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Motohiro Yogo

Global rank #1167 98%

Institution: Princeton University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/site/motohiroyogo

First Publication: 2004

Most Recent: 2025

RePEc ID: pyo20 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.67 4.19 0.00 0.00 11.06
Last 10 Years 3.69 7.54 0.00 0.00 29.83
All Time 6.37 15.58 0.00 0.00 57.98

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 24.74

Publications (24)

Year Article Journal Tier Authors
2025 Financial Inclusion Across the United States Journal of Financial Economics A 3
2024 Which Investors Matter for Equity Valuations and Expected Returns? Review of Economic Studies S 3
2023 Understanding the Ownership Structure of Corporate Bonds American Economic Review: Insights A 2
2022 The Fragility of Market Risk Insurance Journal of Finance A 2
2022 New Perspectives on Insurance The Review of Financial Studies A 2
2021 Inspecting the mechanism of quantitative easing in the euro area Journal of Financial Economics A 4
2019 Leverage dynamics and credit quality Journal of Economic Theory A 3
2019 A Demand System Approach to Asset Pricing Journal of Political Economy S 2
2017 Worker Betas: Five Facts about Systematic Earnings Risk American Economic Review S 4
2017 Euro-Area Quantitative Easing and Portfolio Rebalancing American Economic Review S 4
2016 Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice Journal of Finance A 3
2016 Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets Journal of Monetary Economics A 1
2016 Shadow Insurance Econometrica S 2
2015 The Cost of Financial Frictions for Life Insurers American Economic Review S 2
2012 What does futures market interest tell us about the macroeconomy and asset prices? Journal of Financial Economics A 2
2010 Why Do Household Portfolio Shares Rise in Wealth? The Review of Financial Studies A 2
2009 A Note on Liquidity Risk Management American Economic Review S 2
2009 Durability of Output and Expected Stock Returns Journal of Political Economy S 3
2008 Does firm value move too much to be justified by subsequent changes in cash flow Journal of Financial Economics A 2
2008 Measuring business cycles: A wavelet analysis of economic time series Economics Letters C 1
2006 Efficient tests of stock return predictability Journal of Financial Economics A 2
2006 A Consumption‐Based Explanation of Expected Stock Returns Journal of Finance A 1
2005 Asymptotic properties of the Hahn-Hausman test for weak-instruments Economics Letters C 3
2004 Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak Review of Economics and Statistics A 1