John Y. Campbell
Princeton University Press
2 papers in the Anchorcite directory, published between 1999 and 2012, cited 11,504 times in total.
Research topics
- Financial Markets and Investment Strategies · 2 papers
- Monetary Policy and Economic Impact · 1 paper
- Financial Risk and Volatility Modeling · 1 paper
- Economic theories and models · 1 paper
- Complex Systems and Time Series Analysis · 1 paper
Frequent co-authors
- Andrew W. Lo · 1 paper
- A. Craig MacKinlay · 1 paper
- John H. Cochrane · 1 paper
Papers
- The Econometrics of Financial MarketsPrinceton University Press eBooks · 2012 · 6,104 citations
This book is an ambitious effort by three well-known and well-respected scholars to fill an acknowledged void in the literature—a text covering the burgeoning field of empirical finance. As the authors note in the preface, there are several excellent books…
- By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market BehaviorJournal of Political Economy · 1999 · 5,400 citations
We present a consumption‐based model that explains a wide variety of dynamic asset pricing phenomena, including the procyclical variation of stock prices, the long‐horizon predictability of excess stock returns, and the countercyclical variation of stock market volatility. The model captures…
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