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George M. Constantinides

George M. Constantinides

D-Index & Metrics

Economics and Finance

D-Index
44
Citations
23893
World Ranking
1783
National Ranking
1050

Research.com Recognitions

  • 2002 - Fellow of the American Finance Association (AFA)

Overview

George M. Constantinides is affiliated with the University of Chicago in the United States. Their research primarily focuses on the fields of Economics, Econometrics, and Finance, with particular attention to subfields such as Finance, Economics and Econometrics, Accounting, Demography, and Computational Theory and Mathematics.

The scientist has contributed to several main topics within these fields, including:

  • Stochastic processes and financial applications
  • Financial Markets and Investment Strategies
  • Financial Literacy, Pension, Retirement Analysis
  • Economic Policies and Impacts
  • Culture, Economy, and Development Studies
  • Economic theories and models
  • Housing Market and Economics

Among their recent publications are:

  • "The Supply and Demand of S&P 500 Put Options" (2021), published in Critical Finance Review
  • "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks" (2021), published in SSRN Electronic Journal
  • "What Information Drives Asset Prices?" (2021), published in The Review of Asset Pricing Studies
  • "Sentiment, Productivity, and Economic Growth" (2023), published in SSRN Electronic Journal
  • "Sentiment, productivity, and economic growth" (2022), published in SSRN Electronic Journal

Frequent co-authors collaborating with George M. Constantinides include Maurizio Montone, Valerio Potì, Stella Spilioti, Lei Lian, and Anisha Ghosh.

Their work has appeared predominantly in the following venues:

  • SSRN Electronic Journal
  • Critical Finance Review
  • The Review of Asset Pricing Studies
  • arXiv (Cornell University)
  • Journal of Financial and Quantitative Analysis

George M. Constantinides has been recognized as a Fellow of the American Finance Association (AFA) since 2002.

Best Publications

  • Habit Formation: A Resolution of the Equity Premium Puzzle

    George M. Constantinides

  • An Empirical Comparison of Alternative Models of the Short‐Term Interest Rate

    K. C. Chan;G. Andrew Karolyi;Francis A. Longstaff;Anthony B. Sanders

  • Asset Pricing with Heterogeneous Consumers

    George M. Constantinides;Darrell Duffie

  • Capital Market Equilibrium with Transaction Costs

    George Constantinides

  • Habit persistence and durability in aggregate consumption: Empirical tests

    Wayne E. Ferson;George M. Constantinides

  • Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle

    George M. Constantinides;John B. Donaldson;Rajnish Mehra

  • Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns

    George M. Constantinides

  • Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

    Alon Brav;George M. Constantinides;Christopher C. Geczy

  • Capital Market Equilibrium with Personal Tax

    George M Constantinides

  • A Theory of the Nominal Term Structure of Interest Rates

    George M. Constantinides

  • Portfolio selection with transactions costs

    Michael J.P Magill;George M Constantinides

  • Optimal Investment with Stock Repurchase and Financing as Signals

    George M Constantinides;Bruce D Grundy

  • Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation

    George M. Constantinides

  • Habit persistence and durability in aggregate consumption

    Wayne E. Ferson;George M. Constantinides

  • OPTIMAL BOND TRADING WITH PERSONAL TAXES

    George Constantinides;Jonathan E. Ingersoll

  • MARKET RISK ADJUSTMENT IN PROJECT VALUATION

    George M. Constantinides

  • Handbook of the Economics of Finance

    George Constantinides;Milton Harris;René Stulz

  • Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time

    George M. Constantinides;Scott F. Richard

  • Mispricing of S&P 500 Index Options

    George M. Constantinides;Jens Carsten Jackwerth;Stylianos Perrakis

  • Multiperiod Consumption and Investment Behavior with Convex Transactions Costs

    George M. Constantinides

  • Habit Persistence and Durability in Aggregate Consumption: Empirical Tests

    George M. Constantinides;George M. Constantinides;Wayne E. Ferson;Wayne E. Ferson

  • The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion

    George M. Constantinides

Frequent Co-Authors

Wayne E. Ferson
Wayne E. Ferson University of Southern California
Darrell Duffie
Darrell Duffie Stanford University
René M. Stulz
René M. Stulz The Ohio State University
Alon Brav
Alon Brav Duke University
Dimitri Vayanos
Dimitri Vayanos London School of Economics and Political Science
Anastasios Xepapadeas
Anastasios Xepapadeas Athens University of Economics and Business
Costas Meghir
Costas Meghir Yale University
Roger B. Myerson
Roger B. Myerson University of Chicago
Robert H. Topel
Robert H. Topel University of Chicago
Haridimos Tsoukas
Haridimos Tsoukas University of Cyprus

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