| 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 |
0 |
6 |
1 |
1 |
8 |
36 |
| Acquisitions, Overconfident Managers and Self‐attribution Bias |
0 |
2 |
15 |
238 |
0 |
4 |
60 |
884 |
| Arbitrage Risk and Stock Mispricing |
0 |
0 |
1 |
44 |
0 |
0 |
15 |
155 |
| Common stochastic trends in a system of Eurocurrency rates |
0 |
0 |
0 |
18 |
0 |
1 |
8 |
103 |
| Common volatility in the industrial structure of global capital markets |
0 |
0 |
0 |
74 |
0 |
0 |
5 |
246 |
| Contagion effect on sovereign interest rate spreads |
0 |
0 |
0 |
87 |
0 |
1 |
4 |
186 |
| Daily short interest, idiosyncratic risk, and stock returns |
0 |
0 |
0 |
83 |
0 |
0 |
30 |
473 |
| Divergence of Opinion and Equity Returns |
0 |
0 |
0 |
44 |
1 |
2 |
13 |
134 |
| Divergence of opinion and equity returns under different states of earnings expectations |
0 |
0 |
0 |
63 |
0 |
1 |
9 |
169 |
| Diversification, Ownership and Control of Swedish Corporations |
0 |
0 |
0 |
30 |
0 |
1 |
11 |
128 |
| Do Analysts Influence Corporate Financing and Investment? |
0 |
0 |
1 |
17 |
0 |
0 |
7 |
119 |
| Does global diversification destroy firm value? |
0 |
0 |
1 |
91 |
1 |
1 |
14 |
284 |
| EXPLAINING PREMIUMS AND DISCOUNTS ON CLOSED‐END EQUALITY COUNTRY FUNDS |
0 |
0 |
0 |
6 |
0 |
1 |
13 |
44 |
| European Momentum Strategies, Information Diffusion, and Investor Conservatism |
0 |
0 |
1 |
25 |
0 |
0 |
18 |
163 |
| Excess Cash Flows and Diversification Discount |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
393 |
| Foreign direct investment, diversification and firm performance |
0 |
0 |
2 |
120 |
0 |
0 |
13 |
347 |
| Geographic diversification and agency costs of debt of multinational firms |
0 |
1 |
1 |
145 |
0 |
2 |
14 |
458 |
| Information asymmetry, price discovery, and the Chinese B-share discount puzzle |
0 |
0 |
1 |
10 |
0 |
1 |
24 |
123 |
| International stock market linkages: Evidence from the pre- and post-October 1987 period |
0 |
0 |
0 |
834 |
0 |
1 |
22 |
1,644 |
| Investment decisions and internal capital markets: Evidence from acquisitions |
0 |
0 |
1 |
72 |
0 |
0 |
14 |
288 |
| Investor Sentiment and the Closed‐end Fund Puzzle: Out‐of‐sample Evidence |
0 |
0 |
0 |
35 |
0 |
0 |
12 |
181 |
| Long‐term Performance of New Equity Issuers, Venture Capital and Reputation of Investment Bankers |
0 |
0 |
0 |
58 |
0 |
0 |
11 |
247 |
| Managing Editor's Statement |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
| Managing editor's statement |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
| Overinvestment, Tobin's q and gains from foreign acquisitions |
0 |
0 |
2 |
114 |
0 |
0 |
14 |
380 |
| Overshooting in the foreign exchange market: Evidence from the 1970s |
0 |
0 |
0 |
46 |
0 |
1 |
3 |
127 |
| Pre and post-October 1987 stock market linkages between U.S. and Asian markets |
0 |
0 |
0 |
172 |
0 |
1 |
8 |
384 |
| Security analysis, agency costs, and UK firm characteristics |
0 |
0 |
0 |
37 |
1 |
2 |
13 |
159 |
| Syndicated Euro-Credit Sovereign Risk Assessments, Market Efficiency and Contagion Effects |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
202 |
| The Rationality of Money Supply Expectations and the Canadian-U.S. Exchange Rate Response to Money Supply Announcements |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
84 |
| The Two Faces of Analyst Coverage |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
319 |
| The intertemporal volatility structure of Euro CD rates |
0 |
0 |
0 |
6 |
0 |
1 |
10 |
105 |
| The pricing of currency risk in Japan |
0 |
0 |
0 |
141 |
0 |
0 |
11 |
451 |
| The reaction of spot and forward rates to new information |
0 |
0 |
1 |
32 |
1 |
1 |
6 |
86 |
| The stock market's valuation of R&D spending and market concentration |
0 |
0 |
0 |
262 |
0 |
0 |
10 |
543 |
| Unit Roots Tests: Evidence from the Foreign Exchange Futures Market |
0 |
0 |
0 |
6 |
0 |
0 |
5 |
50 |
| Total Journal Articles |
0 |
3 |
27 |
2,963 |
6 |
26 |
439 |
9,717 |
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