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 0 8 1,731
Evidence on the Economics of Equity Return Volatility Clustering 0 0 0 255 0 1 10 770
Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility 0 0 0 0 0 1 12 1,337
Total Working Papers 0 0 0 255 0 2 30 3,838


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 1 1 2 30
A posterior odds analysis of the weekend effect 0 0 0 96 0 0 11 346
An Examination of the Robustness of the Weekend Effect 0 0 2 142 0 2 16 294
Beta and size equity premia following a high‐VIX threshold 0 1 2 5 1 5 18 31
Commonality in the time-variation of stock-stock and stock-bond return comovements 0 0 1 89 0 0 10 297
Concentration and profits: A test of the accounting bias hypothesis 0 0 0 18 0 1 8 65
Do Unions Capture Monopoly Profits? 0 0 1 2 0 2 10 141
Do real estate values boost corporate borrowing? Evidence from contract-level data 3 3 7 43 3 5 32 110
Dominance, Intimidation, and 'Choking' on the PGA Tour 0 0 1 24 1 2 17 161
Economic-State Variation in Uncertainty-Yield Dynamics 0 0 0 2 1 1 6 41
Equity volatility as a determinant of future term-structure volatility 0 0 0 13 0 1 7 85
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 0 0 2 9 16
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 15 0 1 12 76
Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis 0 0 0 36 0 0 8 180
Firm size and R&D effectiveness: A value-based test 0 0 0 120 0 1 7 273
Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf 1 1 1 17 1 3 12 81
Information content and other characteristics of the daily cross-sectional dispersion in stock returns 0 0 0 46 0 3 17 149
International equity market comovements: Economic fundamentals or contagion? 0 0 0 156 0 1 8 462
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS 0 0 0 33 0 0 8 105
Macroeconomic uncertainty and the distant forward-rate slope 0 0 1 5 2 2 21 70
Market value and patents: A Bayesian approach 0 0 0 146 0 2 9 310
Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion 2 4 6 119 4 9 24 369
R&D, Market Structure, and Profits: A Value-Based Approach 0 0 1 167 1 1 12 386
Regime‐switching in stock index and Treasury futures returns and measures of stock market stress 0 0 1 11 1 2 17 46
Skill, Luck, and Streaky Play on the PGA Tour 0 0 1 58 1 4 11 143
Stock Market Uncertainty and the Stock-Bond Return Relation 2 3 13 292 23 32 61 878
THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE 0 0 5 229 1 1 10 479
The Dynamics of REIT Pricing Efficiency 0 0 0 6 0 0 5 37
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics 0 0 0 50 0 1 10 119
The intertemporal behavior of economic profits 0 0 0 30 0 0 6 97
Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup 0 0 0 28 0 1 10 134
Union Rent Seeking, Intangible Capital, and Market Value of the Firm 0 0 1 116 0 0 14 576
What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't) 0 0 0 2 0 1 12 34
What happens during flight to safety: Evidence from public and private real estate markets 0 0 0 4 0 1 12 28
Total Journal Articles 8 12 44 2,124 41 88 452 6,649


Statistics updated 2026-09-10