John Y. Campbell
Active 1983–2020
- 64
- Papers
- 51,543
- Citations
- 63
- h-index
- 64
- i10-index
Citations
Citation sources
Countries
Institutions
Fields
- Economics, Econometrics and Finance69.5%
- Business, Management and Accounting13.7%
- Decision Sciences5.9%
- Computer Science5%
- Mathematics1.5%
- Engineering1.3%
- Other3.1%
Topics
- Financial Markets and Investment Strategies15%
- Monetary Policy and Economic Impact7.6%
- Market Dynamics and Volatility6.8%
- Financial Risk and Volatility Modeling5.8%
- Complex Systems and Time Series Analysis5.3%
- Housing Market and Economics4.8%
- Other54.7%
Coauthors
- Robert J. Shiller9
- Luis M. Viceira7
- N. Gregory Mankiw5
- Tarun Ramadorai3
- Tuomo Vuolteenaho3
- A. Craig MacKinlay2
- Andrew W. Lo2
- Christopher Polk2
- Cristian Badarinza2
- John Ammer2
- João F. Cocco2
- Laurent E. Calvet2
- Paolo Sodini2
- Stefano Giglio2
- Adi Sunderam1
- Albert S. Kyle1
- Brigitte C. Madrian1
- Burton G. Malkiel1
- Citable Link1
- Glen B. Taksler1
- Howell E. Jackson1
- Jan Szilagyi1
- Jens Hilscher1
- John H. Cochrane1
All papers
- Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
Authors: John Y. Campbell, Samuel B. Thompson - Review of Financial Studies 2007 cited by 2,997
- Household Finance
Authors: John Y. Campbell - The Journal of Finance 2006 cited by 2,203
- Strategic Asset Allocation
Authors: John Y. Campbell, Luis M. Viceira - 2002 cited by 1,290
- Inflation Illusion and Stock Prices
Authors: John Y. Campbell, Tuomo Vuolteenaho - American Economic Review 2004 cited by 478
- Restoring Rational Choice: The Challenge of Consumer Financial Regulation
Authors: John Y. Campbell - American Economic Review 2016 cited by 264
- THE ECONOMETRICS OF FINANCIAL MARKETS
Authors: John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Robert Whitelaw - Macroeconomic Dynamics 1998 cited by 206
- No news is good news
Authors: John Y. Campbell, Ludger Hentschel - Journal of Financial Economics 1992 cited by 1,982
- A VARIANCE DECOMPOSITION FOR STOCK RETURNS
Authors: Citable Link, John Y. Campbell - http://dash.harvard.edu/bitstream/handle/1/3207695/campbell_variancedecomposition.pdf 1990 cited by 1,867
- Fight Or Flight? Portfolio Rebalancing by Individual Investors*
Authors: Laurent E. Calvet, John Y. Campbell, Paolo Sodini - The Quarterly Journal of Economics 2009 cited by 471
- The Econometrics of Financial Markets
Authors: John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay - Princeton University Press eBooks 1997 cited by 6,168
- Bad Beta, Good Beta
Authors: John Y. Campbell, Tuomo Vuolteenaho - American Economic Review 2004 cited by 1,218
- Smart Money, Noise Trading and Stock Price Behaviour
Authors: John Y. Campbell, Albert S. Kyle - The Review of Economic Studies 1993 cited by 601
- The response of consumption to income
Authors: John Y. Campbell, N. Gregory Mankiw - European Economic Review 1991 cited by 551
- Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
Authors: John Y. Campbell, Christopher Polk, Tuomo Vuolteenaho - Review of Financial Studies 2009 cited by 377
- Financial Decisions and Markets: A Course in Asset Pricing
Authors: John Y. Campbell - 2017 cited by 232
- Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
Authors: John Y. Campbell, Adi Sunderam, Luis M. Viceira - Critical Finance Review 2017 cited by 216
- Forced Sales and House Prices
Authors: John Y. Campbell, Stefano Giglio, Parag A. Pathak - American Economic Review 2011 cited by 918
- Valuation Ratios and the Long-Run Stock Market Outlook
Authors: John Y. Campbell, Robert J. Shiller - The Journal of Portfolio Management 1998 cited by 820
- Are Output Fluctuations Transitory?
Authors: John Y. Campbell, N. Gregory Mankiw - The Quarterly Journal of Economics 1987 cited by 783
- Who Should Buy Long-Term Bonds?
Authors: John Y. Campbell, Luis M. Viceira - American Economic Review 2001 cited by 654
- Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence
Authors: John Y. Campbell, N. Gregory Mankiw - NBER Macroeconomics Annual 1989 cited by 621
- Permanent Income, Current Income, and Consumption
Authors: John Y. Campbell, N. Gregory Mankiw - Journal of Business and Economic Statistics 1987 cited by 585
- Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis
Authors: John Y. Campbell - Econometrica 1986 cited by 528
- Consumer Financial Protection
Authors: John Y. Campbell, Howell E. Jackson, Brigitte C. Madrian, Peter Tufano - The Journal of Economic Perspectives 2011 cited by 438
