Publications by Type: Journal Article

Campbell JY, Polk C, Vuolteenaho T. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns. Review of Financial Studies. 2010;23 (1) :305-344. Paper PDF (Updated March 2009) Appendix PDF(Update 2008)
Campbell JY, Medeiros KS-de, Viceira LM. Global Currency Hedging. Journal of Finance. 2010;LXV (1) :87-122. Paper PDF Appendix PDF
Campbell JY, Shiller RJ, Viciera LM. Understanding Inflation-Indexed Bond Markets. Brookings Papers on Economic Activity. 2009 :79-120. Paper PDF Appendix PDF (Updated May 2009)
Campbell JY. The Changing Role of Nominal Government Bonds in Asset Allocation. Geneva Risk and Insurance Review. 2009;34 :89-104. PDF
Calvet LE, Campbell JY, Sodini P. Fight or Flight? Portfolio Rebalancing By Individual Investors. Quarterly Journal of Economics. 2009 :301-348. Paper PDF Appendix PDF
Campbell JY, Hilscher J, Szilagyi J. In Search of Distress Risk. Journal of Finance. 2008;LXIII (6) :2899-2939. PDF
Campbell JY, Cocco JF. How Do House Prices Affect Consumption? Evidence From Micro Data. Journal of Monetary Economics. 2007;54 :591-621. Paper PDF (Updated July 2005) Appendix PDF
Calvet LE, Campbell JY, Sodini P. Down or Out: Assessing the Welfare Costs of Household Investment Mistakes. Journal of Political Economy. 2007;115 (5) :707-747. Paper PDF Appendix PDF
Campbell JY. Household Finance, Presidential Address to the American Finance Association. Journal of Finance. 2006;LXI (4) :1553-1604. PDF
Campbell JY, Viceira LM. The Term Structure of the Risk-Return Tradeoff. Financial Analysts Journal. 2005;61 (1) :34-44. Paper PDF Appendix PDF
Campbell JY, Vuolteenaho T. Bad Beta, Good Beta. American Economic Review. 2004;94 (5) :1249-1275. Publisher's Version Paper PDF Appendix PDF
Campbell JY, Cocco JF. Household Risk Management and Optimal Mortgage Choice. Quarterly Journal of Economics. 2003;118 (4) :1449-1494. PDF
Campbell JY, Taksler GB. Equity Volatility and Corporate Bond Yields. Journal of Finance. 2003;LVIII (6) :2321-2350. PDF
Campbell JY, Lettau M, Malkiel B, Xu Y. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk. Journal of Finance. 2001;56 (1) :1-43. PDF
Campbell JY. Asset Pricing at the Millennium. Journal of Finance. 2000;LV (4) :1515-1567. PDF
Campbell JY, Cochrane JH. Explaining the Poor Performance of Consumption-based Asset Pricing Models. Journal of Finance. 2000;LV (6) :2863-2878. PDF
Campbell JY, Cochrane JH. By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. Journal of Political Economy. 1999;107 :205-251. Paper PDF (Updated May 1998) Appendix PDF
Campbell JY, Viceira LM. Consumption and Portfolio Decisions When Expected Returns Are Time Varying. Quarterly Journal of Economics. 1999;114 (2) :433-495. PDF
Campbell JY. Some Lessons from the Yield Curve. Journal of Economic Perspectives. 1995;9 (3) :129-152. PDF
Campbell JY, Grossman SJ, Wang J. Trading Volume and Serial Correlation in Stock Returns. Quarterly Journal of Economics. 1993;108 (4) :905-939. PDF