| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A General Equilibrium Theory of Capital Structure |
0 |
0 |
1 |
84 |
4 |
9 |
16 |
250 |
| A General-Equilibrium Model of the Transactions Demand for Money |
0 |
0 |
0 |
1 |
4 |
4 |
7 |
264 |
| A Welfare Comparison of the German and U.S. Financial Systems |
0 |
0 |
0 |
0 |
21 |
48 |
111 |
6,718 |
| A Welfare Comparison of the German and U.S. Financial Systems (Reprint 047) |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
443 |
| A welfare comparison of intermediaries and financial markets in Germany and the U.S |
0 |
0 |
0 |
2 |
7 |
9 |
11 |
1,099 |
| Arbitrage, Short Sales and Financial Innovation |
0 |
0 |
0 |
0 |
4 |
6 |
13 |
665 |
| Asset Price Booms and Macroeconomic Policy: a Risk-Shifting Approach |
0 |
0 |
1 |
54 |
2 |
4 |
7 |
114 |
| Asset Price Bubbles and Monetary Policy |
1 |
4 |
6 |
907 |
9 |
16 |
21 |
2,065 |
| Asset Price Bubbles and Stock Market Interlinkages |
0 |
0 |
1 |
486 |
3 |
7 |
10 |
1,117 |
| Bankruptcy, Finance Constraints and the Value of the Firm |
0 |
0 |
0 |
11 |
2 |
5 |
8 |
48 |
| Bubbles and Crises The Economic Journal |
0 |
1 |
3 |
2,233 |
2 |
11 |
18 |
4,104 |
| Capital Market Imperfections in Stock Market Economies |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
20 |
| Capital Regulation and Risk Sharing: Commentary |
0 |
0 |
0 |
19 |
2 |
4 |
6 |
67 |
| Capital Structure and Investment Dynamics with Fire Sales |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
28 |
| Capital Structure and Investment Dynamics with Fire Sales |
0 |
0 |
0 |
44 |
5 |
12 |
16 |
137 |
| Capital structure and investment dynamics with fire sales |
0 |
0 |
0 |
20 |
0 |
2 |
3 |
38 |
| Capital structure, investment, and fire sales |
0 |
0 |
1 |
27 |
1 |
6 |
7 |
90 |
| Comparative Financial Systems: A Survey |
3 |
20 |
48 |
3,103 |
16 |
52 |
177 |
10,336 |
| Competitive Insurance Markets with Asymmetric Information: A Cournot-Arrow-Debreu Approach* |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
1,012 |
| Competitive Insurance Markets with Asymmetric Information: a Cournot-Arrow-Debreu Approach |
0 |
0 |
0 |
0 |
3 |
5 |
8 |
49 |
| Complexity and Competition, Part I: Sequential Matching |
0 |
0 |
1 |
139 |
1 |
1 |
6 |
620 |
| Complexity and Competition, Part I: Sequential Matching |
0 |
0 |
0 |
65 |
1 |
2 |
2 |
310 |
| Consistency, Heterogeneity, and Granularity of Individual Behavior under Uncertainty |
0 |
0 |
0 |
59 |
1 |
6 |
7 |
191 |
| Consistency, Heterogeneity, and Granularity of Individual Behavior under Uncertainty |
0 |
0 |
0 |
70 |
3 |
5 |
8 |
431 |
| Corporate Governance and Competition |
0 |
1 |
5 |
1,197 |
7 |
14 |
35 |
2,255 |
| Diversity of Opinion and Financing of New Technologies |
0 |
0 |
0 |
129 |
3 |
9 |
14 |
796 |
| Diversity of Opinion and Financing of New Technologies |
0 |
0 |
0 |
420 |
5 |
9 |
14 |
1,262 |
| Dollarization, Bailouts and the Stability of the Banking System |
0 |
0 |
0 |
161 |
6 |
12 |
17 |
532 |
| Dollarization, Bailouts, and the Stability of the Banking System |
0 |
0 |
0 |
4 |
3 |
5 |
6 |
36 |
| Dollarization, bailouts, and the stability of the banking system |
0 |
0 |
0 |
79 |
8 |
10 |
14 |
257 |
| Dollarization, bailouts, and the stability of the banking system |
0 |
0 |
0 |
0 |
2 |
3 |
7 |
51 |
| Dynamic Bank Capital Regulation in Equilibrium |
0 |
0 |
0 |
41 |
7 |
9 |
13 |
101 |
| Dynamic Coordiantion Games |
0 |
0 |
0 |
1 |
4 |
6 |
7 |
570 |
| Equilibria and Pareto Optima of Markets with Adverse Effects |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
337 |
| Equilibria and Pareto Optima of Markets with Adverse Selection |
0 |
0 |
0 |
1 |
0 |
3 |
6 |
328 |
| Equilibrium Theory of Banks' Capital Structure |
0 |
0 |
0 |
31 |
2 |
6 |
8 |
74 |
| Equilibrium Theory of Banks' Capital Structure |
0 |
0 |
0 |
37 |
4 |
4 |
6 |
76 |
| Equilibrium in a Market With Sequential Bargaining and No Transaction Costs is Walrasian |
0 |
0 |
0 |
1 |
4 |
8 |
8 |
129 |
| Equilibrium theory of banks’ capital structure |
0 |
0 |
0 |
57 |
2 |
5 |
6 |
101 |
| Estimating Ambiguity Aversion in a Portfolio Choice Experiment |
0 |
0 |
0 |
41 |
3 |
5 |
9 |
312 |
| Estimating Ambiguity Aversion in a Portfolio Choice Experiment |
0 |
0 |
1 |
5 |
7 |
10 |
15 |
111 |
| Estimating Ambiguity Aversion in a Portfolio Choice Experiment |
0 |
0 |
0 |
1 |
2 |
4 |
7 |
18 |
| Experimentation, Imitation, and Stochastic Stability |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
380 |
| Experimentation, Imitation, and Stochastic Stability |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
721 |
| Financial Contagion |
0 |
0 |
0 |
785 |
6 |
10 |
20 |
2,294 |
| Financial Contagion |
2 |
2 |
6 |
866 |
6 |
11 |
27 |
2,097 |
| Financial Contagion Journal of Political Economy |
0 |
1 |
3 |
711 |
5 |
11 |
19 |
1,584 |
| Financial Contagion in Networks |
0 |
0 |
0 |
210 |
2 |
4 |
9 |
478 |
| Financial Fragility, Liquidity and Asset Prices |
0 |
1 |
1 |
848 |
3 |
6 |
12 |
2,141 |
| Financial Intermediaries and Markets |
0 |
1 |
2 |
1,290 |
6 |
12 |
17 |
3,111 |
| Financial Markets, Intermediaries and Intertemporal Smoothing |
0 |
0 |
0 |
358 |
4 |
7 |
13 |
1,149 |
| Financial Markets, Intermediaries, and Intertemporal Smoothing |
0 |
0 |
1 |
691 |
6 |
11 |
20 |
3,505 |
| Financial Markets, Intermediaries, and Intertemporal Smoothing (Revised 14-96) |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
253 |
| Financial Markets, Intermediaries, and Intertemporal Smoothing (Revised 14-96) |
0 |
0 |
0 |
0 |
4 |
6 |
8 |
321 |
| Financial Markets, Intermediaries, and Intertemporal Smoothing (Revision of 5-95) (Reprint 061) |
0 |
0 |
0 |
0 |
4 |
4 |
6 |
568 |
| Financial markets, intermediaries, and intertemporal smoothing |
0 |
0 |
0 |
0 |
5 |
7 |
9 |
703 |
| Illiquidity and Under-Valuation of Firms |
0 |
0 |
0 |
20 |
5 |
8 |
9 |
122 |
| Illiquidity and Under-Valuation of Firms |
0 |
0 |
0 |
38 |
1 |
2 |
3 |
157 |
| Illiquidity and Under-Valuation of Firms |
0 |
0 |
0 |
5 |
3 |
5 |
5 |
58 |
| Illiquidity and Under-Valuation of Firms |
0 |
0 |
0 |
19 |
1 |
6 |
6 |
89 |
| Incentive Compatible Debt Contracts I: The One-Period Problem (Revised version now published in Review of Economic Studies (1985).) |
0 |
0 |
0 |
0 |
5 |
6 |
10 |
376 |
| Incentive-Compatible Debt Contracts: The One-Period Problem (Revised version now published in Review of Economic Studies, 1985).) |
0 |
0 |
0 |
2 |
2 |
4 |
9 |
441 |
| Incomplete Markets and Incentives to Set Up An Options Exchange |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
207 |
| Information Revelation and Strategic Delay in a Model of Investment |
0 |
0 |
0 |
0 |
4 |
9 |
15 |
901 |
| Informational Capacity and Financal Collapse |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
380 |
| Informational Capacity and Financial Collapse |
0 |
0 |
0 |
1 |
2 |
5 |
6 |
261 |
| Innovation in Financial Services, Relationships and Risk Sharing |
0 |
0 |
1 |
279 |
0 |
1 |
6 |
768 |
| Interbank Market Liquidity and Central Bank Intervention |
0 |
0 |
0 |
285 |
9 |
11 |
16 |
738 |
| Learning in Networks: An Experimental Study |
0 |
0 |
1 |
148 |
2 |
2 |
3 |
426 |
| Limit theorems for markets with sequential bargaining |
0 |
0 |
0 |
33 |
4 |
7 |
12 |
103 |
| Limited Market Participation and Volatility of Asset Prices |
0 |
0 |
0 |
0 |
2 |
9 |
19 |
480 |
| Limited Market Participation and Volatility of Asset Prices |
0 |
0 |
0 |
0 |
3 |
4 |
8 |
494 |
| Limited Market Participation and Volatility of Asset Prices (Revised: 2-92) |
0 |
0 |
0 |
0 |
4 |
6 |
12 |
237 |
| Limited Market Participation and Volatility of Asset Prices (Revision of 14-91) (Reprint 043) |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
321 |
| Limited Market Participation and Volatility of Asset Prices (Revision of 14-91) (Reprint 043) |
0 |
0 |
0 |
0 |
2 |
5 |
8 |
240 |
| Liquidity Hoarding |
0 |
0 |
0 |
73 |
7 |
11 |
12 |
208 |
| Liquidity Hoarding |
0 |
0 |
0 |
10 |
8 |
13 |
15 |
162 |
| Liquidity and Monetary Policy |
0 |
0 |
0 |
9 |
2 |
3 |
4 |
30 |
| Liquidity hoarding |
0 |
0 |
0 |
188 |
5 |
11 |
14 |
565 |
| MEASUREMENT DISTORTION AND MISSING CONTINGENCIES IN OPTIMAL CONTRACTS |
0 |
0 |
0 |
1 |
2 |
9 |
12 |
414 |
| Markov Equilibria in Dynamic Matching and Bargaining Games |
0 |
0 |
0 |
109 |
4 |
4 |
9 |
370 |
| Measurement Distortion and Missing Contingencies in Optimal Contracts (Reprint 018) |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
590 |
| Microstructure of Funding Markets |
0 |
0 |
0 |
14 |
1 |
2 |
2 |
47 |
| Money, Equilibrium and Efficiency (Now published in Money in Equilibrium, ch. 7, (O.U.P, 1982).) |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
86 |
| Money, Financial Stability and Efficiency |
0 |
0 |
1 |
89 |
4 |
8 |
15 |
209 |
| Money, Financial Stability and Efficiency |
0 |
0 |
1 |
66 |
2 |
7 |
10 |
183 |
| Money, Financial Stability and Efficiency |
0 |
0 |
0 |
3 |
1 |
4 |
7 |
113 |
| Monotone Games with Positive Spillovers |
0 |
0 |
0 |
101 |
0 |
4 |
6 |
385 |
| Network Architecture, Salience and Coordination |
0 |
0 |
0 |
9 |
2 |
7 |
12 |
67 |
| Network architecture, salience and coordination |
0 |
0 |
0 |
26 |
2 |
4 |
5 |
97 |
| On Interest Rate Policy and Asset Bubbles |
0 |
0 |
0 |
72 |
3 |
5 |
6 |
136 |
| On Interest Rate Policy and Asset Bubbles |
0 |
0 |
2 |
65 |
4 |
11 |
16 |
169 |
| Optimal Currency Crises |
0 |
0 |
0 |
480 |
6 |
16 |
17 |
1,347 |
| Optimal Financial Crises |
1 |
1 |
2 |
597 |
7 |
15 |
20 |
1,287 |
| Optimal Risk Sharing Through Renegotiation of Simple Contracts |
0 |
0 |
0 |
0 |
4 |
5 |
5 |
434 |
| Optimal Security Design |
0 |
0 |
0 |
1 |
8 |
12 |
21 |
574 |
| Price and Quality Cycles for Experience Goods |
0 |
0 |
0 |
0 |
1 |
7 |
8 |
433 |
| Rollover Risk and Market Freezes |
0 |
0 |
0 |
9 |
3 |
7 |
7 |
68 |
| Rollover Risk and Market Freezes |
0 |
0 |
0 |
142 |
2 |
12 |
20 |
482 |
| Rollover Risk and Market Freezes |
0 |
0 |
0 |
124 |
10 |
59 |
66 |
558 |
| Sequential Equilibrium in Monotone Games: Theory-Based Analysis of Experimental Data |
0 |
0 |
0 |
87 |
3 |
3 |
5 |
251 |
| Social Learning in Networks: A Quantal Response Equilibrium Analysis of Experimental Data |
0 |
0 |
0 |
69 |
4 |
10 |
15 |
299 |
| Stock Price Manipulation (Reprint 025) |
0 |
0 |
0 |
2 |
0 |
1 |
11 |
730 |
| Substantive and Procedural Rationality in Decisions under Uncertainty |
0 |
0 |
0 |
141 |
5 |
5 |
7 |
631 |
| Trading in Networks: A Normal Form Game Experiment |
0 |
0 |
0 |
47 |
2 |
3 |
5 |
176 |
| Universal Banking, Intertemporal Smoothing and European Financial Integration |
0 |
0 |
0 |
1 |
3 |
7 |
8 |
1,307 |
| Universal banking, intertemporal risk smoothing, and European financial integration |
0 |
0 |
0 |
1 |
6 |
10 |
12 |
493 |
| Total Working Papers |
7 |
32 |
89 |
18,656 |
394 |
822 |
1,382 |
76,567 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Geometric Duality Theorem with Economic Applications |
0 |
0 |
3 |
36 |
5 |
11 |
16 |
97 |
| A Note on Conjectural Equilibria |
0 |
0 |
0 |
17 |
2 |
3 |
4 |
112 |
| A Walrasian Theory of Markets with Adverse Selection |
0 |
0 |
1 |
183 |
3 |
11 |
14 |
699 |
| A general equilibrium theory of banks' capital structure |
0 |
0 |
1 |
19 |
7 |
7 |
15 |
74 |
| A welfare comparison of intermediaries and financial markets in Germany and the US |
1 |
1 |
1 |
512 |
4 |
9 |
14 |
1,235 |
| Arbitrage, Short Sales, and Financial Innovation |
0 |
2 |
5 |
336 |
2 |
9 |
17 |
1,297 |
| Are Bank Capital Ratios too High or too Low? Incomplete Markets and Optimal Capital Structure |
0 |
0 |
2 |
128 |
2 |
5 |
10 |
447 |
| Bank capital, fire sales, and the social value of deposits |
0 |
0 |
0 |
8 |
1 |
2 |
7 |
46 |
| Bankruptcy, Finance Constraints, and the Value of the Firm |
0 |
0 |
1 |
32 |
4 |
5 |
7 |
180 |
| Bargaining and Competition Part I: Characterization |
1 |
1 |
1 |
166 |
1 |
2 |
4 |
469 |
| Bargaining and Competition Part II: Existence |
0 |
0 |
0 |
81 |
2 |
5 |
7 |
268 |
| Bayesian learning in social networks |
0 |
1 |
3 |
265 |
3 |
9 |
18 |
808 |
| Bubbles and Crises |
0 |
0 |
0 |
694 |
5 |
18 |
41 |
1,807 |
| Bubbles, Crises, and Policy |
0 |
0 |
0 |
2 |
2 |
8 |
14 |
918 |
| Capital Structure, Investment, and Fire Sales |
0 |
0 |
0 |
38 |
4 |
6 |
9 |
143 |
| Competition and Financial Stability |
0 |
0 |
0 |
1 |
11 |
29 |
79 |
1,739 |
| Competition and financial stability |
0 |
0 |
0 |
0 |
6 |
14 |
26 |
1,015 |
| Competitive Models with Keynesian Features |
0 |
0 |
0 |
29 |
2 |
3 |
4 |
127 |
| Complementarities and Information: An Introduction |
0 |
0 |
0 |
99 |
2 |
3 |
5 |
221 |
| Complexity and Competition |
0 |
0 |
0 |
53 |
1 |
2 |
3 |
317 |
| Consistency and Heterogeneity of Individual Behavior under Uncertainty |
1 |
1 |
2 |
142 |
6 |
9 |
12 |
462 |
| Delay and Cycles |
0 |
0 |
0 |
71 |
2 |
6 |
12 |
296 |
| Delay and Cycles: Erratum |
0 |
0 |
0 |
36 |
1 |
1 |
9 |
128 |
| Diversity of Opinion and Financing of New Technologies |
0 |
0 |
0 |
152 |
4 |
12 |
21 |
570 |
| Dollarization, Bailouts, and the Stability of the Banking System |
0 |
1 |
1 |
176 |
5 |
8 |
14 |
788 |
| Dynamic Coordination Games |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
645 |
| Equilibria and Pareto Optima of Markets with Adverse Selection |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
202 |
| Equilibria and Pareto optima of markets with adverse selection (*) |
0 |
0 |
0 |
0 |
2 |
9 |
11 |
507 |
| Estimating ambiguity aversion in a portfolio choice experiment |
0 |
0 |
3 |
21 |
9 |
15 |
23 |
133 |
| Experimentation, Imitation, and Stochastic Stability |
0 |
0 |
0 |
50 |
9 |
11 |
13 |
200 |
| Experimentation, Imitation, and Stochastic Stability: Addendum |
0 |
0 |
0 |
7 |
3 |
4 |
6 |
129 |
| Financial Contagion |
6 |
16 |
48 |
2,128 |
33 |
91 |
215 |
5,349 |
| Financial Intermediaries and Markets |
1 |
3 |
7 |
1,014 |
10 |
25 |
45 |
3,742 |
| Financial Markets, Intermediaries, and Intertemporal Smoothing |
0 |
2 |
3 |
268 |
6 |
14 |
27 |
1,941 |
| Financial Networks |
0 |
0 |
2 |
100 |
11 |
14 |
21 |
335 |
| From Cash-in-the-Market Pricing to Financial Fragility |
0 |
0 |
0 |
215 |
3 |
7 |
13 |
520 |
| Improving Coalitions in a Monetary Economy |
0 |
0 |
0 |
9 |
3 |
4 |
9 |
75 |
| Incentive-Compatible Debt Contracts: The One-Period Problem |
1 |
11 |
32 |
1,587 |
7 |
26 |
78 |
3,809 |
| Incomplete Markets and Incentives to Set Up an Options Exchange&ast |
0 |
0 |
0 |
8 |
6 |
7 |
8 |
80 |
| Incomplete Mechanisms and Efficient Allocation in Labour Markets |
0 |
0 |
0 |
25 |
2 |
3 |
6 |
279 |
| Information Revelation and Strategic Delay in a Model of Investment |
0 |
0 |
2 |
806 |
5 |
15 |
24 |
1,688 |
| Innovations in Financial Services, Relationships, and Risk Sharing |
0 |
0 |
2 |
36 |
3 |
9 |
20 |
246 |
| Interbank market liquidity and central bank intervention |
0 |
1 |
4 |
580 |
4 |
9 |
29 |
1,457 |
| Large Economies with Trading Uncertainty |
0 |
0 |
0 |
13 |
1 |
4 |
5 |
95 |
| Large Economies with Trading Uncertainty: A Correction |
0 |
0 |
0 |
9 |
2 |
4 |
8 |
106 |
| Limit theorems for markets with sequential bargaining |
0 |
0 |
0 |
212 |
3 |
7 |
10 |
547 |
| Limited Market Participation and Volatility of Asset Prices |
2 |
3 |
9 |
686 |
17 |
27 |
52 |
2,286 |
| Liquidity hoarding |
0 |
1 |
1 |
101 |
4 |
16 |
24 |
372 |
| Markov equilibria in dynamic matching and bargaining games |
0 |
0 |
0 |
60 |
4 |
5 |
10 |
192 |
| Measurement Distortion and Missing Contingencies in Optimal Contracts |
0 |
0 |
0 |
0 |
14 |
16 |
23 |
299 |
| Money, financial stability and efficiency |
0 |
0 |
2 |
141 |
5 |
13 |
31 |
488 |
| Money, information and equilibrium in large economies |
0 |
0 |
0 |
18 |
4 |
4 |
5 |
67 |
| Monotone Games with Positive Spillovers |
0 |
0 |
0 |
57 |
3 |
4 |
9 |
146 |
| Network architecture, salience and coordination |
0 |
0 |
0 |
30 |
4 |
4 |
7 |
154 |
| Optimal Security Design |
0 |
0 |
1 |
307 |
2 |
7 |
14 |
890 |
| Optimal currency crises |
0 |
0 |
1 |
126 |
3 |
9 |
13 |
397 |
| Optimal risk sharing through renegotiation of simple contracts |
0 |
0 |
0 |
35 |
5 |
5 |
7 |
115 |
| Price Setting and Competition in a Simple Duopoly Model |
0 |
0 |
0 |
96 |
3 |
5 |
9 |
458 |
| Price and Quality Cycles for Experience Goods |
0 |
0 |
0 |
92 |
1 |
4 |
8 |
526 |
| Regulation and Sausages |
0 |
0 |
0 |
8 |
4 |
6 |
8 |
57 |
| Repudiation and Renegotiation: The Case of Sovereign Debt |
1 |
1 |
1 |
121 |
1 |
2 |
4 |
438 |
| Revealing Preferences Graphically: An Old Method Gets a New Tool Kit |
0 |
0 |
0 |
56 |
6 |
8 |
9 |
239 |
| Rollover Risk and Market Freezes |
0 |
0 |
0 |
0 |
4 |
12 |
25 |
580 |
| Sequential equilibrium in monotone games: A theory-based analysis of experimental data |
0 |
0 |
0 |
40 |
6 |
7 |
11 |
202 |
| Social learning in networks: a Quantal Response Equilibrium analysis of experimental data |
0 |
0 |
1 |
25 |
2 |
4 |
8 |
129 |
| Spoiled for choice: variety and efficiency in markets with incomplete information |
0 |
0 |
0 |
11 |
2 |
3 |
3 |
76 |
| Standard Securities |
2 |
2 |
2 |
55 |
2 |
5 |
11 |
587 |
| Stock-Price Manipulation |
4 |
9 |
31 |
1,240 |
10 |
26 |
77 |
4,593 |
| The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean? |
1 |
2 |
11 |
245 |
9 |
15 |
39 |
636 |
| The core of a monetary economy without trust |
0 |
0 |
1 |
189 |
2 |
2 |
12 |
596 |
| Trading in Networks: A Normal Form Game Experiment |
0 |
0 |
1 |
41 |
4 |
7 |
12 |
170 |
| What have we learned from social learning? |
0 |
0 |
0 |
403 |
4 |
8 |
10 |
766 |
| symposium articles: Signaling in markets with two-sided adverse selection |
0 |
0 |
0 |
121 |
1 |
3 |
3 |
466 |
| Total Journal Articles |
21 |
58 |
186 |
14,668 |
338 |
709 |
1,405 |
52,273 |
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