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 3 3 6 1,726
Evidence on the Economics of Equity Return Volatility Clustering 0 0 1 255 2 4 5 764
Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility 0 0 0 0 4 5 6 1,331
Total Working Papers 0 0 1 255 9 12 17 3,821


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 2 4 20 342
An Examination of the Robustness of the Weekend Effect 0 0 0 140 3 10 11 288
Beta and size equity premia following a high‐VIX threshold 0 1 1 4 1 4 8 19
Commonality in the time-variation of stock-stock and stock-bond return comovements 1 1 2 89 4 4 5 291
Concentration and profits: A test of the accounting bias hypothesis 0 0 0 18 1 2 3 60
Do Unions Capture Monopoly Profits? 0 1 1 2 2 4 4 135
Do real estate values boost corporate borrowing? Evidence from contract-level data 1 1 3 38 3 12 24 96
Dominance, Intimidation, and 'Choking' on the PGA Tour 0 0 1 23 4 8 18 153
Economic-State Variation in Uncertainty-Yield Dynamics 0 0 0 2 4 4 4 39
Equity volatility as a determinant of future term-structure volatility 0 0 0 13 4 4 7 82
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 15 1 3 4 68
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 0 1 3 3 10
Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis 0 0 0 36 1 2 6 176
Firm size and R&D effectiveness: A value-based test 0 0 0 120 2 4 4 270
Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf 0 0 0 16 4 5 6 75
Information content and other characteristics of the daily cross-sectional dispersion in stock returns 0 0 0 46 4 5 7 138
International equity market comovements: Economic fundamentals or contagion? 0 0 2 156 6 6 8 460
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS 0 0 1 33 1 4 7 103
Macroeconomic uncertainty and the distant forward-rate slope 0 0 0 4 10 11 15 62
Market value and patents: A Bayesian approach 0 0 1 146 4 6 9 308
Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion 0 0 2 113 2 3 9 350
R&D, Market Structure, and Profits: A Value-Based Approach 1 1 1 167 5 8 11 383
Regime‐switching in stock index and Treasury futures returns and measures of stock market stress 0 1 2 11 5 10 14 40
Skill, Luck, and Streaky Play on the PGA Tour 0 1 2 58 0 3 6 136
Stock Market Uncertainty and the Stock-Bond Return Relation 2 3 11 283 8 17 36 837
THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE 0 1 8 227 1 3 12 475
The Dynamics of REIT Pricing Efficiency 0 0 1 6 1 1 5 34
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics 0 0 2 50 3 6 12 116
The intertemporal behavior of economic profits 0 0 2 30 2 4 8 95
Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup 0 0 0 28 0 3 6 127
Union Rent Seeking, Intangible Capital, and Market Value of the Firm 0 0 1 116 3 4 15 571
What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't) 0 0 0 2 3 7 7 29
What happens during flight to safety: Evidence from public and private real estate markets 0 0 0 4 1 5 8 22
Total Journal Articles 5 11 44 2,096 96 179 323 6,418


Statistics updated 2026-02-12