| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY |
0 |
0 |
0 |
2 |
5 |
24 |
79 |
939 |
| Alternative Models For Conditional Stock Volatility |
4 |
14 |
44 |
573 |
7 |
22 |
88 |
1,206 |
| Anomalies and Market Efficiency |
11 |
24 |
95 |
800 |
28 |
68 |
297 |
2,007 |
| BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY |
0 |
0 |
0 |
0 |
7 |
17 |
62 |
726 |
| Biases in the IPO Pricing Process |
3 |
16 |
50 |
797 |
17 |
53 |
185 |
2,331 |
| Business Cycles, Financial Crises, and Stock Volatility |
7 |
16 |
59 |
177 |
12 |
33 |
125 |
392 |
| HETEROSKEDASTICITY IN STOCK RETURNS |
0 |
0 |
0 |
4 |
6 |
19 |
100 |
561 |
| Heteroskedasticity in Stock Returns |
5 |
6 |
24 |
96 |
9 |
15 |
64 |
245 |
| Hostility in Takeovers: In the Eyes of the Beholder? |
3 |
8 |
34 |
404 |
7 |
21 |
75 |
1,321 |
| INDEXES OF UNITED STATES STOCK PRICES FROM 1802-1987 |
0 |
0 |
0 |
1 |
3 |
9 |
24 |
636 |
| IPO Market Cycles: Bubbles or Sequential Learning? |
0 |
3 |
21 |
441 |
4 |
17 |
83 |
1,113 |
| Indexes of United States Stock Prices From 1802 to 1987 |
2 |
8 |
59 |
162 |
3 |
13 |
86 |
358 |
| MARGIN REQUIREMENTS AND STOCK VOLATILITY |
0 |
0 |
0 |
0 |
3 |
10 |
24 |
357 |
| Mark-Up Pricing in Mergers and Acquisitions |
4 |
7 |
37 |
236 |
8 |
15 |
90 |
639 |
| Mark-up Pricing in Mergers and Acquisitions |
0 |
0 |
0 |
6 |
6 |
15 |
83 |
1,209 |
| Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures |
7 |
14 |
61 |
271 |
16 |
35 |
131 |
520 |
| STOCK VOLATILITY AND THE CRASH OF '87 |
0 |
0 |
0 |
1 |
3 |
12 |
43 |
863 |
| Short Sales, Damages and Class Certification in 10b-5 Actions |
1 |
1 |
9 |
69 |
1 |
3 |
34 |
414 |
| Stock Market Volatility: Ten Years After the Crash |
1 |
8 |
29 |
643 |
12 |
28 |
124 |
3,222 |
| Stock Market Volatility: Ten Years After the Crash |
0 |
0 |
0 |
0 |
1 |
7 |
30 |
246 |
| Stock Returns and Real Activity: A Century of Evidence |
3 |
15 |
50 |
189 |
12 |
33 |
98 |
357 |
| Stock Volatility and the Crash of '87 |
2 |
10 |
36 |
154 |
7 |
19 |
71 |
410 |
| Stock Volatility in the New Millennium: How Wacky Is Nasdaq? |
1 |
4 |
17 |
200 |
6 |
18 |
59 |
496 |
| Tests For Unit Roots: A Monte Carlo Investigation |
4 |
17 |
51 |
360 |
6 |
25 |
91 |
773 |
| The Variability of IPO Initial Returns |
1 |
4 |
22 |
147 |
3 |
16 |
69 |
404 |
| Why Does Stock Market Volatility Change Over Time? |
5 |
21 |
77 |
408 |
16 |
65 |
188 |
928 |
| Total Working Papers |
64 |
196 |
775 |
6,141 |
208 |
612 |
2,403 |
22,673 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A discussion of CEO deaths and the reaction of stock prices |
3 |
6 |
32 |
54 |
5 |
11 |
71 |
123 |
| Alternative models for conditional stock volatility |
9 |
31 |
74 |
419 |
15 |
46 |
128 |
756 |
| Asset returns and inflation |
47 |
104 |
392 |
859 |
72 |
191 |
718 |
1,565 |
| Business cycles, financial crises, and stock volatility |
4 |
11 |
23 |
27 |
5 |
22 |
50 |
59 |
| Business cycles, financial crises, and stock volatility: Reply to Shiller |
0 |
1 |
3 |
3 |
1 |
3 |
8 |
11 |
| Clinical papers and their role in the development of financial economics |
1 |
3 |
12 |
31 |
2 |
6 |
30 |
74 |
| Differencing as a Test of Specification |
0 |
0 |
3 |
25 |
0 |
0 |
10 |
97 |
| Editorial |
0 |
0 |
2 |
2 |
0 |
1 |
10 |
48 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
2 |
36 |
0 |
0 |
12 |
140 |
| Effects of model specification on tests for unit roots in macroeconomic data |
1 |
4 |
23 |
49 |
1 |
12 |
43 |
121 |
| Estimation of a non-invertible moving average process: The case of overdifferencing |
3 |
3 |
17 |
61 |
5 |
11 |
72 |
206 |
| Expected stock returns and volatility |
15 |
46 |
169 |
683 |
31 |
89 |
331 |
1,151 |
| Heteroskedasticity in Stock Returns |
0 |
2 |
23 |
106 |
1 |
6 |
78 |
268 |
| Hostility in Takeovers: In the Eyes of the Beholder? |
2 |
3 |
15 |
97 |
8 |
10 |
39 |
245 |
| Human capital and capital market equilibrium |
5 |
15 |
48 |
98 |
6 |
25 |
117 |
235 |
| IPO Market Cycles: Bubbles or Sequential Learning? |
1 |
1 |
6 |
54 |
2 |
6 |
41 |
257 |
| Indexes of U.S. Stock Prices from 1802 to 1987 |
1 |
5 |
20 |
106 |
3 |
9 |
47 |
389 |
| Inflation, Interest, and Relative Prices |
0 |
1 |
4 |
47 |
2 |
6 |
15 |
132 |
| Information Aggregation, Inflation, and the Pricing of Indexed Bonds |
1 |
2 |
6 |
56 |
2 |
4 |
18 |
199 |
| Is the IPO pricing process efficient? |
1 |
3 |
10 |
124 |
2 |
11 |
36 |
292 |
| Joint Editorial |
0 |
1 |
2 |
3 |
2 |
4 |
6 |
28 |
| Markup pricing in mergers and acquisitions |
3 |
5 |
49 |
218 |
4 |
9 |
81 |
534 |
| Money, income, and sunspots: Measuring economic relationships and the effects of differencing |
2 |
8 |
28 |
55 |
8 |
29 |
135 |
251 |
| Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures |
5 |
12 |
54 |
232 |
11 |
23 |
100 |
423 |
| Potential GNP: Its measurement and significance: A dissenting opinion |
1 |
7 |
47 |
62 |
10 |
26 |
138 |
202 |
| Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis |
0 |
1 |
6 |
24 |
3 |
13 |
72 |
369 |
| Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant |
3 |
10 |
72 |
350 |
11 |
32 |
246 |
1,151 |
| Size and stock returns, and other empirical regularities |
3 |
14 |
56 |
133 |
4 |
23 |
100 |
225 |
| Stock Returns and Real Activity: A Century of Evidence |
0 |
1 |
19 |
93 |
8 |
18 |
48 |
212 |
| Stock Volatility and the Crash of '87 |
4 |
13 |
59 |
267 |
9 |
37 |
157 |
778 |
| Stock exchange seats as capital assets |
1 |
3 |
11 |
21 |
4 |
7 |
44 |
93 |
| Stock volatility in the new millennium: how wacky is Nasdaq? |
0 |
1 |
4 |
35 |
0 |
3 |
11 |
129 |
| Symposium on market microstructure: Focus on Nasdaq |
0 |
1 |
2 |
26 |
0 |
5 |
10 |
102 |
| Testing for covariance stationarity in stock market data |
1 |
5 |
20 |
122 |
6 |
14 |
57 |
327 |
| Tests for Unit Roots: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
3 |
18 |
57 |
857 |
| Tests for Unit Roots: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
7 |
20 |
56 |
396 |
| Tests of causality: The message in the innovations |
0 |
1 |
2 |
2 |
0 |
2 |
7 |
8 |
| The Adjustment of Stock Prices to Information about Inflation |
6 |
8 |
48 |
138 |
6 |
12 |
111 |
301 |
| The journal of financial economics*1: A retrospective evaluation (1974-1991) |
0 |
1 |
3 |
12 |
0 |
4 |
21 |
105 |
| The time series behavior of real interest rates A comment |
0 |
0 |
2 |
2 |
0 |
0 |
2 |
2 |
| Using Financial Data to Measure Effects of Regulation |
0 |
0 |
0 |
0 |
5 |
15 |
64 |
292 |
| Why Does Stock Market Volatility Change over Time? |
26 |
56 |
237 |
778 |
39 |
105 |
502 |
1,824 |
| Total Journal Articles |
149 |
389 |
1,605 |
5,510 |
303 |
888 |
3,899 |
14,977 |
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