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 0 1 6 1,720
Evidence on the Economics of Equity Return Volatility Clustering 0 0 1 254 1 1 2 759
Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility 0 0 0 0 0 1 2 1,325
Total Working Papers 0 0 1 254 1 3 10 3,804


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 0 27
A posterior odds analysis of the weekend effect 0 0 0 96 1 2 11 322
An Examination of the Robustness of the Weekend Effect 0 0 3 140 0 1 6 277
Beta and size equity premia following a high‐VIX threshold 0 0 0 3 0 0 2 11
Commonality in the time-variation of stock-stock and stock-bond return comovements 0 0 3 87 0 1 7 286
Concentration and profits: A test of the accounting bias hypothesis 0 0 0 18 0 0 0 57
Do Unions Capture Monopoly Profits? 0 0 1 1 0 0 2 131
Do real estate values boost corporate borrowing? Evidence from contract-level data 1 3 7 35 1 6 20 72
Dominance, Intimidation, and 'Choking' on the PGA Tour 0 0 0 22 0 0 2 135
Economic-State Variation in Uncertainty-Yield Dynamics 0 0 0 2 1 1 2 35
Equity volatility as a determinant of future term-structure volatility 0 0 0 13 0 0 1 75
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 15 0 0 0 64
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 0 0 0 0 7
Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis 0 0 0 36 0 0 0 170
Firm size and R&D effectiveness: A value-based test 0 0 2 120 0 0 3 266
Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf 0 0 0 16 0 0 0 69
Information content and other characteristics of the daily cross-sectional dispersion in stock returns 0 0 1 46 1 1 3 131
International equity market comovements: Economic fundamentals or contagion? 0 0 1 154 0 0 3 452
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS 0 0 1 32 0 0 1 96
Macroeconomic uncertainty and the distant forward-rate slope 0 0 0 4 0 0 1 47
Market value and patents: A Bayesian approach 1 2 3 145 1 2 7 299
Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion 0 0 7 111 0 0 14 341
R&D, Market Structure, and Profits: A Value-Based Approach 2 2 4 166 2 3 9 372
Regime‐switching in stock index and Treasury futures returns and measures of stock market stress 0 2 2 9 0 2 3 26
Skill, Luck, and Streaky Play on the PGA Tour 0 0 5 56 0 1 8 130
Stock Market Uncertainty and the Stock-Bond Return Relation 0 1 11 272 3 5 23 801
THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE 0 1 4 219 0 2 11 463
The Dynamics of REIT Pricing Efficiency 2 3 3 5 2 4 5 29
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics 0 0 1 48 0 0 1 104
The intertemporal behavior of economic profits 0 0 0 28 1 1 1 87
Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup 0 0 0 28 0 0 1 121
Union Rent Seeking, Intangible Capital, and Market Value of the Firm 0 0 1 115 0 0 4 556
What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't) 0 0 2 2 0 0 3 22
What happens during flight to safety: Evidence from public and private real estate markets 0 0 2 4 0 1 5 14
Total Journal Articles 6 14 64 2,052 13 33 159 6,095


Statistics updated 2025-02-05