John H. Cochrane

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Co-authors

John Y. CampbellMorton L. and Carole S. Olshan Professor of Economics, Harvard UniversityVerified email at harvard.edu
Pedro Santa ClaraMillennium bcp Professor of Finance, Nova School of Business and EconomicsVerified email at novasbe.pt
Anil KashyapEdward Eagle Brown Professor of Economics and Finance, University of ChicagoVerified email at chicagobooth.edu
Jeremy C. SteinHarvard UniversityVerified email at harvard.edu
Darrell DuffieStanford UniversityVerified email at stanford.edu
Douglas W. DiamondUniversity of Chicago Booth School of BusinessVerified email at chicagobooth.edu
Hyun Song ShinEconomic Adviser and Head of Research, Bank for International SettlementsVerified email at bis.org
Luigi ZingalesProfessor of Finance, University of ChicagoVerified email at chicagobooth.edu

John H. Cochrane

Hoover Institution, Stanford University

Verified email at stanford.edu - Homepage

Economics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Asset pricing: Revised edition J Cochrane Princeton university press, 2009	7904	2009
Asset pricing: Revised edition J Cochrane Princeton university press, 2009	7904	2009
Asset pricing: Revised edition J Cochrane Princeton university press, 2009	7904	2009
Asset pricing: Revised edition J Cochrane Princeton university press, 2009	7904	2009
Asset pricing: Revised edition J Cochrane Princeton university press, 2009	7904	2009
Asset pricing: Revised edition J Cochrane Princeton university press, 2009	7904	2009
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	6489	1999
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	6479	1999
Pitfalls and opportunities: what macroeconomists should know about unit roots JY Campbell, P Perron NBER macroeconomics annual 6, 141-201, 1991	2832	1991
Presidential address: Discount rates JH Cochrane The Journal of finance 66 (4), 1047-1108, 2011	2488	2011
How big is the random walk in GNP? JH Cochrane Journal of political economy 96 (5), 893-920, 1988	2126	1988
Bond risk premia JH Cochrane, M Piazzesi American economic review 95 (1), 138-160, 2005	2043	2005
The dog that did not bark: A defense of return predictability JH Cochrane The Review of Financial Studies 21 (4), 1533-1575, 2008	1590	2008
Production‐based asset pricing and the link between stock returns and economic fluctuations JH Cochrane The Journal of Finance 46 (1), 209-237, 1991	1582	1991
A cross-sectional test of an investment-based asset pricing model JH Cochrane Journal of Political Economy 104 (3), 572-621, 1996	1494	1996
The risk and return of venture capital JH Cochrane Journal of financial economics 75 (1), 3-52, 2005	1468	2005
A simple test of consumption insurance JH Cochrane Journal of political economy 99 (5), 957-976, 1991	1450	1991
Financial markets and the real economy JH Cochrane Foundations and Trends® in Finance 1 (1), 1-101, 2005	879	2005
New facts in finance JH Cochrane National Bureau of Economic Research, 1999	782	1999
Permanent and transitory components of GNP and stock prices JH Cochrane The Quarterly Journal of Economics 109 (1), 241-265, 1994	725	1994

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