Search Results - "Campbell, Y"

Restoring Rational Choice: The Challenge of Consumer Financial Regulation by Campbell, John Y.

“…This lecture considers the case for consumer financial regulation in an environment where many households lack the knowledge to manage their financial affairs…”
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Household Finance by CAMPBELL, JOHN Y.

“…The study of household finance is challenging because household behavior is difficult to measure, and households face constraints not captured by textbook…”
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Forced Sales and House Prices by Campbell, John Y., Giglio, Stefano, Pathak, Parag

“…This paper uses data on all house transactions in Massachusetts over the last 20 years to show that houses sold after foreclosure, or close in time to the…”
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In Search of Distress Risk by CAMPBELL, JOHN Y., HILSCHER, JENS, SZILAGYI, JAN

“…This paper explores the determinants of corporate failure and the pricing of financially distressed stocks whose failure probability, estimated from a dynamic…”
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A Model of Mortgage Default by CAMPBELL, JOHN Y., COCCO, JOÃO F.

“…In this paper, we solve a dynamic model of households' mortgage decisions incorporating labor income, house price, inflation, and interest rate risk. Using a…”
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Predicting Excess Stock Returns out of Sample: Can Anything Beat the Historical Average? by Campbell, John Y., Thompson, Samuel B.

“…Goyal and Welch (2007) argue that the historical average excess stock return forecasts future excess stock returns better than regressions of excess returns on…”
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Down or Out: Assessing the Welfare Costs of Household Investment Mistakes by Calvet, Laurent E., Campbell, John Y., Sodini, Paolo

“…This paper investigates the efficiency of household investment decisions using comprehensive disaggregated Swedish data. We consider two main sources of…”
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Bad Beta, Good Beta by Campbell, John Y., Vuolteenaho, Tuomo

“…This paper explains the size and value "anomalies" in stock returns using an economically motivated two-beta model. We break the beta of a stock with the…”
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International Comparative Household Finance by Badarinza, Cristian, Campbell, John Y, Ramadorai, Tarun

“…This article reviews the literature on international comparative household finance. It presents summary statistics on household balance sheets for 13 developed…”
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Who Owns What? A Factor Model for Direct Stockholding by BALASUBRAMANIAM, VIMAL, CAMPBELL, JOHN Y., RAMADORAI, TARUN, RANISH, BENJAMIN

“…ABSTRACT We build a cross‐sectional factor model for investors' direct stockholdings and estimate it using data from almost 10 million retail accounts in the…”
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Fight or Flight? Portfolio Rebalancing by Individual Investors by Calvet, Laurent E., Campbell, John Y., Sodini, Paolo

“…This paper investigates the dynamics of individual portfolios in a unique data set containing the disaggregated wealth of all households in Sweden. Between…”
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Measuring the Financial Sophistication of Households by Calvet, Laurent E., Campbell, John Y., Sodini, Paolo

“…This paper confirms earlier evidence that richer, educated households of larger size are less prone to making financial mistakes than other households. These…”
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How do house prices affect consumption? Evidence from micro data by Campbell, John Y., Cocco, João F.

“…Housing is a major component of wealth. Since house prices fluctuate considerably over time, it is important to understand how these fluctuations affect…”
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Efficient tests of stock return predictability by Campbell, John Y., Yogo, Motohiro

“…Conventional tests of the predictability of stock returns could be invalid, that is reject the null too frequently, when the predictor variable is persistent…”
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Caught on tape: Institutional trading, stock returns, and earnings announcements by Campbell, John Y., Ramadorai, Tarun, Schwartz, Allie

“…Many questions about institutional trading can only be answered if one tracks high-frequency changes in institutional ownership. In the United States, however,…”
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Equity Volatility and Corporate Bond Yields by Campbell, John Y., Taksler, Glen B.

“…This paper explores the effect of equity volatility on corporate bond yields. Panel data for the late 1990s show that idiosyncratic firm-level volatility can…”
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Meat quality traits and proteome profile of woody broiler breast (pectoralis major) meat by Cai, K, Shao, W, Chen, X, Campbell, Y L, Nair, M N, Suman, S P, Beach, C M, Guyton, M C, Schilling, M W

“…Abstract Woody breast meat has recently become prevalent in the broiler industry in both the United States and European Union. Recent publications have…”
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Prevalence of Lumbosacral Transitional Vertebrae in Patients With Symptomatic Femoroacetabular Impingement Requiring Hip Arthroscopy by Luo, Roger, Barsoum, Dena, Ashraf, Humaira, Cheng, Jennifer, Hurwitz, Nicole R., Goldsmith, Campbell Y., Moley, Peter J.

“…The primary aim of this study was to determine the prevalence of lumbosacral transitional vertebrae (LSTVs) in patients with symptomatic femoroacetabular…”
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Increasing Mobility of High Arctic Sea Ice Increases Marine Hazards Off the East Coast of Newfoundland by Barber, D. G., Babb, D. G., Ehn, J. K., Chan, W., Matthes, L., Dalman, L. A., Campbell, Y., Harasyn, M. L., Firoozy, N., Theriault, N., Lukovich, J. V., Zagon, T., Papakyriakou, T., Capelle, D. W., Forest, A., Gariepy, A.

“…Heavy ice conditions along Canada's east coast during spring 2017 presented hazardous conditions for the maritime industry and required the Canadian Coast…”
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By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior by Campbell, John Y., Cochrane, John H.

“…We present a consumption‐based model that explains a wide variety of dynamic asset pricing phenomena, including the procyclical variation of stock prices, the…”
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