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Motohiro Yogo · Study
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Author
Motohiro Yogo
44 works
· latest 2023
· 10 institutions
cluster: provisional
ORCID 0000-0001-8778-778X
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44
Citations
7,082
Works here
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Most cited in this library
Efficient tests of stock return predictability☆
2006 · 992 citations
A Demand System Approach to Asset Pricing
2018 · 686 citations
A Consumption‐Based Explanation of Expected Stock Returns
2006 · 653 citations
Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak
2004 · 413 citations
What does futures market interest tell us about the macroeconomy and asset prices?
2012 · 411 citations
Works
44 shown
Which Investors Matter for Equity Valuations and Expected Returns?
The Review of Economic Studies
·
2023
·
3 authors
108
citations
Understanding the Ownership Structure of Corporate Bonds
American Economic Review Insights
·
2023
·
2 authors
26
citations
The Fragility of Market Risk Insurance
The Journal of Finance
·
2022
·
2 authors
·
Open access
112
citations
Understanding the Ownership Structure of Corporate Bonds
National Bureau of Economic Research
·
2022
·
2 authors
·
report
37
citations
Inspecting the mechanism of quantitative easing in the euro area
Journal of Financial Economics
·
2020
·
4 authors
·
Open access
145
citations
Which Investors Matter for Equity Valuations and Expected Returns?
National Bureau of Economic Research
·
2020
·
3 authors
·
report
·
Open access
113
citations
Exchange Rates and Asset Prices in a Global Demand System
Journal of Political Economy
·
2020
·
2 authors
·
Open access
196
citations
Inspecting the Mechanism of Quantitative Easing in the Euro Area
National Bureau of Economic Research
·
2019
·
4 authors
·
report
·
Open access
79
citations
A Demand System Approach to Asset Pricing
Journal of Political Economy
·
2018
·
2 authors
·
Open access
686
citations
Euro-Area Quantitative Easing and Portfolio Rebalancing
American Economic Review
·
2017
·
4 authors
102
citations
Worker Betas: Five Facts about Systematic Earnings Risk
American Economic Review
·
2017
·
4 authors
·
Open access
85
citations
Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets
Journal of Monetary Economics
·
2016
·
1 author
·
Open access
250
citations
Shadow Insurance
Econometrica
·
2016
·
2 authors
·
Open access
120
citations
Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices.
SSRN Electronic Journal
·
2016
·
3 authors
·
preprint
·
Open access
50
citations
A Demand System Approach to Asset Pricing
National Bureau of Economic Research
·
2015
·
2 authors
·
report
·
Open access
69
citations
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
The Journal of Finance
·
2015
·
3 authors
140
citations
The Cost of Financial Frictions for Life Insurers
American Economic Review
·
2015
·
2 authors
·
Open access
225
citations
A Demand System Approach to Asset Pricing
SSRN Electronic Journal
·
2014
·
2 authors
·
preprint
·
Open access
27
citations
What does futures market interest tell us about the macroeconomy and asset prices?
Journal of Financial Economics
·
2012
·
2 authors
411
citations
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
National Bureau of Economic Research
·
2011
·
3 authors
·
report
·
Open access
47
citations
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
SSRN Electronic Journal
·
2011
·
3 authors
·
preprint
·
Open access
56
citations
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets
SSRN Electronic Journal
·
2011
·
1 author
·
preprint
·
Open access
50
citations
Why Do Household Portfolio Shares Rise in Wealth?
National Bureau of Economic Research
·
2010
·
2 authors
·
report
·
Open access
42
citations
Durability of Output and Expected Stock Returns
Journal of Political Economy
·
2009
·
3 authors
200
citations
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets
National Bureau of Economic Research
·
2009
·
1 author
·
report
·
Open access
168
citations
A Note on Liquidity Risk Management
American Economic Review
·
2009
·
2 authors
96
citations
A Note on Liquidity Risk Management
National Bureau of Economic Research
·
2009
·
2 authors
·
report
·
Open access
21
citations
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
121
citations
Asset Prices Under Habit Formation and Reference-Dependent Preferences
Journal of Business and Economic Statistics
·
2008
·
1 author
72
citations
Measuring business cycles: A wavelet analysis of economic time series
Economics Letters
·
2008
·
1 author
·
Open access
133
citations
Does firm value move too much to be justified by subsequent changes in cash flow?
Journal of Financial Economics
·
2007
·
2 authors
166
citations
Durability of Output and Expected Stock Returns
National Bureau of Economic Research
·
2007
·
3 authors
·
report
·
Open access
37
citations
Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?
National Bureau of Economic Research
·
2007
·
2 authors
·
report
·
Open access
71
citations
A Consumption‐Based Explanation of Expected Stock Returns
The Journal of Finance
·
2006
·
1 author
653
citations
Efficient tests of stock return predictability☆
Journal of Financial Economics
·
2006
·
1 author
992
citations
A Consumption-Based Explanation of Expected Stock Returns
ScholarlyCommons (University of Pennsylvania)
·
2005
·
1 author
·
Open access
69
citations
Implementing the Econometric Methods in "Efficient Tests of Stock Return Predictability"
·
2005
·
2 authors
26
citations
Luxury Goods and the Equity Premium
The Journal of Finance
·
2004
·
3 authors
353
citations
Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak
The Review of Economics and Statistics
·
2004
·
1 author
·
Open access
413
citations
Efficient Tests of Stock Return Predictability
National Bureau of Economic Research
·
2003
·
2 authors
·
report
·
Open access
51
citations
Luxury Goods and the Equity Premium
SSRN Electronic Journal
·
2003
·
3 authors
·
preprint
·
Open access
51
citations
Efficient Tests of Stock Return Predictability
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
92
citations
Luxury Goods and the Equity Premium
National Bureau of Economic Research
·
2001
·
3 authors
·
report
·
Open access
27
citations
Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa
National Bureau of Economic Research
·
1999
·
2 authors
·
report
·
Open access
94
citations