| 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 |
29 |
0 |
0 |
9 |
291 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
14 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
43 |
0 |
0 |
9 |
324 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
181 |
0 |
0 |
14 |
720 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
365 |
0 |
3 |
15 |
896 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
13 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
59 |
0 |
0 |
11 |
238 |
| Estimating Operational Risk for Hedge Funds: The ?-Score |
0 |
1 |
1 |
3 |
0 |
1 |
20 |
25 |
| Fees on Fees in Funds of Funds |
0 |
1 |
1 |
1 |
0 |
1 |
7 |
9 |
| Fees on Fees in Funds of Funds |
0 |
1 |
1 |
128 |
0 |
1 |
11 |
441 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
272 |
1 |
2 |
20 |
852 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
401 |
1 |
2 |
18 |
928 |
| Hedge Funds With Style |
0 |
0 |
0 |
122 |
0 |
0 |
10 |
417 |
| Hedge Funds With Style |
0 |
0 |
0 |
436 |
0 |
2 |
15 |
1,189 |
| Hedge Funds With Style |
0 |
0 |
0 |
902 |
0 |
0 |
10 |
2,375 |
| Hedge Funds With Style |
0 |
0 |
0 |
1 |
0 |
4 |
13 |
17 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
0 |
6 |
14 |
22 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
1 |
259 |
0 |
0 |
10 |
679 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
760 |
1 |
10 |
72 |
2,273 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
0 |
2 |
19 |
798 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
307 |
1 |
4 |
16 |
1,281 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
105 |
0 |
2 |
7 |
586 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
2 |
0 |
5 |
26 |
40 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
111 |
1 |
1 |
17 |
549 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
2 |
2 |
4 |
0 |
2 |
11 |
18 |
| Mutual Fund Styles |
0 |
0 |
0 |
578 |
0 |
1 |
17 |
1,369 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
44 |
0 |
0 |
8 |
151 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
240 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
358 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
582 |
0 |
2 |
12 |
2,223 |
| Offshore Hedge Funds: Survival and Performance, 1989-1995 |
0 |
0 |
0 |
85 |
0 |
1 |
16 |
361 |
| Performance Persistence |
0 |
0 |
0 |
669 |
1 |
1 |
19 |
1,543 |
| Positive Portfolio Factors |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
0 |
3 |
157 |
| Positive Portfolio Factors |
0 |
0 |
0 |
141 |
0 |
1 |
13 |
483 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
0 |
10 |
409 |
| Post-Announcement Drift |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
787 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
0 |
1 |
1 |
4 |
14 |
595 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
1 |
2 |
135 |
1 |
2 |
22 |
609 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
2 |
7 |
1 |
2 |
19 |
38 |
| The Dow Theory: William Peter Hamilton's Track Record Re-considered |
0 |
0 |
0 |
370 |
1 |
1 |
21 |
1,539 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
126 |
0 |
0 |
14 |
416 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
252 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
11 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
59 |
0 |
0 |
6 |
266 |
| Trust and Delegation |
0 |
1 |
1 |
1 |
0 |
2 |
6 |
7 |
| Trust and Delegation |
0 |
0 |
0 |
45 |
1 |
3 |
13 |
248 |
| Total Working Papers |
0 |
7 |
11 |
7,496 |
11 |
71 |
653 |
27,066 |
| 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 |
3 |
| 2016 Report to Readers |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
8 |
| 2017 Report to Readers |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
9 |
| A Lottery-Demand-Based Explanation of the Beta Anomaly |
0 |
0 |
7 |
116 |
3 |
7 |
30 |
371 |
| A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm |
0 |
0 |
1 |
151 |
1 |
1 |
12 |
318 |
| An analysis of the relative performance of Japanese and foreign money management |
0 |
0 |
0 |
19 |
1 |
3 |
22 |
146 |
| Anomalies in Security Returns and the Specification of the Market Model |
0 |
0 |
1 |
15 |
0 |
0 |
9 |
52 |
| Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion |
0 |
0 |
0 |
12 |
0 |
0 |
8 |
64 |
| Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry |
0 |
0 |
2 |
141 |
2 |
6 |
55 |
551 |
| Climate Risk |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
8 |
| Convertibles and Hedge Funds as Distributors of Equity Exposure |
0 |
0 |
0 |
10 |
1 |
2 |
22 |
97 |
| Credit Cards: Transactional Convenience or Debt‐Trap? |
0 |
1 |
10 |
23 |
0 |
8 |
47 |
101 |
| Derived factors in event studies |
0 |
0 |
1 |
223 |
1 |
2 |
10 |
424 |
| Differential Information and Security Market Equilibrium |
1 |
3 |
6 |
216 |
1 |
4 |
26 |
615 |
| Differential information and the small firm effect |
1 |
3 |
5 |
873 |
3 |
10 |
24 |
1,867 |
| Disagreement in economic forecasts and equity returns: risk or mispricing? |
0 |
0 |
2 |
5 |
1 |
10 |
21 |
36 |
| Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? |
0 |
0 |
0 |
20 |
0 |
0 |
13 |
67 |
| Do Hedge Funds Outperform Stocks and Bonds? |
0 |
0 |
1 |
48 |
1 |
1 |
16 |
130 |
| Do hedge funds' exposures to risk factors predict their future returns? |
0 |
0 |
3 |
99 |
1 |
2 |
14 |
344 |
| Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? |
0 |
1 |
2 |
8 |
1 |
2 |
9 |
34 |
| Doubling: Nick Leeson's trading strategy |
0 |
1 |
2 |
351 |
1 |
2 |
16 |
1,264 |
| Elusive return predictability: Discussion |
0 |
0 |
0 |
7 |
0 |
0 |
4 |
61 |
| Estimating Operational Risk for Hedge Funds: The ω-Score |
0 |
0 |
0 |
0 |
2 |
4 |
13 |
17 |
| Estimating the cost of capital with basis assets |
0 |
0 |
0 |
29 |
1 |
2 |
13 |
104 |
| Estimation Risk and Simple Rules for Optimal Portfolio Selection |
0 |
0 |
0 |
83 |
0 |
0 |
7 |
271 |
| From the Editor |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
8 |
| Hedge Fund Involvement in Convertible Securities |
0 |
0 |
0 |
18 |
0 |
1 |
8 |
57 |
| Hedge Funds in the Aftermath of the Financial Crisis |
0 |
1 |
1 |
2 |
3 |
4 |
15 |
18 |
| Hedge funds: Omniscient or just plain wrong |
0 |
0 |
0 |
34 |
1 |
1 |
6 |
130 |
| Heteroscedasticity in the Market Model: A Comment |
0 |
0 |
0 |
34 |
0 |
0 |
5 |
88 |
| In Memoriam: Jack Treynor |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
| In Memoriam: John C. Bogle |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
7 |
| In Memoriam: Stephen A. Ross |
0 |
0 |
1 |
1 |
0 |
0 |
6 |
7 |
| Is economic uncertainty priced in the cross-section of stock returns? |
1 |
6 |
13 |
231 |
6 |
25 |
84 |
889 |
| Macroeconomic risk and hedge fund returns |
0 |
0 |
1 |
171 |
3 |
5 |
31 |
623 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
0 |
5 |
121 |
2 |
3 |
24 |
462 |
| Measuring security price performance |
4 |
11 |
58 |
2,469 |
5 |
19 |
129 |
4,732 |
| Model Selection When There Is "Minimal" Prior Information |
0 |
0 |
0 |
39 |
0 |
0 |
7 |
127 |
| Mutual fund styles |
0 |
0 |
2 |
438 |
0 |
2 |
23 |
1,075 |
| Offshore Hedge Funds: Survival and Performance, 1989-95 |
0 |
0 |
1 |
416 |
1 |
2 |
26 |
1,724 |
| Performance Persistence |
1 |
3 |
9 |
375 |
1 |
5 |
41 |
1,015 |
| Portfolio Concentration and Investment Manager Performance* |
0 |
0 |
3 |
126 |
3 |
4 |
17 |
496 |
| Quantitative measures of operational risk: an application to funds management |
0 |
0 |
0 |
15 |
1 |
1 |
5 |
74 |
| Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias |
0 |
0 |
0 |
89 |
0 |
1 |
8 |
551 |
| Risk premia in Pacific-Basin capital markets |
0 |
0 |
1 |
45 |
0 |
0 |
6 |
163 |
| Risk premia in international equity markets revisited |
0 |
0 |
0 |
33 |
0 |
0 |
5 |
120 |
| Sensation Seeking and Hedge Funds |
0 |
0 |
3 |
56 |
0 |
1 |
18 |
177 |
| Stable Factors in Security Returns: Identification Using Cross-Validation: Comment |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
62 |
| Starting on the wrong foot: Seasonality in mutual fund performance |
0 |
0 |
1 |
12 |
0 |
3 |
15 |
75 |
| Survival |
1 |
1 |
3 |
82 |
5 |
6 |
20 |
245 |
| Survivorship Bias in Performance Studies |
1 |
4 |
15 |
758 |
4 |
23 |
63 |
2,170 |
| Systematic risk and the cross section of hedge fund returns |
0 |
0 |
2 |
57 |
0 |
0 |
16 |
271 |
| The Contributions of Stephen A. Ross to Financial Economics |
0 |
1 |
1 |
18 |
1 |
3 |
16 |
89 |
| The Effect of Estimation Risk on Capital Market Equilibrium |
0 |
0 |
2 |
43 |
0 |
1 |
7 |
123 |
| The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management |
1 |
1 |
4 |
5 |
3 |
3 |
25 |
31 |
| The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
0 |
1 |
3 |
555 |
0 |
2 |
14 |
1,149 |
| The Japanese Open-End Fund Puzzle |
1 |
1 |
1 |
70 |
1 |
4 |
24 |
635 |
| The efficient markets hypothesis: The demise of the demon of chance? |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
337 |
| The return to value in Asian stock markets |
0 |
0 |
1 |
62 |
1 |
1 |
16 |
200 |
| The returns to value and momentum in Asian Markets |
0 |
0 |
0 |
89 |
1 |
3 |
12 |
281 |
| Trust and delegation |
0 |
1 |
1 |
44 |
2 |
4 |
13 |
342 |
| Upside potential of hedge funds as a predictor of future performance |
0 |
0 |
0 |
12 |
0 |
2 |
23 |
122 |
| Using daily stock returns: The case of event studies |
6 |
29 |
97 |
4,453 |
17 |
113 |
354 |
9,770 |
| What is the role of institutional investors in corporate capital structure decisions? A survey analysis |
0 |
0 |
0 |
22 |
0 |
3 |
17 |
152 |
| Why Hedge Funds? |
0 |
0 |
0 |
0 |
2 |
3 |
12 |
13 |
| Total Journal Articles |
18 |
69 |
272 |
13,445 |
88 |
320 |
1,547 |
35,576 |
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