J. Heaton
Economics and Econometrics · 2000–2011
A researcher in the Science corpus: 8 papers; trusts 17 researchers and is trusted by 76 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 62 citations into it; #1,241 of 23,481 by trust here, #1,294 by citations
- Finance — 57 citations into it; #569 of 10,518 by trust here, #399 by citations
- Accounting — 33 citations into it; #619 of 8,970 by trust here, #666 by citations
Whom J. Heaton trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lars Peter Hansen
- Ravi Bansal
- Tobias Adrian
- Q. Vuong
- Martin Lettau
- Hyun Song Shin
- Eugene F. Fama
- Amir Yaron
- Ariel Pakes
- Larry G. Epstein
Who trusts J. Heaton overall
- Nikolai Roussanov
- Doron Avramov
- Adriano A. Rampini
- Elisabeth Müller
- Stephanie E. Curcuru
- Luigi Guiso
- Lars Peter Hansen
- Anthony W. Lynch
- Ryan D. Edwards
- Rob J M Alessie
Papers from J. Heaton's perspective
Ordered by how strongly the researchers J. Heaton trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Common risk factors in the returns on stocks and bonds
- Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
- Habit formation: a resolution of the equity premium puzzle?
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Optimal life cycle asset allocation : understanding the empirical evidence
- Testing Parameters in GMM without Assuming that they are identified
- Efficiency, equilibrium, and asset pricing with risk of default
- Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk
Their papers
- Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000) — 1,017 citations
- Consumption Strikes Back? Measuring Long‐Run Risk (2008) — 597 citations
- Heterogeneity and Portfolio Choice: Theory and Evidence (2004) — 215 citations
- Econometric Evaluation of Asset Pricing Models (2011) — 118 citations
- An empirical investigation of asset pricing with temporally dependent preference specifications (2011) — 141 citations
- Is mark-to-market accounting destabilizing? Analysis and implications for policy (2010) — 135 citations
- Intertemporal Substitution and Risk Aversion (2007) — 121 citations
- Portfolio Choice in the Presence of Background Risk (2000) — 599 citations