John B. Donaldson

Columbia Business School - Finance and Economics

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

16

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2,220

SSRN CITATIONS
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Top 6,976

in Total Papers Citations

28

CROSSREF CITATIONS

115

Scholarly Papers (16)

Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle

Center for Research in Security Prices (CRSP) Working Paper No. 457
Number of pages: 36 Posted: 03 Feb 2000
George M. Constantinides, John B. Donaldson and Rajnish Mehra
University of Chicago - Booth School of Business, Columbia Business School - Finance and Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 507 (54,303)
Citation 16

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Junior Can't Borrow: a New Perspective on the Equity Premium Puzzle

NBER Working Paper No. w6617
Number of pages: 36 Posted: 26 Jul 2000 Last Revised: 10 Oct 2010
George M. Constantinides, John B. Donaldson and Rajnish Mehra
University of Chicago - Booth School of Business, Columbia Business School - Finance and Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 44 (420,931)

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Citation 16

Distribution Risk and Equity Returns

EFA 2006 Zurich Meetings, FAME Research Paper No. 161
Number of pages: 44 Posted: 03 Jan 2006
Jean-Pierre Danthine, John B. Donaldson and Paolo Siconolfi
University of Lausanne - Institute of Banking and Finance (IBF), Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Downloads 241 (127,461)
Citation 2

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Income shares, Distribution risk, equity premium, limited market participation

Distribution Risk and Equity Returns

THE EQUITY RISK PREMIUM, NORTH HOLLAND HANDBOOK OF FINANCE SERIES, R. Mehra, ed., North Holland, Amsterdam, 2006
Number of pages: 44 Posted: 19 Jun 2006
John B. Donaldson, Paolo Siconolfi and Jean-Pierre Danthine
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and University of Lausanne - Institute of Banking and Finance (IBF)
Downloads 142 (206,724)

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Income shares, Distribution risk, equity premium, limited market

Distribution Risk and Equity Returns

CEPR Discussion Paper No. 5425
Number of pages: 56 Posted: 07 Apr 2006
Jean-Pierre Danthine, John B. Donaldson and Paolo Siconolfi
University of Lausanne - Institute of Banking and Finance (IBF), Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Downloads 16 (571,069)
Citation 1
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Income shares, distribution risk, equity premium, limited market participation

Executive Compensation and Stock Options: An Inconvenient Truth

Swiss Finance Institute Research Paper No. 08-13
Number of pages: 32 Posted: 08 Jul 2008
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 307 (98,666)
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corporate governance, optimal contracting, business cycles

Executive Compensation and Stock Options: An Inconvenient Truth

CEPR Discussion Paper No. DP6890
Number of pages: 31 Posted: 20 Aug 2008
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 2 (675,980)
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business cycles, convex contracts, corporate governance, executive compensation, optimal contracting, stock options

Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts

FRB of New York Staff Report No. 531
Number of pages: 58 Posted: 03 Jan 2012
John B. Donaldson, Natalia Gershun and Marc P. Giannoni
Columbia Business School - Finance and Economics, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 132 (219,461)
Citation 1

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executive compensation, delegation, indeterminacy and instability

Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts

EFA 2009 Bergen Meetings Paper
Number of pages: 44 Posted: 18 Feb 2009 Last Revised: 04 Jul 2011
John B. Donaldson, Natalia Gershun and Marc P. Giannoni
Columbia Business School - Finance and Economics, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 107 (256,658)
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delegation, executive compensation, indeterminacy and instability

Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts

NBER Working Paper No. w15165
Number of pages: 45 Posted: 21 Jul 2009 Last Revised: 11 Aug 2009
John B. Donaldson, Natalia Gershun and Marc P. Giannoni
Columbia Business School - Finance and Economics, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 12 (598,450)

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Executive Compensation: The View from General Equilibrium

Swiss Finance Institute Research Paper No. 07-33
Number of pages: 30 Posted: 09 Oct 2007
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 184 (165,329)
Citation 1

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incentives, optimal contracting, stochastic discount factor

Executive Compensation: The View from General Equilibrium

CEPR Discussion Paper No. DP6555
Number of pages: 29 Posted: 05 Jun 2008
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 1 (689,966)
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incentives, optimal contracting, stochastic discount factor

6.
Downloads 151 (196,119)
Citation 2

The Macroeconomics of Delegated Management

FAME Research Paper No. 88
Number of pages: 52 Posted: 31 Jul 2003
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 122 (233,220)
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The Macroeconomics of Delegated Management

CEPR Discussion Paper No. 4008
Number of pages: 43 Posted: 26 Sep 2003
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 29 (489,424)
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Business cycles, delegated management, contracting

On the Consequences of State Dependent Preferences for the Pricing of Financial Assets

FAME Research Paper No. 73
Number of pages: 45 Posted: 22 Jul 2003
University of Lausanne - Institute of Banking and Finance (IBF), CUNY - Baruch College, Manhattan College and Columbia Business School - Finance and Economics
Downloads 118 (239,176)
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state dependent utility, equity premium, equity premium puzzle

On the Consequences of State Dependent Preferences for the Pricing of Financial Assets

CEPR Discussion Paper No. 3697
Number of pages: 37 Posted: 21 Mar 2003
University of Lausanne - Institute of Banking and Finance (IBF), CUNY - Baruch College, Manhattan College and Columbia Business School - Finance and Economics
Downloads 22 (531,941)
Citation 1
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State dependent utility, equity premium, equity premium puzzle

8.

Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security

NBER Working Paper No. w8906
Number of pages: 49 Posted: 18 Apr 2002 Last Revised: 20 Jun 2002
George M. Constantinides, John B. Donaldson and Rajnish Mehra
University of Chicago - Booth School of Business, Columbia Business School - Finance and Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 53 (381,783)
Citation 6

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9.

Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion

Number of pages: 71 Posted: 08 Feb 2019
John B. Donaldson and Rajnish Mehra
Columbia Business School - Finance and Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 39 (432,281)

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Mean Reversion, Mean Aversion, Average Crossing Time

10.

Junior is Rich: Bequests as Consumption

NBER Working Paper No. w11122
Number of pages: 51 Posted: 01 Jun 2006
George M. Constantinides, John B. Donaldson and Rajnish Mehra
University of Chicago - Booth School of Business, Columbia Business School - Finance and Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 37 (440,451)

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11.

Demographics and FDI: Lessons From China’s One-Child Policy

Number of pages: 36 Posted: 31 Jan 2018
John B. Donaldson, Christos Koulovatianos, Jian Li and Rajnish Mehra
Columbia Business School - Finance and Economics, Department of Finance, University of Luxembourg, Universite du Luxembourg and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 34 (453,195)

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Lucas Paradox, Capital-Labor Ratio, FDI-Intensity, One-Child Policy

Demographics and FDI: Lessons from China's One-Child Policy

Center for Financial Studies Working Paper No. 613
Number of pages: 46 Posted: 16 Dec 2018
John B. Donaldson, Christos Koulovatianos, Jian Li and Rajnish Mehra
Columbia Business School - Finance and Economics, Department of Finance, University of Luxembourg, Universite du Luxembourg and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 23 (525,370)

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Lucas paradox, capital-labor ratio, FDI-intensity, one-child policy

Demographics and FDI: Lessons from China's One-Child Policy

NBER Working Paper No. w24256
Number of pages: 43 Posted: 29 Jan 2018
John B. Donaldson, Christos Koulovatianos, Jian Li and Rajnish Mehra
Columbia Business School - Finance and Economics, Department of Finance, University of Luxembourg, Universite du Luxembourg and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 5 (648,443)

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13.

Decentralizing the Stochastic Growth Model

CEPR Discussion Paper No. 3348
Number of pages: 32 Posted: 04 Jun 2002
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 28 (481,531)
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Stochastic growth model, business cycles, delegated management

14.

A Note on Nns Models: Introducing Physical Capital; Avoiding Rationing

CEPR Discussion Paper No. 3351
Number of pages: 11 Posted: 06 Jun 2002
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 15 (556,146)
Citation 1
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New neo-classical synthesis, sticky prices, cost-of-adjusting capital

15.

Non-Falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso

CEPR Discussion Paper No. 1819
Posted: 20 Aug 1998
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics

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Productivity Growth, Consumer Confidence and the Business Cycle

CEPR Discussion Paper Series No. 1779
Posted: 25 Jun 1998
Jean-Pierre Danthine, John B. Donaldson and Thore Johnsen
University of Lausanne - Institute of Banking and Finance (IBF), Columbia Business School - Finance and Economics and Norwegian School of Economics (NHH) - Department of Finance

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