Advanced Search
MyIDEAS: Login to follow this author

David Chapman

Contents:

This is information that was supplied by David Chapman in registering through RePEc. If you are David Chapman , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: David
Middle Name:
Last Name: Chapman
Suffix:

RePEc Short-ID: pch85

Email:
Homepage:
Postal Address: Finance Department CSOM, Fulton 330 Boston College 140 Commonwealth Ave. Chestnut Hill, MA 02467
Phone: 617.552.3989

Affiliation

Finance Department
Wallace E. Carroll School of Management
Boston College
Location: Chestnut Hill, Massachusetts (United States)
Homepage: http://www.bc.edu/schools/csom/departments/finance.html
Email:
Phone: (617) 552 3985
Fax: (617) 552 2097
Postal: Chestnut Hill, MA 02167
Handle: RePEc:edi:fdbocus (more details at EDIRC)

Works

as in new window

Working papers

  1. Michael W. Brandt & David A. Chapman, 2006. "Linear Approximations and Tests of Conditional Pricing Models," NBER Working Papers 12513, National Bureau of Economic Research, Inc.
  2. David A. Chapman & John B. Long Jr. & Neil D. Pearson, 1998. "Using Proxies for the Short Rate: When are Three Months Like an Instant?," Finance 9808004, EconWPA, revised 07 Oct 1998.
  3. David A. Chapman & Neil D. Pearson, 1998. "Is the Short Rate Drift Actually Nonlinear?," Finance 9808005, EconWPA.
  4. Chapman, D.A., 1996. "Approximating the Asset Pricing Kernel," Papers 96-02, Rochester, Business - Financial Research and Policy Studies.
  5. Chapman, D.A., 1992. "Bond Yields, returns, and Aggregate Activity," Papers 53, Rochester, Business - Ph.D.,.
  6. Chapman, D.A., 1992. "Cotrending and the Stationarity of the Real Interest Rate," RCER Working Papers 330, University of Rochester - Center for Economic Research (RCER).

Articles

  1. David A. Chapman & Valery Polkovnichenko, 2009. "First-Order Risk Aversion, Heterogeneity, and Asset Market Outcomes," Journal of Finance, American Finance Association, vol. 64(4), pages 1863-1887, 08.
  2. Almazan, Andres & Brown, Keith C. & Carlson, Murray & Chapman, David A., 2004. "Why constrain your mutual fund manager?," Journal of Financial Economics, Elsevier, vol. 73(2), pages 289-321, August.
  3. David A. Chapman, 2002. "Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 618-645, July.
  4. David A. Chapman & Neil D. Pearson, 2000. "Is the Short Rate Drift Actually Nonlinear?," Journal of Finance, American Finance Association, vol. 55(1), pages 355-388, 02.
  5. Chapman, David A & Long, John B, Jr & Pearson, Neil D, 1999. "Using Proxies for the Short Rate: When Are Three Months Like an Instant?," Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 763-806.
  6. David A. Chapman, 1998. "Habit Formation and Aggregate Consumption," Econometrica, Econometric Society, vol. 66(5), pages 1223-1230, September.
  7. Chapman, David A, 1997. " Approximating the Asset Pricing Kernel," Journal of Finance, American Finance Association, vol. 52(4), pages 1383-1410, September.
  8. Chapman, David A., 1997. "The cyclical properties of consumption growth and the real term structure," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 145-172, July.
  9. Chapman, David A. & Ogaki, Masao, 1993. "Cotrending and the stationarity of the real interest rate," Economics Letters, Elsevier, vol. 42(2-3), pages 133-138.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 1998-10-02. Author is listed
  2. NEP-FIN: Finance (1) 2006-09-30. Author is listed
  3. NEP-FMK: Financial Markets (3) 1998-10-08 1998-10-08 2006-09-30. Author is listed
  4. NEP-IFN: International Finance (1) 1998-10-02. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  2. Number of Journal Pages, Weighted by Recursive Impact Factor
  3. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, David Chapman should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.