| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction |
0 |
0 |
7 |
21 |
2 |
3 |
24 |
68 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction |
0 |
0 |
2 |
519 |
1 |
9 |
27 |
1,519 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II |
2 |
14 |
65 |
411 |
9 |
46 |
196 |
1,225 |
| A Joint Factor Model for Bonds, Stocks, and Options |
1 |
1 |
3 |
12 |
3 |
4 |
15 |
33 |
| A Note On 'Predicting Returns With Financial Ratios' |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
4 |
| A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability |
0 |
0 |
1 |
397 |
0 |
0 |
3 |
1,011 |
| Are Equity Option Returns Abnormal? IPCA Says No |
0 |
0 |
2 |
18 |
0 |
0 |
11 |
42 |
| Buyers Versus Sellers: Who Initiates Trades And When? |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
45 |
| Cheap Options Are Expensive |
1 |
1 |
3 |
51 |
3 |
3 |
15 |
163 |
| Choosing Investment Managers |
0 |
0 |
1 |
12 |
1 |
1 |
3 |
49 |
| How common are common return factors across NYSE and Nasdaq? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
30 |
| Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data |
0 |
0 |
1 |
9 |
0 |
0 |
6 |
31 |
| Implied Volatility Changes and Corporate Bond Returns |
0 |
0 |
1 |
34 |
2 |
4 |
16 |
112 |
| Misvaluation and Return Anomalies in Distress Stocks |
0 |
0 |
1 |
30 |
0 |
0 |
1 |
36 |
| Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market |
0 |
0 |
5 |
5 |
0 |
1 |
9 |
9 |
| Option Trading and Stock Price Informativeness |
0 |
0 |
3 |
35 |
0 |
1 |
12 |
117 |
| Picking Partners: Manager Selection in Private Equity |
1 |
1 |
4 |
20 |
2 |
6 |
17 |
46 |
| Predicting the Equity Premium With Dividend Ratios |
0 |
0 |
0 |
526 |
1 |
1 |
7 |
1,553 |
| Predicting the Equity Premium with Dividend Ratios |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
| Pricing Event Risk: Evidence from Concave Implied Volatility Curves |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
63 |
| R&D, Innovation, and the Stock Market |
0 |
0 |
1 |
9 |
1 |
1 |
5 |
20 |
| Stealthy Shorts: Informed Liquidity Supply |
0 |
2 |
6 |
6 |
0 |
2 |
5 |
5 |
| The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning |
2 |
6 |
28 |
427 |
10 |
19 |
85 |
946 |
| Unlocking ESG Premium from Options |
1 |
1 |
3 |
29 |
2 |
4 |
10 |
83 |
| p-Hacking: Evidence from Two Million Trading Strategies |
0 |
4 |
37 |
352 |
4 |
12 |
91 |
1,039 |
| Total Working Papers |
8 |
30 |
175 |
2,947 |
42 |
119 |
568 |
8,253 |
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