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Efficient tests of stock return predictability

Campbell, John Y. (contributor); Yogo, Motohiro (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001736825

Efficient tests of stock return predictability

Campbell, John Y.; Yogo, Motohiro - 2003

Persistent link: https://www.econbiz.de/10001815414

Estimating the real rate of return on stocks over the long term : papers presented to the Social Security Advisory Board

Campbell, John Y. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001660944

Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk

Campbell, John Y. (contributor) - 2000

Persistent link: https://www.econbiz.de/10001456475

Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk

Campbell, John Y. (contributor) - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 1-43

Persistent link: https://www.econbiz.de/10001575057

Efficient tests of stock return predictability

Campbell, John Y.; Yogo, Motohiro - In: Journal of financial economics 81 (2006) 1, pp. 27-60

Persistent link: https://www.econbiz.de/10003340663

Idiosyncratic Equity Risk Two Decades Later

Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; … - National Bureau of Economic Research - 2022

This paper reviews the literature on idiosyncratic equity volatility since the publication of "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk" in 2001. We respond to replication studies by Chiah, Gharghori, and Zhong and by Leippold and Svaton, and we...

Persistent link: https://www.econbiz.de/10013191011

Asset prices, consumption, and the business cycle

Campbell, John Y. - 1998

Persistent link: https://www.econbiz.de/10000659469

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

Campbell, John Y.; Ramadorai, Tarun; Ranish, Benjamin - 2014

Persistent link: https://www.econbiz.de/10010339577

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

Campbell, John Y.; Ramadorai, Tarun; Ranish, Benjamin - 2014

Persistent link: https://www.econbiz.de/10010367943