| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 'Optimal' Probabilistic Predictions for Financial Returns |
1 |
2 |
8 |
80 |
1 |
7 |
44 |
123 |
| A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift |
0 |
0 |
4 |
30 |
0 |
0 |
13 |
45 |
| Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation |
2 |
5 |
24 |
50 |
12 |
30 |
99 |
180 |
| Consumer Confidence and Elections |
0 |
1 |
13 |
36 |
1 |
7 |
32 |
80 |
| Consumer Confidence and Elections |
1 |
1 |
12 |
25 |
2 |
7 |
32 |
69 |
| Consumer Confidence and Elections |
1 |
5 |
11 |
24 |
8 |
18 |
38 |
96 |
| Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation |
0 |
2 |
8 |
8 |
2 |
6 |
23 |
23 |
| Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? |
2 |
3 |
8 |
8 |
4 |
7 |
22 |
22 |
| Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? |
4 |
10 |
54 |
311 |
25 |
71 |
282 |
1,648 |
| Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery |
0 |
1 |
7 |
30 |
0 |
2 |
26 |
81 |
| Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery |
3 |
5 |
12 |
32 |
6 |
12 |
40 |
95 |
| Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets |
0 |
4 |
21 |
43 |
5 |
16 |
76 |
155 |
| Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets |
0 |
1 |
6 |
26 |
1 |
3 |
22 |
78 |
| NoVaS Transformations: Flexible Inference for Volatility Forecasting |
1 |
3 |
5 |
36 |
0 |
4 |
16 |
55 |
| NoVaS Transformations: Flexible Inference for Volatility Forecasting |
1 |
3 |
6 |
35 |
1 |
7 |
24 |
77 |
| Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration |
8 |
15 |
39 |
97 |
20 |
39 |
151 |
255 |
| Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration |
3 |
4 |
10 |
31 |
4 |
7 |
27 |
36 |
| Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root |
2 |
3 |
35 |
35 |
2 |
3 |
73 |
73 |
| Realized Volatility and Asymmetries in the A.S.E. Returns |
0 |
2 |
10 |
137 |
0 |
5 |
38 |
385 |
| Realized Volatility and Asymmetries in the A.S.E. Returns |
3 |
8 |
16 |
140 |
4 |
16 |
35 |
391 |
| The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing |
1 |
4 |
15 |
32 |
8 |
15 |
57 |
123 |
| The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity |
0 |
3 |
22 |
64 |
4 |
11 |
53 |
126 |
| The Role of Realized Volatility in the Athens Stock Exchange |
2 |
6 |
32 |
84 |
9 |
27 |
96 |
200 |
| The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts |
7 |
11 |
41 |
41 |
9 |
19 |
43 |
43 |
| Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 |
3 |
10 |
63 |
63 |
10 |
22 |
75 |
75 |
| Trade, Openness and Domestic Conflict: An Empirical Investigation for Latin America |
1 |
2 |
5 |
5 |
3 |
8 |
21 |
21 |
| Total Working Papers |
46 |
114 |
487 |
1,503 |
141 |
369 |
1,458 |
4,555 |