NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by George M. Constantinides

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

November 2014Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes
with Anisha Ghosh: w20678
May 2014Asset Pricing with Countercyclical Household Consumption Risk
with Anisha Ghosh: w20110
August 2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
with Michal Czerwonko, Jens Carsten Jackwerth, Stylianos Perrakis: w16302

Published: George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Riskā€Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, 08. citation courtesy of

July 2010The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
with Anisha Ghosh: w16183
December 2008Mispricing of S&P 500 Index Options
with Jens Carsten Jackwerth, Stylianos Perrakis: w14544

Published: Review of Financial Studies, March 2009 citation courtesy of

Asset Pricing Tests with Long Run Risks in Consumption Growth
with Anisha Ghosh: w14543

Published: Rev Asset Pric Stud (2011) 1 (1): 96-136. doi: 10.1093/rapstu/rar004 First published online: October 17, 2011

February 2005Junior is Rich: Bequests as Consumption
with John B. Donaldson, Rajnish Mehra: w11122

Published: George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer, vol. 32(1), pages 125-155, July. citation courtesy of

April 2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security
with John B. Donaldson, Rajnish Mehra: w8906

Published: Constantinides, G. M., J. B. Donaldson and R. Mehra. "Junior Must Pay: Pricing The Implicit Put In Privatizing Social Security," Annals of Finance, 2005, v1(1,Jan), 1-34. citation courtesy of

March 2002Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs
with Stylianos Perrakis: w8867

Published: Constantinides, George M. & Perrakis, Stylianos, 2002. "Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1323-1352, July. citation courtesy of

Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
with Alon Brav, Christopher C. Geczy: w8822

Published: Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," Journal of Political Economy, University of Chicago Press, vol. 110(4), pages 793-824, August. citation courtesy of

Rational Asset Prices
w8826

Published: Constantinides, George M. "Presidential Address: Rational Asset Prices," Journal of Finance, 2002, v57(4,Aug), 1567-1591. citation courtesy of

October 1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
with Alon Brav, Christopher C. Geczy: w7406

Published: Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," Journal of Political Economy, University of Chicago Press, vol. 110(4), pages 793-824, August. citation courtesy of

June 1998Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
with John B. Donaldson, Rajnish Mehra: w6617

Published: Constantinides, George M., John B. Donaldson and Rajnish Mehra. "Junior Can't Borrow: A New Perspective On The Equity Premium Puzzle," Quarterly Journal of Economics, 2002, v107(1,Feb), 269-296. citation courtesy of

June 1992Time Nonseparability in Aggregate Consumption: International Evidence
with Phillip A. Braun, Wayne E. Ferson: w4104

Published: European Economic Review, Vol. 37, no. 5 (1993): 897-920. citation courtesy of

February 1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests
with Wayne E. Ferson: w3631

Published: Journal of Financial Economics, Vol. 29, No. 2, pp. 199-240, (October 1991) citation courtesy of

September 1983Capital Market Equilibrium with Personal Tax
r0405

Published: Constantinides, George M. "Capital Market Equilibrium with Personal Tax." Econometrica, Vol. 51, No. 3, (May 1983), pp. 611-636.

August 1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns
w1176

Published: Constantinides, George M. "Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns." Journal of Financial Economics, Vol. 13, No. 1, (1984), pp. 65-89. citation courtesy of

Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves
with Jonathan E. Ingersoll Jr.: w1184

Published:

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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