| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Defense of Traditional Hypotheses About the Term Structure of InterestRates |
0 |
0 |
0 |
105 |
0 |
1 |
5 |
303 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
1 |
11 |
0 |
1 |
9 |
61 |
| A Model of Mortgage Default |
0 |
0 |
1 |
173 |
1 |
3 |
15 |
350 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
2 |
1,548 |
3 |
7 |
16 |
4,385 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
1 |
3 |
52 |
2 |
8 |
18 |
170 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
2 |
417 |
2 |
12 |
36 |
1,235 |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
765 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
1 |
248 |
2 |
5 |
18 |
796 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
469 |
6 |
15 |
40 |
2,063 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
16 |
4 |
6 |
20 |
96 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
247 |
0 |
2 |
14 |
679 |
| A Variance Decomposition for Stock Returns |
1 |
1 |
4 |
1,815 |
3 |
3 |
18 |
4,826 |
| A Variance Decomposition for Stock Returns |
2 |
3 |
13 |
102 |
9 |
18 |
64 |
324 |
| A model of mortgage default |
0 |
0 |
6 |
94 |
3 |
12 |
42 |
256 |
| AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS |
0 |
0 |
0 |
0 |
2 |
6 |
15 |
340 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
67 |
2 |
3 |
8 |
98 |
| An Intertemporal CAPM with Stochastic Volatility |
1 |
1 |
5 |
122 |
2 |
4 |
28 |
334 |
| An Intertemporal CAPM with stochastic volatility |
1 |
1 |
3 |
10 |
3 |
9 |
20 |
40 |
| Are Output Fluctuations Transitory? |
0 |
0 |
1 |
22 |
1 |
3 |
18 |
194 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
341 |
2 |
5 |
28 |
860 |
| Asset Prices, Consumption, and the Business Cycle |
1 |
2 |
4 |
2,174 |
1 |
4 |
21 |
3,750 |
| Asset Pricing at the Millennium |
1 |
2 |
7 |
712 |
5 |
12 |
46 |
1,678 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
566 |
1 |
7 |
28 |
1,232 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
30 |
1 |
4 |
16 |
133 |
| Bad Beta, Good Beta |
1 |
1 |
2 |
808 |
4 |
7 |
25 |
2,034 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
115 |
1 |
3 |
16 |
466 |
| Bad Beta, Good Beta |
0 |
1 |
2 |
28 |
3 |
8 |
30 |
188 |
| Bad Beta, Good Beta |
0 |
1 |
4 |
330 |
2 |
4 |
24 |
1,013 |
| Bond and Stock Returns in a Simple Exchange Model |
1 |
1 |
1 |
6 |
1 |
3 |
12 |
69 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
200 |
1 |
2 |
7 |
686 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
0 |
1,975 |
5 |
10 |
30 |
5,211 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
1 |
3 |
122 |
4 |
7 |
33 |
613 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
2 |
6 |
643 |
9 |
18 |
73 |
1,711 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
2 |
8 |
29 |
1,196 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
1 |
166 |
3 |
7 |
30 |
744 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
1 |
166 |
3 |
11 |
28 |
668 |
| Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
2 |
157 |
0 |
1 |
15 |
657 |
| Caught On Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
1 |
348 |
4 |
11 |
31 |
1,433 |
| Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
1 |
40 |
2 |
9 |
24 |
156 |
| Caught on Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
1 |
172 |
0 |
0 |
6 |
916 |
| Cointegration and Tests of Present Value Models |
0 |
1 |
3 |
601 |
2 |
5 |
33 |
1,464 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
1 |
852 |
2 |
7 |
38 |
2,223 |
| Cointegration and Tests of Present Value Models |
0 |
4 |
14 |
99 |
5 |
16 |
68 |
393 |
| Consumer Financial Protection |
0 |
0 |
1 |
17 |
1 |
5 |
33 |
138 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
0 |
1 |
9 |
1,747 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
2 |
550 |
0 |
1 |
9 |
1,296 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
31 |
0 |
2 |
11 |
149 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
784 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
1 |
460 |
1 |
1 |
7 |
1,480 |
| Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence |
2 |
3 |
20 |
2,000 |
17 |
30 |
136 |
4,467 |
| Consumption-Based Asset Pricing |
3 |
10 |
26 |
805 |
8 |
21 |
59 |
1,462 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
1 |
373 |
0 |
4 |
22 |
1,227 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
1 |
905 |
1 |
3 |
10 |
2,540 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
1 |
2 |
9 |
3 |
6 |
23 |
54 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
3 |
23 |
3 |
7 |
22 |
90 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
2 |
327 |
3 |
7 |
27 |
743 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
36 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
2 |
21 |
69 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
1 |
4 |
25 |
81 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
2 |
65 |
1 |
4 |
26 |
365 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
136 |
0 |
3 |
27 |
466 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
2 |
24 |
2 |
6 |
27 |
149 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
189 |
1 |
3 |
20 |
565 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
4 |
5 |
20 |
87 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
1 |
88 |
1 |
3 |
22 |
424 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
1 |
1,087 |
1 |
2 |
10 |
2,476 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
305 |
0 |
0 |
15 |
895 |
| Efficient tests of stock return predictability |
0 |
0 |
3 |
56 |
2 |
4 |
17 |
214 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
22 |
1 |
8 |
28 |
117 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
134 |
0 |
0 |
2 |
454 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
212 |
0 |
1 |
7 |
843 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
2 |
122 |
1 |
6 |
15 |
519 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
56 |
3 |
7 |
27 |
209 |
| Equity Volatility and Corporate Bond Yields |
0 |
1 |
2 |
808 |
1 |
8 |
30 |
2,274 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
3 |
321 |
3 |
6 |
21 |
1,228 |
| Estimating the Equity Premium |
0 |
0 |
2 |
300 |
1 |
3 |
14 |
517 |
| Estimating the Equity Premium |
0 |
0 |
0 |
16 |
1 |
1 |
10 |
76 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
46 |
1 |
4 |
21 |
281 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
1 |
1 |
2 |
775 |
3 |
8 |
26 |
2,392 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
45 |
| Fight or Flight ? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
46 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
138 |
1 |
6 |
16 |
524 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
21 |
3 |
5 |
18 |
137 |
| Forced Sales and House Prices |
0 |
0 |
0 |
177 |
0 |
2 |
29 |
638 |
| Forced Sales and House Prices |
0 |
0 |
0 |
38 |
4 |
9 |
34 |
196 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
4 |
0 |
1 |
7 |
60 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
298 |
0 |
3 |
10 |
854 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
154 |
0 |
3 |
8 |
485 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
1 |
935 |
2 |
7 |
35 |
3,497 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
40 |
3 |
7 |
22 |
142 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
1 |
1 |
1 |
9 |
1 |
4 |
11 |
90 |
| Global Currency Hedging |
0 |
0 |
3 |
315 |
1 |
2 |
19 |
968 |
| Global Currency Hedging |
0 |
0 |
2 |
18 |
1 |
2 |
11 |
121 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
232 |
1 |
3 |
13 |
772 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
3 |
24 |
0 |
0 |
23 |
102 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
2 |
228 |
1 |
3 |
21 |
812 |
| Hard Times |
0 |
0 |
0 |
21 |
0 |
3 |
23 |
99 |
| Hard Times |
0 |
0 |
0 |
77 |
1 |
3 |
11 |
324 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
1 |
1 |
4 |
1,116 |
5 |
6 |
25 |
3,180 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
1 |
1 |
1 |
36 |
8 |
17 |
48 |
282 |
| Household Finance |
0 |
2 |
5 |
71 |
1 |
7 |
45 |
387 |
| Household Finance |
0 |
0 |
7 |
492 |
6 |
22 |
84 |
2,242 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
3 |
642 |
2 |
4 |
39 |
1,939 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
2 |
272 |
6 |
9 |
43 |
844 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
127 |
0 |
2 |
19 |
545 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
0 |
1 |
4 |
19 |
443 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
405 |
2 |
5 |
25 |
1,161 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
24 |
2 |
5 |
20 |
162 |
| Household Saving and Permanent Income in Canada and the United Kingdom |
0 |
0 |
0 |
112 |
1 |
1 |
2 |
454 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
2 |
3 |
6 |
399 |
3 |
6 |
31 |
1,015 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
1 |
1 |
2 |
363 |
1 |
4 |
39 |
1,019 |
| How Do House Prices Affect Consumption? Evidence From Micro F. Data |
1 |
2 |
2 |
219 |
3 |
5 |
22 |
823 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
1 |
6 |
77 |
1 |
3 |
40 |
285 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
0 |
1 |
0 |
2 |
26 |
459 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
37 |
1 |
2 |
15 |
132 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
4 |
2 |
4 |
23 |
115 |
| How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market |
0 |
0 |
0 |
25 |
1 |
8 |
35 |
121 |
| How do house prices affect consumption? Evidence from micro data |
0 |
0 |
0 |
2 |
3 |
8 |
39 |
1,037 |
| In Searach of Distress Risk |
0 |
0 |
0 |
140 |
2 |
5 |
19 |
672 |
| In Search of Distress Risk |
2 |
2 |
9 |
57 |
9 |
13 |
60 |
294 |
| In Search of Distress Risk |
0 |
0 |
1 |
220 |
6 |
13 |
38 |
769 |
| In search of distress risk |
0 |
1 |
4 |
257 |
4 |
14 |
80 |
843 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
1 |
16 |
1 |
3 |
19 |
96 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
1 |
21 |
1 |
6 |
21 |
92 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
16 |
2 |
5 |
17 |
111 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
3 |
157 |
1 |
7 |
17 |
526 |
| Inflation Illusion and Stock Prices |
0 |
0 |
1 |
663 |
3 |
7 |
38 |
1,668 |
| Inflation Illusion and Stock Prices |
1 |
1 |
5 |
37 |
3 |
6 |
27 |
120 |
| Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
400 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
1 |
1,997 |
1 |
6 |
15 |
10,799 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
1 |
1 |
4 |
28 |
3 |
6 |
21 |
110 |
| Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices |
0 |
0 |
0 |
0 |
0 |
3 |
14 |
2,042 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
0 |
1,490 |
1 |
3 |
17 |
2,942 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
2 |
5 |
9 |
105 |
5 |
14 |
41 |
265 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
126 |
0 |
3 |
11 |
148 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
2 |
102 |
1 |
4 |
14 |
307 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
49 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
2 |
0 |
3 |
9 |
37 |
| International Comparative Household Finance |
1 |
3 |
16 |
110 |
4 |
12 |
63 |
263 |
| International Comparative Household Finance |
1 |
1 |
5 |
52 |
4 |
7 |
32 |
143 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
15 |
1 |
1 |
8 |
63 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
250 |
0 |
1 |
10 |
593 |
| International Experiences with Securities Transaction Taxes |
1 |
1 |
3 |
335 |
5 |
16 |
39 |
1,051 |
| Interpreting Cointegrated Models |
1 |
1 |
1 |
328 |
1 |
4 |
10 |
764 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
1 |
3 |
9 |
66 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
0 |
306 |
2 |
11 |
38 |
994 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
1 |
5 |
58 |
2 |
10 |
40 |
232 |
| Investing Retirement Wealth: A Life-Cycle Model |
0 |
1 |
4 |
515 |
1 |
4 |
14 |
1,663 |
| Investing Retirement Wealth? A Life-Cycle Model |
0 |
0 |
1 |
537 |
2 |
5 |
17 |
1,803 |
| Investing and Spending: The Twin Challenges of University Endowment Management |
0 |
0 |
3 |
10 |
3 |
6 |
20 |
73 |
| Is Consumption Too Smooth? |
0 |
0 |
0 |
168 |
0 |
1 |
4 |
407 |
| Macroeconomic Drivers of Bond and Equity Risks |
2 |
3 |
4 |
151 |
5 |
15 |
31 |
408 |
| Macroeconomic Drivers of Bond and Equity Risks |
1 |
1 |
2 |
44 |
3 |
7 |
20 |
120 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
56 |
1 |
6 |
13 |
214 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
2 |
6 |
14 |
67 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
12 |
298 |
4 |
13 |
55 |
1,247 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
36 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
1 |
112 |
2 |
4 |
6 |
286 |
| Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
448 |
| Monetary Policy Drivers of Bond and Equity Risks |
6 |
8 |
17 |
94 |
12 |
18 |
43 |
212 |
| Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
5 |
1 |
1 |
4 |
50 |
| Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week |
0 |
0 |
0 |
39 |
0 |
1 |
7 |
270 |
| Mortgage Market Design |
0 |
0 |
1 |
61 |
0 |
7 |
22 |
199 |
| Mortgage Market Design |
0 |
0 |
0 |
14 |
1 |
6 |
25 |
106 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
1 |
1 |
4 |
791 |
2 |
6 |
42 |
2,021 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
3 |
110 |
1 |
6 |
38 |
348 |
| PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
339 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
4 |
831 |
1 |
5 |
43 |
1,743 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
7 |
87 |
0 |
6 |
33 |
312 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
1 |
2 |
2 |
505 |
5 |
9 |
35 |
2,034 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
12 |
1 |
2 |
8 |
158 |
| Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
2 |
10 |
35 |
1,575 |
| Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
0 |
0 |
10 |
2,896 |
7 |
11 |
45 |
6,061 |
| Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
2 |
7 |
34 |
4 |
11 |
43 |
241 |
| Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
1 |
2 |
17 |
17 |
5 |
9 |
53 |
53 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
183 |
2 |
4 |
13 |
529 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
1 |
1 |
4 |
24 |
1 |
2 |
16 |
114 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
11 |
151 |
4 |
6 |
40 |
422 |
| Predicting Financial Distress and the Performance of Distressed Stocks |
0 |
0 |
10 |
97 |
2 |
10 |
57 |
351 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
4 |
606 |
0 |
2 |
18 |
1,373 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
3 |
267 |
0 |
4 |
30 |
735 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
2 |
50 |
2 |
6 |
26 |
156 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
1 |
1 |
1 |
48 |
2 |
5 |
29 |
174 |
| Restoring rational choice: The challenge of consumer financial regulation |
0 |
0 |
0 |
14 |
2 |
6 |
32 |
105 |
| Rethinking Mortgage Design |
0 |
0 |
1 |
15 |
2 |
2 |
5 |
31 |
| SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR |
0 |
0 |
0 |
1 |
1 |
3 |
12 |
1,204 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
2 |
12 |
47 |
2,247 |
| Smart Money, Noise Trading and Stock Price Behavior |
0 |
0 |
0 |
806 |
0 |
3 |
15 |
2,401 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
1 |
1 |
74 |
2 |
7 |
19 |
259 |
| Some Lessons from the Yield Curve |
0 |
0 |
1 |
22 |
3 |
4 |
13 |
93 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
2,273 |
1 |
7 |
25 |
5,869 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
6 |
2 |
2 |
12 |
1,252 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
3 |
28 |
2 |
9 |
35 |
141 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
1 |
2 |
708 |
0 |
3 |
11 |
1,574 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
1 |
2 |
8 |
2,426 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
2 |
25 |
0 |
2 |
12 |
91 |
| Stock Prices, Earnings and Expected Dividends |
3 |
8 |
20 |
2,055 |
7 |
37 |
117 |
5,884 |
| Stock Prices, Earnings and Expected Dividends |
1 |
2 |
4 |
877 |
3 |
10 |
41 |
3,071 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
0 |
6 |
120 |
2 |
8 |
48 |
457 |
| Stock Returns and the Term Structure |
0 |
1 |
5 |
93 |
3 |
8 |
26 |
328 |
| Stock Returns and the Term Structure |
0 |
1 |
2 |
857 |
2 |
7 |
38 |
1,713 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
1 |
201 |
1 |
2 |
7 |
592 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
2 |
17 |
2 |
5 |
15 |
108 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
629 |
0 |
2 |
10 |
1,624 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
20 |
20 |
3 |
7 |
32 |
32 |
| The Changing Role of Nominal Government Bonds in Asset Allocation |
0 |
0 |
0 |
6 |
0 |
2 |
7 |
33 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
2 |
318 |
0 |
2 |
16 |
1,227 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
1 |
9 |
600 |
0 |
3 |
40 |
1,517 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
6 |
9 |
20 |
1,793 |
20 |
34 |
133 |
6,362 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
190 |
0 |
2 |
11 |
869 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
13 |
1 |
3 |
8 |
91 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
1 |
1 |
1 |
287 |
4 |
9 |
25 |
674 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
1 |
2 |
3 |
29 |
1 |
6 |
20 |
106 |
| The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies |
0 |
0 |
3 |
98 |
2 |
7 |
45 |
398 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
103 |
0 |
2 |
9 |
467 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
7 |
0 |
2 |
12 |
53 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
1 |
60 |
2 |
3 |
11 |
317 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
3 |
550 |
2 |
3 |
15 |
1,246 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
3 |
280 |
5 |
10 |
23 |
834 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
1 |
1 |
997 |
3 |
7 |
19 |
3,052 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
1 |
72 |
3 |
9 |
26 |
318 |
| U.S. corporate leverage: developments in 1987 and 1988 |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
586 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
43 |
1 |
3 |
10 |
242 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
2 |
6 |
77 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
2 |
312 |
0 |
5 |
13 |
652 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
412 |
0 |
2 |
11 |
961 |
| Understanding Risk and Return |
0 |
0 |
0 |
1,299 |
2 |
4 |
18 |
4,041 |
| Understanding Risk and Return |
0 |
0 |
3 |
36 |
3 |
6 |
22 |
202 |
| Understanding Risk and Return |
0 |
0 |
0 |
9 |
1 |
1 |
12 |
1,585 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
0 |
3 |
16 |
1,030 |
6 |
27 |
97 |
3,260 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
3 |
6 |
20 |
1,466 |
8 |
18 |
83 |
3,850 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages |
0 |
0 |
0 |
17 |
0 |
0 |
8 |
59 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
0 |
66 |
0 |
4 |
13 |
112 |
| What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns |
0 |
0 |
0 |
6 |
1 |
3 |
9 |
1,447 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
4 |
61 |
1 |
5 |
24 |
267 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
0 |
789 |
8 |
15 |
37 |
1,998 |
| Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
1 |
1 |
1 |
12 |
1 |
10 |
25 |
83 |
| Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
1 |
1 |
1 |
423 |
3 |
7 |
19 |
1,177 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
651 |
0 |
2 |
20 |
2,337 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
3 |
480 |
1 |
5 |
25 |
2,529 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
2 |
132 |
0 |
2 |
10 |
1,169 |
| Why Is Consumption So Smooth? |
0 |
0 |
1 |
64 |
3 |
6 |
16 |
216 |
| Why Long Horizons: A Study of Power Against Persistent Alternatives |
0 |
0 |
1 |
174 |
0 |
3 |
10 |
834 |
| Why Long Horizons? A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
15 |
0 |
3 |
14 |
83 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
0 |
6 |
63 |
0 |
1 |
19 |
263 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
1 |
2 |
1,004 |
0 |
4 |
28 |
2,716 |
| Total Working Papers |
65 |
130 |
618 |
72,382 |
509 |
1,459 |
6,088 |
236,899 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comment On James M. Poterba'S "Demographic Structure And Asset Returns" |
0 |
0 |
0 |
201 |
0 |
1 |
5 |
507 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
84 |
0 |
3 |
13 |
274 |
| A Model of Mortgage Default |
0 |
1 |
2 |
27 |
1 |
7 |
31 |
118 |
| A Note on Johansen's Cointegration Procedure When Trends Are Present |
0 |
0 |
0 |
0 |
1 |
4 |
14 |
2,553 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
3 |
3 |
4 |
167 |
3 |
4 |
23 |
680 |
| A Variance Decomposition for Stock Returns |
10 |
26 |
67 |
2,031 |
30 |
76 |
215 |
5,517 |
| A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem |
0 |
1 |
3 |
106 |
0 |
4 |
10 |
277 |
| A multivariate model of strategic asset allocation |
1 |
2 |
9 |
782 |
3 |
10 |
37 |
1,983 |
| Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner |
0 |
0 |
0 |
28 |
0 |
3 |
10 |
116 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
1 |
1 |
44 |
2 |
5 |
11 |
149 |
| An intertemporal CAPM with stochastic volatility |
3 |
5 |
15 |
38 |
11 |
18 |
66 |
185 |
| Are Output Fluctuations Transitory? |
0 |
1 |
4 |
344 |
3 |
8 |
37 |
1,010 |
| Asset Pricing at the Millennium |
0 |
0 |
7 |
220 |
4 |
7 |
40 |
636 |
| Bad Beta, Good Beta |
1 |
3 |
11 |
1,131 |
10 |
22 |
121 |
3,019 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
168 |
0 |
2 |
9 |
590 |
| Book reviews |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
138 |
| Caught on tape: Institutional trading, stock returns, and earnings announcements |
1 |
3 |
9 |
245 |
9 |
23 |
72 |
1,042 |
| Cointegration and Tests of Present Value Models |
1 |
8 |
48 |
2,045 |
13 |
40 |
181 |
5,830 |
| Comment on Low Inflation: The Behavior of Financial Markets and Institutions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
123 |
| Consumer Financial Protection |
1 |
1 |
2 |
101 |
2 |
8 |
28 |
357 |
| Consumption and Portfolio Decisions when Expected Returns are Time Varying |
0 |
0 |
0 |
775 |
0 |
3 |
21 |
1,644 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
1 |
9 |
18 |
4 |
8 |
28 |
52 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
2 |
6 |
590 |
4 |
12 |
44 |
1,488 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
3 |
7 |
18 |
436 |
11 |
26 |
93 |
1,535 |
| Editors' introduction |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
79 |
| Efficient tests of stock return predictability |
0 |
1 |
6 |
555 |
0 |
9 |
55 |
1,361 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
3 |
7 |
29 |
554 |
| Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller |
0 |
1 |
5 |
39 |
1 |
6 |
25 |
154 |
| Equity Volatility and Corporate Bond Yields |
2 |
2 |
6 |
344 |
12 |
17 |
49 |
1,270 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
1 |
4 |
242 |
3 |
5 |
29 |
815 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
3 |
7 |
22 |
149 |
7 |
20 |
74 |
648 |
| Finance theory and the term structure a comment |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
47 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
2 |
6 |
12 |
814 |
11 |
32 |
111 |
2,088 |
| Forced Sales and House Prices |
0 |
0 |
2 |
134 |
3 |
8 |
43 |
598 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
140 |
1 |
2 |
10 |
618 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
1 |
1 |
2 |
174 |
3 |
11 |
44 |
764 |
| Global Currency Hedging |
0 |
0 |
0 |
144 |
3 |
7 |
24 |
562 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
4 |
93 |
3 |
9 |
62 |
424 |
| Growth or glamour? fundamentals and systemic risk in stock returns |
1 |
1 |
1 |
36 |
1 |
4 |
32 |
245 |
| Hard Times |
0 |
0 |
0 |
1 |
0 |
3 |
22 |
46 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
5 |
269 |
6 |
14 |
51 |
1,061 |
| Household Finance |
2 |
6 |
21 |
396 |
13 |
50 |
223 |
1,828 |
| Household Risk Management and Optimal Mortgage Choice |
1 |
1 |
7 |
535 |
5 |
12 |
50 |
1,910 |
| How do house prices affect consumption? Evidence from micro data |
7 |
14 |
34 |
1,181 |
16 |
53 |
178 |
3,276 |
| In Search of Distress Risk |
0 |
2 |
15 |
330 |
8 |
20 |
115 |
1,103 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
4 |
10 |
29 |
3 |
19 |
58 |
143 |
| Inflation Illusion and Stock Prices |
2 |
2 |
3 |
335 |
3 |
7 |
38 |
1,049 |
| Inspecting the mechanism: An analytical approach to the stochastic growth model |
1 |
4 |
13 |
1,537 |
4 |
13 |
35 |
2,517 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
2 |
70 |
0 |
2 |
19 |
257 |
| International Comparative Household Finance |
1 |
2 |
9 |
23 |
3 |
11 |
40 |
157 |
| International evidence on the persistence of economic fluctuations |
0 |
0 |
0 |
116 |
0 |
2 |
11 |
360 |
| Interpreting cointegrated models |
0 |
0 |
1 |
140 |
2 |
8 |
21 |
385 |
| Intertemporal Asset Pricing without Consumption Data |
0 |
4 |
41 |
1,353 |
5 |
25 |
142 |
2,809 |
| Is There a Corporate Debt Crisis? |
0 |
0 |
4 |
156 |
0 |
0 |
11 |
356 |
| Macroeconomic Drivers of Bond and Equity Risks |
1 |
1 |
4 |
4 |
10 |
20 |
60 |
60 |
| Macroeconomic lessons from Britain: A review essay |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
44 |
| Measuring the Financial Sophistication of Households |
0 |
1 |
1 |
200 |
2 |
6 |
27 |
657 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
1 |
130 |
2 |
4 |
12 |
395 |
| Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
69 |
1 |
4 |
15 |
420 |
| Mortgage Market Design* |
1 |
1 |
1 |
51 |
2 |
7 |
26 |
260 |
| No news is good news *1: An asymmetric model of changing volatility in stock returns |
1 |
1 |
6 |
377 |
4 |
13 |
43 |
1,091 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
0 |
0 |
4 |
16 |
87 |
1,880 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
211 |
1 |
4 |
17 |
639 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
100 |
0 |
1 |
15 |
378 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
2 |
8 |
43 |
278 |
13 |
21 |
142 |
918 |
| Racines unitaires en macroéconomie: le cas multidimensionnel |
1 |
1 |
2 |
4 |
1 |
1 |
5 |
25 |
| Remarks: some thoughts on systemic risk |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
91 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
3 |
70 |
6 |
11 |
39 |
368 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
3 |
819 |
2 |
4 |
16 |
2,024 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
920 |
2 |
7 |
17 |
2,331 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
2 |
5 |
16 |
16 |
12 |
27 |
93 |
93 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
2 |
6 |
1 |
3 |
12 |
43 |
| Stock returns and the term structure |
0 |
1 |
12 |
581 |
7 |
12 |
65 |
1,430 |
| Strategic asset allocation in a continuous-time VAR model |
0 |
0 |
3 |
174 |
3 |
5 |
24 |
600 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
5 |
14 |
31 |
411 |
21 |
49 |
137 |
1,068 |
| The Changing Role of Nominal Government Bonds in Asset Allocation&ast |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
12 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
2 |
7 |
19 |
1,781 |
12 |
29 |
127 |
5,033 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
21 |
2 |
4 |
9 |
186 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
1 |
1 |
2 |
22 |
2 |
7 |
20 |
109 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
1 |
1 |
8 |
123 |
4 |
17 |
62 |
484 |
| The New Palgrave Dictionary of Money and Finance |
0 |
1 |
4 |
1,354 |
3 |
15 |
73 |
4,151 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
3 |
180 |
4 |
13 |
50 |
719 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
3 |
128 |
0 |
1 |
10 |
368 |
| The dollar and real interest rates |
1 |
1 |
4 |
52 |
2 |
6 |
18 |
286 |
| The response of consumption to income: A cross-country investigation |
1 |
1 |
10 |
666 |
3 |
5 |
30 |
1,247 |
| The term structure of euromarket interest rates: An empirical investigation |
0 |
0 |
0 |
35 |
1 |
2 |
9 |
178 |
| Trading Volume and Serial Correlation in Stock Returns |
1 |
2 |
7 |
1,663 |
3 |
10 |
51 |
5,467 |
| Two Puzzles of Asset Pricing and Their Implications for Investors |
0 |
0 |
2 |
3 |
0 |
0 |
3 |
14 |
| U.S. Corporate Leverage: Developments in 1987 and 1988 |
0 |
0 |
2 |
112 |
0 |
2 |
9 |
266 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
101 |
2 |
6 |
20 |
432 |
| Understanding Risk and Return |
1 |
2 |
10 |
1,429 |
9 |
14 |
71 |
4,333 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
1 |
1 |
2 |
2 |
5 |
5 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
102 |
1 |
5 |
10 |
259 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
6 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
2 |
7 |
14 |
719 |
4 |
13 |
72 |
1,654 |
| Where Do Betas Come From? Asset Price Dynamics and the |
0 |
0 |
1 |
149 |
1 |
1 |
7 |
503 |
| Who Should Buy Long-Term Bonds? |
1 |
3 |
9 |
564 |
3 |
11 |
42 |
1,943 |
| Why is Consumption So Smooth? |
1 |
1 |
1 |
598 |
3 |
7 |
19 |
1,421 |
| Why long horizons? A study of power against persistent alternatives |
0 |
1 |
1 |
118 |
1 |
4 |
12 |
315 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
2 |
14 |
2,049 |
6 |
12 |
67 |
4,860 |
| Total Journal Articles |
73 |
187 |
688 |
35,331 |
394 |
1,075 |
4,372 |
106,373 |
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