| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Measures of Abnormal Performance on a Sample of Monthly Mutual Fund Returns, formerly titled; The Evaluation of Mutual Fund Performance: An Analysis of Monthly Returns |
2 |
7 |
23 |
131 |
3 |
19 |
60 |
299 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
0 |
8 |
26 |
106 |
571 |
| An Analytic Solution for Interest Rate Swap Spreads |
2 |
8 |
37 |
118 |
8 |
26 |
103 |
355 |
| An Analytic Solution for Interest Rate Swap Spreads |
9 |
18 |
64 |
338 |
41 |
68 |
185 |
1,041 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
2 |
9 |
82 |
0 |
4 |
32 |
262 |
| Debt Policy, Corporate Taxes, and Discount Rates |
1 |
3 |
9 |
120 |
4 |
15 |
54 |
491 |
| Distance, Language, and Culture Bias: The Role of Investor Sophistication |
4 |
10 |
20 |
62 |
8 |
28 |
56 |
217 |
| Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns |
0 |
3 |
30 |
93 |
2 |
9 |
55 |
186 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
1 |
6 |
15 |
449 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
1 |
7 |
17 |
627 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
2 |
11 |
328 |
0 |
7 |
31 |
1,091 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
3 |
25 |
2 |
8 |
32 |
172 |
| Information Aggregation, Security Design and Currency Swaps |
0 |
0 |
10 |
102 |
12 |
28 |
121 |
694 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
5 |
11 |
0 |
3 |
23 |
70 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
1 |
1 |
8 |
53 |
4 |
10 |
49 |
259 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
2 |
3 |
9 |
152 |
11 |
20 |
56 |
1,710 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
0 |
0 |
7 |
11 |
35 |
170 |
456 |
| Portfolio Performance Evaluation: Old Issues and New Insights |
0 |
0 |
0 |
1 |
51 |
118 |
336 |
810 |
| Positive Portfolio Factors |
0 |
2 |
10 |
95 |
4 |
12 |
47 |
251 |
| Positive Portfolio Factors |
0 |
2 |
3 |
131 |
1 |
3 |
12 |
375 |
| Positive Portfolio Factors |
1 |
1 |
4 |
22 |
1 |
2 |
10 |
98 |
| Sensation Seeking, Overconfidence, and Trading Activity |
2 |
3 |
16 |
60 |
7 |
14 |
57 |
228 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
0 |
3 |
7 |
25 |
97 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
1 |
8 |
14 |
33 |
171 |
| Tax Loss Trading and Wash Sales |
2 |
2 |
4 |
20 |
7 |
8 |
46 |
243 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
2 |
5 |
0 |
4 |
28 |
94 |
| Tax-Loss Trading and Wash Sales |
0 |
1 |
3 |
52 |
5 |
15 |
124 |
779 |
| The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence |
0 |
1 |
9 |
32 |
2 |
4 |
36 |
131 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
4 |
7 |
60 |
2 |
10 |
32 |
205 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
1 |
1 |
5 |
241 |
2 |
7 |
28 |
495 |
| The Disposition Effect and Momentum |
1 |
11 |
36 |
626 |
10 |
36 |
113 |
2,175 |
| The Disposition Effect and Momentum |
2 |
7 |
24 |
25 |
4 |
14 |
52 |
56 |
| The Disposition Effect and Momentum |
1 |
4 |
23 |
154 |
4 |
10 |
59 |
471 |
| The Disposition Effect and Momentum |
0 |
1 |
10 |
153 |
4 |
11 |
42 |
428 |
| The Impact of Performance-Based Fees on Pension Fund Management |
3 |
6 |
23 |
108 |
5 |
17 |
52 |
289 |
| The Jensen Measure and Errors in Variables: A Note |
0 |
3 |
9 |
59 |
2 |
6 |
38 |
257 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
1 |
1 |
1 |
12 |
1 |
2 |
7 |
61 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
1 |
1 |
8 |
88 |
2 |
5 |
17 |
392 |
| What Makes Investors Trade? |
3 |
8 |
29 |
127 |
7 |
26 |
64 |
282 |
| Total Working Papers |
39 |
116 |
464 |
3,694 |
248 |
664 |
2,423 |
17,338 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Put Option Paradox |
0 |
1 |
1 |
1 |
3 |
4 |
7 |
7 |
| A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques |
5 |
13 |
41 |
41 |
10 |
32 |
75 |
75 |
| An Analytic Solution for Interest Rate Swap Spreads |
3 |
5 |
15 |
26 |
7 |
16 |
53 |
96 |
| Approximate Factor Structures: Interpretations and Implications for Empirical Tests |
0 |
0 |
4 |
6 |
0 |
0 |
9 |
30 |
| Debt policy, corporate taxes, and discount rates |
0 |
2 |
8 |
14 |
6 |
13 |
54 |
81 |
| Do Industries Explain Momentum? |
3 |
13 |
57 |
268 |
12 |
46 |
161 |
705 |
| Factor pricing in a finite economy |
0 |
6 |
37 |
82 |
8 |
24 |
99 |
181 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
1 |
18 |
45 |
118 |
2 |
54 |
111 |
285 |
| How Distance, Language, and Culture Influence Stockholdings and Trades |
1 |
2 |
17 |
92 |
6 |
18 |
78 |
340 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
2 |
38 |
1 |
1 |
13 |
232 |
| Market Power in a Securities Market with Endogenous Information |
1 |
2 |
8 |
27 |
1 |
2 |
13 |
54 |
| Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
9 |
44 |
170 |
1,013 |
24 |
101 |
408 |
2,714 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
10 |
23 |
120 |
883 |
16 |
41 |
263 |
2,567 |
| Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns |
7 |
31 |
139 |
1,273 |
18 |
76 |
379 |
3,485 |
| Predicting stock price movements from past returns: the role of consistency and tax-loss selling |
1 |
1 |
6 |
86 |
2 |
6 |
22 |
225 |
| Prospect theory, mental accounting, and momentum |
4 |
12 |
40 |
263 |
8 |
26 |
82 |
511 |
| Relative Pricing of Eurodollar Features and Forward Contracts |
0 |
0 |
11 |
62 |
3 |
11 |
63 |
233 |
| Sensation Seeking, Overconfidence, and Trading Activity |
7 |
15 |
44 |
44 |
20 |
43 |
137 |
137 |
| Signalling and the Pricing of New Issues |
3 |
8 |
99 |
274 |
6 |
18 |
261 |
699 |
| Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors |
3 |
9 |
17 |
17 |
6 |
18 |
62 |
67 |
| Tax-loss trading and wash sales |
0 |
1 |
5 |
12 |
0 |
2 |
18 |
70 |
| The Persistence of Mutual Fund Performance |
5 |
16 |
68 |
152 |
10 |
37 |
145 |
349 |
| The Relation between Mean-Variance Efficiency and Arbitrage Pricing |
1 |
2 |
12 |
63 |
1 |
6 |
30 |
221 |
| The investment behavior and performance of various investor types: a study of Finland's unique data set |
8 |
19 |
92 |
384 |
14 |
31 |
147 |
709 |
| The valuation effects of stock splits and stock dividends |
8 |
19 |
82 |
308 |
42 |
84 |
352 |
902 |
| What Makes Investors Trade? |
1 |
4 |
15 |
72 |
4 |
13 |
39 |
179 |
| Total Journal Articles |
81 |
266 |
1,155 |
5,619 |
230 |
723 |
3,081 |
15,154 |
LogEc is hosted by the
Swedish Business School at Örebro University.