百晓学者学者目录

John Y. Campbell

National Bureau of Economic Research; Harvard University

Selected Publications

Journal Articles

  1. John Y. Campbell (2026). Teaching Students to Understand the Personal Finance System. Financial Counseling and Planning.DOI
  2. John Y. Campbell, T. Ramadorai (2026). Household Finance in Retrospect and Prospect. Social Science Research Network.DOI
  3. John Y. Campbell, Ian W. R. Martinez (2025). Sustainability in a Risky World. American Economic Review-Insights, Vol. 7, No. 2.DOI
  4. John Campbell, CAROLIN E. PFLUEGER, Luis M. Viceira (2025). Bond-Stock Comovements. Annual Review of Financial Economics.DOI
  5. John Y. Campbell, J. Stein, A. Wu (2024). Economic Budgeting for Endowment-Dependent Universities. Social Science Research Network.DOI
  6. John Y. Campbell, Martin Lettau, Burton Malkiel, Yexiao Xu (2023). Idiosyncratic Equity Risk Two Decades Later. Critical Finance Review, Vol. 12, No. 14.DOI
  7. Vimal Balasubramaniam, John Y. Campbell, Tarun Ramadorai, Benjamin Ranish (2023). Who Owns What? A Factor Model for Direct Stockholding. The Journal of Finance.DOI
  8. John Y. Campbell, Roman Sigalov (2022). Portfolio choice with sustainable spending: A model of reaching for yield. Journal Of Financial Economics, Vol. 1430, No. 1.DOI
  9. John Y. Campbell, Nuno Clara, Joao F. Cocco (2021). Structuring Mortgages for Macroeconomic Stability. Journal Of Finance, Vol. 760, No. 5.DOI
  10. Steffen Andersen, John Y. Campbell, Kasper Meisner Nielsen, Tarun Ramadorai (2020). Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Markets. American Economic Review, Vol. 1100, No. 10.DOI
  11. John Y. Campbell, Carolin Pflueger, Luis M. Viceira (2020). Macroeconomic Drivers of Bond and Equity Risks. Journal Of Political Economy, Vol. 1280, No. 8.DOI
  12. Steffen Andersen, John Y. Campbell, Kasper Meisner Nielsen, Tarun Ramadorai (2020). Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market. American Economic Review.DOI
  13. John Y. Campbell, Tarun Ramadorai, Benjamin Ranish (2019). Do the Rich Get Richer in the Stock Market? Evidence from India. American Economic Review-Insights, Vol. 1, No. 2.DOI
  14. Xudong An, Yongheng Deng, Stuart A. Gabriel, Sumit Agarwal, Y. Ait-Sahalia, Gene Amromim, L. Allen, Brent W. Ambrose, Neal Bhutta, Shaun Bond, A.  A. Borisov, Raphael W. Bostic, John Y. Campbell, P. Calem, Alex Chinco, J. Cotter, Larry Cordell, Thomas Davidoff, Moussa Diop, Darrell Duffie, Ronel Elul, Jian-Qing Fan, A. Ghent, Matt Kahn, Bill Lang, David C. Ling, Crocker H. Liu, J. Luque, Steve Malpezzi, Andy Naranjo, Raven S. Molloy, K. Pace, E. Quintin, Timothy J. Riddiough, D. Ringo, Amit Seru, S. Sherlund, Steve Ross, Kerry D. Vandell, P. Willen, Wei Xiong, Vincent W. Yao, Abdullah Yavas (2019). Default Option Exercise over the Financial Crisis and beyond*.
  15. Cristian Badarinza, John Y. Campbell, Tarun Ramadorai (2018). What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages. Management Science, Vol. 640, No. 5.DOI
  16. John Y. Campbell, Stefano Giglio, Christopher Polk, Robert Turley (2018). An intertemporal CAPM with stochastic volatility. Journal Of Financial Economics, Vol. 1280, No. 2.DOI
  17. John Y. Campbell (2017). Financial Decisions and Markets. Princeton University Press.
  18. John Y. Campbell, Adi Sunderam, Luis M. Viceira (2017). Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. Critical Finance Review.DOI
  19. Cristian Badarinza, John Y. Campbell, Tarun Ramadorai (2016). International Comparative Household Finance. Annual Review Of Economics, Vol 8, Vol. 8.DOI
  20. John Y. Campbell (2016). Restoring Rational Choice: The Challenge of Consumer Financial Regulation. American Economic Review.DOI
  21. John Y. Campbell, Tarun Ramadorai, Benjamin Ranish (2015). The Impact of Regulation on Mortgage Risk: Evidence from India. American Economic Journal-Economic Policy, Vol. 7, No. 4.DOI
  22. John Y. Campbell, Joao F. Cocco (2015). A Model of Mortgage Default. Journal Of Finance, Vol. 700, No. 4.DOI
  23. John Y. Campbell, John H. Cochrane (2015). The Fragile Benefits of Endowment Destruction. Journal of Political Economy.DOI
  24. John Y. Campbell (2014). [Review] Empirical Asset Pricing: EugeneFama, Lars Peter Hansen, and Robert Shiller. Scandinavian Journal Of Economics, Vol. 1160, No. 30.DOI
  25. John Y. Campbell, T. Ramadorai, Benjamin Ranish (2014). Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience.DOI
  26. John Y. Campbell (2014). Comment. NBER Macroeconomics Annual.DOI
  27. John Y. Campbell (2013). Mortgage Market Design. Review Of Finance, Vol. 170, No. 10.DOI
  28. M. Baily, John Y. Campbell, John H. Cochrane, Douglas W. Diamond, D. Duffie, K. French, A. Kashyap, Frederic S. Mishkin, Raghuram G. Rajan, D. Scharfstein, R. Shiller, M. Slaughter, H. Shin, Jeremy C. Stein, René M. Stulz (2013). Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group.DOI
  29. John Y. Campbell, T. Ramadorai, Benjamin Ranish (2012). How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.DOI
  30. John Y. Campbell, Howell E. Jackson, Brigitte C. Madrian, Peter Tufano (2011). Making Financial Markets Work For Consumers. Harvard Business Review, Vol. 89, No. 78.
  31. John Y. Campbell, Stefano Giglio, Parag A. Pathak (2011). Forced Sales and House Prices.DOI
  32. M. Baily, John Y. Campbell, J. Cochrane, Douglas W. Diamond, D. Duffie, K. French, A. Kashyap, Frederic S. Mishkin, D. Scharfstein, R. Shiller, M. Slaughter, H. Shin, J. Stein, René M. Stulz (2011). Reforming Money Market Funds.DOI
  33. John Y. Campbell, Karine Serfaty-De Medeiros, Luis M. Viceira (2010). Global Currency Hedging. Journal Of Finance, Vol. 650, No. 1.DOI
  34. John Y. Campbell, Christopher Polk, Tuomo Vuolteenaho (2010). Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns. Review Of Financial Studies, Vol. 230, No. 1.DOI
  35. K. French, M. Baily, John Y. Campbell (2010). The Squam Lake Report: Fixing the Financial System.DOI
  36. John Y. Campbell (2010). Global Currency Hedging: What Role Should Foreign Currency Play in a Diversified Investment Portfolio?DOI
  37. John Y. Campbell, Stefano Giglio, Christopher K. Polk (2010). Hard Times The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters.DOI
  38. John Y. Campbell, Tarun Ramadorai, Allie Schwartz (2009). Caught on tape: Institutional trading, stock returns, and earnings announcements. Journal Of Financial Economics, Vol. 920, No. 1.DOI
  39. Laurent E. Calvet, John Y. Campbell, Paolo Sodini (2009). FIGHT OR FLIGHT? PORTFOLIO REBALANCING BY INDIVIDUAL INVESTORS. Quarterly Journal Of Economics, Vol. 1240, No. 1.DOI
  40. John Y. Campbell, Robert J. Shiller, Luis M. Viceira (2009). Understanding Inflation-Indexed Bond Markets. Brookings Papers On Economic Activity, No. 1.
  41. Laurent E. Calvet, John Y. Campbell, Paolo Sodini (2009). Measuring the Financial Sophistication of Households. American Economic Review.DOI
  42. John Y. Campbell (2009). The Changing Role of Nominal Government Bonds in Asset Allocation. The Geneva Risk and Insurance Review.DOI
  43. Jason Beeler, John Campbell (2009). The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. National Bureau of Economic Research.DOI
  44. John Y. Campbell, Jens Hilscher, Jan Szilagyi (2008). In Search of Distress Risk. Journal Of Finance, Vol. 630, No. 6.DOI
  45. John Y. Campbell, Samuel B. Thompson (2008). Predicting excess stock returns out of sample: Can anything beat the historical average? Review Of Financial Studies, Vol. 210, No. 4.DOI
  46. John Y. Campbell (2008). Viewpoint: Estimating the equity premium. Canadian Journal Of Economics-Revue Canadienne D Economique, Vol. 410, No. 1.DOI
  47. John Y. Campbell, Yves Nosbusch (2007). Intergenerational risksharing and equilibrium asset prices. Journal Of Monetary Economics, Vol. 540, No. 8.DOI
  48. Laurent E. Calvet, John Y. Campbell, Paolo Sodini (2007). Down or out: Assessing the welfare costs of household investment mistakes. Journal Of Political Economy, Vol. 1150, No. 5.DOI
  49. John Y. Campbell, Joao F. Cocco (2007). How do house prices affect consumption? Evidence from micro data. Journal Of Monetary Economics, Vol. 540, No. 3.DOI
  50. John Y. Campbell (2006). Household finance. Journal Of Finance, Vol. 610, No. 4.DOI
  51. John Y. Campbell, Motohiro Yogo (2006). Efficient tests of stock return predictability. Journal Of Financial Economics, Vol. 810, No. 1.DOI
  52. John Y. Campbell, T. Ramadorai, Tuomo Vuolteenaho (2005). Caught On Tape: Institutional Order Flow and Stock Returns.DOI
  53. John Campbell, Luis M. Viceira (2005). The Term Structure of the Risk-Return Tradeoff. National Bureau of Economic Research.DOI
  54. John Y. Campbell, George Chacko, Jorge F. Rodriguez, Luis M. Viceira (2004). STRATEGIC ASSET ALLOCATION IN A CONTINUOUS-TIME VAR MODEL.DOI
  55. Andrew Ang, G. Bekaert, Michael Brandt, John Y. Campbell, John Cochrane, George A. Constantinides, Cam Harvey, Bob Hodrick, Charles Jones, P. Owen, La-Mont, Martin Lettau, Jun Liu, Sydney C. Ludvigson, Christopher J. Neely, J. Poterba, T. Santos, Bob Shiller, Timothy T. Simin, Ken Singleton, R. Stambaugh, Meir Statman, Jim Stock, Ane Tamayo, S. Thomson, J. Wurgler (2004). Stock Return Predictability : Is it There ?
  56. John Y. Campbell, Tuomo Vuolteenaho (2004). Bad Beta, Good Beta. American Economic Review.DOI
  57. John Y. Campbell, Tuomo Vuolteenaho (2004). Inflation Illusion and Stock Prices. American Economic Review.DOI
  58. John Y. Campbell, João F. Cocco (2003). Household Risk Management and Optimal Mortgage Choice.DOI
  59. John Y. Campbell, Luis M. Viceira, Joshua S. White (2003). Foreign Currency for Long-Term Investors.DOI
  60. John Y. Campbell, Glen B. Taksler (2002). Equity Volatility and Corporate Bond Yields.DOI
  61. John Y. Campbell, Yeung L. Chan, Luis M. Viceira (2002). A multivariate model of strategic asset allocation. Journal of Financial Economics.DOI
  62. John Y. Campbell (2001). Why Long Horizons: A Study of Power Against Persistent Alternatives.DOI
  63. John Y. Campbell, Martin Lettau, B. Malkiel, Ye-Xiao J. Xu (2001). Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.DOI
  64. John Y. Campbell, Luis M. Viceira (2001). Who Should Buy Long-Term Bonds? American Economic Review.DOI
  65. John Y. Campbell (2000). Asset Pricing at the Millennium. The Journal of Finance.DOI
  66. John Y. Campbell, John H. Cochrane (2000). Explaining the Poor Performance of Consumption‐based Asset Pricing Models. The Journal of Finance.DOI
  67. John Y. Campbell, Luis M. Viceira (1999). Consumption and Portfolio Decisions when Expected Returns are Time Varying. The Quarterly Journal of Economics.DOI
  68. John Y. Campbell, Martin Lettau (1999). Dispersion and Volatility in Stock Returns: An Empirical Investigation. National Bureau of Economic Research.DOI
  69. John Y. Campbell (1998). Asset Prices, Consumption, and the Business Cycle.DOI
  70. John Y. Campbell, R. Shiller (1998). Valuation Ratios and the Long-Run Stock Market Outlook.DOI
  71. John Y. Campbell, John H. Cochrane (1998). By Force of Habit: A Consumption-Based Explanation of Plantation of Aggregate Stock Market Behavior.DOI
  72. David G. Barr, John Y. Campbell (1997). Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices. Journal of Monetary Economics.DOI
  73. John Y. Campbell (1996). Consumption and the Stock Market: Interpreting International Experience. National Bureau of Economic Research.DOI
  74. John Y. Campbell, Robert J. Shiller (1996). A Scorecard for Indexed Government Debt. NBER Macroeconomics Annual.DOI
  75. John Y. Campbell (1995). Some Lessons from the Yield Curve.DOI
  76. John Y. Campbell, A. Kyle (1993). Smart Money, Noise Trading and Stock Price Behavior.DOI
  77. John Y. Campbell (1993). Understanding Risk and Return. Journal of Political Economy.DOI
  78. John Y. Campbell, Kenneth A. Froot (1993). International Experiences with Securities Transaction Taxes. National Bureau of Economic Research.DOI
  79. John Campbell, Jianping Mei (1993). Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk. National Bureau of Economic Research.DOI
  80. John Y. Campbell (1992). Intertemporal Asset Pricing Without Consumption Data.DOI
  81. John Y. Campbell (1992). Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model. Journal of Monetary Economics.DOI
  82. John Y. Campbell, Ludger Hentschel (1992). No news is good news. Journal of Financial Economics.DOI
  83. John Y. Campbell, R. Shiller (1991). Yield Spreads and Interest Rate Movements: A Bird''s Eye View. Review of Economic Studies, 58, 49.DOI
  84. John Y. Campbell, N. Gregory Mankiw (1991). The response of consumption to income. European Economic Review.DOI
  85. John Y. Campbell, Pierre Perrón (1991). Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots. NBER Macroeconomics Annual.DOI
  86. John Campbell, Pierre Perrón (1991). Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots. National Bureau of Economic Research.DOI
  87. John Y. Campbell, N. Mankiw (1990). Permanent Income, Current Income, and Consumption.DOI
  88. John Y. Campbell (1990). Measuring the Persistence of Expected Returns.DOI
  89. John Y. Campbell (1990). A Variance Decomposition for Stock Returns. The Economic Journal.DOI
  90. John Y. Campbell, N. Gregory Mankiw (1989). International evidence on the persistence of economic fluctuations. Journal of Monetary Economics.DOI
  91. John Y. Campbell, N. Gregory Mankiw (1989). Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence. NBER Macroeconomics Annual.DOI
  92. John Campbell, Angus Deaton (1989). Why is Consumption So Smooth? The Review of Economic Studies.DOI
  93. John Y. Campbell, R. Shiller (1988). The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.DOI
  94. John Y. Campbell, R. Shiller (1988). The Dividend Ratio Model and Small Sample Bias: a Monte Carlo Study.DOI
  95. John Y. Campbell, Robert J. Shiller (1988). Stock Prices, Earnings and Expected Dividends. The Journal of Finance.DOI
  96. John Y. Campbell, R. Clarida (1987). The Dollar and Real Interest Rates.DOI
  97. John Y. Campbell, N. Gregory Mankiw (1987). Permanent and Transitory Components in Macroeconomic Fluctuations. National Bureau of Economic Research.DOI
  98. John Campbell, Richard H. Clarida (1987). Household Saving and Permanent Income in Canada and the United Kingdom. National Bureau of Economic Research.DOI
  99. John Y. Campbell, Richard H. Clarida (1986). The Term Structure of Euromarket Interest Rates: An Empirical Investigation. National Bureau of Economic Research.DOI
  100. John Campbell, N. Gregory Mankiw (1986). Are Output Fluctuations Transitory? National Bureau of Economic Research.DOI
  101. John Y. Campbell (1986). Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week. Journal of money credit and banking.DOI
  102. John Y. Campbell (1986). Comment. Econometric Reviews.DOI
  103. John Campbell, Robert J. Shiller (1986). Cointegration and Tests of Present Value Models. National Bureau of Economic Research.DOI
  104. John Y. Campbell (1985). Stock Returns and the Term Structure. Journal of Financial Economics.DOI
  105. John Y. Campbell (1984). Bond and Stock Returns in a Simple Exchange Model.DOI

Preprints

  1. John Y. Campbell, Can Gao, IAN W. R. MARTIN (2023). Debt and Deficits: Fiscal Analysis with Stationary Ratios. SSRN Electronic Journal.DOI
  2. John Y. Campbell, Stefano Giglio, Christopher Polk (2023). What Drives Booms and Busts in Value? SSRN Electronic Journal.DOI
  3. Laurent E. Calvet, John Y. Campbell, Francisco Gomes, Paolo Sodini (2021). The Cross-Section of Household Preferences. SSRN Electronic Journal.DOI
  4. John Y. Campbell, Tarun Ramadorai, Benjamin Ranish (2012). Do Stock Traders Learn from Experience? Evidence from an Emerging Market. SSRN Electronic Journal.DOI
  5. John Y. Campbell, Stefano Giglio, Christopher Polk (2011). Hard Times. SSRN Electronic Journal.DOI
  6. John Y. Campbell, Howell Edmunds Jackson, Brigitte C. Madrian, Peter Tufano (2010). The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies. SSRN Electronic Journal.DOI
  7. John Y. Campbell, João F. Cocco, Francisco Gomes, Pascal J. Maenhout (2000). Investing Retirement Wealth: A Life-Cycle Model. SSRN Electronic Journal.DOI
  8. John Y. Campbell, João F. Cocco, Francisco Gomes, Pascal J. Maenhout, Luis M. Viceira (2000). Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor. SSRN Electronic Journal.DOI
  9. John Y. Campbell, Sydney C. Ludvigson (1999). Elasticities of Substitution in Real Business Cycle Models with Home Production. SSRN Electronic Journal.DOI

Book Chapters

  1. John Y. Campbell, Yeung Lewis Chanb, M. Viceira (2013). A multivariate model of strategic asset allocation. World Scientific handbook in financial economic series.DOI
  2. John Y. Campbell, Robert J. Shiller, Luis M. Viceira (2012). Understanding Inflation-Indexed Bond Markets. Financial Innovation.DOI
  3. John Y. Campbell (2003). Chapter 13 Consumption-based asset pricing. Handbook of the economics of finance.DOI
  4. John Y. Campbell, Luis M. Viceira (1998). Who Should Buy Long-Term Bonds?DOI

Research Interests

EconomicsEconometricsFinance

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