Journal Article
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, 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
Campbell JY, Ammer J. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. Journal of Finance. 1993;XLVIII (1) :3-37. PDF
Campbell JY, Hamao Y. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. Journal of Finance. 1992;XLVII (1) :43-69. PDF
Campbell JY, Shiller RJ. Stock Prices, Earnings, and Expected Dividends. Journal of Finance. 1988;XLIII (3) :661-676. PDF
Campbell JY, Mankiw GN. Are Output Fluctuations Transitory?. Quarterly Journal of Economics. 1987;102 (4) :857-880. PDF
Campbell JY. Bond and Stock Returns in a Simple Exchange Model. Quarterly Journal of Economics. 1986;101 (4) :785-804. PDF
Campbell JY. A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. Journal of Finance. 1986;XLL (1) :183-193. PDF
Conference Paper
Samuelson D, Kageleiry A, Duh MS, Lefebvre P, Campbell J, DerSarkissian M, Haider B, Skotko BG. Income Growth Trajectory for Parents of Children with Down Syndrome in the United States, in ISPOR 21st Annual International Meeting. Washington, DC. PHS45 ; 2016. PDF
Kageleiry A, Samuelson D, Duh MS, Lefebvre P, DerSarkissian M, Campbell J, Skotko BG. Out-of-pocket Medical Costs for Parents with Children with Down Syndrome in the United States, in ISPOR 20th Annual International Meeting. Philadelphia, PA, USA. PHS67 ; 2015. PDF
Campbell JY. Financial Decisions and Markets: A Course in Asset Pricing.; Forthcoming. Publisher's Version
The Squam Lake Report: Fixing the Financial System
French KR, Baily MN, Campbell JY, Cochrane JH, Diamond DW, Duffie D, Kashyap AK, Mishkin FS, g. Rajan R, Scharfstein DS, et al. The Squam Lake Report: Fixing the Financial System. 1st ed. Princeton University Press; 2010 pp. 184. Publisher's VersionAbstract

In the fall of 2008, fifteen of the world's leading economists--representing the broadest spectrum of economic opinion--gathered at New Hampshire's Squam Lake. Their goal: the mapping of a long-term plan for financial regulation reform.

The Squam Lake Report distills the wealth of insights from the ongoing collaboration that began at these meetings and provides a revelatory, unified, and coherent voice for fixing our troubled and damaged financial markets. As an alternative to the patchwork solutions and ideologically charged proposals that have dominated other discussions, the Squam Lake group sets forth a clear nonpartisan plan of action to transform the regulation of financial markets--not just for the current climate--but for generations to come.

Arguing that there has been a conflict between financial institutions and society, these diverse experts present sound and transparent prescriptions to reduce this divide. They look at the critical holes in the existing regulatory framework for handling complex financial institutions, retirement savings, and credit default swaps. They offer ideas for new financial instruments designed to recapitalize banks without burdening taxpayers. To lower the risk that large banks will fail, the authors call for higher capital requirements as well as a systemic regulator who is part of the central bank. They collectively analyze where the financial system has failed, and how these weak points should be overhauled.

Combining an immense depth of academic, private sector, and public policy experience, The Squam Lake Report contains urgent recommendations that will positively influence everyone's financial well-being--all who care about the world's economic health need to pay attention.

Asset Prices & Monetary Policy
Campbell JY. Asset Prices & Monetary Policy. (Campbell JY). University of Chicago Press; 2008. Website
Campbell JY, Viceira LM. Strategic Asset Allocation. Oxford University Press; 2002 pp. 274. Publisher's Version
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
Campbell JY, Viceira LM. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors. Oxford University Press; 2002. Publisher's Version
Risk Aspects of Investment-Based Social Security Reform
Campbell JY, Feldstein M. Risk Aspects of Investment-Based Social Security Reform. U.S. : University of Chicago Press; 2000. Publisher's Version