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Economics and Finance
USA
2026

D-Index & Metrics

Economics and Finance

D-Index
119
Citations
145642
World Ranking
38
National Ranking
30

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in United States Leader Award
  • 2025 - Research.com Economics and Finance in United States Leader Award
  • 2024 - Research.com Economics and Finance in United States Leader Award
  • 2006 - Fellow of the American Finance Association (AFA)
  • 2000 - Fellow of the American Academy of Arts and Sciences
  • 1990 - Fellows of the Econometric Society
  • 1989 - Fellow of Alfred P. Sloan Foundation

Overview

John Y. Campbell is affiliated with Harvard University in the United States. Their main research domain is within Economics, Econometrics, and Finance, with a total of 42 publications concentrated in this field. Among the subfields, their work spans Economics and Econometrics, Finance, Accounting, General Economics, Econometrics and Finance, and Strategy and Management.

Their research covers several topics, including:

  • Financial Markets and Investment Strategies
  • Housing Market and Economics
  • Monetary Policy and Economic Impact
  • Economic Theories and Models
  • Financial Literacy, Pension, Retirement Analysis
  • Climate Change Policy and Economics
  • Housing, Finance, and Neoliberalism

John Y. Campbell has contributed to multiple influential academic journals and publication venues. Frequent venues include:

  • SSRN Electronic Journal
  • The Journal of Finance
  • American Economic Review
  • Journal of Financial Economics
  • Critical Finance Review

Some recent papers authored or co-authored by Campbell include:

  • Portfolio choice with sustainable spending: A model of reaching for yield (2021), Journal of Financial Economics
  • Structuring Mortgages for Macroeconomic Stability (2021), The Journal of Finance
  • Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market (2020), American Economic Review

Co-authors frequently collaborating with Campbell include:

  • Tarun Ramadorai
  • Ian Martin
  • Vimal Balasubramaniam
  • Benjamin Ranish
  • Laurent E. Calvet

In addition to journal articles, Campbell has published books, notably with Princeton University Press. A forthcoming book titled "Fixed" is scheduled for publication in 2025.

The academic career of John Y. Campbell has been recognized through several fellowships, including:

  • Fellow of the American Finance Association (AFA), 2006
  • Fellow of the American Academy of Arts and Sciences, 2000
  • Fellow of the Econometric Society, 1990
  • Fellow of Alfred P. Sloan Foundation, 1989

Best Publications

  • The econometrics of financial markets

    John Y. Campbell;Andrew W. Lo;A. Craig MacKinlay

  • By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

    John Y. Campbell;John H. Cochrane

  • A Variance Decomposition for Stock Returns

    John Y. Campbell

  • The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

    John Y. Campbell;Robert J. Shiller

  • Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

    John Campbell;Samuel P. Thompson

  • Stock Prices, Earnings and Expected Dividends

    John Y. Campbell;Robert J. Shiller

  • Strategic Asset Allocation: Portfolio Choice for Long-Term Investors

    John Y. Campbell;Luis M. Viceira

  • Cointegration and Tests of Present Value Models

    John Y. Campbell;Robert J. Shiller

  • Stock Returns and the Term Structure

    John Campbell

  • Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots

    John Y. Campbell;Pierre Perron

  • Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

    Burton Malkiel;John Campbell;Martin Lettau;Yexiao Xu

  • No news is good news: An asymmetric model of changing volatility in stock returns

    John Y. Campbell;John Y. Campbell;Ludger Hentschel

  • Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

    John Y. Campbell;Martin Lettau;Burton G. Malkiel;Yexiao Xu

  • Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence

    John Campbell;N. Gregory Mankiw

  • In Search of Distress Risk

    John Y. Campbell;Jens Hilscher;Jan Szilagyi

  • No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns

    Ludger Hentschel;John Campbell

  • Understanding Risk and Return

    John Y. Campbell

  • Trading Volume and Serial Correlation in Stock Returns

    John Y. Campbell;Sanford J. Grossman;Jiang Wang

  • Yield Spreads and Interest Rate Movements: A Bird's Eye View

    John Y. Campbell;Robert J. Shiller

  • Permanent Income, Current Income, and Consumption

    John Y. Campbell;N. Gregory Mankiw

  • The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

    Robert J. Shiller;John Y. Campbell

Frequent Co-Authors

Robert J. Shiller
Robert J. Shiller Yale University
Luis M. Viceira
Luis M. Viceira Harvard University
Tarun Ramadorai
Tarun Ramadorai Imperial College London
John H. Cochrane
John H. Cochrane Hoover Institution
N. Gregory Mankiw
N. Gregory Mankiw Harvard University
Kenneth R. French
Kenneth R. French Dartmouth College
Anil K. Kashyap
Anil K. Kashyap University of Chicago
Douglas W. Diamond
Douglas W. Diamond University of Chicago
Darrell Duffie
Darrell Duffie Stanford University
Frederic S. Mishkin
Frederic S. Mishkin Columbia University

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