John H. Cochrane
1988–2017 年に発表
- 28
- 論文数
- 19,289
- 被引用数
- 28
- h 指数
- 28
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Economics, Econometrics and Finance72.2%
- Business, Management and Accounting11.7%
- Decision Sciences5.8%
- Agricultural and Biological Sciences2.5%
- Computer Science2.1%
- Social Sciences2%
- その他3.7%
トピック
- Financial Markets and Investment Strategies15.6%
- Monetary Policy and Economic Impact10.9%
- Stochastic processes and financial applications5.4%
- Market Dynamics and Volatility5.4%
- Economic theories and models4.8%
- Corporate Finance and Governance4.5%
- その他53.4%
共著者
全論文
- Presidential Address: Discount Rates
著者: John H. Cochrane - The Journal of Finance 2011 被引用: 2,288
- Asset Pricing: Revised Edition
著者: John H. Cochrane - 2005 被引用: 770
- The risk and return of venture capital
著者: John H. Cochrane - Journal of Financial Economics 2004 被引用: 941
- Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets
著者: John H. Cochrane, Jesús Saá-Requejo - Journal of Political Economy 2000 被引用: 428
- Bond Risk Premia
著者: John H. Cochrane, Monika Piazzesi - American Economic Review 2005 被引用: 1,548
- Macro-Finance
著者: John H. Cochrane - European Finance Review 2017 被引用: 337
- By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
著者: John Campbell, John H. Cochrane - 1995 被引用: 1,582
- A Simple Test of Consumption Insurance
著者: John H. Cochrane - Journal of Political Economy 1991 被引用: 979
- Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
著者: John H. Cochrane - The Journal of Finance 1991 被引用: 313
- The Dog That Did Not Bark: A Defense of Return Predictability
著者: John H. Cochrane - Review of Financial Studies 2006 被引用: 1,317
- How Big Is the Random Walk in GNP?
著者: John H. Cochrane - Journal of Political Economy 1988 被引用: 1,280
- A Cross-Sectional Test of an Investment-Based Asset Pricing Model
著者: John H. Cochrane - Journal of Political Economy 1996 被引用: 1,076
- Permanent and Transitory Components of GNP and Stock Prices
著者: John H. Cochrane - The Quarterly Journal of Economics 1994 被引用: 561
- Explaining the Variance of Price–Dividend Ratios
著者: John H. Cochrane - Review of Financial Studies 1992 被引用: 513
- The Fed and Interest Rates—A High-Frequency Identification
著者: John H. Cochrane, Monika Piazzesi - American Economic Review 2002 被引用: 490
- Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level
著者: John H. Cochrane - Econometrica 2001 被引用: 403
- Determinacy and Identification with Taylor Rules
著者: John H. Cochrane - Journal of Political Economy 2011 被引用: 377
- Understanding policy in the great recession: Some unpleasant fiscal arithmetic
著者: John H. Cochrane - European Economic Review 2010 被引用: 262
- Time-Consistent Health Insurance
著者: John H. Cochrane - Journal of Political Economy 1995 被引用: 226
- Production‐Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
著者: John H. Cochrane - The Journal of Finance 1991 被引用: 1,126
- Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
著者: John H. Cochrane, Jesús Saá-Requejo - 1996 被引用: 441
- International risk sharing is better than you think, or exchange rates are too smooth
著者: Michael W. Brandt, John H. Cochrane, Pedro Santa‐Clara - Journal of Monetary Economics 2006 被引用: 336
- Explaining the Poor Performance of Consumption‐based Asset Pricing Models
著者: John Y. Campbell, John H. Cochrane - The Journal of Finance 2000 被引用: 327
- A critique of the application of unit root tests
著者: John H. Cochrane - Journal of Economic Dynamics and Control 1991 被引用: 322
