Access Statistics for John Y. Campbell

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Defense of Traditional Hypotheses About the Term Structure of InterestRates 8 8 16 62 13 17 36 170
A Multivariate Model of Strategic Asset Allocation 7 19 61 1,367 11 39 124 3,818
A Multivariate Model of Strategic Asset Allocation 2 8 25 352 6 23 72 899
A Scorecard for Indexed Government Data 0 0 0 0 0 0 9 655
A Scorecard for Indexed Government Debt 0 0 19 192 3 7 49 601
A Simple Account of the Behavior of Long-Term Interest Rates 1 15 28 173 4 25 66 440
A Variance Decomposition for Stock Returns 15 58 238 983 45 162 603 2,266
AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS 0 0 0 0 3 7 20 239
Are Output Fluctuations Transitory? 3 12 46 201 7 24 101 441
Asset Prices, Consumption, and the Business Cycle 34 128 287 1,566 65 251 514 2,641
Asset Pricing at the Millennium 0 2 17 493 3 7 34 990
Asset Pricing at the Millennium 1 3 37 609 7 19 84 1,263
Bad Beta, Good Beta 3 21 69 221 11 51 168 557
Bad Beta, Good Beta 1 13 40 594 7 38 103 1,252
Bad Beta, Good Beta 1 8 25 68 5 15 71 252
Bond and Stock Returns in a Simple Exchange Model 2 7 25 106 14 46 145 367
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 11 53 483 3 16 106 1,013
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 14 44 198 1,402 28 91 356 3,631
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 3 10 67 445
Caught On Tape: Institutional Order Flow and Stock Returns 4 11 19 118 8 21 55 382
Caught On Tape: Institutional Order Flow and Stock Returns 4 8 38 96 11 25 118 313
Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements 3 11 40 97 10 35 160 356
Caught On Tape: Predicting Institutional Ownership With Order Flow 1 4 18 185 4 16 79 681
Caught on Tape: Predicting Institutional Ownership With Order Flow 1 9 21 79 13 41 135 357
Cointegration and Tests of Present Value Models 9 33 103 587 17 61 189 1,365
Cointegration and Tests of Present Value Models 8 35 86 314 18 71 174 667
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 14 50 181 1,303
Consumption and Portfolio Decisions When Expected Returns are Time Varying 2 15 54 458 6 22 75 1,075
Consumption and the Stock Market: Interpreting International Experience 0 0 0 0 2 12 44 636
Consumption and the Stock Market: Interpreting International Experience 2 7 17 376 5 17 48 1,190
Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence 13 63 297 1,130 28 129 493 1,647
Consumption-Based Asset Pricing 6 22 137 349 8 32 191 514
Dispersion and Volatility in Stock Returns: An Empirical Investigation 1 18 66 765 7 50 172 2,014
Dispersion and Volatility in Stock Returns: An Empirical Investigation 1 10 44 319 5 35 103 1,009
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis 0 12 46 168 3 27 95 315
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 2 11 40 3 9 26 147
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 1 8 30 79 6 18 67 199
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 1 6 24 105 4 15 50 252
Down or out: assessing the welfare costs of household investment mistakes 2 7 22 50 5 19 63 165
Efficient Tests of Stock Return Predictability 6 26 101 743 22 74 237 1,434
Efficient Tests of Stock Return Predictability 2 13 61 196 11 37 179 483
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 1 8 94 1 3 30 279
Elasticities of Substitution in Real Business Cycle Models with Home Production 1 2 7 163 1 9 38 666
Elasticities of substitution in real business cycle models with home production 3 4 13 81 6 13 47 331
Equity Volatility and Corporate Bond Yields 0 6 23 684 7 24 120 1,825
Equity Volatility and Corporate Bond Yields 4 11 45 120 16 37 218 506
Estimating the Equity Premium 1 14 61 214 6 37 133 294
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 3 14 44 554 14 39 126 1,791
Fight or Flight? Portfolio Rebalancing by Individual Investors 2 5 45 45 8 23 148 148
Forced Sales and House Prices 4 44 44 44 17 65 65 65
Foreign Currency for Long-Term Investors 3 6 21 238 8 17 67 611
Foreign Currency for Long-Term Investors 1 7 15 133 2 11 36 376
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 11 34 137 563 26 73 316 1,561
Global Currency Hedging 5 21 67 176 13 43 190 467
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 2 14 175 5 19 64 536
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 2 13 36 123 10 32 113 357
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 5 26 86 846 17 60 213 2,080
Household Finance 2 14 44 157 13 67 266 733
Household Risk Management and Optimal Mortgage Choice 3 9 42 180 6 22 87 477
Household Risk Management and Optimal Mortgage Choice 4 10 61 305 12 31 133 717
Household Risk Management and Optimal Mortgage Choice 1 6 14 75 7 23 60 260
Household Risk Management and Optimal Mortgage Choice 5 13 59 505 11 33 137 1,335
Household Risk Management and Optimal Mortgage Choice 0 0 0 0 3 9 26 255
Household Saving and Permanent Income in Canada and the United Kingdom 0 2 6 82 2 8 25 355
How Do House Prices Affect Consumption? Evidence From Micro Data 2 7 25 260 5 14 65 560
How Do House Prices Affect Consumption? Evidence From Micro Data 2 24 81 240 12 55 169 527
How Do House Prices Affect Consumption? Evidence From Micro F. Data 2 23 51 118 17 60 153 374
How Do House Prices Affect Consumption? Evidence from Micro Data 0 0 0 1 2 6 24 228
How do house prices affect consumption? Evidence from micro data 0 0 0 2 5 28 103 501
In Searach of Distress Risk 4 12 36 92 9 22 98 297
In Search of Distress Risk 0 7 38 154 4 24 124 415
In search of distress risk 1 8 49 132 4 15 121 309
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 5 13 33 33 10 31 75 75
Inflation Illusion and Stock Prices 6 14 93 480 18 41 220 1,113
Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices 0 0 0 0 0 0 9 346
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices 5 19 152 1,758 31 104 666 9,845
Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices 0 0 0 0 8 29 123 1,777
Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model 20 65 270 925 28 97 437 1,835
Intergenerational Risksharing and Equilibrium Asset Prices 1 5 14 66 1 5 36 171
Intergenerational Risksharing and Equilibrium Asset Prices 5 10 26 107 2 5 26 67
International Evidence on the Persistence of Economic Fluctuations 2 13 57 162 5 26 145 342
International Experiences with Securities Transaction Taxes 1 8 22 161 5 21 50 520
Interpreting Cointegrated Models 11 35 73 181 20 68 151 373
Intertemporal Asset Pricing Without Consumption Data 2 9 26 202 5 19 63 620
Investing Retirement Wealth: A Life-Cycle Model 2 9 40 396 11 26 90 1,175
Investing Retirement Wealth? A Life-Cycle Model 4 9 31 470 10 25 80 1,522
Is Consumption Too Smooth? 1 8 29 93 5 17 59 205
Measuring the Financial Sophistication of Households 4 17 39 39 11 53 124 124
Measuring the Persistence of Expected Returns 0 5 17 59 2 15 42 138
Models of the term structure of interest rates 0 0 0 0 3 5 16 308
Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week 0 0 4 27 3 4 24 160
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns 5 23 94 424 14 61 186 947
PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION 0 0 0 0 3 4 10 257
Permanent Income, Current Income, and Consumption 7 30 88 591 14 51 177 1,086
Permanent and Transitory Components in Macroeconomic Fluctuations 7 34 220 296 15 92 754 946
Pitfalls and Opportunities: What Macroeconomics should know about unit roots 0 0 0 3 6 34 147 1,048
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 17 67 232 2,063 27 98 358 4,113
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 3 6 17 138 7 12 35 355
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? 4 8 38 207 7 15 71 480
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? 6 23 93 302 15 52 199 649
SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR 0 0 0 1 5 16 59 880
STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS 0 0 0 3 13 50 172 1,682
Smart Money, Noise Trading and Stock Price Behavior 11 26 103 569 31 93 313 1,535
Some Lessons from the Yield Curve 7 29 96 2,041 13 52 213 5,194
Some Lessons from the Yield Curve 0 0 0 6 3 10 44 1,061
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 6 14 45 604 10 24 84 1,330
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 45 89 324 1,917
Stock Prices, Earnings and Expected Dividends 20 85 275 1,330 56 173 630 3,783
Stock Prices, Earnings and Expected Dividends 15 39 134 430 42 120 468 1,252
Stock Returns and the Term Structure 10 44 161 553 17 72 293 946
Strategic Asset Allocation in a Continuous Time VAR Model 2 9 24 149 9 35 81 400
Strategic Asset Allocation in a Continuous-Time VAR Model 10 20 67 412 12 37 144 960
The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study 3 12 38 157 7 25 94 790
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 14 74 238 945 42 207 748 3,512
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 5 15 81 283 12 46 186 788
The Dollar and Real Interest Rates 5 13 47 119 17 64 234 455
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 6 24 46 46 10 45 65 65
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 2 7 78 1 6 22 337
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 1 6 16 48 4 21 59 208
The Term Structure of the Risk-Return Tradeoff 3 10 43 348 13 29 93 612
The Term Structure of the Risk-Return Tradeoff 4 6 27 187 7 18 96 500
Trading Volume and Serial Correlation in Stock Returns 10 30 86 700 28 96 280 1,998
U.S. corporate leverage: developments in 1987 and 1988 0 0 0 0 2 10 40 435
Understanding Inflation-Indexed Bond Markets 41 42 42 42 24 24 24 24
Understanding Inflation-Indexed Bond Markets 90 100 100 100 21 35 35 35
Understanding Risk and Return 16 62 154 933 33 101 290 2,754
Understanding Risk and Return 0 0 0 9 7 23 87 1,080
Valuation Ratios and the Long-Run Stock Market Outlook: An Update 7 19 62 719 18 47 175 2,162
Valuation Ratios and the Long-run Stock Market Outlook: An Update 7 13 77 1,109 12 41 211 2,959
What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns 0 0 0 6 22 68 190 1,024
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 8 27 81 538 15 50 171 1,135
Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk 1 14 33 319 5 21 76 819
Who Should Buy Long-Term Bonds? 1 6 21 85 18 54 235 788
Who Should Buy Long-Term Bonds? 3 7 21 425 8 23 96 2,173
Who Should Buy Long-Term Bonds? 4 10 46 567 8 23 87 2,042
Why Long Horizons: A Study of Power Against Persistent Alternatives 2 3 13 121 6 8 29 653
Yield Spreads and Interest Rate Movements: A Bird's Eye View 8 38 110 687 23 91 269 1,708
Total Working Papers 669 2,251 7,593 45,783 1,622 5,543 20,267 138,273
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment On James M. Poterba'S "Demographic Structure And Asset Returns" 0 0 8 135 1 1 15 318
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates 1 1 9 49 1 5 24 102
A Note on Johansen's Cointegration Procedure When Trends Are Present 0 0 0 0 21 72 284 2,171
A Simple Account of the Behavior of Long-Term Interest Rates 4 8 16 114 5 12 36 390
A Variance Decomposition for Stock Returns 28 78 287 1,280 48 169 673 3,528
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem 2 2 13 63 4 5 28 145
A multivariate model of strategic asset allocation 6 18 81 451 12 35 179 1,108
AN INTERVIEW WITH ROBERT J. SHILLER 0 5 16 40 2 7 43 168
Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner 0 1 4 15 1 2 10 54
Are Output Fluctuations Transitory? 5 8 27 192 6 15 67 482
Asset Pricing at the Millennium 0 3 16 89 4 10 42 213
Bad Beta, Good Beta 6 41 187 639 23 97 409 1,400
Bond and Stock Returns in a Simple Exchange Model 0 4 15 120 1 8 31 386
Caught on tape: Institutional trading, stock returns, and earnings announcements 1 10 10 10 12 42 42 42
Cointegration and Tests of Present Value Models 17 50 180 1,152 28 88 326 3,631
Comment on Low Inflation: The Behavior of Financial Markets and Institutions 0 0 0 0 0 0 4 94
Consumption And Portfolio Decisions When Expected Returns Are Time Varying 9 26 92 555 12 33 130 1,071
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis 3 10 33 223 4 20 72 554
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 1 9 19 19 35 70 90 90
Editors' introduction 0 0 1 3 0 0 4 46
Efficient tests of stock return predictability 3 14 59 228 5 25 112 435
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 1 4 20 314
Equity Volatility and Corporate Bond Yields 1 7 26 224 4 19 106 749
Explaining the Poor Performance of Consumption-based Asset Pricing Models 1 2 20 104 10 19 84 312
Fight Or Flight? Portfolio Rebalancing by Individual Investors-super-* 0 10 13 13 14 36 43 43
Finance theory and the term structure a comment 0 0 2 2 0 2 12 13
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 9 20 66 353 12 34 126 711
Foreign Currency for Long-Term Investors 0 6 17 113 3 14 51 364
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 2 8 42 48 5 16 124 133
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 2 27 110 3 16 81 349
Household Finance 1 12 44 125 5 30 133 389
Household Risk Management And Optimal Mortgage Choice 5 12 54 332 10 43 195 1,114
How do house prices affect consumption? Evidence from micro data 3 14 82 200 10 32 168 423
In Search of Distress Risk 1 17 34 34 8 44 82 82
Inflation Illusion and Stock Prices 6 14 51 210 8 20 85 526
Inspecting the mechanism: An analytical approach to the stochastic growth model 10 44 148 673 13 60 210 1,000
Intergenerational risksharing and equilibrium asset prices 1 4 12 17 1 7 38 56
International evidence on the persistence of economic fluctuations 4 14 29 53 8 27 53 107
Interpreting cointegrated models 0 5 20 64 0 6 34 117
Intertemporal Asset Pricing without Consumption Data 5 38 120 468 9 58 223 1,005
Is There a Corporate Debt Crisis? 3 10 54 56 4 15 116 121
Macroeconomic lessons from Britain: A review essay 0 0 0 3 0 1 2 10
Measuring the Financial Sophistication of Households 0 0 0 0 8 8 8 8
Measuring the Persistence of Expected Returns 1 4 13 52 1 10 28 134
Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week 0 1 3 53 1 3 17 271
No news is good news *1: An asymmetric model of changing volatility in stock returns 2 7 26 121 2 12 51 224
Permanent Income, Current Income, and Consumption 0 0 0 0 4 22 116 1,036
Permanent and Transitory Components in Macroeconomic Fluctuations 2 6 25 125 2 11 52 296
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 1 5 14 51 2 12 36 130
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 2 7 21 21 9 22 51 51
Racines unitaires en macroéconomie: le cas multidimensionnel 0 0 0 0 0 0 0 0
Remarks: some thoughts on systemic risk 0 0 0 0 0 2 10 40
Smart Money, Noise Trading and Stock Price Behaviour 2 16 66 348 12 39 148 827
Some Lessons from the Yield Curve 0 11 30 786 4 21 76 1,890
Stock Prices, Earnings, and Expected Dividends 5 25 59 248 11 39 128 552
Stock returns and the term structure 8 26 68 160 12 44 124 332
Strategic asset allocation in a continuous-time VAR model 1 4 28 107 2 13 58 257
THE ECONOMETRICS OF FINANCIAL MARKETS 11 40 44 44 18 62 67 67
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 22 87 279 1,053 41 144 638 3,079
The New Palgrave Dictionary of Money and Finance 6 19 89 997 13 50 209 2,970
The dividend ratio model and small sample bias: A Monte Carlo study 3 6 28 54 7 13 74 162
The dollar and real interest rates 5 11 16 19 8 18 36 42
The response of consumption to income: A cross-country investigation 7 22 78 354 12 31 123 520
The term structure of euromarket interest rates: An empirical investigation 0 2 3 9 0 2 12 28
Trading Volume and Serial Correlation in Stock Returns 11 27 120 1,313 32 84 404 4,205
U.S. Corporate Leverage: Developments in 1987 and 1988 1 6 30 32 1 9 59 64
Understanding Risk and Return 14 39 106 1,102 15 67 264 3,251
Viewpoint: Estimating the equity premium 1 6 27 48 2 15 62 108
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 13 42 125 364 22 75 227 653
Where Do Betas Come From? Asset Price Dynamics and the 0 2 9 129 1 6 28 417
Who Should Buy Long-Term Bonds? 2 7 59 393 9 31 184 1,380
Why Is Consumption So Smooth? 6 19 74 333 11 41 146 730
Why long horizons? A study of power against persistent alternatives 1 2 10 48 1 2 18 128
Yield Spreads and Interest Rate Movements: A Bird's Eye View 16 48 158 841 25 80 271 1,911
Total Journal Articles 281 1,024 3,542 17,784 641 2,207 8,332 50,129

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Prices and Monetary Policy 0 0 0 0 0 3 3 3
Econometric Methods and Financial Time Series 0 0 0 0 2 7 7 7
Risk Aspects of Investment-Based Social Security Reform 0 0 0 0 0 3 3 3
Total Books 0 0 0 0 2 13 13 13

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Scorecard for Indexed Government Debt 0 2 2 2 1 3 3 3
Asset prices, consumption, and the business cycle 10 42 160 542 17 87 285 985
Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence 3 11 11 11 8 25 25 25
Consumption-based asset pricing 9 56 225 675 24 111 417 1,182
Front matter, preface, table of contents 0 0 0 0 1 1 1 1
International Experiences with Securities Transaction Taxes 0 0 0 0 1 4 4 4
Introduction to "Risk Aspects of Investment-Based Social Security Reform" 0 1 1 1 0 2 2 2
Investing Retirement Wealth: A Life-Cycle Model 2 2 2 2 5 8 8 8
List of Contributors, Indexes 0 0 0 0 0 0 0 0
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 9 23 23 23 13 34 34 34
The Interest Rate Process and the Term Structure of Interest Rates in Japan 0 0 0 0 0 0 0 0
Total Chapters 33 137 424 1,256 70 275 779 2,244

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Statistics updated 2009-07-03