John Y. Campbell
John Y. Campbell
Morton L. and Carole S. Olshan Professor of Economics, Harvard University
Verified email at harvard.edu - Homepage
Title
Cited by
Cited by
Year
The econometrics of financial markets
JY Campbell, AW Lo, AC MacKinlay
The Econometrics of Financial Markets, 1997
12910*1997
By force of habit: a consumption-based explanation of aggregate stock market behavior
JY Campbell, JH Cochrane
Journal of Political Economy 107 (2), 205-251, 1999
57381999
The dividend-price ratio and expectations of future dividends and discount factors
JY Campbell, RJ Shiller
The Review of Financial Studies 1 (3), 195-228, 1988
49011988
Stock prices, earnings, and expected dividends
JY Campbell, RJ Shiller
The Journal of Finance 43 (3), 661-676, 1988
34071988
Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk
JY Campbell, M Lettau, BG Malkiel, Y Xu
The Journal of Finance 56 (1), 1-43, 2001
32442001
Household finance
JY Campbell
The Journal of Finance 61 (4), 1553-1604, 2006
31932006
Cointegration and tests of present value models
JY Campbell, RJ Shiller
Journal of Political Economy 95 (5), 1062-1088, 1987
31681987
Stock returns and the term structure
JY Campbell
Journal of Financial Economics 18 (2), 373-399, 1987
29001987
Pitfalls and opportunities: what macroeconomists should know about unit roots
JY Campbell, P Perron
NBER Macroeconomics Annual 6, 141-201, 1991
26931991
No news is good news: an asymmetric model of changing volatility in stock returns
JY Campbell, L Hentschel
Journal of Financial Economics 31 (3), 281-318, 1992
26391992
Consumption, income, and interest rates: reinterpreting the time series evidence
JY Campbell, NG Mankiw
NBER Macroeconomics Annual 4, 185-216, 1989
25501989
Strategic asset allocation: portfolio choice for long-term investors
JY Campbell, LM Viceira
Oxford University Press, 2002
24892002
In search of distress risk
JY Campbell, J Hilscher, J Szilagyi
The Journal of Finance 63 (6), 2899-2939, 2008
24082008
A variance decomposition for stock returns
JY Campbell
The Economic Journal 101 (405), 157-179, 1991
23051991
Yield spreads and interest rate movements: a bird's eye view
JY Campbell, RJ Shiller
The Review of Economic Studies 58 (3), 495-514, 1991
22021991
Predicting excess stock returns out of sample: can anything beat the historical average?
JY Campbell, SB Thompson
The Review of Financial Studies 21 (4), 1509-1531, 2007
21312007
Understanding risk and return
JY Campbell
Journal of Political Economy 104 (2), 298-345, 1996
21041996
Trading volume and serial correlation in stock returns
JY Campbell, SJ Grossman, J Wang
The Quarterly Journal of Economics 108 (4), 905-939, 1993
20441993
What moves the stock and bond markets? A variance decomposition for long‐term asset returns
JY Campbell, J Ammer
The Journal of Finance 48 (1), 3-37, 1993
15201993
Bad beta, good beta
JY Campbell, T Vuolteenaho
American Economic Review 94 (5), 1249-1275, 2004
14882004
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Articles 1–20