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DEPARTMENT OF ECONOMICS
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FACULTY OF ARTS AND SCIENCES
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HARVARD.EDU
John Y. Campbell
Morton L. and Carole S. Olshan Professor of Economics
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Publications by Type: Journal Article
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Forthcoming
Balasubramaniam V, Campbell JY, Ramadorai T, Ranish B
.
Who Owns What? A Factor Model for Direct Stock Holding
. Journal of Finance. Forthcoming.
Paper PDF (Updated February 2022)
Appendix PDF (Updated February 2022)
2022
Campbell JY, Sigalov R
.
Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield
. Journal of Financial Economics. 2022;143 (January) :188-206.
Paper PDF (Updated December 2020)
Appendix PDF (Updated December 2020)
2021
Campbell JY, Clara N, Cocco JF
.
Structuring Mortgages for Macroeconomic Stability
. Journal of Finance. 2021;76 (October) :2525-2576.
PDF (Updated August 2020)
2020
Andersen S, Campbell JY, Nielsen KM, Ramadorai T
.
Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
. American Economic Review. 2020;110 (October) :3184-3230.
Paper PDF (Updated March 2020)
Appendix PDF (Updated March 2020)
Campbell JY, Pflueger C, Viceira LM
.
Macroeconomic Drivers of Bond and Equity Risks
. Journal of Political Economy. 2020;128 (August) :3148-3185.
Paper PDF (Updated May 2019)
Appendix PDF (Updated May 2019)
2019
Campbell JY, Ramadorai T, Ranish B
.
Do the Rich Get Richer in the Stock Market? Evidence from India
. American Economic Review: Insights. 2019;1 :225-240.
Paper PDF (Updated July 2018)
Appendix PDF (Updated July 2018)
2018
Badarinza C, Campbell JY, Ramadorai T
.
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages
. Management Science. 2018;64 :2275-2288.
Paper PDF (Updated September 2015)
Institutional Appendix PDF
Empirical Appendix PDF (Updated September 2015)
Campbell JY, Giglio S, Polk C, Turley R
.
An Intertemporal CAPM with Stochastic Volatility
. Journal of Financial Economics. 2018;128 :207-233.
Paper PDF (updated January 2017)
Appendix PDF (Updated January 2017)
2017
Kageleiry A, Samuelson D, Duh MS, Lefebvre P, Campbell J, Skotko BG
.
Out-of-Pocket Medical Costs and Third-Party Healthcare Costs for Children With Down Syndrome
. American Journal of Medical Genetics Part A. 2017;173 :627-637.
PDF(Updated October 2016)
Campbell JY, Sunderam A, Viceira LM
.
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
. Critical Finance Review. 2017;6 :263-301.
Paper PDF (Updated May 2016)
Appendix PDF (Updated May 2016)
2016
Campbell JY
.
Restoring Rational Choice: The Challenge of Consumer Financial Regulation
. American Economic Review: Papers & Proceedings. 2016;106 (5) :1-30.
Publisher's Version
Paper PDF (Updated March 2016)
Appendix PDF
Badarinza C, Campbell JY, Ramadorai T
.
International Comparative Household Finance
. Annual Review of Economics. 2016;8.
Publisher's Version
2015
Campbell JY, Cochrane JH
.
The Fragile Benefits of Endowment Destruction
. Journal of Political Economy. 2015;123 (5) :1214-1226.
Publisher's Version
PDF
Campbell JY, Ramadorai T, Ranish B
.
The Impact of Regulation on Mortgage Risk: Evidence from India
. American Economic Journal: Economic Policy. 2015;7 (4) :71-102.
Publisher's Version
Paper PDF (Updated September 2014)
Empirical Appendix PDF (Updated September 2014)
Regulatory Appendix PDF (Updated May 2014)
Campbell JY, Cocco JF
.
A Model of Mortgage Default
. Journal of Finance. 2015;70 (4) :1495-1554.
Publisher's Version
Paper PDF (Updated February 2014)
Appendix PDF (Updated February 2014)
2014
Campbell JY
.
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller
. Scandinavian Journal of Economics. 2014.
PDF (Updated May 2014)
2013
Campbell JY
.
Mortgage Market Design
. Review of Finance. 2013;17 (1) :1-33.
PDF
Campbell JY, Giglio S, Polk C
.
Hard Times
. Review of Asset Pricing Studies. 2013;3 (1) :95-132.
Paper PDF
Appendix PDF
2012
Beeler J, Campbell JY
.
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
. Critical Finance Review. 2012;1 :141-182.
Paper PDF (Updated October 2011)
Appendix PDF(Updated October 2011)
2011
Campbell JY, Giglio S, Pathak P
.
Forced Sales and House Prices
. American Economic Review. 2011;101 :2108-2131.
Paper PDF (Updated July 2010)
Appendix PDF
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Biography & CV
Publications
Financial Decisions and Markets: A Course in Asset Pricing
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International Household Finance
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Book
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Journal Article
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Recent Publications
Sustainability in a Risky World
The Cross-Section of Household Preferences
Who Owns What? A Factor Model for Direct Stock Holding
Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield
Structuring Mortgages for Macroeconomic Stability
Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
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