| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
0 |
2 |
7 |
8 |
9 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
43 |
0 |
6 |
8 |
323 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
29 |
1 |
5 |
6 |
288 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
59 |
0 |
6 |
10 |
236 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
0 |
1 |
5 |
9 |
11 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
181 |
1 |
10 |
11 |
717 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
365 |
0 |
6 |
8 |
888 |
| Estimating Operational Risk for Hedge Funds: The ?-Score |
0 |
0 |
0 |
2 |
1 |
10 |
14 |
18 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
272 |
4 |
13 |
15 |
846 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
127 |
0 |
7 |
9 |
437 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
4 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
401 |
1 |
10 |
14 |
922 |
| Hedge Funds With Style |
0 |
0 |
0 |
436 |
1 |
9 |
12 |
1,186 |
| Hedge Funds With Style |
0 |
0 |
0 |
902 |
0 |
2 |
6 |
2,370 |
| Hedge Funds With Style |
0 |
0 |
0 |
122 |
1 |
7 |
8 |
415 |
| Hedge Funds With Style |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
9 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
2 |
760 |
6 |
31 |
43 |
2,235 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
2 |
259 |
1 |
7 |
10 |
677 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
1 |
5 |
8 |
786 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
1 |
4 |
9 |
14 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
111 |
1 |
7 |
14 |
545 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
307 |
2 |
7 |
13 |
1,276 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
2 |
2 |
14 |
23 |
33 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
1 |
105 |
1 |
3 |
5 |
582 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
0 |
0 |
2 |
0 |
4 |
5 |
12 |
| Mutual Fund Styles |
0 |
0 |
1 |
578 |
1 |
12 |
16 |
1,365 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
2 |
6 |
8 |
240 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
44 |
2 |
5 |
6 |
149 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
582 |
1 |
5 |
9 |
2,218 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
354 |
| Offshore Hedge Funds: Survival and Performance, 1989-1995 |
0 |
0 |
0 |
85 |
0 |
9 |
11 |
355 |
| Performance Persistence |
0 |
0 |
0 |
669 |
0 |
9 |
19 |
1,538 |
| Positive Portfolio Factors |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
1 |
4 |
10 |
477 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
2 |
5 |
157 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
4 |
8 |
406 |
| Post-Announcement Drift |
0 |
0 |
0 |
2 |
0 |
3 |
6 |
786 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
1 |
3 |
7 |
3 |
7 |
12 |
30 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
0 |
1 |
0 |
5 |
11 |
587 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
2 |
134 |
1 |
12 |
22 |
604 |
| The Dow Theory: William Peter Hamilton's Track Record Re-considered |
0 |
0 |
0 |
370 |
0 |
11 |
18 |
1,533 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
126 |
2 |
10 |
11 |
413 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
249 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
9 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
59 |
0 |
5 |
5 |
265 |
| Trust and Delegation |
0 |
0 |
0 |
45 |
2 |
7 |
10 |
245 |
| Trust and Delegation |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
| Total Working Papers |
0 |
1 |
12 |
7,489 |
46 |
320 |
486 |
26,828 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 2015 Report to Readers |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| 2016 Report to Readers |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
6 |
| 2017 Report to Readers |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
| A Lottery-Demand-Based Explanation of the Beta Anomaly |
1 |
3 |
6 |
114 |
3 |
10 |
18 |
356 |
| A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm |
0 |
0 |
2 |
151 |
0 |
1 |
9 |
312 |
| An analysis of the relative performance of Japanese and foreign money management |
0 |
0 |
0 |
19 |
0 |
13 |
17 |
141 |
| Anomalies in Security Returns and the Specification of the Market Model |
1 |
1 |
1 |
15 |
2 |
3 |
5 |
48 |
| Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion |
0 |
0 |
0 |
12 |
2 |
6 |
6 |
62 |
| Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry |
0 |
0 |
3 |
140 |
6 |
36 |
44 |
537 |
| Climate Risk |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
4 |
| Convertibles and Hedge Funds as Distributors of Equity Exposure |
0 |
0 |
0 |
10 |
1 |
13 |
15 |
90 |
| Credit Cards: Transactional Convenience or Debt‐Trap? |
1 |
6 |
11 |
22 |
1 |
16 |
30 |
81 |
| Derived factors in event studies |
0 |
0 |
1 |
223 |
1 |
5 |
8 |
420 |
| Differential Information and Security Market Equilibrium |
0 |
1 |
3 |
213 |
1 |
7 |
15 |
602 |
| Differential information and the small firm effect |
0 |
0 |
5 |
870 |
2 |
7 |
16 |
1,852 |
| Disagreement in economic forecasts and equity returns: risk or mispricing? |
0 |
1 |
3 |
5 |
5 |
8 |
13 |
25 |
| Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? |
0 |
0 |
0 |
20 |
6 |
12 |
14 |
67 |
| Do Hedge Funds Outperform Stocks and Bonds? |
0 |
1 |
1 |
48 |
2 |
7 |
9 |
123 |
| Do hedge funds' exposures to risk factors predict their future returns? |
1 |
2 |
2 |
98 |
2 |
5 |
11 |
338 |
| Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? |
0 |
0 |
0 |
6 |
0 |
3 |
3 |
28 |
| Doubling: Nick Leeson's trading strategy |
0 |
0 |
1 |
350 |
0 |
5 |
10 |
1,257 |
| Elusive return predictability: Discussion |
0 |
0 |
0 |
7 |
0 |
2 |
2 |
59 |
| Estimating Operational Risk for Hedge Funds: The ω-Score |
0 |
0 |
0 |
0 |
3 |
4 |
10 |
10 |
| Estimating the cost of capital with basis assets |
0 |
0 |
0 |
29 |
0 |
5 |
7 |
98 |
| Estimation Risk and Simple Rules for Optimal Portfolio Selection |
0 |
0 |
0 |
83 |
0 |
3 |
4 |
268 |
| From the Editor |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
| Hedge Fund Involvement in Convertible Securities |
0 |
0 |
0 |
18 |
1 |
2 |
3 |
52 |
| Hedge Funds in the Aftermath of the Financial Crisis |
0 |
0 |
0 |
1 |
3 |
9 |
9 |
12 |
| Hedge funds: Omniscient or just plain wrong |
0 |
0 |
0 |
34 |
2 |
4 |
4 |
128 |
| Heteroscedasticity in the Market Model: A Comment |
0 |
0 |
0 |
34 |
0 |
3 |
5 |
87 |
| In Memoriam: Jack Treynor |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| In Memoriam: John C. Bogle |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| In Memoriam: Stephen A. Ross |
1 |
1 |
1 |
1 |
2 |
3 |
5 |
5 |
| Is economic uncertainty priced in the cross-section of stock returns? |
3 |
4 |
17 |
222 |
10 |
23 |
66 |
843 |
| Macroeconomic risk and hedge fund returns |
1 |
1 |
3 |
171 |
3 |
11 |
24 |
612 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
2 |
6 |
120 |
0 |
4 |
18 |
450 |
| Measuring security price performance |
9 |
21 |
55 |
2,449 |
20 |
48 |
124 |
4,688 |
| Model Selection When There Is "Minimal" Prior Information |
0 |
0 |
0 |
39 |
0 |
6 |
9 |
127 |
| Mutual fund styles |
0 |
1 |
2 |
438 |
3 |
13 |
22 |
1,071 |
| Offshore Hedge Funds: Survival and Performance, 1989-95 |
0 |
0 |
4 |
416 |
3 |
7 |
24 |
1,716 |
| Performance Persistence |
1 |
3 |
7 |
371 |
3 |
11 |
33 |
1,001 |
| Portfolio Concentration and Investment Manager Performance* |
0 |
2 |
4 |
126 |
1 |
4 |
11 |
488 |
| Quantitative measures of operational risk: an application to funds management |
0 |
0 |
0 |
15 |
1 |
4 |
5 |
73 |
| Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias |
0 |
0 |
0 |
89 |
1 |
5 |
9 |
549 |
| Risk premia in Pacific-Basin capital markets |
1 |
1 |
1 |
45 |
1 |
2 |
3 |
160 |
| Risk premia in international equity markets revisited |
0 |
0 |
0 |
33 |
1 |
4 |
4 |
119 |
| Sensation Seeking and Hedge Funds |
0 |
1 |
2 |
55 |
3 |
5 |
13 |
168 |
| Stable Factors in Security Returns: Identification Using Cross-Validation: Comment |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
61 |
| Starting on the wrong foot: Seasonality in mutual fund performance |
0 |
0 |
0 |
11 |
2 |
5 |
8 |
68 |
| Survival |
1 |
2 |
2 |
81 |
1 |
5 |
18 |
237 |
| Survivorship Bias in Performance Studies |
0 |
3 |
11 |
751 |
3 |
16 |
38 |
2,136 |
| Systematic risk and the cross section of hedge fund returns |
0 |
1 |
4 |
57 |
1 |
5 |
12 |
264 |
| The Contributions of Stephen A. Ross to Financial Economics |
0 |
0 |
0 |
17 |
1 |
4 |
7 |
79 |
| The Effect of Estimation Risk on Capital Market Equilibrium |
0 |
0 |
1 |
42 |
0 |
2 |
3 |
119 |
| The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management |
1 |
1 |
3 |
3 |
2 |
3 |
18 |
19 |
| The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
0 |
0 |
1 |
553 |
1 |
4 |
11 |
1,145 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
69 |
2 |
15 |
19 |
627 |
| The efficient markets hypothesis: The demise of the demon of chance? |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
334 |
| The return to value in Asian stock markets |
1 |
1 |
1 |
62 |
4 |
8 |
9 |
192 |
| The returns to value and momentum in Asian Markets |
0 |
0 |
0 |
89 |
3 |
4 |
8 |
276 |
| Trust and delegation |
0 |
0 |
1 |
43 |
0 |
7 |
10 |
337 |
| Upside potential of hedge funds as a predictor of future performance |
0 |
0 |
2 |
12 |
0 |
6 |
15 |
110 |
| Using daily stock returns: The case of event studies |
7 |
23 |
70 |
4,409 |
23 |
88 |
245 |
9,597 |
| What is the role of institutional investors in corporate capital structure decisions? A survey analysis |
0 |
0 |
1 |
22 |
1 |
9 |
14 |
146 |
| Why Hedge Funds? |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
6 |
| Total Journal Articles |
30 |
83 |
238 |
13,334 |
142 |
540 |
1,125 |
34,901 |
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