Working Paper |
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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 |
2 |
2 |
519 |
5 |
10 |
20 |
1,510 |
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction |
1 |
2 |
11 |
21 |
5 |
7 |
32 |
65 |
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II |
22 |
28 |
91 |
397 |
46 |
70 |
266 |
1,179 |
A Joint Factor Model for Bonds, Stocks, and Options |
0 |
2 |
4 |
11 |
0 |
4 |
16 |
29 |
A Note On 'Predicting Returns With Financial Ratios' |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
3 |
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability |
0 |
0 |
1 |
397 |
1 |
1 |
3 |
1,011 |
Are Equity Option Returns Abnormal? IPCA Says No |
0 |
0 |
2 |
18 |
0 |
2 |
11 |
42 |
Buyers Versus Sellers: Who Initiates Trades And When? |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
44 |
Cheap Options Are Expensive |
0 |
0 |
4 |
50 |
0 |
1 |
22 |
160 |
Choosing Investment Managers |
0 |
0 |
1 |
12 |
1 |
1 |
2 |
48 |
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 |
7 |
31 |
Implied Volatility Changes and Corporate Bond Returns |
0 |
0 |
2 |
34 |
0 |
1 |
17 |
108 |
Misvaluation and Return Anomalies in Distress Stocks |
0 |
0 |
1 |
30 |
0 |
0 |
1 |
36 |
Option Trading and Stock Price Informativeness |
0 |
0 |
3 |
35 |
0 |
3 |
14 |
116 |
Picking Partners: Manager Selection in Private Equity |
0 |
1 |
3 |
19 |
0 |
2 |
13 |
40 |
Predicting the Equity Premium With Dividend Ratios |
0 |
0 |
0 |
526 |
1 |
4 |
13 |
1,552 |
Predicting the Equity Premium with Dividend Ratios |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
Pricing Event Risk: Evidence from Concave Implied Volatility Curves |
0 |
1 |
1 |
16 |
0 |
1 |
7 |
63 |
R&D, Innovation, and the Stock Market |
0 |
0 |
2 |
9 |
0 |
2 |
8 |
19 |
The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning |
0 |
4 |
32 |
421 |
2 |
15 |
85 |
927 |
Unlocking ESG Premium from Options |
0 |
1 |
4 |
28 |
2 |
3 |
9 |
79 |
p-Hacking: Evidence from Two Million Trading Strategies |
3 |
11 |
46 |
348 |
8 |
28 |
105 |
1,027 |
Total Working Papers |
26 |
52 |
211 |
2,908 |
71 |
158 |
655 |
8,123 |