| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A MODEL OF COMMERCIAL BANKING SYSTEM BEHAVIOR: AN ECONOMETRIC PREDICTIVE TEST |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
27 |
| Acquisitions, Overconfident Managers and Self‐attribution Bias |
0 |
1 |
13 |
219 |
1 |
5 |
43 |
807 |
| Arbitrage Risk and Stock Mispricing |
0 |
0 |
0 |
43 |
1 |
5 |
10 |
139 |
| Common stochastic trends in a system of Eurocurrency rates |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
95 |
| Common volatility in the industrial structure of global capital markets |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
240 |
| Contagion effect on sovereign interest rate spreads |
0 |
0 |
0 |
87 |
0 |
0 |
1 |
181 |
| Daily short interest, idiosyncratic risk, and stock returns |
0 |
2 |
2 |
83 |
1 |
4 |
9 |
443 |
| Divergence of Opinion and Equity Returns |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
121 |
| Divergence of opinion and equity returns under different states of earnings expectations |
0 |
0 |
1 |
63 |
0 |
0 |
2 |
159 |
| Diversification, Ownership and Control of Swedish Corporations |
1 |
1 |
1 |
30 |
1 |
2 |
9 |
116 |
| Do Analysts Influence Corporate Financing and Investment? |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
109 |
| Does global diversification destroy firm value? |
0 |
0 |
5 |
90 |
0 |
0 |
8 |
269 |
| EXPLAINING PREMIUMS AND DISCOUNTS ON CLOSED‐END EQUALITY COUNTRY FUNDS |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
31 |
| European Momentum Strategies, Information Diffusion, and Investor Conservatism |
0 |
0 |
2 |
24 |
0 |
2 |
8 |
143 |
| Excess Cash Flows and Diversification Discount |
0 |
0 |
0 |
0 |
3 |
5 |
6 |
385 |
| Foreign direct investment, diversification and firm performance |
0 |
0 |
2 |
117 |
2 |
4 |
13 |
330 |
| Geographic diversification and agency costs of debt of multinational firms |
0 |
0 |
0 |
144 |
0 |
1 |
6 |
438 |
| Information asymmetry, price discovery, and the Chinese B-share discount puzzle |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
98 |
| International stock market linkages: Evidence from the pre- and post-October 1987 period |
0 |
0 |
0 |
832 |
0 |
0 |
4 |
1,614 |
| Investment decisions and internal capital markets: Evidence from acquisitions |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
272 |
| Investor Sentiment and the Closed‐end Fund Puzzle: Out‐of‐sample Evidence |
0 |
0 |
1 |
35 |
2 |
3 |
5 |
166 |
| Long‐term Performance of New Equity Issuers, Venture Capital and Reputation of Investment Bankers |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
235 |
| Managing Editor's Statement |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
| Managing editor's statement |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Overinvestment, Tobin's q and gains from foreign acquisitions |
0 |
0 |
2 |
112 |
0 |
1 |
7 |
363 |
| Overshooting in the foreign exchange market: Evidence from the 1970s |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
123 |
| Pre and post-October 1987 stock market linkages between U.S. and Asian markets |
1 |
1 |
2 |
172 |
1 |
1 |
2 |
373 |
| Security analysis, agency costs, and UK firm characteristics |
0 |
0 |
0 |
37 |
0 |
1 |
2 |
145 |
| Syndicated Euro-Credit Sovereign Risk Assessments, Market Efficiency and Contagion Effects |
1 |
1 |
1 |
47 |
1 |
1 |
1 |
200 |
| The Rationality of Money Supply Expectations and the Canadian-U.S. Exchange Rate Response to Money Supply Announcements |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
73 |
| The Two Faces of Analyst Coverage |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
304 |
| The intertemporal volatility structure of Euro CD rates |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
94 |
| The pricing of currency risk in Japan |
0 |
0 |
1 |
139 |
0 |
1 |
2 |
437 |
| The reaction of spot and forward rates to new information |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
79 |
| The stock market's valuation of R&D spending and market concentration |
0 |
0 |
2 |
260 |
0 |
1 |
6 |
530 |
| Unit Roots Tests: Evidence from the Foreign Exchange Futures Market |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
45 |
| Total Journal Articles |
3 |
6 |
38 |
2,925 |
13 |
40 |
164 |
9,202 |
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