Access Statistics for Robert A. Connolly

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cointegration Modeling of Expected Exchange Rates 0 0 0 0 1 4 6 1,727
Evidence on the Economics of Equity Return Volatility Clustering 0 0 1 255 0 3 5 764
Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility 0 0 0 0 1 6 7 1,332
Total Working Papers 0 0 1 255 2 13 18 3,823


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the statistical properties of aggregate q measures 0 0 0 4 0 0 1 28
A posterior odds analysis of the weekend effect 0 0 0 96 1 4 21 343
An Examination of the Robustness of the Weekend Effect 1 1 1 141 1 10 12 289
Beta and size equity premia following a high‐VIX threshold 0 1 1 4 1 4 9 20
Commonality in the time-variation of stock-stock and stock-bond return comovements 0 1 2 89 1 5 6 292
Concentration and profits: A test of the accounting bias hypothesis 0 0 0 18 2 4 5 62
Do Unions Capture Monopoly Profits? 0 1 1 2 1 4 5 136
Do real estate values boost corporate borrowing? Evidence from contract-level data 0 1 3 38 4 10 28 100
Dominance, Intimidation, and 'Choking' on the PGA Tour 0 0 1 23 2 7 20 155
Economic-State Variation in Uncertainty-Yield Dynamics 0 0 0 2 0 4 4 39
Equity volatility as a determinant of future term-structure volatility 0 0 0 13 0 4 6 82
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 0 1 4 4 11
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 15 0 3 4 68
Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis 0 0 0 36 1 3 5 177
Firm size and R&D effectiveness: A value-based test 0 0 0 120 1 5 5 271
Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf 0 0 0 16 0 5 6 75
Information content and other characteristics of the daily cross-sectional dispersion in stock returns 0 0 0 46 3 7 10 141
International equity market comovements: Economic fundamentals or contagion? 0 0 2 156 0 6 8 460
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS 0 0 1 33 0 3 7 103
Macroeconomic uncertainty and the distant forward-rate slope 1 1 1 5 2 12 16 64
Market value and patents: A Bayesian approach 0 0 1 146 0 5 9 308
Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion 0 0 1 113 0 3 8 350
R&D, Market Structure, and Profits: A Value-Based Approach 0 1 1 167 1 7 12 384
Regime‐switching in stock index and Treasury futures returns and measures of stock market stress 0 0 2 11 1 8 15 41
Skill, Luck, and Streaky Play on the PGA Tour 0 1 2 58 1 4 7 137
Stock Market Uncertainty and the Stock-Bond Return Relation 0 3 10 283 0 11 32 837
THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE 1 1 7 228 2 4 12 477
The Dynamics of REIT Pricing Efficiency 0 0 1 6 0 1 5 34
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics 0 0 2 50 1 5 13 117
The intertemporal behavior of economic profits 0 0 2 30 0 3 7 95
Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup 0 0 0 28 2 5 8 129
Union Rent Seeking, Intangible Capital, and Market Value of the Firm 0 0 1 116 0 4 13 571
What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't) 0 0 0 2 2 7 9 31
What happens during flight to safety: Evidence from public and private real estate markets 0 0 0 4 1 3 9 23
Total Journal Articles 3 12 43 2,099 32 174 341 6,450


Statistics updated 2026-03-04