George M. Constantinides

Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves

Year: 1983
Journal: Journal of Financial Economics
Authors: George M. Constantinides; Jonathan E. Ingersoll Jr.

Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns

Year: 1983
Journal: Journal of Financial Economics
Authors: George M. Constantinides

Habit Persistence and Durability in Aggregate Consumption: Empirical Tests

Year: 1991
Journal: Journal of Financial Economics
Authors: Wayne E. Ferson; George M. Constantinides

Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

Year: 1999
Journal: Journal of Political Economy
Authors: Alon Brav; George M. Constantinides; Christopher C. Geczy

Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

Year: 2002
Journal: Journal of Political Economy
Authors: Alon Brav; George M. Constantinides; Christopher C. Geczy

Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security

Year: 2002
Journal: Annals of Finance
Authors: George M. Constantinides; John B. Donaldson; Rajnish Mehra

Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs

Year: 2002
Journal: Journal of Economic Dynamics and Control
Authors: George M. Constantinides; Stylianos Perrakis

Rational Asset Prices

Year: 2002
Journal: Journal of Finance
Authors: George M. Constantinides

Junior is Rich: Bequests as Consumption

Year: 2005
Journal: Economic Theory
Authors: George M. Constantinides; John B. Donaldson; Rajnish Mehra

Mispricing of S&P 500 Index Options

Year: 2008
Journal: Review of Financial Studies
Authors: George M. Constantinides; Jens Carsten Jackwerth; Stylianos Perrakis

Asset Pricing Tests with Long Run Risks in Consumption Growth

Year: 2008
Journal: Review of Asset Pricing Studies
Authors: George M. Constantinides; Anisha Ghosh

Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence

Year: 2010
Journal: Journal of Finance
Authors: George M. Constantinides; Michal Czerwonko; Jens Carsten Jackwerth; Stylianos Perrakis

The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth

Year: 2010
Journal: No Journal Matched
Authors: Anisha Ghosh; George M. Constantinides

Asset Pricing with Countercyclical Household Consumption Risk

Year: 2014
Journal: Journal of Finance
Authors: George M. Constantinides; Anisha Ghosh

Prices, Consumption, and Dividends over the Business Cycle: A Tale of Two Regimes

Year: 2014
Journal: No Journal Matched
Authors: Anisha Ghosh; George M. Constantinides

The Supply and Demand of S&P 500 Put Options

Year: 2015
Journal: Critical Finance Review
Authors: George M. Constantinides; Lei Lian

What Information Drives Asset Prices?

Year: 2017
Journal: Review of Asset Pricing Studies
Authors: Anisha Ghosh; George M. Constantinides

Mispriced Index Option Portfolios

Year: 2017
Journal: Financial Management
Authors: George M. Constantinides; Michal Czerwonko; Stylianos Perrakis

Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks

Year: 2021
Journal: No Journal Matched
Authors: George M. Constantinides

Sentiment, Productivity, and Economic Growth

Year: 2023
Journal: No Journal Matched
Authors: George M. Constantinides; Maurizio Montone; Valerio Pot; Stella Spilioti