| 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 |
0 |
0 |
1 |
2 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
43 |
2 |
2 |
3 |
317 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
283 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
59 |
2 |
2 |
5 |
230 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
365 |
0 |
1 |
2 |
882 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
181 |
1 |
1 |
1 |
707 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
6 |
| Estimating Operational Risk for Hedge Funds: The ?-Score |
0 |
0 |
0 |
2 |
1 |
2 |
4 |
8 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
401 |
1 |
2 |
5 |
912 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
272 |
0 |
1 |
2 |
833 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
127 |
0 |
0 |
2 |
430 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Hedge Funds With Style |
0 |
0 |
0 |
436 |
1 |
2 |
4 |
1,177 |
| Hedge Funds With Style |
0 |
0 |
0 |
122 |
1 |
1 |
1 |
408 |
| Hedge Funds With Style |
0 |
0 |
0 |
902 |
2 |
2 |
4 |
2,368 |
| Hedge Funds With Style |
0 |
0 |
0 |
1 |
2 |
3 |
5 |
7 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
1 |
1 |
2 |
259 |
1 |
1 |
3 |
670 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
781 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
3 |
760 |
1 |
3 |
13 |
2,204 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
1 |
1 |
5 |
10 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
2 |
105 |
0 |
0 |
3 |
579 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
307 |
3 |
4 |
7 |
1,269 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
1 |
2 |
4 |
5 |
10 |
19 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
111 |
1 |
6 |
7 |
538 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
8 |
| Mutual Fund Styles |
0 |
0 |
1 |
578 |
1 |
1 |
6 |
1,353 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
144 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
234 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
352 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
582 |
1 |
1 |
4 |
2,213 |
| Offshore Hedge Funds: Survival and Performance, 1989-1995 |
0 |
0 |
0 |
85 |
0 |
1 |
2 |
346 |
| Performance Persistence |
0 |
0 |
1 |
669 |
3 |
5 |
13 |
1,529 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
1 |
2 |
7 |
473 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
1 |
1 |
3 |
155 |
| Positive Portfolio Factors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
2 |
3 |
4 |
402 |
| Post-Announcement Drift |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
783 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
1 |
3 |
6 |
0 |
3 |
8 |
23 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
0 |
1 |
0 |
1 |
11 |
582 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
4 |
134 |
2 |
4 |
17 |
592 |
| The Dow Theory: William Peter Hamilton's Track Record Re-considered |
0 |
0 |
0 |
370 |
1 |
4 |
9 |
1,522 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
246 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
126 |
0 |
1 |
1 |
403 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
260 |
| Trust and Delegation |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
| Trust and Delegation |
0 |
0 |
0 |
45 |
1 |
2 |
4 |
238 |
| Total Working Papers |
1 |
2 |
18 |
7,488 |
46 |
82 |
201 |
26,508 |
| 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 |
1 |
2 |
2 |
| 2016 Report to Readers |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| 2017 Report to Readers |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| A Lottery-Demand-Based Explanation of the Beta Anomaly |
1 |
2 |
4 |
111 |
2 |
4 |
10 |
346 |
| A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm |
0 |
1 |
5 |
151 |
1 |
4 |
12 |
311 |
| An analysis of the relative performance of Japanese and foreign money management |
0 |
0 |
0 |
19 |
3 |
4 |
4 |
128 |
| Anomalies in Security Returns and the Specification of the Market Model |
0 |
0 |
0 |
14 |
0 |
2 |
2 |
45 |
| Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
56 |
| Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry |
0 |
0 |
3 |
140 |
2 |
3 |
10 |
501 |
| Climate Risk |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
3 |
| Convertibles and Hedge Funds as Distributors of Equity Exposure |
0 |
0 |
0 |
10 |
0 |
2 |
3 |
77 |
| Credit Cards: Transactional Convenience or Debt‐Trap? |
1 |
2 |
5 |
16 |
7 |
9 |
18 |
65 |
| Derived factors in event studies |
1 |
1 |
2 |
223 |
1 |
1 |
5 |
415 |
| Differential Information and Security Market Equilibrium |
1 |
2 |
3 |
212 |
3 |
5 |
12 |
595 |
| Differential information and the small firm effect |
0 |
2 |
6 |
870 |
0 |
2 |
16 |
1,845 |
| Disagreement in economic forecasts and equity returns: risk or mispricing? |
0 |
1 |
2 |
4 |
1 |
2 |
5 |
17 |
| Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
55 |
| Do Hedge Funds Outperform Stocks and Bonds? |
0 |
0 |
1 |
47 |
0 |
2 |
3 |
116 |
| Do hedge funds' exposures to risk factors predict their future returns? |
0 |
0 |
1 |
96 |
2 |
3 |
10 |
333 |
| Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
25 |
| Doubling: Nick Leeson's trading strategy |
1 |
1 |
1 |
350 |
2 |
4 |
5 |
1,252 |
| Elusive return predictability: Discussion |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
57 |
| Estimating Operational Risk for Hedge Funds: The ω-Score |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
| Estimating the cost of capital with basis assets |
0 |
0 |
0 |
29 |
0 |
2 |
4 |
93 |
| Estimation Risk and Simple Rules for Optimal Portfolio Selection |
0 |
0 |
0 |
83 |
0 |
1 |
2 |
265 |
| From the Editor |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Hedge Fund Involvement in Convertible Securities |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
50 |
| Hedge Funds in the Aftermath of the Financial Crisis |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
3 |
| Hedge funds: Omniscient or just plain wrong |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
124 |
| Heteroscedasticity in the Market Model: A Comment |
0 |
0 |
0 |
34 |
1 |
1 |
3 |
84 |
| In Memoriam: Jack Treynor |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| In Memoriam: John C. Bogle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| In Memoriam: Stephen A. Ross |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Is economic uncertainty priced in the cross-section of stock returns? |
0 |
0 |
18 |
218 |
5 |
12 |
54 |
820 |
| Macroeconomic risk and hedge fund returns |
0 |
0 |
2 |
170 |
5 |
9 |
16 |
601 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
1 |
2 |
4 |
118 |
3 |
7 |
17 |
446 |
| Measuring security price performance |
4 |
14 |
44 |
2,428 |
11 |
31 |
96 |
4,640 |
| Model Selection When There Is "Minimal" Prior Information |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
121 |
| Mutual fund styles |
0 |
0 |
1 |
437 |
1 |
3 |
13 |
1,058 |
| Offshore Hedge Funds: Survival and Performance, 1989-95 |
1 |
1 |
5 |
416 |
6 |
8 |
21 |
1,709 |
| Performance Persistence |
0 |
2 |
4 |
368 |
8 |
15 |
24 |
990 |
| Portfolio Concentration and Investment Manager Performance* |
0 |
0 |
4 |
124 |
3 |
4 |
15 |
484 |
| Quantitative measures of operational risk: an application to funds management |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
69 |
| Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias |
0 |
0 |
0 |
89 |
0 |
1 |
4 |
544 |
| Risk premia in Pacific-Basin capital markets |
0 |
0 |
0 |
44 |
1 |
1 |
1 |
158 |
| Risk premia in international equity markets revisited |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
115 |
| Sensation Seeking and Hedge Funds |
1 |
1 |
6 |
54 |
1 |
3 |
15 |
163 |
| Stable Factors in Security Returns: Identification Using Cross-Validation: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
59 |
| Starting on the wrong foot: Seasonality in mutual fund performance |
0 |
0 |
0 |
11 |
2 |
3 |
3 |
63 |
| Survival |
0 |
0 |
1 |
79 |
2 |
5 |
17 |
232 |
| Survivorship Bias in Performance Studies |
4 |
5 |
10 |
748 |
6 |
10 |
28 |
2,120 |
| Systematic risk and the cross section of hedge fund returns |
0 |
1 |
5 |
56 |
1 |
3 |
13 |
259 |
| The Contributions of Stephen A. Ross to Financial Economics |
0 |
0 |
0 |
17 |
1 |
2 |
7 |
75 |
| The Effect of Estimation Risk on Capital Market Equilibrium |
0 |
1 |
1 |
42 |
0 |
1 |
1 |
117 |
| The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management |
0 |
1 |
2 |
2 |
4 |
8 |
16 |
16 |
| The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
0 |
1 |
2 |
553 |
2 |
6 |
9 |
1,141 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
69 |
1 |
1 |
4 |
612 |
| The efficient markets hypothesis: The demise of the demon of chance? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
333 |
| The return to value in Asian stock markets |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
184 |
| The returns to value and momentum in Asian Markets |
0 |
0 |
0 |
89 |
2 |
3 |
5 |
272 |
| Trust and delegation |
0 |
0 |
3 |
43 |
0 |
1 |
9 |
330 |
| Upside potential of hedge funds as a predictor of future performance |
0 |
0 |
2 |
12 |
0 |
4 |
10 |
104 |
| Using daily stock returns: The case of event studies |
8 |
27 |
54 |
4,386 |
31 |
74 |
181 |
9,509 |
| What is the role of institutional investors in corporate capital structure decisions? A survey analysis |
0 |
0 |
1 |
22 |
0 |
2 |
8 |
137 |
| Why Hedge Funds? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Total Journal Articles |
24 |
68 |
203 |
13,251 |
123 |
277 |
747 |
34,361 |