| 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 |
1 |
2 |
29 |
| A posterior odds analysis of the weekend effect |
0 |
0 |
0 |
96 |
0 |
3 |
15 |
346 |
| An Examination of the Robustness of the Weekend Effect |
0 |
0 |
2 |
142 |
0 |
2 |
15 |
292 |
| Beta and size equity premia following a high‐VIX threshold |
0 |
0 |
1 |
4 |
2 |
6 |
16 |
28 |
| Commonality in the time-variation of stock-stock and stock-bond return comovements |
0 |
0 |
2 |
89 |
0 |
4 |
11 |
297 |
| Concentration and profits: A test of the accounting bias hypothesis |
0 |
0 |
0 |
18 |
0 |
2 |
7 |
64 |
| Do Unions Capture Monopoly Profits? |
0 |
0 |
1 |
2 |
1 |
4 |
9 |
140 |
| Do real estate values boost corporate borrowing? Evidence from contract-level data |
0 |
2 |
4 |
40 |
0 |
3 |
31 |
105 |
| Dominance, Intimidation, and 'Choking' on the PGA Tour |
0 |
1 |
2 |
24 |
0 |
4 |
16 |
159 |
| Economic-State Variation in Uncertainty-Yield Dynamics |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
40 |
| Equity volatility as a determinant of future term-structure volatility |
0 |
0 |
0 |
13 |
1 |
2 |
8 |
85 |
| Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields |
0 |
0 |
0 |
15 |
0 |
6 |
11 |
75 |
| Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields |
0 |
0 |
0 |
0 |
2 |
4 |
9 |
16 |
| Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis |
0 |
0 |
0 |
36 |
0 |
3 |
8 |
180 |
| Firm size and R&D effectiveness: A value-based test |
0 |
0 |
0 |
120 |
1 |
2 |
7 |
273 |
| Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf |
0 |
0 |
0 |
16 |
0 |
3 |
9 |
78 |
| Information content and other characteristics of the daily cross-sectional dispersion in stock returns |
0 |
0 |
0 |
46 |
1 |
2 |
15 |
147 |
| International equity market comovements: Economic fundamentals or contagion? |
0 |
0 |
0 |
156 |
0 |
1 |
7 |
461 |
| MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS |
0 |
0 |
0 |
33 |
0 |
2 |
8 |
105 |
| Macroeconomic uncertainty and the distant forward-rate slope |
0 |
0 |
1 |
5 |
0 |
3 |
20 |
68 |
| Market value and patents: A Bayesian approach |
0 |
0 |
1 |
146 |
1 |
1 |
10 |
309 |
| Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion |
1 |
1 |
3 |
116 |
3 |
9 |
18 |
363 |
| R&D, Market Structure, and Profits: A Value-Based Approach |
0 |
0 |
1 |
167 |
0 |
1 |
12 |
385 |
| Regime‐switching in stock index and Treasury futures returns and measures of stock market stress |
0 |
0 |
2 |
11 |
0 |
3 |
16 |
44 |
| Skill, Luck, and Streaky Play on the PGA Tour |
0 |
0 |
1 |
58 |
2 |
4 |
9 |
141 |
| Stock Market Uncertainty and the Stock-Bond Return Relation |
1 |
6 |
13 |
290 |
7 |
14 |
40 |
853 |
| THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE |
0 |
1 |
5 |
229 |
0 |
1 |
9 |
478 |
| The Dynamics of REIT Pricing Efficiency |
0 |
0 |
0 |
6 |
0 |
1 |
5 |
37 |
| The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics |
0 |
0 |
0 |
50 |
1 |
2 |
11 |
119 |
| The intertemporal behavior of economic profits |
0 |
0 |
0 |
30 |
0 |
1 |
6 |
97 |
| Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup |
0 |
0 |
0 |
28 |
0 |
3 |
11 |
133 |
| Union Rent Seeking, Intangible Capital, and Market Value of the Firm |
0 |
0 |
1 |
116 |
0 |
3 |
16 |
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 |
2 |
11 |
33 |
| What happens during flight to safety: Evidence from public and private real estate markets |
0 |
0 |
0 |
4 |
0 |
3 |
13 |
27 |
| Total Journal Articles |
2 |
11 |
40 |
2,114 |
22 |
106 |
416 |
6,583 |
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