John Y. Campbell
John Young Campbell attended the Dragon School, Oxford, and Winchester College. In 1979 he received his B.A. from Corpus Christi College, Oxford. In 1984 he received his Ph.D. in economics from Yale University. After graduating, he became an assistant professor at Princeton University. In 1994, he became a professor at Harvard University, where he is currently the Morton L. and Carole S. Olshan Professor of Economics.
Born 1958-05-17
Links
Identifiers
- VIAF120112114
- WikidataQ1383155
- ISNI0000000109395940
- Open LibraryOL536520A
Top Subjects
- Stocks -- Prices -- Econometric models (4)
- Consumption (Economics) -- Econometric models (3)
- Rate of return -- Forecasting -- Econometric models (3)
- Capital assets pricing model (3)
- Rate of return -- Mathematical models (3)
- Portfolio management (3)
- United States (3)
Books by John Y. Campbell
Total count: 50
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Permanent income, current income, and consumptionNational Bureau of Economic Research1987-01-01
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Predictable stock returns in the United States and Japana study of long-term capital market integrationNational Bureau of Economic Research1989-01-01
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Consumption, income, and interest ratesreinterpreting the time series evidenceNational Bureau of Economic Research1989-01-01
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A variance decomposition for stock returns.LSE Financial Markets Group1990-01-01
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No news is good newsan asymmetric model of changing volatility in stock returnsLSE Financial Markets Group1990-01-01
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Measuring the persistence of expected returnsNational Bureau of Economic Research1990-01-01
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Intertemporal asset pricing without consumption.LSE Financial Markets Group1990-01-01
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What moves the stock and bond markets?a variance decomposition for long-term asset returnsNational Bureau of Economic Research1991-01-01
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Inspecting the mechanisman analytical approach to the stochastic growth modelNational Bureau of Economic Research1992-01-01
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Intertemporal asset pricing without consumption dataNational Bureau of Economic Research1992-01-01
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Trading volume and serial correlation in stock returnsNational Bureau of Economic Research1992-01-01
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Where do betas come from?asset price dynamics and the sources of systematic riskNational Bureau of Economic Research1993-01-01
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International experiences with securities transaction taxesNational Bureau of Economic Research1993-01-01
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Understanding risk and returnNational Bureau of Economic Research1993-01-01
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By force of habita consumption-based explanation of aggregate stock market behaviorFederal Reserve Bank of Philadelphia, Economic Research Division1994-01-01
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Some lessons from the yield curveNational Bureau of Economic Research1995-01-01
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Consumption and the stock marketinterpreting international experienceNational Bureau of Economic Research1996-01-01
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A scorecard for indexed government debtNational Bureau of Economic Research1996-01-01
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Consumption and portfolio decisions when expected returns are time varyingNational Bureau of Economic Research1996-01-01
The econometrics of financial marketsPrinceton University Press1997-01-01-
Elasticities of substitution in real business cycle models with home productionNational Bureau of Economic Research1998-01-01
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Asset prices, consumption, and the business cycleNational Bureau of Economic Research1998-01-01
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Who should buy long-term bonds?National Bureau of Economic Research1998-01-01
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Explaining the poor performance of consumption-based asset pricing modelsNational Bureau of Economic Research1999-01-01
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Dispersion and volatility in stock returnsan empirical investigationNational Bureau of Economic Research1999-01-01
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Asset pricing at the millenniumNational Bureau of Economic Research2000-01-01
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A multivariate model of strategic asset allocationNational Bureau of Economic Research2001-01-01
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Estimating the real rate of return on stocks over the long termSocial Security Advisory Board2001-01-01
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Valuation ratios and the long-run stock market outlookan updateNational Bureau of Economic Research2001-01-01
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Equity volatility and corporate bond yieldsNational Bureau of Economic Research2002-01-01
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Strategic asset allocationportfolio choice for long-term investorsOxford University Press2002-01-01
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Foreign currency for long-term investorsNational Bureau of Economic Research2002-01-01
Strategic Asset AllocationOxford University Press, USA2002-03-15-
Household risk management and optimal mortgage choiceNational Bureau of Economic Research2003-01-01
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Bad beta, good betaNational Bureau of Economic Research2003-01-01
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Efficient tests of stock return predictabilityNational Bureau of Economic Research2003-01-01
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Inflation illusion and stock pricesNational Bureau of Economic Research2004-01-01
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Caught on tapeinstitutional order flow and stock returnsNational Bureau of Economic Research2005-01-01
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The term structure of the risk-return tradeoffNational Bureau of Economic Research2005-01-01
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Predicting the equity premium out of samplecan anything beat the historical average?National Bureau of Economic Research2005-01-01
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How do house prices affect consumption?evidence from micro dataNational Bureau of Economic Research2005-01-01
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Growth or glamour?fundamentals and systematic risk in stock returnsNational Bureau of Economic Research2005-01-01
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Household financeNational Bureau of Economic Research2006-01-01
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In search of distress riskNational Bureau of Economic Research2006-01-01
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Intergenerational risksharing and equilibrium asset pricesNational Bureau of Economic Research2006-01-01
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Estimating the equity premiumNational Bureau of Economic Research2007-01-01
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Global currency hedgingNational Bureau of Economic Research2007-01-01
Asset Prices and Monetary PolicyUniversity of Chicago Press2008-01-01-
Understanding inflation-indexed bond marketsNational Bureau of Economic Research2009-01-01
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A model of mortgage defaultNational Bureau of Economic Research2011-01-01