| 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 |
0 |
0 |
1 |
341 |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
0 |
267 |
1 |
1 |
3 |
632 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
0 |
0 |
1 |
1,675 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
296 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
581 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
890 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
0 |
2 |
2 |
670 |
| Carbon Burden |
1 |
2 |
11 |
11 |
1 |
4 |
23 |
23 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
0 |
1 |
902 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
1 |
310 |
1 |
1 |
2 |
998 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
0 |
0 |
1 |
478 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
330 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
844 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
1 |
402 |
0 |
0 |
3 |
1,735 |
| 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 |
0 |
0 |
0 |
162 |
| Diseconomies of Scale in Active Management: Robust Evidence |
1 |
1 |
1 |
6 |
1 |
1 |
8 |
33 |
| Dissecting Green Returns |
0 |
7 |
23 |
76 |
6 |
26 |
111 |
344 |
| Dissecting Green Returns |
0 |
1 |
4 |
53 |
1 |
7 |
26 |
203 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
90 |
| Do Funds Make More When They Trade More? |
0 |
0 |
2 |
74 |
0 |
1 |
3 |
199 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
1 |
1 |
3 |
476 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
1 |
141 |
0 |
0 |
3 |
483 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
129 |
0 |
1 |
7 |
567 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
0 |
0 |
2 |
401 |
| 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 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
380 |
0 |
0 |
1 |
849 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
0 |
0 |
5 |
248 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
26 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
1 |
27 |
0 |
0 |
4 |
161 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
45 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
20 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
9 |
| Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
0 |
1 |
1 |
27 |
| Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
0 |
31 |
1 |
1 |
4 |
59 |
| Fund Tradeoffs |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
79 |
| Fund Tradeoffs |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
63 |
| Green Tilts |
0 |
0 |
0 |
11 |
0 |
2 |
11 |
66 |
| Green Tilts |
1 |
1 |
5 |
18 |
1 |
3 |
20 |
45 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
1 |
1 |
2 |
53 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
1 |
1 |
2 |
90 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
1 |
4 |
54 |
1 |
2 |
7 |
132 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
1 |
91 |
0 |
4 |
5 |
201 |
| Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
0 |
1 |
1 |
1,018 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
344 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
183 |
0 |
1 |
2 |
599 |
| Learning in Financial Markets |
0 |
0 |
1 |
98 |
0 |
3 |
8 |
194 |
| Learning in Financial Markets |
0 |
0 |
1 |
453 |
0 |
1 |
7 |
1,137 |
| Liquidity Risk After 20 Years |
0 |
0 |
2 |
36 |
0 |
0 |
3 |
93 |
| Liquidity Risk After 20 Years |
1 |
1 |
1 |
19 |
1 |
1 |
2 |
77 |
| Liquidity Risk and Expected Stock Returns |
0 |
0 |
3 |
1,412 |
2 |
4 |
10 |
4,099 |
| Liquidity Risk and Expected Stock Returns |
0 |
0 |
0 |
591 |
5 |
11 |
15 |
1,330 |
| Liquidity Risk and Expected Stock Returns |
0 |
4 |
16 |
598 |
4 |
22 |
82 |
1,953 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
1 |
1 |
2 |
46 |
1 |
3 |
12 |
198 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
0 |
46 |
1 |
1 |
5 |
221 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
1 |
3 |
26 |
1 |
2 |
8 |
60 |
| Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
0 |
0 |
0 |
962 |
| Non-Standard Errors |
0 |
0 |
1 |
27 |
1 |
6 |
29 |
151 |
| Non-Standard Errors |
0 |
0 |
3 |
44 |
0 |
2 |
37 |
440 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
5 |
5 |
5 |
| Nonstandard Errors |
0 |
1 |
3 |
3 |
0 |
1 |
20 |
20 |
| Nonstandard errors |
0 |
0 |
5 |
11 |
4 |
7 |
33 |
51 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
301 |
| On the Size of the Active Management Industry |
0 |
0 |
1 |
15 |
0 |
1 |
3 |
135 |
| Political Cycles and Stock Returns |
0 |
0 |
1 |
69 |
0 |
0 |
9 |
174 |
| Political Cycles and Stock Returns |
0 |
1 |
5 |
52 |
0 |
6 |
23 |
150 |
| Political Uncertainty and Risk Premia |
0 |
0 |
1 |
90 |
2 |
3 |
14 |
547 |
| Political Uncertainty and Risk Premia |
0 |
0 |
3 |
78 |
1 |
2 |
13 |
358 |
| Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
0 |
0 |
36 |
1 |
1 |
10 |
208 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
486 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
708 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
1 |
1 |
2 |
444 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
101 |
2 |
3 |
5 |
337 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
3 |
3 |
3 |
262 |
| Scale and Skill in Active Management |
0 |
1 |
2 |
25 |
0 |
1 |
8 |
134 |
| Scale and Skill in Active Management |
0 |
0 |
2 |
96 |
1 |
1 |
6 |
303 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
1 |
6 |
2 |
4 |
12 |
43 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
234 |
1 |
2 |
5 |
624 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
496 |
| Stock Valuation and Learning about Profitability |
1 |
3 |
6 |
412 |
1 |
7 |
23 |
1,387 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
1 |
200 |
0 |
0 |
3 |
763 |
| Sustainable Investing |
0 |
2 |
7 |
7 |
0 |
5 |
15 |
15 |
| Sustainable Investing in Equilibrium |
0 |
0 |
4 |
22 |
0 |
3 |
12 |
85 |
| Sustainable Investing in Equilibrium |
1 |
2 |
4 |
48 |
1 |
7 |
15 |
238 |
| Sustainable Investing in Equilibrium |
0 |
4 |
19 |
139 |
2 |
14 |
63 |
429 |
| Technological Revolutions and Stock Prices |
0 |
0 |
0 |
126 |
1 |
3 |
7 |
374 |
| Technological Revolutions and Stock Prices |
1 |
1 |
1 |
195 |
1 |
1 |
3 |
622 |
| The Capital Markets Union: Key Challenges |
1 |
1 |
3 |
128 |
2 |
2 |
6 |
255 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
372 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
1 |
1 |
2 |
326 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
0 |
1 |
2 |
462 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
1 |
1 |
2 |
495 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
2 |
26 |
3 |
4 |
18 |
208 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
4 |
58 |
4 |
13 |
32 |
206 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
3 |
40 |
2 |
5 |
13 |
323 |
| Uncertainty about Government Policy and Stock Prices |
0 |
1 |
2 |
164 |
1 |
5 |
11 |
800 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
2 |
5 |
14 |
532 |
| Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
41 |
1 |
2 |
4 |
227 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
1 |
1 |
1 |
554 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
81 |
0 |
0 |
4 |
334 |
| Total Working Papers |
9 |
38 |
171 |
12,601 |
78 |
246 |
927 |
45,708 |
| 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? |
0 |
0 |
0 |
117 |
1 |
2 |
8 |
444 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
1,881 |
| Comparing asset pricing models: an investment perspective |
0 |
2 |
6 |
291 |
0 |
2 |
17 |
796 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
4 |
85 |
0 |
1 |
12 |
370 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
4 |
0 |
0 |
7 |
19 |
| Dissecting green returns |
5 |
24 |
125 |
329 |
13 |
75 |
347 |
903 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
0 |
3 |
11 |
225 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
0 |
0 |
6 |
543 |
| Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
4 |
162 |
1 |
2 |
21 |
642 |
| Fifty shades of QE: Comparing findings of central bankers and academics |
1 |
3 |
7 |
61 |
5 |
16 |
43 |
223 |
| Fifty shades of QE: Robust evidence |
0 |
0 |
1 |
4 |
1 |
2 |
10 |
20 |
| Fund tradeoffs |
0 |
0 |
5 |
35 |
0 |
2 |
18 |
130 |
| Income inequality and asset prices under redistributive taxation |
0 |
0 |
1 |
27 |
1 |
3 |
5 |
120 |
| Inequality Aversion, Populism, and the Backlash against Globalization |
1 |
1 |
4 |
21 |
3 |
7 |
18 |
72 |
| Investing in equity mutual funds |
0 |
0 |
1 |
144 |
0 |
0 |
5 |
462 |
| Judging Fund Managers by the Company They Keep |
1 |
1 |
6 |
226 |
1 |
3 |
11 |
783 |
| Learning in Financial Markets |
0 |
1 |
7 |
184 |
1 |
3 |
30 |
622 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
1 |
1 |
8 |
146 |
| Liquidity Risk and Expected Stock Returns |
6 |
18 |
82 |
1,941 |
18 |
66 |
283 |
5,868 |
| Mutual Fund Performance and Flows during the COVID-19 Crisis |
1 |
1 |
4 |
69 |
2 |
5 |
23 |
280 |
| Mutual fund performance and seemingly unrelated assets |
0 |
0 |
5 |
417 |
0 |
1 |
15 |
1,084 |
| Nonstandard Errors |
0 |
2 |
26 |
38 |
5 |
14 |
102 |
132 |
| On the Size of the Active Management Industry |
0 |
0 |
6 |
208 |
2 |
5 |
21 |
1,002 |
| Political Cycles and Stock Returns |
1 |
11 |
46 |
90 |
5 |
29 |
122 |
381 |
| Political uncertainty and risk premia |
1 |
7 |
29 |
531 |
15 |
41 |
155 |
1,914 |
| Portfolio Selection and Asset Pricing Models |
1 |
4 |
10 |
436 |
2 |
9 |
33 |
1,029 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
94 |
1 |
3 |
8 |
399 |
| Rational IPO Waves |
0 |
2 |
11 |
313 |
0 |
7 |
33 |
878 |
| Scale and skill in active management |
0 |
2 |
18 |
343 |
9 |
29 |
91 |
1,067 |
| Stock Valuation and Learning about Profitability |
2 |
7 |
18 |
58 |
7 |
22 |
63 |
184 |
| Sustainable investing in equilibrium |
16 |
71 |
255 |
1,035 |
58 |
241 |
813 |
2,974 |
| Technological Revolutions and Stock Prices |
0 |
1 |
4 |
194 |
2 |
6 |
20 |
609 |
| The Equity Premium and Structural Breaks |
0 |
1 |
2 |
113 |
0 |
2 |
11 |
466 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
15 |
138 |
4 |
14 |
58 |
552 |
| Uncertainty about Government Policy and Stock Prices |
6 |
21 |
48 |
318 |
13 |
45 |
159 |
1,152 |
| Uncertainty and Valuations: A Comment |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
43 |
| Was there a Nasdaq bubble in the late 1990s? |
0 |
0 |
3 |
312 |
2 |
2 |
15 |
1,069 |
| Total Journal Articles |
42 |
181 |
754 |
8,470 |
175 |
667 |
2,609 |
29,484 |