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John Y. Campbell

11 published titles

The econometrics of financial markets

1 edition

  • ISBN: 0691043019
  • Princeton University Press
  • 1997
  • Details

Dispersion and volatility in stock returns : an empirical investigation

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 1998
  • Details

Risk aspects of investment-based social security reform

(Contributor)

1 edition

  • ISBN: 0226092550
  • The University of Chicago Press
  • 2001
  • Details

Strategic asset allocation : portfolio choice for long-term investors

1 edition

  • ISBN: 0198296940
  • Oxford University Press
  • 2002
  • Details

Caught on tape : institutional trading, stock returns, and earnings announcements

1 edition

  • Centre for Economic Policy Research
  • 2007
  • Details

Asset prices and monetary policy

(Contributor)

1 edition

  • ISBN: 9780226092119
  • University of Chicago Press
  • 2008
  • Details

Getting better or feeling better? : how equity investors respond to investment experience

1 edition

  • Centre for Economic Policy Research
  • 2014
  • Details

Inattention and inertia in household finance : evidence from the Danish mortgage market

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 2015
  • Details

An intertemporal CAPM with stochastic volatility

1 edition

  • Centre for Economic Policy Research
  • 2015
  • Details

How do regulators influence mortgage risk? : evidence from an emerging market

1 edition

  • Centre for Economic Policy Research
  • Details

What calls to ARMS? : International evidence on interest rates and the choice of adjustable-rate mortgages

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • Details

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