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 3 1,723
Evidence on the Economics of Equity Return Volatility Clustering 0 0 1 255 1 2 4 762
Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility 0 0 0 0 1 1 2 1,327
Total Working Papers 0 0 1 255 2 3 9 3,812


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 1 5 19 340
An Examination of the Robustness of the Weekend Effect 0 0 0 140 6 7 8 285
Beta and size equity premia following a high‐VIX threshold 1 1 1 4 2 4 7 18
Commonality in the time-variation of stock-stock and stock-bond return comovements 0 0 1 88 0 0 1 287
Concentration and profits: A test of the accounting bias hypothesis 0 0 0 18 1 1 2 59
Do Unions Capture Monopoly Profits? 1 1 1 2 1 2 2 133
Do real estate values boost corporate borrowing? Evidence from contract-level data 0 1 3 37 3 14 22 93
Dominance, Intimidation, and 'Choking' on the PGA Tour 0 0 1 23 1 4 14 149
Economic-State Variation in Uncertainty-Yield Dynamics 0 0 0 2 0 0 1 35
Equity volatility as a determinant of future term-structure volatility 0 0 0 13 0 0 3 78
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 15 2 3 3 67
Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields 0 0 0 0 2 2 2 9
Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis 0 0 0 36 1 2 5 175
Firm size and R&D effectiveness: A value-based test 0 0 0 120 2 2 2 268
Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf 0 0 0 16 1 2 2 71
Information content and other characteristics of the daily cross-sectional dispersion in stock returns 0 0 0 46 0 1 4 134
International equity market comovements: Economic fundamentals or contagion? 0 0 2 156 0 0 2 454
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS 0 0 1 33 2 4 6 102
Macroeconomic uncertainty and the distant forward-rate slope 0 0 0 4 0 3 5 52
Market value and patents: A Bayesian approach 0 0 2 146 1 3 6 304
Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion 0 0 2 113 1 3 7 348
R&D, Market Structure, and Profits: A Value-Based Approach 0 0 2 166 1 4 8 378
Regime‐switching in stock index and Treasury futures returns and measures of stock market stress 0 1 2 11 2 6 9 35
Skill, Luck, and Streaky Play on the PGA Tour 1 1 2 58 3 4 6 136
Stock Market Uncertainty and the Stock-Bond Return Relation 1 2 9 281 3 11 31 829
THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE 0 3 8 227 1 5 11 474
The Dynamics of REIT Pricing Efficiency 0 0 3 6 0 0 6 33
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics 0 0 2 50 1 4 9 113
The intertemporal behavior of economic profits 0 0 2 30 1 2 7 93
Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup 0 0 0 28 3 3 6 127
Union Rent Seeking, Intangible Capital, and Market Value of the Firm 0 0 1 116 1 4 12 568
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 4 26
What happens during flight to safety: Evidence from public and private real estate markets 0 0 0 4 1 5 7 21
Total Journal Articles 4 10 45 2,091 46 114 240 6,322


Statistics updated 2026-01-09