| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A MODEL OF COMMERCIAL BANKING SYSTEM BEHAVIOR: AN ECONOMETRIC PREDICTIVE TEST |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
22 |
| Acquisitions, Overconfident Managers and Self‐attribution Bias |
2 |
4 |
15 |
181 |
5 |
21 |
74 |
643 |
| Arbitrage Risk and Stock Mispricing |
1 |
1 |
3 |
39 |
2 |
4 |
11 |
109 |
| Common stochastic trends in a system of Eurocurrency rates |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
88 |
| Common volatility in the industrial structure of global capital markets |
0 |
1 |
2 |
73 |
2 |
3 |
8 |
226 |
| Contagion effect on sovereign interest rate spreads |
0 |
0 |
0 |
86 |
0 |
0 |
2 |
178 |
| Daily short interest, idiosyncratic risk, and stock returns |
0 |
1 |
1 |
77 |
0 |
1 |
14 |
408 |
| Divergence of Opinion and Equity Returns |
0 |
0 |
2 |
34 |
0 |
0 |
4 |
98 |
| Divergence of opinion and equity returns under different states of earnings expectations |
0 |
0 |
0 |
60 |
0 |
0 |
3 |
153 |
| Diversification, Ownership and Control of Swedish Corporations |
0 |
0 |
0 |
21 |
1 |
2 |
6 |
80 |
| Do Analysts Influence Corporate Financing and Investment? |
0 |
0 |
0 |
13 |
0 |
0 |
9 |
96 |
| Does global diversification destroy firm value? |
0 |
0 |
0 |
84 |
1 |
1 |
8 |
251 |
| EXPLAINING PREMIUMS AND DISCOUNTS ON CLOSED‐END EQUALITY COUNTRY FUNDS |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
28 |
| European Momentum Strategies, Information Diffusion, and Investor Conservatism |
0 |
0 |
1 |
20 |
0 |
1 |
6 |
123 |
| Excess Cash Flows and Diversification Discount |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
365 |
| Foreign direct investment, diversification and firm performance |
1 |
2 |
3 |
102 |
6 |
7 |
17 |
285 |
| Geographic diversification and agency costs of debt of multinational firms |
0 |
2 |
4 |
135 |
1 |
5 |
20 |
397 |
| Information asymmetry, price discovery, and the Chinese B-share discount puzzle |
0 |
0 |
0 |
8 |
1 |
2 |
7 |
84 |
| International stock market linkages: Evidence from the pre- and post-October 1987 period |
1 |
1 |
5 |
819 |
1 |
8 |
21 |
1,569 |
| Investment decisions and internal capital markets: Evidence from acquisitions |
0 |
0 |
0 |
66 |
0 |
2 |
5 |
255 |
| Investor Sentiment and the Closed‐end Fund Puzzle: Out‐of‐sample Evidence |
0 |
0 |
0 |
32 |
2 |
3 |
6 |
148 |
| Long‐term Performance of New Equity Issuers, Venture Capital and Reputation of Investment Bankers |
0 |
0 |
1 |
55 |
0 |
0 |
7 |
220 |
| Managing Editor's Statement |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
| Managing editor's statement |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
| Overinvestment, Tobin's q and gains from foreign acquisitions |
0 |
1 |
3 |
98 |
3 |
4 |
12 |
256 |
| Overshooting in the foreign exchange market: Evidence from the 1970s |
0 |
0 |
0 |
45 |
0 |
0 |
3 |
120 |
| Pre and post-October 1987 stock market linkages between U.S. and Asian markets |
0 |
0 |
3 |
168 |
1 |
2 |
9 |
360 |
| Security analysis, agency costs, and UK firm characteristics |
0 |
0 |
3 |
35 |
0 |
0 |
16 |
133 |
| Syndicated Euro-Credit Sovereign Risk Assessments, Market Efficiency and Contagion Effects |
0 |
0 |
0 |
46 |
0 |
0 |
3 |
196 |
| The Rationality of Money Supply Expectations and the Canadian-U.S. Exchange Rate Response to Money Supply Announcements |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
70 |
| The Two Faces of Analyst Coverage |
0 |
0 |
0 |
0 |
1 |
3 |
21 |
289 |
| The intertemporal volatility structure of Euro CD rates |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
88 |
| The pricing of currency risk in Japan |
0 |
0 |
0 |
131 |
1 |
3 |
5 |
421 |
| The reaction of spot and forward rates to new information |
0 |
0 |
0 |
28 |
0 |
0 |
5 |
70 |
| The stock market's valuation of R&D spending and market concentration |
0 |
0 |
6 |
237 |
1 |
2 |
17 |
483 |
| Unit Roots Tests: Evidence from the Foreign Exchange Futures Market |
0 |
0 |
1 |
6 |
0 |
0 |
3 |
42 |
| Total Journal Articles |
5 |
13 |
54 |
2,730 |
29 |
75 |
342 |
8,371 |
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