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Information about:
Motohiro Yogo

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

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Personal Details

First Name: Motohiro
Middle Name:
Last Name: Yogo
Suffix:

RePEc Short-ID: pyo20

Email:
Homepage: http://finance.wharton.upenn.edu/~yogo
Postal Address: Finance Department The Wharton School 3620 Locust Walk Philadelphia, PA 19104-6367
Phone: 215-898-3609

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  16. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," NBER Working Papers 14727, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  2. Joao F. Gomes & Leonid Kogan & Motohiro Yogo, 2007. "Durability of Output and Expected Stock Returns," NBER Working Papers 12986, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Borja Larrain & Motohiro Yogo, 2005. "Does firm value move too much to be justified by subsequent changes in cash flow?," Working Papers 05-18, Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
    Published as:

  4. John Y. Campbell & Motohiro Yogo, 2003. "Efficient Tests of Stock Return Predictability," NBER Working Papers 10026, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  5. James H. Stock & Motohiro Yogo, 2002. "Testing for Weak Instruments in Linear IV Regression," NBER Technical Working Papers 0284, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo, 2001. "Luxury Goods and the Equity Premium," NBER Working Papers 8417, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo, 2002. "Luxury Goods and the Equity Premium," Working Papers 145, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics.. [Downloadable!]

    Published as:

  7. Anne Case & Motohiro Yogo, 1999. "Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa," NBER Working Papers 7399, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  8. Motohiro Yogo, . "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets," Working Papers, Center for Retirement Research at Boston College wp2009-3, Center for Retirement Research. [Downloadable!]
    Other versions:

Articles

  1. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," American Economic Review, American Economic Association, vol. 99(2), pages 578-83, May. [Downloadable!]
    Other versions:

  2. Yogo, Motohiro, 2008. "Measuring business cycles: A wavelet analysis of economic time series," Economics Letters, Elsevier, vol. 100(2), pages 208-212, August. [Downloadable!] (restricted)

  3. Larrain, Borja & Yogo, Motohiro, 2008. "Does firm value move too much to be justified by subsequent changes in cash flow," Journal of Financial Economics, Elsevier, vol. 87(1), pages 200-226, January. [Downloadable!] (restricted)
    Other versions:

  4. Yogo, Motohiro, 2008. "Asset Prices Under Habit Formation and Reference-Dependent Preferences," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 131-143, April. [Downloadable!] (restricted)

  5. Campbell, John Y. & Yogo, Motohiro, 2006. "Efficient tests of stock return predictability," Journal of Financial Economics, Elsevier, vol. 81(1), pages 27-60, July. [Downloadable!] (restricted)
    Other versions:

  6. Motohiro Yogo, 2006. "A Consumption-Based Explanation of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 61(2), pages 539-580, 04. [Downloadable!] (restricted)

  7. Hausman, Jerry & Stock, James H. & Yogo, Motohiro, 2005. "Asymptotic properties of the Hahn-Hausman test for weak-instruments," Economics Letters, Elsevier, vol. 89(3), pages 333-342, December. [Downloadable!] (restricted)

  8. YACINE AÏT-SAHALIA & JONATHAN A. PARKER & MOTOHIRO YOGO, 2004. "Luxury Goods and the Equity Premium," Journal of Finance, American Finance Association, vol. 59(6), pages 2959-3004, December. [Downloadable!] (restricted)
    Other versions:

  9. Motohiro Yogo, 2004. "Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 797-810, 03. [Downloadable!] (restricted)

  10. Stock, James H & Wright, Jonathan H & Yogo, Motohiro, 2002. "A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 518-29, October.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2006-03-18 2007-01-28
  2. NEP-BEC: Business Economics (1) 2009-02-22
  3. NEP-CFN: Corporate Finance (3) 2004-07-18 2006-03-18 2009-02-22 Author is listed
  4. NEP-ECM: Econometrics (2) 2002-11-04 2004-07-18
  5. NEP-EDU: Education (1) 1999-11-08
  6. NEP-ETS: Econometric Time Series (1) 2004-07-18
  7. NEP-FIN: Finance (1) 2004-07-18
  8. NEP-FMK: Financial Markets (1) 2004-07-18
  9. NEP-HEA: Health Economics (1) 2009-09-11
  10. NEP-LAB: Labour Economics (1) 1999-11-08
  11. NEP-MAC: Macroeconomics (1) 2007-03-31
  12. NEP-MIC: Microeconomics (1) 2001-08-15
  13. NEP-PBE: Public Economics (1) 1999-11-08
  14. NEP-PUB: Public Finance (1) 1999-11-15
  15. NEP-RMG: Risk Management (2) 2007-03-31 2009-02-22
  16. NEP-URE: Urban & Real Estate Economics (1) 2009-09-11
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This page was last updated on 2010-1-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.