Motohiro Yogo - Concepedia

Author

Motohiro Yogo

Princeton University ORCID

Also Known As

M YOGO, MOTOHIRO YOGO, Motohiro Yogo, Yogo, Motohiro

138

Publications

9.9K

Citations

H-Index

Concepts

All Affiliations

Princeton University National Bureau of Economic Research University of Chicago Harvard University University of Pennsylvania

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	25	31	6.1K
2	Management	16	17	2.4K
3	Engineering	4	4	981
4	Education	1	1	132
5	Health Sciences	1	1	16

Motohiro Yogo

Publications

7.3K

Citations

H-Index

Page 1

	Year	Citations
Efficient tests of stock return predictability☆ Julie H. Campbell, Motohiro Yogo Journal of Financial Economics Financial EconomicsAsset PricingBacktestingBusinessStock Market Prediction	2006	1K
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 EconomicsStatistical Signal ProcessingEngineeringParameter IdentificationBusiness	2002	758
A Consumption‐Based Explanation of Expected Stock Returns Motohiro Yogo The Journal of Finance Empirical FinanceEconomicsMarginal UtilityFinancial EconomicsAsset Pricing	2006	691
A Demand System Approach to Asset Pricing Ralph S. J. Koijen, Motohiro Yogo Journal of Political Economy Empirical FinanceAsset DemandAsset AllocationPortfolio ChoiceComputational Finance	2018	598
What does futures market interest tell us about the macroeconomy and asset prices? Harrison Hong, Motohiro Yogo Journal of Financial Economics Empirical FinanceEconomicsFinancial EconomicsAsset PricingFutures Market Interest	2012	419
Luxury Goods and the Equity Premium Yacine Aı̈t-Sahalia, Jonathan A. Parker, Motohiro Yogo The Journal of Finance LuxuryBasic ConsumptionPricing PolicyAsset PricingManagement	2004	363
Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets Motohiro Yogo Journal of Monetary Economics HousingEconomicsRisky AssetsHealth RiskAsset Pricing	2016	253
Durability of Output and Expected Stock Returns João F. Gomes, Leonid Kogan, Motohiro Yogo Journal of Political Economy Empirical FinanceExpectation FormationEconomicsFinancial EconomicsAsset Pricing	2009	212
The Cost of Financial Frictions for Life Insurers Ralph S. J. Koijen, Motohiro Yogo American Economic Review Shadow CostFinancial Risk ManagementCost Of CapitalFinancial ProtectionFinancial Risk	2015	208
Does firm value move too much to be justified by subsequent changes in cash flow? Borja Larraín, Motohiro Yogo Journal of Financial Economics Empirical FinanceFinancial EconomicsCash FlowFinancial ManagementManagement	2007	181

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