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Author
John Y. Campbell
also known as Campbell, John, Campbell, John Y., J. Y. Campbell
National Bureau of Economic Research · Harvard University · Boston College · Center for Economic and Policy Research
About this author
Works
673
Cited by
67,732
h-index
92
i10
181
Top papers
The Econometrics of Financial Markets
John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
·
2012
·
Princeton University Press eBooks
↗ 6,165
OA
The Econometrics of Financial Markets
John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
·
1997
·
Princeton University Press eBooks
↗ 5,029
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
John Y. Campbell, Robert J. Shiller
·
1988
·
Review of Financial Studies
↗ 3,961
OA
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
John Y. Campbell, Samuel B. Thompson
·
2007
·
Review of Financial Studies
↗ 2,964
OA
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
John Y. Campbell, Martin Lettau, Burton G. Malkiel, et al.
·
2001
·
The Journal of Finance
↗ 2,504
Stock Prices, Earnings, and Expected Dividends
Robert J. Shiller, John Y. Campbell
·
2009
·
Digital Access to Scholarship at Harvard (DASH) (Harvard University)
↗ 2,466
OA
In Search of Distress Risk
Jan Szilagyi, Jens Hilscher, John Y. Campbell
·
2009
·
Digital Access to Scholarship at Harvard (DASH) (Harvard University)
↗ 2,231
OA
Household Finance
John Y. Campbell
·
2006
·
The Journal of Finance
↗ 2,175
OA
Cointegration and Tests of Present Value Models
John Y. Campbell, Robert J. Shiller
·
1987
·
Journal of Political Economy
↗ 2,147
No news is good news
John Y. Campbell, Ludger Hentschel
·
1992
·
Journal of Financial Economics
↗ 1,978
OA
Yield Spreads and Interest Rate Movements: A Bird's Eye View
John Y. Campbell, Robert J. Shiller
·
1991
·
The Review of Economic Studies
↗ 1,848
OA
Strategic Asset Allocation
John Y. Campbell, Luis M. Viceira
·
2002
↗ 1,277
Books
Financial Decisions and Markets
2017
·
Princeton University Press
Asset Prices and Monetary Policy (National Bureau of Economic Research Conference Report)
2008
·
University Of Chicago Press
The econometrics of financial markets
1997
·
Princeton University Press
Strategic asset allocation
2002
·
Oxford University Press
A variance decomposition for stock returns
1990
·
National Bureau of Economic Research
Intertemporal asset pricing without consumption
1990
·
LSE Financial Markets Group
Where do betas come from?
1993
·
National Bureau of EconomicResearch
Elasticities of substitution in real business cycle models with home production
1998
·
Harvard Institute of Economic Research, Harvard University