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 1 1,714
Evidence on the Economics of Equity Return Volatility Clustering 0 0 0 252 0 0 0 756
Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility 0 0 0 0 0 1 4 1,319
Total Working Papers 0 0 0 252 0 1 5 3,789


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 1 6 308
An Examination of the Robustness of the Weekend Effect 0 0 1 135 3 4 6 265
Beta and size equity premia following a high‐VIX threshold 0 1 1 1 0 1 4 4
Commonality in the time-variation of stock-stock and stock-bond return comovements 2 3 4 79 2 5 10 273
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 0 0 0 1 1 128
Do real estate values boost corporate borrowing? Evidence from contract-level data 1 2 10 10 3 5 21 21
Dominance, Intimidation, and 'Choking' on the PGA Tour 0 0 0 21 0 0 0 130
Economic-State Variation in Uncertainty-Yield Dynamics 0 1 2 2 0 1 33 33
Equity volatility as a determinant of future term-structure volatility 0 0 0 13 0 0 2 73
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 2 7
Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis 0 0 0 36 0 0 1 170
Firm size and R&D effectiveness: A value-based test 0 1 2 117 0 1 3 259
Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf 0 0 0 16 0 0 2 68
Information content and other characteristics of the daily cross-sectional dispersion in stock returns 0 0 0 44 1 1 1 126
International equity market comovements: Economic fundamentals or contagion? 1 2 2 152 1 2 7 445
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS 0 0 2 31 0 0 4 95
Macroeconomic uncertainty and the distant forward-rate slope 0 0 0 4 1 1 7 44
Market value and patents: A Bayesian approach 0 0 6 139 0 2 11 287
Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion 0 0 2 102 0 1 9 322
R&D, Market Structure, and Profits: A Value-Based Approach 0 1 6 156 1 3 15 350
Regime‐switching in stock index and Treasury futures returns and measures of stock market stress 0 1 1 5 0 1 1 21
Skill, Luck, and Streaky Play on the PGA Tour 0 0 0 43 0 0 0 113
Stock Market Uncertainty and the Stock-Bond Return Relation 0 3 11 247 2 11 33 741
THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE 0 1 3 210 0 2 5 440
The Dynamics of REIT Pricing Efficiency 0 0 0 2 0 0 5 21
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics 0 0 0 43 1 3 4 96
The intertemporal behavior of economic profits 0 0 1 27 0 0 1 85
Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup 0 0 0 28 0 0 0 120
Union Rent Seeking, Intangible Capital, and Market Value of the Firm 0 1 4 112 0 1 5 545
What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't) 0 0 0 0 0 0 0 19
What happens during flight to safety: Evidence from public and private real estate markets 0 0 0 0 0 3 4 4
Total Journal Articles 4 17 58 1,908 16 50 203 5,761


Statistics updated 2023-01-04