Working Paper |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Panel Regression Approach to Holdings-based Fund Performance Measures |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
30 |
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
58 |
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns |
0 |
0 |
0 |
194 |
1 |
1 |
1 |
1,226 |
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression |
0 |
0 |
1 |
102 |
0 |
0 |
1 |
325 |
Conditional Market Timing with Benchmark Investors |
0 |
0 |
0 |
352 |
0 |
0 |
1 |
1,249 |
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds |
0 |
0 |
0 |
556 |
0 |
1 |
5 |
1,932 |
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance |
0 |
0 |
0 |
350 |
0 |
0 |
0 |
1,382 |
Conditioning Variables and the Cross-Section of Stock Returns |
0 |
0 |
1 |
723 |
0 |
1 |
3 |
2,468 |
Econometric evaluation of asset pricing models |
0 |
1 |
1 |
696 |
0 |
1 |
2 |
1,613 |
Economic, Financial, and Fundamental Global Risk In and Out of the EMU |
0 |
0 |
0 |
282 |
0 |
0 |
1 |
1,314 |
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
93 |
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
79 |
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing |
0 |
0 |
0 |
418 |
0 |
0 |
2 |
1,736 |
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
236 |
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests |
0 |
0 |
0 |
266 |
0 |
2 |
2 |
740 |
Measuring the Timing Ability and Performance of Bond Mutual Funds |
0 |
0 |
0 |
80 |
1 |
1 |
1 |
299 |
Mimicking Portfolios with Conditioning Information |
0 |
0 |
0 |
184 |
0 |
0 |
1 |
699 |
Performance Evaluation with Stochastic Discount Factors |
0 |
0 |
1 |
556 |
0 |
0 |
1 |
2,113 |
Sources of Risk and Expected Returns in Global Equity Markets |
0 |
2 |
3 |
528 |
1 |
3 |
8 |
1,692 |
Spurious Regressions in Financial Economics? |
0 |
0 |
1 |
654 |
4 |
5 |
9 |
1,939 |
Stochastic Discount Factor Bounds with Conditioning Information |
0 |
0 |
1 |
205 |
0 |
1 |
2 |
1,138 |
Test of Asset Pricing Models With Changing Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
341 |
Testing Portfolio Efficiency with Conditioning Information |
0 |
0 |
1 |
134 |
0 |
0 |
1 |
441 |
Tests of Asset Pricing Models with Changing Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
89 |
Tests of Asset Pricing Models with Changing Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
169 |
Tests of Asset Pricing Models with Changing Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
95 |
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance |
0 |
1 |
3 |
432 |
0 |
1 |
3 |
884 |
The "Out of Sample" Performance of Long-run Risk Models |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
126 |
Time Nonseparability in Aggregate Consumption: International Evidence |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
579 |
Weak and Semi-Strong Form Stock Return Predictability Revisited |
0 |
0 |
1 |
326 |
0 |
0 |
1 |
1,313 |
Weak and Semi-Strong Form Stock Return Predictability, Revisited |
0 |
0 |
0 |
156 |
0 |
0 |
1 |
569 |
Total Working Papers |
0 |
4 |
15 |
7,347 |
7 |
19 |
59 |
26,967 |