Motohiro Yogo Faculty Profile

Motohiro Yogo
Assistant Professor of Finance

PhD, Harvard University, 2004; AB, Princeton University, 2000

Research Areas
Asset pricing; econometrics

Current Projects
Understanding the relationship between cash flow and expected stock returns. Explaining household consumption and portfolio choice.

Academic Positions Held
Wharton: 2004-present

Career and Recent Professional Awards; Teaching Awards
Zellner Thesis Award in Business and Economic Statistics, American Statistical Association, 2005

Representative Publications
(with J.Y. Campbell)
"Efficient Tests of Stock Return Predictability." Journal of Financial Economics 81.1 (July 2006).

"A Consumption-Based Explanation of Expected Stock Returns." Journal of Finance 61.2(April 2006).