| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction |
0 |
2 |
10 |
21 |
0 |
6 |
27 |
65 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction |
0 |
2 |
2 |
519 |
8 |
18 |
26 |
1,518 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II |
4 |
29 |
77 |
401 |
16 |
77 |
228 |
1,195 |
| A Joint Factor Model for Bonds, Stocks, and Options |
0 |
1 |
2 |
11 |
0 |
2 |
14 |
29 |
| A Note On 'Predicting Returns With Financial Ratios' |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
3 |
| A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability |
0 |
0 |
1 |
397 |
0 |
1 |
3 |
1,011 |
| Are Equity Option Returns Abnormal? IPCA Says No |
0 |
0 |
2 |
18 |
0 |
0 |
11 |
42 |
| Buyers Versus Sellers: Who Initiates Trades And When? |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
45 |
| Cheap Options Are Expensive |
0 |
0 |
4 |
50 |
0 |
0 |
21 |
160 |
| Choosing Investment Managers |
0 |
0 |
1 |
12 |
0 |
1 |
2 |
48 |
| How common are common return factors across NYSE and Nasdaq? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
30 |
| Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data |
0 |
0 |
1 |
9 |
0 |
0 |
6 |
31 |
| Implied Volatility Changes and Corporate Bond Returns |
0 |
0 |
2 |
34 |
1 |
1 |
16 |
109 |
| Misvaluation and Return Anomalies in Distress Stocks |
0 |
0 |
1 |
30 |
0 |
0 |
1 |
36 |
| Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market |
0 |
0 |
5 |
5 |
1 |
4 |
9 |
9 |
| Option Trading and Stock Price Informativeness |
0 |
0 |
3 |
35 |
0 |
1 |
12 |
116 |
| Picking Partners: Manager Selection in Private Equity |
0 |
0 |
3 |
19 |
2 |
2 |
14 |
42 |
| Predicting the Equity Premium With Dividend Ratios |
0 |
0 |
0 |
526 |
0 |
3 |
9 |
1,552 |
| Predicting the Equity Premium with Dividend Ratios |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
| Pricing Event Risk: Evidence from Concave Implied Volatility Curves |
0 |
1 |
1 |
16 |
0 |
1 |
5 |
63 |
| R&D, Innovation, and the Stock Market |
0 |
0 |
1 |
9 |
0 |
0 |
5 |
19 |
| Stealthy Shorts: Informed Liquidity Supply |
1 |
1 |
5 |
5 |
1 |
1 |
4 |
4 |
| The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning |
3 |
5 |
31 |
424 |
6 |
14 |
84 |
933 |
| Unlocking ESG Premium from Options |
0 |
1 |
4 |
28 |
1 |
4 |
9 |
80 |
| p-Hacking: Evidence from Two Million Trading Strategies |
2 |
11 |
43 |
350 |
4 |
25 |
97 |
1,031 |
| Total Working Papers |
10 |
53 |
199 |
2,927 |
41 |
162 |
608 |
8,175 |
LogEc is hosted by the
Örebro University School of Business.