Concepedia

Motohiro Yogo

MY

56

Publications

7.3K

Citations

33

H-Index

1999

Active since

Affiliations

Princeton University(Current)

National Bureau of Economic Research

University of Chicago

Harvard University

University of Pennsylvania

Motohiro Yogo is an author at Princeton University specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceAsset PricingManagementFinancial EconomicsEmpirical FinanceEconomic AnalysisEconometricsAsset Allocation

Publications per year

1999–2023

56

Publications

56

Efficient tests of stock return predictability☆

Julie H. Campbell, Motohiro Yogo · Journal of Financial Economics · 2006 · 1K citations

Financial Economics, Asset Pricing, Backtesting +5

A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

James H. Stock, Jonathan H. Wright, Motohiro Yogo · Journal of Business and Economic Statistics · 2002 · 758 citations

Economics, Statistical Signal Processing, Engineering +15

A Consumption‐Based Explanation of Expected Stock Returns

Motohiro Yogo · The Journal of Finance · 2006 · 691 citations

Empirical Finance, Economics, Marginal Utility +14

A Demand System Approach to Asset Pricing

Ralph S. J. Koijen, Motohiro Yogo · Journal of Political Economy · 2018 · 598 citations

Empirical Finance, Asset Demand, Asset Allocation +17

What does futures market interest tell us about the macroeconomy and asset prices?

Harrison Hong, Motohiro Yogo · Journal of Financial Economics · 2012 · 419 citations

Empirical Finance, Economics, Financial Economics +8

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