RESEARCH
BOOKS
Books I have written or edited
Featured
RESEARCH
A draft book on monetary-fiscal foundations of the euro. With Luis Garicano and Klaus Masuch. Click the title for more information. Read the book>
A book on fiscal theory, Princeton University Press. Click the above title for more information and resources.
2017. University of Chicago Press. Edited with Toby Moskowitz. Collection of Gene Fama papers, with introductions by myself, Toby, Ken French, Bill Schwert, René Stulz, Cliff Asness, John Liew, Ray Ball, Dennis Carlton, Cam Harvey, Lan Liu, Amit Seru and Amir Sufi. The introductions explain why the papers are so important and how we think about the issues today. My essays are here, other essays may be on other authors' webpages. For everything else you'll have to buy the book or e book. My essays (most joint with Toby):
Preface;
Efficient Markets and Empirical Finance;
Luck vs. Skill;
Risk and Return;
Return Forecasts and Time Varying Risk Premiums;
Our Colleague.
Princeton: Princeton University Press 2010. With Kenneth R. French, Martin N. Baily, John Y. Campbell, Douglas W. Diamond, Darrell Duffie, Anil K. Kashyap, Frederic S. Mishkin, Raghuram G. Rajan, David S. Scharfstein, Robert J. Shiller, Hyun Song Shin, Matthew J. Slaughter, Jeremy C. Stein, and Rene M. Stultz
Volume 18 of the International Library of Critical Writings in Financial Economics, John H. Cochrane Ed., London: Edward Elgar. March 2006. Edited volume of collected articles with an introduction surveying the field.
Revised Edition. link gives you a sample chapter. Click here to go to the Princeton University press website where you can order the book. (It is sometimes cheaper at Amazon.com or Barnes and Noble.com. In Chicago, it’s available at the seminary COOP bookstore.)
Additional materials for Asset Pricing, lecture notes, new chapters, and the online class are now moved to their own page here, or via the Asset Pricing link at left.