John Heaton

University of Chicago - Finance

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

  • University of Chicago - Finance

SCHOLARLY PAPERS

6

DOWNLOADS

861

TOTAL CITATIONS
Rank 3,472

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Top 3,472

in Total Papers Citations

125

Scholarly Papers (6)

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1.

Intangible Risk?

Measuring Capital in the New Economy, Carol Corrado, John Haltiwanger and Dan Sichel, editors, University of Chicago Press, 2005
Number of pages: 43 Posted: 19 Dec 2013
Lars Peter Hansen, John Heaton and Nan Li
University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 219 (290,992)
Citation 3

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Intangible Risk, Value Premium, Adjustment Costs

2.

Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance

Review of Financial Studies, Vol. 15, No. 2, pp. 353-361, 2002
Number of pages: 15 Posted: 14 Apr 2005 Last Revised: 16 Dec 2009
John Heaton and Robert A. Korajczyk
University of Chicago - Finance and Northwestern University - Kellogg School of Management
Downloads 201 (315,466)

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Market Frictions, Behavioral Finance, Liquidity

3.

Consumption Strikes Back?: Measuring Long-Run Risk

Downloads 186 (340,485)
Citation 49

Consumption Strikes Back?: Measuring Long-Run Risk

NBER Working Paper No. w11476
Number of pages: 56 Posted: 09 Aug 2005 Last Revised: 11 Nov 2022
Lars Peter Hansen, John Heaton and Nan Li
University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 186 (339,624)
Citation 49

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Consumption Strikes Back? Measuring Long-Run Risk

Journal of Political Economy, Vol. 116, No. 2, 2008
Posted: 16 Feb 2017
Lars Peter Hansen, John Heaton and Nan Li
University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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4.

Econometric Evaluation of Asset Pricing Models

Downloads 177 (354,239)
Citation 2

Econometric Evaluation of Asset Pricing Models

NBER Working Paper No. t0145
Number of pages: 65 Posted: 24 Jul 2000 Last Revised: 27 May 2023
Lars Peter Hansen, Erzo G. J. Luttmer and John Heaton
University of Chicago - Department of Economics, University of Minnesota - Twin Cities - Department of Economics and University of Chicago - Finance
Downloads 177 (353,555)
Citation 2

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Econometric Evaluation of Asset Pricing Models

REVIEW OF FINANCIAL STUDIES, Vol 8 No 2
Posted: 29 Aug 1998
Lars Peter Hansen, Erzo G. J. Luttmer and John Heaton
University of Chicago - Department of Economics, University of Minnesota - Twin Cities - Department of Economics and University of Chicago - Finance

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5.

Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing

Downloads 78 (647,512)
Citation 71

Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing

NBER Working Paper No. w4249
Number of pages: 60 Posted: 15 Aug 2007 Last Revised: 13 Aug 2022
John Heaton and Deborah J. Lucas
University of Chicago - Finance and Northwestern University - Kellogg School of Management
Downloads 78 (656,845)
Citation 71

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Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing

J. OF POLITICAL ECONOMY, Vol. 104 No. 3, June 1996
Posted: 11 Sep 1996
John Heaton and Deborah J. Lucas
University of Chicago - Finance and Northwestern University - Kellogg School of Management

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6.

Portfolio Choice in the Presence of Background Risk

Posted: 22 Jan 2001
Deborah J. Lucas and John Heaton
Northwestern University - Kellogg School of Management and University of Chicago - Finance

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