עקוב אחר
John Y. Campbell
John Y. Campbell
Morton L. and Carole S. Olshan Professor of Economics, Harvard University
כתובת אימייל מאומתת בדומיין harvard.edu - דף הבית
כותרת
צוטט על ידי
צוטט על ידי
שנה
The Econometrics of Financial Markets
JY Campbell, AW Lo, AC MacKinlay
The Econometrics of Financial Markets, 1997
144171997
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
65021999
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
55981988
Household finance
JY Campbell
The Journal of Finance 61 (4), 1553-1604, 2006
39332006
Stock prices, earnings, and expected dividends
JY Campbell, RJ Shiller
The Journal of Finance 43 (3), 661-676, 1988
38161988
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
36282001
Cointegration and tests of present value models
JY Campbell, RJ Shiller
Journal of Political Economy 95 (5), 1062-1088, 1987
33491987
Stock returns and the term structure
JY Campbell
Journal of Financial Economics 18 (2), 373-399, 1987
31961987
In search of distress risk
JY Campbell, J Hilscher, J Szilagyi
The Journal of Finance 63 (6), 2899-2939, 2008
30792008
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
30102007
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
29811992
Pitfalls and opportunities: what macroeconomists should know about unit roots
JY Campbell, P Perron
NBER Macroeconomics Annual 6, 141-201, 1991
28941991
Consumption, income, and interest rates: reinterpreting the time series evidence
JY Campbell, NG Mankiw
NBER Macroeconomics Annual 4, 185-216, 1989
28381989
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
JY Campbell, LM Viceira
Oxford University Press, 2002
27272002
A variance decomposition for stock returns
JY Campbell
The Economic Journal 101 (405), 157-179, 1991
25711991
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
24151991
Understanding risk and return
JY Campbell
Journal of Political Economy 104 (2), 298-345, 1996
22941996
Trading volume and serial correlation in stock returns
JY Campbell, SJ Grossman, J Wang
The Quarterly Journal of Economics 108 (4), 905-939, 1993
22871993
Bad beta, good beta
JY Campbell, T Vuolteenaho
American Economic Review 94 (5), 1249-1275, 2004
17532004
How do house prices affect consumption? Evidence from micro data
JY Campbell, JF Cocco
Journal of Monetary Economics 54 (3), 591-621, 2007
17072007
המערכת אינה יכולה לבצע את הפעולה כעת. נסה שוב מאוחר יותר.
מאמרים 1–20