Access Statistics for Robert A. Connolly

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cointegration Modeling of Expected Exchange Rates 0 0 0 0 0 1 6 1,721
Evidence on the Economics of Equity Return Volatility Clustering 1 1 2 255 1 1 3 760
Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility 0 0 0 0 0 0 1 1,325
Total Working Papers 1 1 2 255 1 2 10 3,806


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the statistical properties of aggregate q measures 0 0 0 4 0 0 0 27
A posterior odds analysis of the weekend effect 0 0 0 96 6 8 18 330
An Examination of the Robustness of the Weekend Effect 0 0 3 140 0 0 6 277
Beta and size equity premia following a high‐VIX threshold 0 0 0 3 0 1 3 12
Commonality in the time-variation of stock-stock and stock-bond return comovements 0 0 2 87 0 0 6 286
Concentration and profits: A test of the accounting bias hypothesis 0 0 0 18 0 0 0 57
Do Unions Capture Monopoly Profits? 0 0 0 1 0 0 0 131
Do real estate values boost corporate borrowing? Evidence from contract-level data 1 1 8 36 1 2 17 74
Dominance, Intimidation, and 'Choking' on the PGA Tour 0 0 0 22 0 6 7 141
Economic-State Variation in Uncertainty-Yield Dynamics 0 0 0 2 0 0 2 35
Equity volatility as a determinant of future term-structure volatility 0 0 0 13 0 1 2 76
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 15 0 0 0 64
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 0 0 0 0 7
Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis 0 0 0 36 0 2 2 172
Firm size and R&D effectiveness: A value-based test 0 0 2 120 0 0 3 266
Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf 0 0 0 16 0 0 0 69
Information content and other characteristics of the daily cross-sectional dispersion in stock returns 0 0 1 46 1 1 4 132
International equity market comovements: Economic fundamentals or contagion? 0 0 1 154 0 0 3 452
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS 1 1 2 33 1 1 2 97
Macroeconomic uncertainty and the distant forward-rate slope 0 0 0 4 0 1 2 48
Market value and patents: A Bayesian approach 0 0 3 145 0 0 7 299
Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion 0 1 4 112 2 3 12 344
R&D, Market Structure, and Profits: A Value-Based Approach 0 0 3 166 0 0 6 372
Regime‐switching in stock index and Treasury futures returns and measures of stock market stress 0 0 2 9 1 1 4 27
Skill, Luck, and Streaky Play on the PGA Tour 1 1 5 57 1 1 7 131
Stock Market Uncertainty and the Stock-Bond Return Relation 0 2 10 274 2 8 25 809
THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE 1 3 5 222 1 4 10 467
The Dynamics of REIT Pricing Efficiency 0 0 3 5 0 2 6 31
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics 1 2 3 50 2 3 4 107
The intertemporal behavior of economic profits 0 0 0 28 0 1 2 88
Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup 0 0 0 28 0 0 1 121
Union Rent Seeking, Intangible Capital, and Market Value of the Firm 0 0 0 115 1 4 6 560
What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't) 0 0 1 2 0 0 2 22
What happens during flight to safety: Evidence from public and private real estate markets 0 0 1 4 0 0 4 14
Total Journal Articles 5 11 59 2,063 19 50 173 6,145


Statistics updated 2025-05-12