关注
John H. Cochrane
John H. Cochrane
Hoover Institution, Stanford University
在 stanford.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Asset pricing: Revised edition
JH Cochrane
Princeton university press, 2009
79602009
By force of habit: A consumption-based explanation of aggregate stock market behavior
JY Campbell, JH Cochrane
Journal of political Economy 107 (2), 205-251, 1999
64771999
Pitfalls and opportunities: what macroeconomists should know about unit roots
JY Campbell, P Perron
NBER macroeconomics annual 6, 141-201, 1991
28411991
Presidential address: Discount rates
JH Cochrane
The Journal of finance 66 (4), 1047-1108, 2011
25482011
How big is the random walk in GNP?
JH Cochrane
Journal of political economy 96 (5), 893-920, 1988
21351988
Bond risk premia
JH Cochrane, M Piazzesi
American economic review 95 (1), 138-160, 2005
20502005
The dog that did not bark: A defense of return predictability
JH Cochrane
The Review of Financial Studies 21 (4), 1533-1575, 2008
15962008
Production‐based asset pricing and the link between stock returns and economic fluctuations
JH Cochrane
The Journal of Finance 46 (1), 209-237, 1991
15951991
A cross-sectional test of an investment-based asset pricing model
JH Cochrane
Journal of Political Economy 104 (3), 572-621, 1996
14991996
The risk and return of venture capital
JH Cochrane
Journal of financial economics 75 (1), 3-52, 2005
14732005
A simple test of consumption insurance
JH Cochrane
Journal of political economy 99 (5), 957-976, 1991
14611991
Financial markets and the real economy
JH Cochrane
Foundations and Trends® in Finance 1 (1), 1-101, 2005
8972005
New facts in finance
JH Cochrane
National Bureau of Economic Research, 1999
7791999
Permanent and transitory components of GNP and stock prices
JH Cochrane
The Quarterly Journal of Economics 109 (1), 241-265, 1994
7351994
Beyond arbitrage: Good-deal asset price bounds in incomplete markets
JH Cochrane, J Saa-Requejo
Journal of political economy 108 (1), 79-119, 2000
7042000
Long‐term debt and optimal policy in the fiscal theory of the price level
JH Cochrane
Econometrica 69 (1), 69-116, 2001
7002001
Shocks
JH Cochrane
Carnegie-Rochester Conference series on public policy 41, 295-364, 1994
6941994
Explaining the variance of price–dividend ratios
JH Cochrane
The Review of Financial Studies 5 (2), 243-280, 1992
6841992
The fed and interest rates—a high-frequency identification
JH Cochrane, M Piazzesi
American economic review 92 (2), 90-95, 2002
6782002
A frictionless view of US inflation
JH Cochrane
NBER macroeconomics annual 13, 323-384, 1998
5891998
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