Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A New Approach to Measuring Financial Contagion |
0 |
0 |
2 |
589 |
3 |
3 |
9 |
1,462 |
A new approach to measuring financial contagion |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
143 |
Adjusted Forward Rates as Predictors of Future Spot Rates |
0 |
0 |
0 |
990 |
0 |
2 |
6 |
4,375 |
An Assessment of Terrorism-Related Investing Strategies |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
115 |
Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies |
0 |
0 |
1 |
261 |
1 |
2 |
7 |
680 |
Are Financial Assets Priced Locally or Globally? |
0 |
1 |
7 |
659 |
0 |
5 |
18 |
1,440 |
Are there too Few Publicly Listed Firms in the US? |
0 |
0 |
2 |
2 |
0 |
0 |
4 |
4 |
Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World |
0 |
0 |
0 |
108 |
0 |
0 |
2 |
409 |
Discussion of 'A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002' |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
53 |
Eclipse of the Public Corporation or Eclipse of the Public Markets? |
0 |
0 |
1 |
34 |
0 |
0 |
3 |
95 |
Financial Globalization and the Rise of IPOs outside the U.S |
0 |
0 |
0 |
55 |
0 |
1 |
4 |
80 |
Global Financial Markets and the Risk Premium on U.S. Equity |
0 |
0 |
0 |
582 |
0 |
0 |
0 |
2,823 |
Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time |
0 |
0 |
0 |
116 |
0 |
1 |
4 |
405 |
Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
121 |
Indirect Robust Estimation of the Short-term Interest Rate Process |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
62 |
Indirect Robust Estimation of the Short-term interest Rate Process |
0 |
0 |
0 |
95 |
0 |
1 |
3 |
320 |
Indirect robust estimation of the short-term interest rate process |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
23 |
Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks |
0 |
0 |
0 |
142 |
0 |
2 |
4 |
461 |
International Real Estate Returns: A Multifactor, Multicountry Approach |
0 |
0 |
2 |
14 |
0 |
0 |
3 |
42 |
Multi-market Trading and Arbitrage |
1 |
1 |
5 |
288 |
3 |
4 |
15 |
1,272 |
Price and Volatility Transmission across Borders |
0 |
0 |
0 |
128 |
1 |
2 |
6 |
390 |
Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
123 |
Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
1 |
235 |
0 |
0 |
2 |
926 |
Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
204 |
Terrorism and the Stock Market |
0 |
0 |
0 |
147 |
1 |
3 |
7 |
469 |
The Coming Wave |
0 |
0 |
1 |
52 |
0 |
0 |
1 |
86 |
The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
92 |
The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
52 |
The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
45 |
The Consequences of Terrorism for Financial Markets: What Do We Know? |
0 |
0 |
0 |
79 |
1 |
3 |
8 |
256 |
The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings |
0 |
1 |
1 |
48 |
0 |
1 |
4 |
234 |
The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US |
0 |
0 |
1 |
351 |
0 |
0 |
4 |
1,525 |
The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures |
0 |
0 |
0 |
1,230 |
0 |
0 |
2 |
4,082 |
The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures |
0 |
0 |
1 |
83 |
0 |
0 |
2 |
278 |
The U.S. Left Behind: The Rise of IPO Activity Around the World |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
117 |
The U.S. Left Behind: The Rise of IPO Activity around the World |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
85 |
The U.S. Listing Gap |
0 |
0 |
0 |
26 |
0 |
0 |
6 |
108 |
The U.S. listing gap |
0 |
0 |
1 |
47 |
0 |
0 |
4 |
195 |
The US Equity Valuation Premium, Globalization, and Climate Change Risks |
0 |
0 |
2 |
30 |
0 |
1 |
11 |
106 |
The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom |
1 |
1 |
1 |
111 |
1 |
2 |
6 |
301 |
Understanding Electricity Price Volatility within and across Markets |
0 |
0 |
1 |
162 |
1 |
3 |
7 |
435 |
What Factors Drive Global Stock Returns? |
0 |
0 |
4 |
88 |
0 |
0 |
9 |
362 |
What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? |
1 |
1 |
1 |
54 |
2 |
3 |
3 |
204 |
Why Do Countries Matter So Much for Corporate Governance? |
0 |
0 |
0 |
299 |
0 |
1 |
2 |
861 |
Why Do Countries Matter So Much for Corporate Governance? |
0 |
0 |
0 |
61 |
1 |
2 |
2 |
223 |
Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
136 |
Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
0 |
86 |
0 |
1 |
2 |
381 |
Why Do Foreign Firms Leave U.S. Equity Markets? An Analysis of Deregistrations under SEC Exchange Act Rule 12h-6 |
0 |
0 |
0 |
35 |
1 |
3 |
4 |
171 |
Why are Foreign Firms Listed in the U.S. Worth More? |
0 |
1 |
1 |
582 |
1 |
2 |
3 |
1,743 |
Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS |
0 |
0 |
0 |
228 |
0 |
1 |
1 |
751 |
Total Working Papers |
3 |
6 |
36 |
8,378 |
18 |
54 |
191 |
29,326 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A (partial) resolution of the Chinese discount puzzle |
0 |
0 |
1 |
43 |
0 |
0 |
4 |
122 |
A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation |
0 |
0 |
0 |
59 |
0 |
2 |
4 |
156 |
A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
1,596 |
A New Approach to Measuring Financial Contagion |
0 |
0 |
3 |
337 |
0 |
1 |
13 |
1,201 |
A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002 |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
149 |
An Empirical Comparison of Alternative Models of the Short-Term Interest Rate |
0 |
2 |
12 |
1,183 |
2 |
10 |
50 |
2,538 |
Another look at the role of the industrial structure of markets for international diversification strategies |
0 |
0 |
1 |
148 |
2 |
3 |
6 |
445 |
Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis |
0 |
0 |
3 |
187 |
1 |
3 |
13 |
669 |
DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST? |
0 |
0 |
1 |
68 |
0 |
1 |
2 |
177 |
DaimlerChrysler AG, the first truly global share |
0 |
1 |
1 |
100 |
0 |
1 |
2 |
383 |
Did the Asian financial crisis scare foreign investors out of Japan? |
1 |
1 |
4 |
118 |
1 |
1 |
7 |
391 |
Discussion of A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002 |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
75 |
Global financial markets and the risk premium on U.S. equity |
0 |
0 |
0 |
159 |
0 |
3 |
5 |
713 |
Good news, bad news and international spillovers of stock return volatility between Japan and the U.S |
0 |
0 |
2 |
237 |
0 |
0 |
3 |
673 |
Good news, band news and international spilovers of stock return volatility between Japan and the U.S |
0 |
0 |
0 |
58 |
0 |
1 |
4 |
279 |
Has New York become less competitive than London in global markets? Evaluating foreign listing choices over time |
0 |
0 |
0 |
149 |
0 |
3 |
5 |
445 |
Home Bias, an Academic Puzzle |
0 |
0 |
4 |
36 |
2 |
3 |
11 |
109 |
Indirect robust estimation of the short-term interest rate process |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
107 |
Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks |
0 |
0 |
0 |
148 |
0 |
0 |
1 |
373 |
International Listings of Stocks: The Case of Canada and the U.S |
0 |
0 |
2 |
150 |
0 |
0 |
5 |
390 |
International Real Estate Returns: A Multifactor, Multicountry Approach |
0 |
0 |
1 |
69 |
0 |
1 |
7 |
183 |
Intraday Volatility in the Stock Index and Stock Index Futures Markets |
0 |
0 |
1 |
471 |
0 |
1 |
4 |
1,266 |
Momentum strategies: some bootstrap tests |
0 |
0 |
0 |
72 |
0 |
1 |
2 |
182 |
Multi-market trading and arbitrage |
1 |
2 |
7 |
303 |
2 |
8 |
29 |
1,098 |
Multimarket Trading and Liquidity: Theory and Evidence |
0 |
0 |
0 |
96 |
0 |
1 |
5 |
280 |
Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings |
0 |
0 |
0 |
105 |
1 |
2 |
4 |
366 |
Predicting Risk: Some New Generalizations |
0 |
0 |
0 |
41 |
0 |
0 |
3 |
82 |
Preface |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
72 |
Private Benefits of Control, Ownership, and the Cross‐listing Decision |
0 |
0 |
0 |
152 |
1 |
1 |
2 |
617 |
Regulatory Arbitrage and Cross‐Border Bank Acquisitions |
0 |
1 |
3 |
21 |
2 |
4 |
11 |
112 |
SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
118 |
The Cross-Section of Expected Returns: Where We Stand Today |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
105 |
The Long-Run Performance of Global Equity Offerings |
0 |
0 |
3 |
28 |
0 |
0 |
8 |
133 |
The Role of American Depositary Receipts in the Development of Emerging Equity Markets |
0 |
0 |
2 |
169 |
0 |
0 |
7 |
596 |
The U.S. left behind? Financial globalization and the rise of IPOs outside the U.S |
0 |
0 |
0 |
88 |
2 |
5 |
13 |
315 |
The Ultimate Irrelevance Proposition in Finance? |
0 |
0 |
0 |
22 |
1 |
1 |
2 |
68 |
The Variation of Economic Risk Premiums in Real Estate Returns |
0 |
0 |
1 |
166 |
1 |
2 |
8 |
470 |
The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom |
2 |
3 |
5 |
223 |
4 |
8 |
20 |
594 |
The economic consequences of increased disclosure: Evidence from international cross-listings |
1 |
2 |
4 |
291 |
2 |
3 |
13 |
937 |
The gravity of culture for finance |
1 |
1 |
12 |
183 |
2 |
3 |
23 |
534 |
The impact of the introduction of the Euro on foreign exchange rate risk exposures |
0 |
0 |
0 |
171 |
0 |
1 |
21 |
600 |
Understanding commonality in liquidity around the world |
2 |
3 |
7 |
266 |
4 |
6 |
21 |
815 |
What Factors Drive Global Stock Returns? |
2 |
2 |
8 |
137 |
2 |
6 |
27 |
449 |
Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
1 |
26 |
0 |
1 |
3 |
134 |
Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements |
0 |
0 |
4 |
185 |
1 |
3 |
11 |
563 |
Why are foreign firms listed in the U.S. worth more? |
0 |
2 |
5 |
428 |
11 |
33 |
99 |
1,359 |
Why do countries matter so much for corporate governance? |
0 |
1 |
1 |
467 |
0 |
3 |
17 |
1,475 |
Total Journal Articles |
10 |
21 |
99 |
7,516 |
44 |
128 |
515 |
24,514 |