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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Continuity of the Fenchel Transform of Convex Functions 0 0 0 57 0 0 3 181
Continuous and Hypograph Convergence of Utilities 1 1 1 24 1 1 10 161
Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints 0 0 1 48 0 0 4 216
Liquidity and Governance 0 0 0 21 0 2 12 80
Liquidity and Governance 0 0 0 43 0 1 18 163
Long-Lived Information and Intraday Patterns 0 0 4 469 0 3 30 2,099
Long-Lived Information and Intraday Patterns 0 0 2 258 0 1 12 1,358
On Neighboring Consumers 0 0 0 5 0 0 5 50
Securities Market Equilibrium Without Bankruptcy: Contingent ClaimValuation and the Martingale Property 0 0 0 25 0 1 6 118
Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces 0 0 0 36 0 1 9 163
The Shadow Price of Information in Continuous Time Decision Problems 0 0 0 108 0 1 10 261
Total Working Papers 1 1 8 1,094 1 11 119 4,850

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A characterization of the coskewness–cokurtosis pricing model 0 0 0 17 1 2 32 102
A compact space of transitive locally non-satiated preference relations 0 0 0 23 0 0 2 334
Asset pricing for general processes 0 0 1 381 0 1 4 600
Asymmetric Information and Options 0 0 3 278 0 0 14 667
Auctions of Divisible Goods: On the Rationale for the Treasury Experiment 0 0 1 303 7 8 26 870
Auctions of divisible goods with endogenous supply 0 0 0 87 3 3 8 223
Concepts of similarity for utility functions 0 0 0 44 0 0 11 112
GMM, maximum likelihood, and nonparametric efficiency 0 0 0 166 1 1 5 417
Implied Probabilities in GMM Estimators 0 1 1 113 0 1 7 280
Incomplete Markets and Individual Risks 0 0 0 0 0 1 3 249
Information in Securities Markets: Kyle Meets Glosten and Milgrom 0 1 2 438 0 18 36 1,498
Insider Trading in Continuous Time 0 0 14 485 1 3 41 1,097
Long-lived information and intraday patterns 0 0 0 53 0 2 16 210
Martingale Pricing 0 0 0 70 0 3 21 252
On the fundamental theorem of asset pricing with an infinite state space 0 0 1 301 0 0 8 493
Open-Loop Equilibria and Perfect Competition in Option Exercise Games 0 0 0 30 0 3 15 130
Portfolio Turnpikes 0 0 0 1 0 2 7 189
Strategic Liquidity Provision in Limit Order Markets 0 0 2 34 0 2 17 164
Structure of consumption sets and existence of equilibria in infinite-dimensional spaces 0 0 0 12 1 3 11 49
The Informational Role of Stock and Bond Volume 0 0 0 14 0 0 9 72
Working Orders in Limit Order Markets and Floor Exchanges 0 0 1 52 0 3 10 244
Total Journal Articles 0 2 26 2,902 14 56 303 8,252

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing and Portfolio Choice Theory 0 0 0 0 0 1 27 782
Total Books 0 0 0 0 0 1 27 782

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Statistics updated 2026-08-07