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 2 5 10 1,731
Evidence on the Economics of Equity Return Volatility Clustering 0 0 0 255 4 5 9 769
Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility 0 0 0 0 2 4 10 1,335
Total Working Papers 0 0 0 255 8 14 29 3,835


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 29
A posterior odds analysis of the weekend effect 0 0 0 96 2 3 15 345
An Examination of the Robustness of the Weekend Effect 0 2 2 142 2 4 15 292
Beta and size equity premia following a high‐VIX threshold 0 0 1 4 4 7 14 26
Commonality in the time-variation of stock-stock and stock-bond return comovements 0 0 2 89 1 3 8 294
Concentration and profits: A test of the accounting bias hypothesis 0 0 0 18 2 4 7 64
Do Unions Capture Monopoly Profits? 0 0 1 2 3 4 8 139
Do real estate values boost corporate borrowing? Evidence from contract-level data 0 0 2 38 0 6 28 102
Dominance, Intimidation, and 'Choking' on the PGA Tour 0 0 1 23 2 4 16 157
Economic-State Variation in Uncertainty-Yield Dynamics 0 0 0 2 1 1 5 40
Equity volatility as a determinant of future term-structure volatility 0 0 0 13 1 2 8 84
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 15 6 7 11 75
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 0 1 3 6 13
Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis 0 0 0 36 3 4 8 180
Firm size and R&D effectiveness: A value-based test 0 0 0 120 0 1 5 271
Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf 0 0 0 16 3 3 9 78
Information content and other characteristics of the daily cross-sectional dispersion in stock returns 0 0 0 46 1 8 14 146
International equity market comovements: Economic fundamentals or contagion? 0 0 2 156 1 1 9 461
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS 0 0 0 33 2 2 8 105
Macroeconomic uncertainty and the distant forward-rate slope 0 1 1 5 3 6 20 68
Market value and patents: A Bayesian approach 0 0 1 146 0 0 9 308
Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion 0 2 3 115 3 7 13 357
R&D, Market Structure, and Profits: A Value-Based Approach 0 0 1 167 1 2 13 385
Regime‐switching in stock index and Treasury futures returns and measures of stock market stress 0 0 2 11 3 4 17 44
Skill, Luck, and Streaky Play on the PGA Tour 0 0 1 58 2 3 8 139
Stock Market Uncertainty and the Stock-Bond Return Relation 3 4 13 287 4 6 34 843
THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE 1 2 7 229 1 3 11 478
The Dynamics of REIT Pricing Efficiency 0 0 1 6 0 2 5 36
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics 0 0 0 50 1 2 11 118
The intertemporal behavior of economic profits 0 0 2 30 1 2 9 97
Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup 0 0 0 28 3 6 12 133
Union Rent Seeking, Intangible Capital, and Market Value of the Firm 0 0 1 116 2 4 15 575
What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't) 0 0 0 2 2 4 11 33
What happens during flight to safety: Evidence from public and private real estate markets 0 0 0 4 1 3 11 25
Total Journal Articles 4 11 44 2,107 63 122 395 6,540


Statistics updated 2026-05-06