John Y. Campbell

Q: What Schools Are Affiliated With John Y. Campbell

John Y. Campbell is affiliated with the following schools: Harvard University, SOAS University of London, University of Waterloo, Yale University, Princeton University, University of Chicago

John Y. Campbell's AcademicInfluence.com Rankings

John Y. Campbell

Economics

#1202

World Rank

#1395

Historical Rank

#557

USA Rank

Macroeconomics

#66

World Rank

#72

Historical Rank

#41

USA Rank

economics Degrees

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Economics

John Y. Campbell's Degrees

PhD Economics University of Chicago

Why Is John Y. Campbell Influential?

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According to Wikipedia, John Young Campbell is a British-American economist. He is the Morton L. and Carole S. Olshan Professor of Economics at the Department of Economics at Harvard University since 1994. Biography Early years Campbell was born in London, England. He attended the Dragon School, Oxford, and was a scholar at Winchester College. He graduated with a B.A. from Corpus Christi College, Oxford in 1979. He went on to complete his MPhil and Ph.D. in economics from Yale University.

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John Y. Campbell's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

THE ECONOMETRICS OF FINANCIAL MARKETS (1996) (6024)
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1995) (4804)
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986) (4184)
Stock Prices, Earnings and Expected Dividends (1988) (2605)
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2000) (2387)
Cointegration and Tests of Present Value Models (1986) (2292)
Stock Returns and the Term Structure (1985) (2238)
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns (1991) (2146)
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2008) (2057)
In Search of Distress Risk (2006) (2019)
Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989) (1881)
Understanding Risk and Return (1993) (1706)
Trading Volume and Serial Correlation in Stock Returns (1992) (1602)
Equity Volatility and Corporate Bond Yields (2002) (1213)
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1991) (1182)
How Do House Prices Affect Consumption? Evidence from Micro Data (2004) (1136)
Intertemporal Asset Pricing Without Consumption Data (1992) (966)
Permanent Income, Current Income, and Consumption (1987) (887)
Event Studies in Economics and Finance (1997) (882)
Forced Sales and House Prices (2009) (860)
Are Output Fluctuations Transitory? (1986) (859)
Consumption and Portfolio Decisions When Expected Returns are Time Varying (1996) (852)
Does Saving Anticipate Declining Labor Income? an Alternative Test of the Permanent Income Hypothesis (1987) (787)
Consumption-Based Asset Pricing (2002) (780)
Valuation Ratios and the Long-Run Stock Market Outlook (1998) (766)
Asset Pricing at the Millennium (2000) (741)
Asset Prices, Consumption, and the Business Cycle (1998) (659)
Who Should Buy Long-Term Bonds? (1998) (625)
Smart Money, Noise Trading and Stock Price Behavior (1988) (611)
Appendix for "Strategic Asset Allocation: Portfolio Choice for Long-Term Investors" (2001) (599)
Why is Consumption So Smooth (1989) (584)
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983) (563)
The response of consumption to income: A cross-country investigation☆ (1991) (553)
Predictable Stock Returns in the United States and Japan: a Study of Long-Term Capital Market Integration (1989) (543)
Fight or Flight? Portfolio Rebalancing by Individual Investors (2007) (529)
The New Palgrave Dictionary of Money and Finance (1994) (524)
Inflation Illusion and Stock Prices (2004) (482)
Valuation Ratios and the Long-Run Stock Market Outlook: An Update (2001) (452)
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment (2009) (447)
Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model (1992) (402)
A Model of Mortgage Default (2011) (396)
Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements (2007) (382)
An Intertemporal CAPM with Stochastic Volatility (2012) (370)
Some Lessons from the Yield Curve (1995) (369)
Explaining the Poor Performance of Consumption-Based Asset Pricing Models (1999) (363)
Strategic Asset Allocation (2002) (362)
Consumer Financial Protection. (2011) (353)
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (2009) (334)
The Squam Lake Report: Fixing the Financial System (2010) (305)
Permanent and Transitory Components in Macroeconomic Fluctuations (1987) (300)
Investing Retirement Wealth: a Life-Cycle Model (1999) (283)
Global Currency Hedging (2007) (265)
Mortgage Market Design (2012) (261)
Where Do Betas Come from? Asset Price Dynamics and the Sources of Systematic Risk (1993) (224)
Interpreting Cointegrated Models (1988) (214)
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices (1996) (207)
The Term Structure of the Risk–Return Trade-Off (2005) (203)
Restoring Rational Choice: The Challenge of Consumer Financial Regulation (2016) (197)
Bond and Stock Returns in a Simple Exchange Model (1984) (196)
A Scorecard for Indexed Government Debt (1996) (195)
Understanding Inflation-Indexed Bond Markets (2009) (190)
A Defense of Traditional Hypotheses About the Term Structure of Interestrates (1984) (175)
Viewpoint: Estimating the Equity Premium (2008) (171)
Measuring the Financial Sophistication of Households (2009) (167)
International Comparative Household Finance (2016) (162)
Risk Aspects of Investment-Based Social Security Reform: Introduction (2001) (158)
Financial Decisions and Markets: A Course in Asset Pricing (2017) (154)
Is There a Corporate Debt Crisis (1988) (148)
Why Long Horizons: A Study of Power Against Persistent Alternatives (1993) (147)
Chapter 19 Asset prices, consumption, and the business cycle (1999) (137)
International Experiences with Securities Transaction Taxes (1993) (125)
Strategic Asset Allocation in a Continuous-Time VAR Model (2002) (119)
A Simple Account of the Behavior of Long-Term Interest Rates (1983) (110)
Chapter 13 Consumption-based asset pricing (2003) (110)
Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market (2015) (105)
The Term Structure of Euromarket Interest Rates: an Empirical Investigation (1986) (102)
Appendix: Monetary Policy Drivers of Bond and Equity Risks (2020) (100)
Data Appendix for "Asset Prices, Consumption, and the Business Cycle" (1999) (89)
Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate within the Statement Week (1987) (85)
By force of habit (1995) (83)
Macroeconomic Drivers of Bond and Equity Risks (2014) (83)
Online Appendix for "Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market," (2013) (78)
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages (2014) (77)
Elasticities of Substitution in Real Business Cycle Models with Home Production (1998) (75)
Foreign Currency for Long-Term Investors (2002) (73)
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (2000) (73)
Consumption and the Stock Market: Interpreting International Experience (1996) (72)
Estimating the Equity Premium (2007) (71)
Measuring the Persistence of Expected Returns (1990) (69)
U.S. corporate leverage: developments in 1987 and 1988 (1990) (68)
A note on Johansen's cointegration procedure when trends are present (1993) (67)
The Uncertain Unit Root in Real GNP (2007) (67)
The Squam Lake Report (2010) (65)
Changing patterns in corporate financing and the main bank system in Japan (1993) (64)
What moves the stock and bond markets (1991) (63)
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience (2014) (59)
Equilibrium Yield Curves [with Comments and Discussion] (2006) (53)
Do the Rich Get Richer in the Stock Market? Evidence from India (2018) (52)
Predicting Financial Distress and the Performance of Distressed Stocks (2011) (51)
The Dividend Ratio Model and Small Sample Bias: a Monte Carlo Study (1988) (50)
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller (2014) (49)
Long-Horizon Mean-Variance Analysis: A User Guide (2004) (47)
Predictable bond and stock returns in the United States and Japan : a study of long-term capital market integration (1988) (44)
NBER WORKING PAPER SERIES MONETARY POLICY DRIVERS OF BOND AND EQUITY RISKS (2015) (44)
Structuring Mortgages for Macroeconomic Stability (2020) (43)
Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield (2020) (42)
The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies (2010) (41)
The Cross-Section of Household Preferences (2021) (37)
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem (1997) (37)
Intergenerational Risksharing and Equilibrium Asset Prices (2006) (37)
Implementing the Econometric Methods in "Efficient Tests of Stock Return Predictability" (2005) (36)
Investing Retirement Wealth (2001) (33)
Caught on Tape: Institutional Order Flow and Stock Returns (2005) (30)
Evidence from an Emerging Market (2015) (30)
NBER WORKING PAPER SERIES INATTENTION AND INERTIA IN HOUSEHOLD FINANCE: EVIDENCE FROM THE DANISH MORTGAGE MARKET (2015) (29)
Strategic Asset Allocation for Pension Plans (2006) (28)
Asset Prices and Monetary Policy (2008) (24)
The Impact of Regulation on Mortgage Risk: Evidence from India (2014) (22)
Getting Better: Learning to Invest in an Emerging Stock Market (2014) (22)
A Comment on James M. Poterba's Demographic Structure and Asset Returns (2001) (21)
On the Welfare Costs of Consumption Uncertainty made this article openly available. Please share how this access benefits you. Your story matters (2007) (21)
What Moves the Stock Market (1994) (21)
Appendix for "Forced Sales and House Prices" (2011) (20)
Reforming Money Market Funds (2011) (20)
Household credit usage : personal debt and mortgages (2007) (19)
The Effect of Pay-When-Needed Benefit Guarantees on the Impact of Social Security Privatization (2001) (18)
The Interest Rate Process and the Term Structure of Interest Rates in Japan (1993) (18)
Caught on Tape: Predicting Institutional Ownership with Order Flow (2004) (17)
Women's role in dynamic forest-based small scale enterprises : case studies on uppage and lacquerware from India (1991) (17)
Securities Transaction Taxes: What about International Experiences Migrating Markets? (1994) (16)
EQUITY RISK PREMIUM FORUM (2002) (15)
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group (2013) (12)
Two Puzzles of Asset Pricing and Their Implications for Investors (2003) (12)
Racines unitaires en macroéconomie: le cas multidimensionnel (1992) (12)
Household Saving and Permanent Income in Canada and the United Kingdom (1987) (11)
How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market (2012) (11)
Research Paper Number 5 Who Should Buy Long -Term Bonds? Winner of the 1999 FAME Research Prize Authors: (2001) (11)
Investing and Spending: The Twin Challenges of University Endowment Management (2011) (11)
Models of the term structure of interest rates (1994) (10)
Chapter 5. Valuation Ratios and the Long-run Stock Market Outlook: An Update (2005) (9)
Who Owns What? A Factor Model for Direct Stockholding (2021) (9)
Appendix for "A Multivariate Model of Strategic Asset Allocation" (2003) (9)
Aligning Incentives at Systemically Important Financial Institutions (2013) (8)
[Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions]: Comment (2003) (8)
ARE DAILY CROSS-BORDER EQUITY FLOWS PUSHED OR PULLED? (2004) (8)
Chapter 6. Regulation of Executive Compensation in Financial Services (2010) (6)
Harvard Institute of Economic Research Discussion Paper Number 2016 Bad Beta , Good Beta by (2003) (6)
Myopic Portfolio Choice (2002) (6)
Understanding In ation-Indexed Bond Markets : Appendix (2009) (6)
Chapter 9. Credit Default Swaps, Clearinghouses, and Exchanges (2010) (6)
Appendix for "Who Should Buy Long-Term Bonds?" (2001) (6)
Asset duration and time-varying risk premia (1985) (6)
[Asset Pricing Explorations for Macroeconomics]: Comment (1992) (5)
Chapter 7. An Expedited Mechanism to Recapitalize Distressed Financial Firms: Regulatory Hybrid Securities (2010) (5)
The Changing Role of Nominal Government Bonds in Asset Allocation (2009) (5)
Recruiting college students for entry-level positions (Наем студентов колледжа на начальные позиции преприятий) (1995) (4)
Emerging Trends: Asset Pricing (2015) (4)
Comment on Low Inflation: The Behavior of Financial Markets and Institutions (2000) (4)
EquityVolatility and Corporate BondYields (2003) (4)
Forced Sales and House Prices Citation (2010) (4)
PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION (1988) (4)
A Solution manual to the econometrics of financial markets (1997) (4)
Measuring the Risks of Strategic Tilts for Long-Term Investors (2004) (4)
AN INTERVIEW WITH ROBERT J. SHILLER (2004) (4)
Chapter 3. A New Information Infrastructure for Financial Markets (2010) (4)
By Force of Habit: A Consumption-Based Explanation of Plantation of Aggregate Stock Market Behavior (1998) (3)
Introduction to "Risk Aspects of Investment-Based Social Security Reform" (2001) (3)
Permanent ncome, Current ncome, and Consumption (1990) (3)
Trends , Random Walks and Persistence : An Empirical Study of Disaggregated U . S . Industrial Production (2007) (3)
Appendix for "Global Currency Hedging" (2010) (3)
The Risk Microstructure of Corporate Bonds : A Bayesian Analysis of the German Corporate Bond Market ∗ (2008) (3)
No . 09-08 First Draft : February 2009 This Version : May 2009 Understanding Inflation ‐ Indexed Bond Markets (2009) (3)
Introduction to "Asset Prices and Monetary Policy" (2008) (3)
The Fragile Benefits of Endowment Destruction (2015) (3)
The Regulation of Consumer Financial Products: An Introductory Essay with a Case Study on Payday Lending (2011) (2)
Oxford Handbook of Pensions and Retirement Income Strategic Asset Allocation for Pension Plans (2005) (2)
Households, Institutions, and Financial Markets (2007) (2)
Is the Stock Market Safer for Long‐Term Investors? (2002) (2)
Appendix to “Bad Beta, Good Beta”: Data Construction, Additional Empirical Results, and Robustness Checks (2004) (2)
Internet Appendix for "Getting Better or Feeling Better? How Equity Investors Respond to Investment Experiences" (2014) (2)
Chapter 2. A Systemic Regulator for Financial Markets (2010) (2)
Monetary policy and the term structure of interest rates in Japan (1991) (2)
Rapid and unambiguous characterization of acyl chain position in unsaturated phosphatidylcholines using differential mobility and mass spectrometry (2017) (2)
Sustainability in a Risky World (2021) (2)
Asset Pricing with Habit-Dependent Preferences: Behavioral Foundations and Empirical Tests (2011) (1)
Making Financial Markets Work for Consumers (2011) (1)
Appendix for "A Model of Mortgage Default" (2012) (1)
Rapid separation of cannabinoid isomer sets using differential mobility spectrometry and mass spectrometry. (2022) (1)
Coaching in Education (2018) (1)
Improving Retention and Performance: A Case of Useable Attention (1985) (1)
The Influence of Stephen A. Ross: Reflections of an Empirical Finance Economist (2018) (1)
Is there a bubble in the bond market ? 27 October 2010 (2012) (1)
Empirical Appendix to "The Impact of Regulatory Changes on Mortgage Risk: Evidence from India" (2012) (1)
The Risk-Sharing Properties of Alternative Policies (2001) (1)
Comment on "Shocks and Crashes" (2013) (1)
Asset Prices & Monetary Policy (2008) (1)
Empirical Appendix for "How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market" (2012) (1)
Appendix to An Intertemporal CAPM with Stochastic Volatility (2015) (1)
[Stock Prices and Fundamentals]: Comment (1999) (1)
Strategic Asset Allocation in Continuous Time (2002) (1)
Chapter 10. Prime Brokers, Derivatives Dealers, and Runs (2010) (1)
SENSITISATION TO NEUROBLASTOMA (1976) (1)
Professional development and early childhood teachers’ performance: a view through an undergraduate foundation course (2017) (1)
Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner (1991) (1)
NBER WORKING PAPER SERIES IS CONSUMPTION TOO SMOOTH ? (2002) (0)
Appendix to “Bad Beta, Good Beta”: Additional empirical results and robustness checks (2004) (0)
Bocconi University - Ph.D. in Economics and Finance Academic Year 2013-2014 Finance 4 (2014) (0)
Bactérie démunie de séquence d'insertion (2007) (0)
Consumer protection and the design of the default option of a pan-European pension product (2018) (0)
Out-of-pocket medical costs for parents with Children with down Syndrome in the United States (2015) (0)
Monetary Policy and the Term Structure of In terest Rates in Japa n (1991) (0)
Participants (1976) (0)
Some remarks about Rutherford (2022) (0)
Evaluer la prime des actions par rapport aux obligations (2008) (0)
Income Growth Trajectory for Parents of Children with Down Syndrome in the United States (2016) (0)
Guest Editorial (2009) (0)
Internet Appendix for “ A Model of Mortgage Default ” (2014) (0)
326 – A phase I/II clinical trial of allogeneic ex vivo expanded corneal epithelial stem cells in patients with severe ocular surface disorder arising from limbal stem cell deficiency (2017) (0)
Chapter 11. Conclusions (2010) (0)
Asset duration and time-varying risk premia (interest rates) (1984) (0)
MortgageMarket Design * (2012) (0)
Peak-flow meter versus peak-flow gauge. (1974) (0)
Econometric Methods and Financial Time Series (1990) (0)
Structural Identification of Eicosanoids with Ring Structures Using Differential Mobility Spectrometry-Electron Impact Excitation of Ions from Organics Mass Spectrometry. (2022) (0)
Determining molecular properties with differential mobility spectrometry and machine learning (2018) (0)
Harvard Institute of Economic Research Discussion Paper Number 1972 Efficient Tests of Stock Return Predictability by John Y . Campbell and Motohiro Yogo September 2002 (2002) (0)
American Finance Association Asset Pricing at the Millennium (2000) (0)
Nobel 2013 Economics: Predicting asset prices (2013) (0)
International Experiences with Transactions Taxes (1999) (0)
Finance theory and the term structure a comment (1989) (0)
Human Wealth and Financial Wealth (2002) (0)
Personal Reflections on My Professional Life (2014) (0)
Macroeconomic lessons from Britain: A review essay (1987) (0)
Name (Program) Email/Primary Fields/JMP/Advisors and References (2013) (0)
Accounting for Stock Price Movements (1995) (0)
309 - GMP translation, validation and clinical trial authorisation of a macrophage cell therapy product for liver cirrhosis (2017) (0)
Chapter 5. Reforming Capital Requirements (2010) (0)
Editorial (2021) (0)
Computing Education through Program Evaluation (1975) (0)
International Mortgage Markets: Products and Institutions (2014) (0)
Remarks: some thoughts on systemic risk (1995) (0)
特別論文 21世紀の米国株の行方を予測する--やはり米国株は上がりすぎているのか (特集春のリニューアル大特集第1弾日本経済&経済学入門) -- (経済学「再」入門) (2002) (0)
1 Endowment Destruction and the Effect of Consumption on Habit (2014) (0)
Front matter, preface, table of contents (2001) (0)
Using Markets to Evaluate Policy: The Case of the Iraq War (2004) (0)
NBER WORKING PAPER SERIES INTERNATIONAL LIQUIDITY AND EXCHANGE RATE DYNAMICS (2014) (0)
Revealed: Board and exec pay growing faster than inflation (2014) (0)
Efficient Tests of Stock Return Predictability (2005) (0)
WORKING PAPER SERIES AN INTERTEMPORAL CAPM WITH STOCHASTIC VOLATILITY (2012) (0)
アメリカ消費者金融保護局長への公開書簡金融規制の良識 (Feature Articles 最先端のビッグ・アイデア「破壊的」経営論) (2011) (0)
NBER Working Paper 111626 June 1985 Stock Returns and the Term Structure (2002) (0)
Hard Times (2010) (0)
BOOKS, 1996–2002 (2005) (0)
Internet Appendix for “The Cross-Section of Household Preferences” (2021) (0)
Forced Sales and House Prices The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters (2010) (0)
Risksharing in Pensions Systems (2005) (0)
Chapter 4. Regulation of Retirement Savings (2010) (0)
Rethinking Mortgage Design (2015) (0)
The Role of Learning (2010) (0)
Understanding Inflation-Indexed Bond Markets share how this access benefits you. Your story matters (2009) (0)
Chapter 8. Improving Resolution Options for Systemically Important Financial Institutions (2010) (0)
How Do Regulators Inuence Mortgage Risk? Evidence from an Emerging Market (2012) (0)
What Drives Booms and Busts in Value? (2023) (0)
Appendix for "Macroeconomic Drivers of Bond and Equity Risks" (2013) (0)
Result Driven Strategies for Protein Identification and Quantitation (2002) (0)
Investing Over the Life Cycle (2002) (0)
Front matter, table of contents, acknowledgments (2008) (0)
Book Review The Econometrics of Financial Markets. John Y. (0)
Introduction to Empirical Methods in Finance (2008) (0)

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