John Heaton

University of Chicago - Finance

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

6

DOWNLOADS

581

SSRN CITATIONS
Rank 2,807

SSRN RANKINGS

Top 2,807

in Total Papers Citations

74

CROSSREF CITATIONS

382

Scholarly Papers (6)

1.

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
Downloads 160 (212,703)

Abstract:

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Market Frictions, Behavioral Finance, Liquidity

2.

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, Antai College of Economics and Management
Downloads 129 (253,052)
Citation 2

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Intangible Risk, Value Premium, Adjustment Costs

Consumption Strikes Back?: Measuring Long-Run Risk

NBER Working Paper No. w11476
Number of pages: 56 Posted: 09 Aug 2005
Lars Peter Hansen, John Heaton and Nan Li
University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University, Antai College of Economics and Management
Downloads 129 (254,002)
Citation 43

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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, Antai College of Economics and Management

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4.
Downloads 115 (275,373)
Citation 18

Econometric Evaluation of Asset Pricing Models

NBER Working Paper No. t0145
Number of pages: 65 Posted: 24 Jul 2000 Last Revised: 14 Mar 2008
University of Chicago - Department of Economics, University of Minnesota - Twin Cities - Department of Economics and University of Chicago - Finance
Downloads 115 (276,720)
Citation 1

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Econometric Evaluation of Asset Pricing Models

REVIEW OF FINANCIAL STUDIES, Vol 8 No 2
Posted: 29 Aug 1998
University of Chicago - Department of Economics, University of Minnesota - Twin Cities - Department of Economics and University of Chicago - Finance

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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: 14 Aug 2010
John Heaton and Deborah J. Lucas
University of Chicago - Finance and Northwestern University - Kellogg School of Management
Downloads 48 (458,151)
Citation 37

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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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