| Asset pricing: Revised edition J Cochrane Princeton university press, 2009 | 7930 | 2009 |
| By force of habit: A consumption-based explanation of aggregate stock market behavior JY Campbell, JH Cochrane Journal of political Economy 107 (2), 205-251, 1999 | 6507 | 1999 |
| Pitfalls and opportunities: what macroeconomists should know about unit roots JY Campbell, P Perron NBER macroeconomics annual 6, 141-201, 1991 | 2838 | 1991 |
| Presidential address: Discount rates JH Cochrane The Journal of finance 66 (4), 1047-1108, 2011 | 2508 | 2011 |
| How big is the random walk in GNP? JH Cochrane Journal of political economy 96 (5), 893-920, 1988 | 2129 | 1988 |
| Bond risk premia JH Cochrane, M Piazzesi American economic review 95 (1), 138-160, 2005 | 2048 | 2005 |
| The dog that did not bark: A defense of return predictability JH Cochrane The Review of Financial Studies 21 (4), 1533-1575, 2008 | 1594 | 2008 |
| Production‐based asset pricing and the link between stock returns and economic fluctuations JH Cochrane The Journal of Finance 46 (1), 209-237, 1991 | 1587 | 1991 |
| A cross-sectional test of an investment-based asset pricing model JH Cochrane Journal of Political Economy 104 (3), 572-621, 1996 | 1497 | 1996 |
| The risk and return of venture capital JH Cochrane Journal of financial economics 75 (1), 3-52, 2005 | 1472 | 2005 |
| A simple test of consumption insurance JH Cochrane Journal of political economy 99 (5), 957-976, 1991 | 1452 | 1991 |
| Financial markets and the real economy JH Cochrane Foundations and Trends® in Finance 1 (1), 1-101, 2005 | 880 | 2005 |
| New facts in finance JH Cochrane National Bureau of Economic Research, 1999 | 786 | 1999 |
| Permanent and transitory components of GNP and stock prices JH Cochrane The Quarterly Journal of Economics 109 (1), 241-265, 1994 | 729 | 1994 |
| Long‐term debt and optimal policy in the fiscal theory of the price level JH Cochrane Econometrica 69 (1), 69-116, 2001 | 691 | 2001 |
| Shocks JH Cochrane Carnegie-Rochester Conference series on public policy 41, 295-364, 1994 | 690 | 1994 |
| Beyond arbitrage: Good-deal asset price bounds in incomplete markets JH Cochrane, J Saa-Requejo Journal of political economy 108 (1), 79-119, 2000 | 678 | 2000 |
| Explaining the variance of price–dividend ratios JH Cochrane The Review of Financial Studies 5 (2), 243-280, 1992 | 677 | 1992 |
| The fed and interest rates—a high-frequency identification JH Cochrane, M Piazzesi American economic review 92 (2), 90-95, 2002 | 660 | 2002 |
| A frictionless view of US inflation JH Cochrane NBER macroeconomics annual 13, 323-384, 1998 | 581 | 1998 |
John Y. CampbellMorton L. and Carole S. Olshan Professor of Economics, Harvard UniversityVerified email at harvard.edu
