| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
39 |
| Assessing models of individual equity option prices |
0 |
1 |
1 |
4 |
1 |
4 |
4 |
30 |
| CDS trading and analyst optimism |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
| Corporate social responsibility and the term structure of CDS spreads |
0 |
0 |
1 |
8 |
0 |
0 |
5 |
29 |
| Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
9 |
| Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods |
0 |
1 |
4 |
17 |
1 |
3 |
8 |
36 |
| Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings |
0 |
0 |
1 |
7 |
1 |
1 |
2 |
24 |
| Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports |
0 |
0 |
8 |
108 |
0 |
3 |
18 |
365 |
| Does the Federal Open Market Committee cycle affect credit risk? |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
9 |
| Economic policy uncertainty, CDS spreads, and CDS liquidity provision |
0 |
0 |
3 |
5 |
0 |
1 |
7 |
30 |
| Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang |
0 |
0 |
2 |
17 |
1 |
1 |
7 |
71 |
| Investing in Chapter 11 stocks: Trading, value, and performance |
0 |
0 |
0 |
18 |
1 |
1 |
2 |
114 |
| Migrate or not? The effects of regulation SHO on options trading activities |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
64 |
| Post-crisis regulations, market making, and liquidity in over-the-counter markets |
0 |
0 |
1 |
7 |
1 |
1 |
3 |
17 |
| Price discrimination against retail Investors: Evidence from mini options |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
38 |
| Pricing Credit Default Swaps with Option-Implied Volatility |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| SEASONED EQUITY ISSUERS’ R&D INVESTMENTS: SIGNALING OR OVEROPTIMISM |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
32 |
| THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
| THE ROLES OF INSTITUTIONAL INVESTORS IN THE FAILURE OF NEWLY PUBLIC STOCKS |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
16 |
| The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market |
0 |
0 |
5 |
190 |
1 |
4 |
29 |
640 |
| The information content of option-implied volatility for credit default swap valuation |
0 |
0 |
0 |
81 |
1 |
2 |
5 |
358 |
| Time Variation in Diversification Benefits of Commodity, REITs, and TIPS |
0 |
1 |
4 |
49 |
0 |
4 |
13 |
138 |
| Trading behavior of retail investors in derivatives markets: Evidence from Mini options |
0 |
0 |
0 |
7 |
0 |
0 |
4 |
28 |
| Total Journal Articles |
0 |
3 |
30 |
544 |
9 |
27 |
122 |
2,113 |
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