| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables |
0 |
1 |
3 |
752 |
1 |
4 |
12 |
2,195 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
160 |
| Asset Pricing in the Dark: The Cross Section of OTC Stocks |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
116 |
| Build America Bonds |
0 |
0 |
0 |
33 |
0 |
1 |
3 |
157 |
| CAPM Over the Long Run: 1926-2001 |
0 |
0 |
0 |
259 |
0 |
1 |
4 |
760 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
0 |
202 |
1 |
1 |
7 |
808 |
| Do Funds-of-Funds Deserve Their Fees-on-Fees? |
0 |
0 |
0 |
87 |
1 |
1 |
6 |
299 |
| Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? |
0 |
0 |
1 |
255 |
0 |
0 |
6 |
877 |
| Do demographic changes affect risk premiums? Evidence from international data |
0 |
1 |
1 |
107 |
0 |
3 |
6 |
478 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
0 |
2 |
6 |
220 |
0 |
3 |
11 |
751 |
| Downside Risk |
0 |
1 |
7 |
360 |
2 |
7 |
24 |
1,008 |
| Downside Risk and the Momentum Effect |
0 |
0 |
0 |
398 |
0 |
0 |
7 |
1,698 |
| Hedge Fund Leverage |
0 |
0 |
2 |
167 |
1 |
2 |
9 |
587 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
0 |
0 |
1 |
251 |
1 |
2 |
7 |
654 |
| How do Regimes Affect Asset Allocation? |
1 |
2 |
5 |
380 |
3 |
5 |
11 |
971 |
| How to Discount Cashflows with Time-Varying Expected Returns |
0 |
0 |
0 |
248 |
1 |
1 |
1 |
908 |
| Inflation and Individual Equities |
0 |
0 |
0 |
55 |
0 |
2 |
8 |
235 |
| Inflation and Individual Equities |
0 |
0 |
1 |
8 |
0 |
1 |
3 |
45 |
| International Asset Allocation with Time-Varying Correlations |
0 |
0 |
3 |
924 |
1 |
4 |
9 |
2,692 |
| Is IPO Underperformance a Peso Problem? |
0 |
0 |
0 |
62 |
2 |
4 |
6 |
468 |
| Liability Investment with Downside Risk |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
133 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
168 |
| Monetary Policy Shifts and the Term Structure |
0 |
0 |
0 |
219 |
0 |
0 |
4 |
687 |
| No-Arbitrage Taylor Rules |
0 |
0 |
1 |
36 |
1 |
2 |
4 |
220 |
| No-Arbitrage Taylor Rules |
0 |
0 |
0 |
138 |
0 |
1 |
1 |
451 |
| Portfolio Choice with Illiquid Assets |
0 |
0 |
1 |
109 |
0 |
1 |
4 |
343 |
| Portfolio Performance Attribution via Shapley Value |
0 |
0 |
2 |
32 |
1 |
2 |
15 |
100 |
| Regime Changes and Financial Markets |
1 |
4 |
9 |
79 |
2 |
14 |
34 |
316 |
| Regime Changes and Financial Markets |
0 |
1 |
4 |
210 |
8 |
13 |
38 |
495 |
| Regime Switches in Interest Rates |
0 |
2 |
5 |
1,166 |
1 |
6 |
16 |
2,916 |
| Risk, Return and Dividends |
0 |
0 |
1 |
147 |
0 |
0 |
2 |
305 |
| Search for a Common Factor in Public and Private Real Estate Returns |
0 |
0 |
0 |
3 |
0 |
1 |
8 |
190 |
| Stock Return Predictability: Is it There? |
0 |
3 |
13 |
1,181 |
2 |
9 |
40 |
3,345 |
| Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe |
0 |
0 |
2 |
212 |
1 |
3 |
6 |
488 |
| Tax-Aware Portfolio Construction via Convex Optimization |
0 |
1 |
2 |
22 |
1 |
4 |
6 |
43 |
| Taxes on Tax-Exempt Bonds |
0 |
0 |
0 |
54 |
0 |
2 |
6 |
330 |
| Testing Conditional Factor Models |
0 |
0 |
0 |
312 |
0 |
0 |
0 |
644 |
| Testing Conditional Factor Models |
0 |
0 |
0 |
128 |
0 |
1 |
6 |
393 |
| The Cross-Section of Volatility and Expected Returns |
0 |
0 |
5 |
610 |
2 |
5 |
21 |
1,986 |
| The Joint Cross Section of Stocks and Options |
0 |
0 |
2 |
59 |
0 |
0 |
6 |
193 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
3 |
455 |
0 |
0 |
7 |
1,140 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
0 |
253 |
0 |
2 |
6 |
801 |
| What Does the Yield Curve Tell us about GDP Growth? |
0 |
0 |
1 |
456 |
0 |
0 |
4 |
1,718 |
| Why Stocks May Disappoint |
0 |
0 |
0 |
289 |
0 |
1 |
2 |
1,091 |
| Total Working Papers |
2 |
18 |
81 |
11,017 |
33 |
112 |
384 |
34,363 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables |
0 |
0 |
8 |
518 |
6 |
12 |
47 |
1,816 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
1 |
10 |
0 |
0 |
6 |
94 |
| Asset Pricing in the Dark: The Cross-Section of OTC Stocks |
0 |
2 |
2 |
40 |
0 |
3 |
6 |
286 |
| Asymmetric correlations of equity portfolios |
0 |
2 |
7 |
629 |
2 |
5 |
20 |
1,657 |
| CAPM over the long run: 1926-2001 |
0 |
0 |
3 |
289 |
0 |
2 |
12 |
790 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
2 |
166 |
0 |
1 |
9 |
638 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
0 |
1 |
8 |
617 |
7 |
10 |
41 |
1,957 |
| Downside Risk |
2 |
4 |
15 |
481 |
4 |
14 |
55 |
1,505 |
| Downside risk |
0 |
0 |
1 |
74 |
1 |
2 |
9 |
559 |
| Estimating Private Equity Returns from Limited Partner Cash Flows |
1 |
7 |
25 |
178 |
3 |
11 |
46 |
442 |
| Factor risk premiums and invested capital: calculations with stochastic discount factors |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
144 |
| Hedge fund leverage |
0 |
1 |
12 |
140 |
3 |
5 |
29 |
642 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
0 |
0 |
9 |
552 |
2 |
2 |
33 |
1,912 |
| Interest Rate Risk Management |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
18 |
| International Asset Allocation With Regime Shifts |
0 |
0 |
0 |
1 |
8 |
17 |
86 |
1,483 |
| Investment beliefs of endowments |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
54 |
| Is Ipo Underperformance a Peso Problem? |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
170 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
145 |
| Monetary Policy Shifts and the Term Structure |
0 |
0 |
3 |
129 |
0 |
4 |
13 |
501 |
| Portfolio Choice with Illiquid Assets |
0 |
0 |
6 |
53 |
0 |
0 |
16 |
194 |
| Regime Changes and Financial Markets |
1 |
5 |
23 |
229 |
2 |
16 |
75 |
864 |
| Regime Switches in Interest Rates |
0 |
0 |
0 |
0 |
2 |
8 |
17 |
1,238 |
| Risk, return, and dividends |
0 |
0 |
0 |
124 |
0 |
1 |
1 |
418 |
| Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches |
0 |
0 |
3 |
17 |
1 |
2 |
9 |
74 |
| Short rate nonlinearities and regime switches |
0 |
0 |
0 |
77 |
0 |
1 |
4 |
237 |
| Stock Return Predictability: Is it There? |
2 |
3 |
9 |
35 |
2 |
11 |
31 |
254 |
| Systemic sovereign credit risk: Lessons from the U.S. and Europe |
0 |
1 |
6 |
341 |
0 |
4 |
19 |
977 |
| Taxes on Tax‐Exempt Bonds |
0 |
1 |
4 |
56 |
0 |
2 |
10 |
275 |
| Testing conditional factor models |
0 |
0 |
6 |
289 |
1 |
4 |
17 |
813 |
| The Cross‐Section of Volatility and Expected Returns |
1 |
7 |
33 |
746 |
9 |
30 |
154 |
2,863 |
| The Efficient Market Theory and Evidence: Implications for Active Investment Management |
0 |
2 |
14 |
226 |
0 |
3 |
32 |
563 |
| The Joint Cross Section of Stocks and Options |
1 |
2 |
11 |
92 |
3 |
6 |
30 |
368 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
1 |
5 |
243 |
1 |
3 |
16 |
763 |
| Using Stocks or Portfolios in Tests of Factor Models |
1 |
1 |
1 |
44 |
1 |
1 |
7 |
146 |
| What does the yield curve tell us about GDP growth? |
0 |
0 |
7 |
355 |
4 |
7 |
41 |
1,337 |
| Why stocks may disappoint |
0 |
0 |
3 |
245 |
0 |
0 |
7 |
765 |
| Total Journal Articles |
9 |
40 |
227 |
7,085 |
62 |
189 |
902 |
26,962 |
LogEc is hosted by the
Örebro University School of Business.