| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
1 |
122 |
3 |
3 |
4 |
344 |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
0 |
267 |
1 |
5 |
8 |
638 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
1 |
3 |
5 |
673 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
2 |
4 |
6 |
1,680 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
890 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
1 |
5 |
7 |
586 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
300 |
| Carbon Burden |
1 |
1 |
12 |
12 |
3 |
4 |
22 |
27 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
1 |
2 |
903 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
310 |
1 |
2 |
4 |
1,001 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
1 |
3 |
4 |
481 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
331 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
1 |
1 |
3 |
1,737 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
844 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
706 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
163 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
1 |
6 |
2 |
2 |
6 |
35 |
| Dissecting Green Returns |
0 |
2 |
17 |
79 |
0 |
14 |
90 |
364 |
| Dissecting Green Returns |
1 |
1 |
4 |
54 |
3 |
8 |
22 |
211 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
91 |
| Do Funds Make More When They Trade More? |
0 |
1 |
3 |
75 |
2 |
5 |
8 |
204 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
1 |
3 |
6 |
480 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
1 |
2 |
142 |
0 |
2 |
3 |
485 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
3 |
4 |
5 |
405 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
129 |
4 |
7 |
11 |
575 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
380 |
0 |
0 |
1 |
849 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
336 |
0 |
0 |
1 |
1,009 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
0 |
0 |
0 |
787 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
6 |
7 |
12 |
256 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
2 |
2 |
3 |
29 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
1 |
27 |
5 |
8 |
10 |
169 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
1 |
2 |
4 |
48 |
| Fifty Shades of QE: Robust Evidence |
1 |
1 |
1 |
12 |
3 |
3 |
5 |
23 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
10 |
| Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
4 |
5 |
7 |
33 |
| Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
0 |
31 |
2 |
2 |
6 |
62 |
| Fund Tradeoffs |
0 |
1 |
1 |
10 |
2 |
4 |
4 |
67 |
| Fund Tradeoffs |
0 |
0 |
0 |
15 |
2 |
3 |
4 |
82 |
| Green Tilts |
0 |
0 |
0 |
11 |
1 |
1 |
12 |
67 |
| Green Tilts |
0 |
0 |
3 |
19 |
4 |
6 |
19 |
52 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
2 |
2 |
4 |
56 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
0 |
0 |
3 |
91 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
1 |
54 |
1 |
2 |
4 |
134 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
91 |
0 |
3 |
8 |
205 |
| Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
0 |
1 |
3 |
1,020 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
183 |
2 |
2 |
3 |
601 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
344 |
| Learning in Financial Markets |
0 |
0 |
0 |
98 |
1 |
2 |
9 |
198 |
| Learning in Financial Markets |
0 |
0 |
0 |
453 |
1 |
1 |
5 |
1,138 |
| Liquidity Risk After 20 Years |
0 |
0 |
1 |
19 |
1 |
5 |
7 |
82 |
| Liquidity Risk After 20 Years |
0 |
0 |
1 |
36 |
1 |
2 |
3 |
95 |
| Liquidity Risk and Expected Stock Returns |
0 |
2 |
11 |
600 |
5 |
19 |
75 |
1,974 |
| Liquidity Risk and Expected Stock Returns |
0 |
1 |
3 |
1,413 |
1 |
5 |
11 |
4,104 |
| Liquidity Risk and Expected Stock Returns |
0 |
0 |
0 |
591 |
8 |
13 |
36 |
1,352 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
1 |
2 |
47 |
0 |
2 |
9 |
200 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
1 |
1 |
47 |
3 |
4 |
8 |
225 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
1 |
4 |
27 |
1 |
4 |
9 |
64 |
| Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
2 |
2 |
3 |
965 |
| Non-Standard Errors |
0 |
0 |
1 |
27 |
2 |
5 |
30 |
157 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
6 |
8 |
32 |
452 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
4 |
12 |
18 |
18 |
| Nonstandard Errors |
0 |
0 |
3 |
3 |
2 |
9 |
26 |
29 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
6 |
8 |
8 |
| Nonstandard errors |
0 |
1 |
2 |
12 |
3 |
8 |
28 |
60 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
15 |
0 |
2 |
4 |
137 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
1 |
1 |
1 |
302 |
| Political Cycles and Stock Returns |
0 |
1 |
4 |
53 |
0 |
1 |
18 |
151 |
| Political Cycles and Stock Returns |
0 |
1 |
2 |
71 |
2 |
5 |
10 |
181 |
| Political Uncertainty and Risk Premia |
0 |
0 |
0 |
90 |
5 |
7 |
16 |
555 |
| Political Uncertainty and Risk Premia |
0 |
2 |
4 |
81 |
2 |
4 |
14 |
365 |
| Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
0 |
0 |
36 |
1 |
1 |
8 |
210 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
709 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
3 |
4 |
9 |
490 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
1 |
3 |
6 |
448 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
1 |
1 |
4 |
263 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
101 |
2 |
3 |
8 |
340 |
| Scale and Skill in Active Management |
0 |
0 |
2 |
25 |
3 |
4 |
11 |
138 |
| Scale and Skill in Active Management |
0 |
0 |
2 |
96 |
1 |
1 |
6 |
304 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
1 |
3 |
8 |
1 |
3 |
12 |
47 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
12 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
234 |
0 |
1 |
6 |
626 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
1 |
2 |
2 |
498 |
| Stock Valuation and Learning about Profitability |
0 |
1 |
1 |
201 |
3 |
7 |
9 |
770 |
| Stock Valuation and Learning about Profitability |
0 |
1 |
5 |
413 |
1 |
3 |
20 |
1,391 |
| Sustainable Investing |
0 |
0 |
7 |
7 |
1 |
3 |
21 |
21 |
| Sustainable Investing in Equilibrium |
1 |
1 |
5 |
49 |
2 |
3 |
16 |
242 |
| Sustainable Investing in Equilibrium |
0 |
2 |
16 |
143 |
6 |
12 |
59 |
447 |
| Sustainable Investing in Equilibrium |
0 |
0 |
3 |
22 |
1 |
4 |
13 |
89 |
| Technological Revolutions and Stock Prices |
0 |
1 |
2 |
196 |
3 |
5 |
7 |
627 |
| Technological Revolutions and Stock Prices |
1 |
1 |
2 |
128 |
5 |
5 |
13 |
380 |
| The Capital Markets Union: Key Challenges |
0 |
0 |
2 |
128 |
1 |
2 |
5 |
257 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
4 |
7 |
9 |
469 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
2 |
5 |
6 |
500 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
2 |
3 |
6 |
330 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
3 |
6 |
6 |
378 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
1 |
26 |
0 |
1 |
18 |
215 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
1 |
5 |
60 |
6 |
9 |
40 |
219 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
1 |
3 |
18 |
539 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
40 |
1 |
2 |
11 |
325 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
2 |
164 |
8 |
10 |
21 |
811 |
| Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
0 |
3 |
6 |
230 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
82 |
1 |
2 |
8 |
339 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
4 |
5 |
7 |
560 |
| Total Working Papers |
6 |
28 |
148 |
12,639 |
191 |
390 |
1,117 |
46,184 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Are Stocks Really Less Volatile in the Long Run? |
1 |
1 |
1 |
118 |
3 |
5 |
14 |
450 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
3 |
4 |
9 |
1,885 |
| Comparing asset pricing models: an investment perspective |
1 |
2 |
5 |
293 |
6 |
10 |
20 |
807 |
| Costs of Equity Capital and Model Mispricing |
0 |
1 |
2 |
86 |
2 |
4 |
11 |
374 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
4 |
1 |
2 |
8 |
21 |
| Dissecting green returns |
4 |
25 |
111 |
363 |
25 |
96 |
327 |
1,021 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
1 |
3 |
11 |
230 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
1 |
1 |
7 |
546 |
| Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
3 |
162 |
2 |
2 |
13 |
644 |
| Fifty shades of QE: Comparing findings of central bankers and academics |
0 |
1 |
6 |
63 |
2 |
6 |
38 |
230 |
| Fifty shades of QE: Robust evidence |
0 |
0 |
1 |
5 |
3 |
3 |
9 |
24 |
| Fund tradeoffs |
1 |
2 |
6 |
37 |
3 |
5 |
15 |
135 |
| Income inequality and asset prices under redistributive taxation |
0 |
0 |
1 |
27 |
0 |
1 |
6 |
121 |
| Inequality Aversion, Populism, and the Backlash against Globalization |
0 |
0 |
3 |
21 |
1 |
1 |
13 |
73 |
| Investing in equity mutual funds |
0 |
0 |
0 |
144 |
4 |
6 |
9 |
468 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
3 |
227 |
2 |
3 |
10 |
789 |
| Learning in Financial Markets |
0 |
0 |
5 |
184 |
0 |
2 |
20 |
624 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
1 |
3 |
8 |
149 |
| Liquidity Risk and Expected Stock Returns |
11 |
22 |
75 |
1,968 |
35 |
80 |
260 |
5,964 |
| Mutual Fund Performance and Flows during the COVID-19 Crisis |
0 |
1 |
3 |
70 |
1 |
3 |
20 |
285 |
| Mutual fund performance and seemingly unrelated assets |
0 |
1 |
7 |
419 |
2 |
6 |
17 |
1,091 |
| Nonstandard Errors |
0 |
3 |
17 |
41 |
3 |
17 |
69 |
151 |
| On the Size of the Active Management Industry |
0 |
0 |
2 |
208 |
1 |
5 |
18 |
1,008 |
| Political Cycles and Stock Returns |
2 |
5 |
38 |
96 |
9 |
19 |
108 |
402 |
| Political uncertainty and risk premia |
4 |
13 |
33 |
546 |
29 |
75 |
200 |
2,005 |
| Portfolio Selection and Asset Pricing Models |
1 |
1 |
9 |
438 |
5 |
7 |
32 |
1,039 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
94 |
1 |
1 |
6 |
401 |
| Rational IPO Waves |
0 |
1 |
9 |
314 |
2 |
8 |
36 |
889 |
| Scale and skill in active management |
2 |
8 |
22 |
356 |
8 |
28 |
97 |
1,103 |
| Stock Valuation and Learning about Profitability |
3 |
7 |
19 |
65 |
10 |
26 |
75 |
212 |
| Sustainable investing in equilibrium |
21 |
53 |
226 |
1,098 |
65 |
196 |
804 |
3,243 |
| Technological Revolutions and Stock Prices |
2 |
2 |
6 |
196 |
5 |
8 |
26 |
617 |
| The Equity Premium and Structural Breaks |
0 |
0 |
1 |
113 |
0 |
1 |
8 |
467 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
8 |
139 |
1 |
6 |
51 |
563 |
| Uncertainty about Government Policy and Stock Prices |
3 |
12 |
48 |
332 |
24 |
67 |
189 |
1,232 |
| Uncertainty and Valuations: A Comment |
0 |
1 |
1 |
9 |
0 |
1 |
3 |
44 |
| Was there a Nasdaq bubble in the late 1990s? |
2 |
3 |
5 |
316 |
7 |
14 |
24 |
1,084 |
| Total Journal Articles |
58 |
166 |
676 |
8,676 |
268 |
725 |
2,591 |
30,391 |