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 2 5 1,723
Evidence on the Economics of Equity Return Volatility Clustering 0 0 1 255 0 0 2 760
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 0 0 1 255 0 2 8 3,808


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 1 1 28
A posterior odds analysis of the weekend effect 0 0 0 96 1 5 17 335
An Examination of the Robustness of the Weekend Effect 0 0 1 140 1 1 3 278
Beta and size equity premia following a high‐VIX threshold 0 0 0 3 1 1 3 13
Commonality in the time-variation of stock-stock and stock-bond return comovements 1 1 2 88 1 1 5 287
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 0 0 5 36 2 4 13 78
Dominance, Intimidation, and 'Choking' on the PGA Tour 0 1 1 23 0 2 9 144
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 1 1 3 78
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 0 2 172
Firm size and R&D effectiveness: A value-based test 0 0 0 120 0 0 0 266
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 0 46 0 0 3 132
International equity market comovements: Economic fundamentals or contagion? 0 1 2 156 0 1 3 454
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS 0 0 2 33 0 0 2 97
Macroeconomic uncertainty and the distant forward-rate slope 0 0 0 4 1 1 2 49
Market value and patents: A Bayesian approach 1 1 3 146 1 2 6 301
Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion 0 0 3 113 0 0 6 345
R&D, Market Structure, and Profits: A Value-Based Approach 0 0 3 166 1 1 8 374
Regime‐switching in stock index and Treasury futures returns and measures of stock market stress 0 1 3 10 0 2 5 29
Skill, Luck, and Streaky Play on the PGA Tour 0 0 1 57 0 0 3 132
Stock Market Uncertainty and the Stock-Bond Return Relation 2 3 11 279 4 6 26 817
THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE 0 0 6 224 0 0 10 469
The Dynamics of REIT Pricing Efficiency 0 0 4 6 0 0 7 32
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics 0 0 2 50 0 2 5 109
The intertemporal behavior of economic profits 0 1 2 30 0 2 5 91
Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup 0 0 0 28 1 3 3 124
Union Rent Seeking, Intangible Capital, and Market Value of the Firm 0 0 0 115 2 2 7 562
What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't) 0 0 0 2 0 0 0 22
What happens during flight to safety: Evidence from public and private real estate markets 0 0 0 4 1 2 3 16
Total Journal Articles 4 9 51 2,080 18 40 162 6,197


Statistics updated 2025-09-05