John Y. Campbell
John Y. Campbell
Morton L. and Carole S. Olshan Professor of Economics, Harvard University
E-mailová adresa ověřena na: harvard.edu - Domovská stránka
NázevCitaceRok
The econometrics of financial markets
JY Campbell, JJ Champbell, JW Campbell, AW Lo, AWC Lo, ...
princeton University press, 1997
110881997
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
47551999
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
40561988
Stock prices, earnings, and expected dividends
JY Campbell, RJ Shiller
The Journal of Finance 43 (3), 661-676, 1988
28331988
Cointegration and tests of present value models
JY Campbell, RJ Shiller
Journal of political economy 95 (5), 1062-1088, 1987
27911987
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
27522001
Stock returns and the term structure
JY Campbell
Journal of financial economics 18 (2), 373-399, 1987
24901987
Pitfalls and opportunities: what macroeconomists should know about unit roots
JY Campbell, P Perron
NBER macroeconomics annual 6, 141-201, 1991
24231991
Household finance
JY Campbell
The journal of finance 61 (4), 1553-1604, 2006
23362006
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
21991992
Consumption, income, and interest rates: Reinterpreting the time series evidence
JY Campbell, NG Mankiw
NBER macroeconomics annual 4, 185-216, 1989
21851989
Strategic asset allocation: portfolio choice for long-term investors
JY Campbell, LM Viceira, LM Viceira
Clarendon Lectures in Economic, 2002
21072002
A variance decomposition for stock returns
JY Campbell
The economic journal 101 (405), 157-179, 1991
19381991
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
18881991
Understanding risk and return
JY Campbell
Journal of Political economy 104 (2), 298-345, 1996
18141996
In search of distress risk
JY Campbell, J Hilscher, J Szilagyi
The Journal of Finance 63 (6), 2899-2939, 2008
17422008
Trading volume and serial correlation in stock returns
JY Campbell, SJ Grossman, J Wang
The Quarterly Journal of Economics 108 (4), 905-939, 1993
17331993
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
14462007
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
12581993
Equity volatility and corporate bond yields
JY Campbell, GB Taksler
The Journal of Finance 58 (6), 2321-2350, 2003
12262003
Systém momentálně nemůže danou operaci provést. Zkuste to znovu později.
Články 1–20