns

NBER Working Paper No. w3742

Number of pages: 50 Posted: 16 Jul 2007 Last Revised: 24 Sep 2021

John Y. Campbell and Ludger Hentschel

Harvard University - Department of Economics and Alternative Risk Premia Investments

Downloads 102 (325,327)

Citation 6

Abstract:

76.

Sustainability in a Risky World

Downloads 92 (347,490)

3

Sustainability in a Risky World

Number of pages: 28 Posted: 30 Mar 2021

John Y. Campbell and Ian Martin

Harvard University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance

Downloads 88 (360,449)

Abstract:

Sustainability in a Risky World

NBER Working Paper No. w28899

Number of pages: 29 Posted: 07 Jun 2021 Last Revised: 20 Jul 2021

John Y. Campbell and Ian Martin

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

CEPR Discussion Paper No. DP16219

Number of pages: 31 Posted: 14 Jul 2021

John Y. Campbell and Ian Martin

Harvard University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance

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Abstract:

77.

Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield

Downloads 86 (362,397)

Citation 9

2

Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield

Number of pages: 53 Posted: 19 Mar 2020 Last Revised: 23 Dec 2020

John Y. Campbell and Roman Sigalov

Harvard University - Department of Economics and Harvard University, Department of Economics

Downloads 83 (373,797)

Abstract:

Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield

NBER Working Paper No. w27025

Number of pages: 54 Posted: 20 Apr 2020 Last Revised: 06 May 2021

John Y. Campbell and Roman Sigalov

Harvard University - Department of Economics and Harvard University, Department of Economics

Downloads 3 (806,148)

Citation 9

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Abstract:

78.

Intertemporal Asset Pricing Without Consumption Data

NBER Working Paper No. w3989

Number of pages: 47 Posted: 29 Jul 2000 Last Revised: 28 May 2021

John Y. Campbell

Harvard University - Department of Economics

Downloads 86 (362,397)

Citation 43

Abstract:

79.

The Cross-Section of Household Preferences

Downloads 80 (378,513)

Citation 2

3

The Cross-Section of Household Preferences

Swedish House of Finance Research Paper No. 21-11

Number of pages: 116 Posted: 05 May 2021 Last Revised: 23 Jun 2021

Laurent E. Calvet, John Y. Campbell, Francisco Gomes and Paolo Sodini

EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics, London Business School and Stockholm School of Economics - Department of Finance

Downloads 72 (406,375)

Citation 1

Abstract:

The Cross-Section of Household Preferences

NBER Working Paper No. w28788

Number of pages: 76 Posted: 17 May 2021 Last Revised: 22 Oct 2021

Laurent E. Calvet, John Y. Campbell, Francisco Gomes and Paolo Sodini

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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Abstract:

The Cross-Section of Household Preferences

CEPR Discussion Paper No. DP16105

Number of pages: 120 Posted: 14 May 2021

Laurent E. Calvet, John Y. Campbell, Francisco Gomes and Paolo Sodini

EDHEC Business School - Department of Economics & Finance, Harvard University - Department of Economics, London Business School and Stockholm School of Economics - Department of Finance

Downloads 1 (829,937)

Citation 1

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Abstract:

80.

Caught on Tape: Institutional Order Flow and Stock Returns

NBER Working Paper No. w11439

Number of pages: 46 Posted: 12 Jul 2005 Last Revised: 07 Oct 2021

John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai

Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London

Downloads 73 (398,695)

Abstract:

81.

The Dividend Ratio Model and Small Sample Bias: a Monte Carlo Study

NBER Working Paper No. t0067

Number of pages: 15 Posted: 27 Jun 2007 Last Revised: 09 Sep 2021

John Y. Campbell and Robert J. Shiller

Harvard University - Department of Economics and Yale University - Cowles Foundation

Downloads 69 (411,080)

Citation 1

Abstract:

82.

Does Saving Anticipate Declining Labor Income? an Alternative Test of the Permanent Income Hypothesis

NBER Working Paper No. w1805

Number of pages: 42 Posted: 12 Apr 2004 Last Revised: 09 Jun 2021

John Y. Campbell

Harvard University - Department of Economics

Downloads 69 (411,080)

Citation 13

Abstract:

83.

Predictable Stock Returns in the United States and Japan: a Study of Long-Term Capital Market Integration

NBER Working Paper No. w3191

Number of pages: 52 Posted: 31 May 2001 Last Revised: 22 Sep 2021

John Y. Campbell, Yasushi Hamao and Yasushi Hamao

Harvard University - Department of Economics and University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business

Downloads 69 (411,080)

Citation 8

Abstract:

84.

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 67 (417,518)

Citation 2

Abstract:

85.

A Scorecard for Indexed Government Debt

Downloads 56 (456,212)

2

A Scorecard for Indexed Government Debt

NBER Working Paper No. w5587

Number of pages: 65 Posted: 03 Aug 1998 Last Revised: 09 Oct 2021

John Y. Campbell and Robert J. Shiller

Harvard University - Department of Economics and Yale University - Cowles Foundation

Downloads 56 (463,309)

Abstract:

A Scorecard for Indexed Government Debt

NBER MACROECONOMICS ANNUAL, Vol 12

Posted: 01 Oct 1996

John Y. Campbell and Robert J. Shiller

Harvard University - Department of Economics and Yale University - Cowles Foundation

Abstract:

86.

A Simple Account of the Behavior of Long-Term Interest Rates

NBER Working Paper No. w1203

Number of pages: 31 Posted: 09 Mar 2004 Last Revised: 17 Oct 2021

John Y. Campbell and Robert J. Shiller

Harvard University - Department of Economics and Yale University - Cowles Foundation

Downloads 55 (459,957)

Citation 1

Abstract:

87.

Explaining the Poor Performance of Consumption-Based Asset Pricing Models

NBER Working Paper No. w7237

Number of pages: 22 Posted: 26 Apr 2000 Last Revised: 11 Oct 2021

John Y. Campbell and John H. Cochrane

Harvard University - Department of Economics and Hoover Institution

Downloads 55 (459,957)

Citation 1

Abstract:

88.

Are Output Fluctuations Transitory?

NBER Working Paper No. w1916

Number of pages: 29 Posted: 04 Apr 2004 Last Revised: 27 Sep 2021

John Y. Campbell and N. Gregory Mankiw

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 53 (467,601)

Citation 9

Abstract:

89.

Consumption and the Stock Market: Interpreting International Experience

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

Downloads 52 (471,552)

Abstract:

90.

Permanent and Transitory Components in Macroeconomic Fluctuations

NBER Working Paper No. w2169

Number of pages: 20 Posted: 10 Jul 2007

John Y. Campbell and N. Gregory Mankiw

Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 48 (487,883)

Citation 2

Abstract:

91.

Bond and Stock Returns in a Simple Exchange Model

NBER Working Paper No. w1509

Number of pages: 28 Posted: 04 Apr 2004 Last Revised: 18 Aug 2021

John Y. Campbell

Harvard University - Department of Economics

Downloads 42 (514,643)

Citation 8

Abstract:

92.

Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model

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

Downloads 41 (519,323)

Citation 1

Abstract:

93.

Why Long Horizons: A Study of Power Against Persistent Alternatives

NBER Working Paper No. t0142

Number of pages: 45 Posted: 10 Jun 2000

John Y. Campbell

Harvard University - Department of Economics

Downloads 41 (519,323)

Citation 1

Abstract:

94.

A Defense of Traditional Hypotheses About the Term Structure of Interestrates

NBER Working Paper No. w1508

Number of pages: 35 Posted: 01 Feb 2001 Last Revised: 16 Aug 2021

John Y. Campbell

Harvard University - Department of Economics

Downloads 40 (524,043)

Abstract:

95.

Measuring the Persistence of Expected Returns

NBER Working Paper No. w3305

Number of pages: 14 Posted: 03 Jul 2007 Last Revised: 15 Jul 2010

John Y. Campbell

Harvard University - Department of Economics

Downloads 39 (528,888)

Citation 1

Abstract:

96.

Intergenerational Risksharing and Equilibrium Asset Prices

NBER Working Paper No. w12204

Number of pages: 29 Posted: 25 May 2006 Last Revised: 08 May 2021

Yves Nosbusch and John Y. Campbell

London School of Economics & Political Science (LSE) and Harvard University - Department of Economics

Downloads 39 (528,888)

Citation 5

Abstract:

97.

Household Saving and Permanent Income in Canada and the United Kingdom

NBER Working Paper No. w2223

Number of pages: 32 Posted: 15 Jan 2007 Last Revised: 31 Jul 2021

John Y. Campbell and Richard Clarida

Harvard University - Department of Economics and Columbia University - Graduate School of Arts and Sciences - Department of Eco

Downloads 34 (554,585)

Abstract:

98.

The Term Structure of Euromarket Interest Rates: an Empirical Investigation

NBER Working Paper No. w1946

Number of pages: 35 Posted: 11 Apr 2007 Last Revised: 28 Apr 2021

John Y. Campbell and Richard Clarida

Harvard University - Department of Economics and Columbia University - Graduate School of Arts and Sciences - Department of Eco

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Citation 2

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99.

Mortgage Market Design

NBER Working Paper No. w18339

Number of pages: 35 Posted: 25 Aug 2012 Last Revised: 12 Aug 2021

John Y. Campbell

Harvard University - Department of Economics

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Citation 30

Abstract:

100.

Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate within the Statement Week

NBER Working Paper No. w1806

Number of pages: 22 Posted: 19 Jun 2004 Last Revised: 10 Jun 2021

John Y. Campbell

Harvard University - Department of Economics

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Citation 3

Abstract:

101.

How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market

NBER Working Paper No. w18394

Number of pages: 31 Posted: 15 Sep 2012 Last Revised: 06 Oct 2021

John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System

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Abstract:

102.

Viewpoint: Estimating the Equity Premium

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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Citation 1

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103.

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

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 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 (BIS), Dartmouth College - Tuck School of Business, Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance

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Citation 4

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104.

Who Owns What? A Factor Model for Direct Stock Holding

NBER Working Paper No. w29065

Number of pages: 52 Posted: 26 Jul 2021 Last Revised: 31 Jul 2021

Vimal Balasubramaniam, John Y. Campbell, Tarun Ramadorai and Benjamin Ranish

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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105.

Viewpoint: Estimating the Equity Premium - Evaluer La Prime Des Actions Par Rapport Aux Obligations

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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Citation 8

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106.

Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller

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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Citation 6

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107.

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

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 Business School - Finance and Economics, 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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108.

Predicting Financial Distress and the Performance of Distressed Stocks

Journal of Investment Management (JOIM), Second Quarter 2011

Posted: 03 May 2011

John Y. Campbell, Jens Hilscher and Jan Szilagyi

Harvard University - Department of Economics, University of California, Davis and affiliation not provided to SSRN

Abstract:

109.

Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

The Review of Financial Studies, Vol. 21, Issue 4, pp. 1509-1531, 2008

Posted: 08 Aug 2008

John Y. Campbell and Samuel Brodsky Thompson

Harvard University - Department of Economics and Arrowstreet Capital, L.P.

Abstract:

110.

The Term Structure of the Risk-Return Trade-Off

Financial Analysts Journal, Vol. 61, No. 1, pp. 34-44, January/February 2005

Posted: 05 Feb 2005

John Y. Campbell and Luis M. Viceira

Harvard University - Department of Economics and Harvard Business School - Finance Unit

Abstract:

111.

International Experiences with Transactions Taxes

Posted: 02 Sep 1999

John Y. Campbell and Kenneth Froot

Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

John Y. Campbell

Harvard University - Department of Economics

Morton L. and Carole S. Olshan Professor of Economics

National Bureau of Economic Research (NBER)

111

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Scholarly Papers (111)

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Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience

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Strategic Asset Allocation in a Continuous-Time VAR Model

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An Intertemporal CAPM with Stochastic Volatility

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Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market

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Foreign Currency for Long-Term Investors