| 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 |
1 |
3 |
5 |
26 |
4 |
11 |
45 |
115 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction |
1 |
1 |
3 |
523 |
3 |
10 |
53 |
1,574 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II |
1 |
1 |
13 |
425 |
11 |
26 |
106 |
1,333 |
| A Joint Factor Model for Bonds, Stocks, and Options |
1 |
1 |
1 |
13 |
1 |
3 |
15 |
48 |
| A Note On 'Predicting Returns With Financial Ratios' |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
8 |
| A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability |
0 |
0 |
1 |
398 |
1 |
3 |
19 |
1,031 |
| Are Equity Option Returns Abnormal? IPCA Says No |
0 |
0 |
1 |
19 |
0 |
5 |
25 |
68 |
| Buyers Versus Sellers: Who Initiates Trades And When? |
0 |
0 |
0 |
6 |
0 |
1 |
6 |
52 |
| Cheap Options Are Expensive |
2 |
2 |
2 |
53 |
5 |
7 |
30 |
195 |
| Choosing Investment Managers |
0 |
0 |
1 |
13 |
0 |
2 |
24 |
73 |
| Dividend-Price Ratios and Payout Constraints |
0 |
0 |
1 |
1 |
0 |
0 |
8 |
8 |
| How common are common return factors across NYSE and Nasdaq? |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
33 |
| Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data |
0 |
0 |
1 |
10 |
1 |
1 |
13 |
44 |
| Implied Volatility Changes and Corporate Bond Returns |
0 |
0 |
3 |
37 |
0 |
1 |
20 |
135 |
| Misvaluation and Return Anomalies in Distress Stocks |
0 |
0 |
0 |
30 |
0 |
0 |
14 |
50 |
| Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market |
0 |
1 |
3 |
8 |
3 |
6 |
25 |
36 |
| Option Trading and Stock Price Informativeness |
0 |
0 |
1 |
36 |
1 |
3 |
16 |
134 |
| Passive Ownership and Corporate Bond Lending |
0 |
0 |
4 |
4 |
1 |
3 |
21 |
21 |
| Picking Partners: Manager Selection in Private Equity |
0 |
0 |
2 |
22 |
1 |
2 |
26 |
72 |
| Predicting the Equity Premium With Dividend Ratios |
0 |
0 |
0 |
526 |
1 |
1 |
24 |
1,577 |
| Predicting the Equity Premium with Dividend Ratios |
0 |
0 |
1 |
1 |
3 |
3 |
25 |
29 |
| Pricing Event Risk: Evidence from Concave Implied Volatility Curves |
0 |
0 |
2 |
18 |
0 |
2 |
40 |
105 |
| R&D, Innovation, and the Stock Market |
0 |
0 |
2 |
11 |
3 |
6 |
25 |
45 |
| Stealthy Shorts: Informed Liquidity Supply |
0 |
0 |
0 |
8 |
0 |
0 |
20 |
29 |
| The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning |
0 |
0 |
17 |
447 |
0 |
12 |
70 |
1,020 |
| Unlocking ESG Premium from Options |
1 |
1 |
3 |
33 |
2 |
3 |
13 |
98 |
| p-Hacking: Evidence from Two Million Trading Strategies |
1 |
3 |
22 |
375 |
5 |
34 |
120 |
1,165 |
| Total Working Papers |
8 |
13 |
89 |
3,045 |
47 |
147 |
810 |
9,098 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction |
1 |
2 |
14 |
23 |
9 |
30 |
111 |
147 |
| A Comprehensive Look at The Empirical Performance of Equity Premium Prediction |
3 |
7 |
27 |
815 |
26 |
62 |
210 |
2,771 |
| A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability |
0 |
0 |
1 |
184 |
0 |
2 |
28 |
613 |
| Anomalies and False Rejections |
0 |
1 |
6 |
39 |
8 |
16 |
33 |
167 |
| Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation |
0 |
0 |
0 |
28 |
1 |
2 |
15 |
114 |
| Assessing Project Risk |
0 |
0 |
0 |
32 |
1 |
1 |
8 |
92 |
| Buyers versus Sellers: Who Initiates Trades, and When? |
0 |
0 |
0 |
14 |
6 |
13 |
46 |
105 |
| Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes |
0 |
1 |
8 |
10 |
2 |
5 |
36 |
42 |
| Choosing Investment Managers |
0 |
0 |
0 |
1 |
1 |
5 |
8 |
10 |
| Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? |
0 |
1 |
6 |
85 |
9 |
28 |
60 |
333 |
| Cross-section of option returns and volatility |
6 |
7 |
23 |
337 |
29 |
61 |
154 |
1,079 |
| Demographics, Stock Market Flows, and Stock Returns |
0 |
0 |
4 |
85 |
0 |
1 |
19 |
255 |
| Distress Anomaly and Shareholder Risk: International Evidence |
0 |
0 |
0 |
5 |
0 |
1 |
19 |
64 |
| Empirical cross-sectional asset pricing: a survey |
1 |
1 |
11 |
372 |
5 |
10 |
51 |
1,009 |
| Empirical determinants of momentum: a perspective using international data |
0 |
1 |
4 |
5 |
1 |
6 |
33 |
38 |
| Equity Misvaluation and Default Options |
0 |
0 |
0 |
10 |
1 |
3 |
11 |
85 |
| Forbearance in Institutional Investment Management: Evidence from Survey Data |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
11 |
| Growth Options, Beta, and the Cost of Capital |
0 |
2 |
3 |
36 |
0 |
16 |
29 |
157 |
| How common are common return factors across the NYSE and Nasdaq? |
0 |
0 |
0 |
55 |
2 |
3 |
13 |
192 |
| Idiosyncratic Risk Matters! |
1 |
1 |
6 |
28 |
2 |
4 |
34 |
123 |
| Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data |
0 |
0 |
1 |
1 |
1 |
2 |
19 |
22 |
| Implied Volatility Changes and Corporate Bond Returns |
0 |
0 |
3 |
8 |
2 |
4 |
25 |
48 |
| Investing in a Global World |
0 |
0 |
1 |
10 |
0 |
0 |
6 |
49 |
| Is Momentum an Echo? |
1 |
1 |
1 |
46 |
2 |
4 |
16 |
156 |
| Liquidity and Autocorrelations in Individual Stock Returns |
0 |
0 |
5 |
91 |
8 |
21 |
39 |
355 |
| Liquidity and the Post-Earnings-Announcement Drift |
2 |
3 |
7 |
7 |
11 |
30 |
64 |
66 |
| Options Trading and Stock Price Informativeness |
1 |
1 |
2 |
3 |
1 |
3 |
20 |
26 |
| Performance and Persistence in Institutional Investment Management |
0 |
0 |
3 |
88 |
2 |
8 |
45 |
328 |
| Predicting the Equity Premium with Dividend Ratios |
0 |
0 |
1 |
187 |
0 |
3 |
26 |
754 |
| Pricing event risk: evidence from concave implied volatility curves |
0 |
0 |
6 |
6 |
1 |
5 |
41 |
45 |
| Stealthy shorts: Informed liquidity supply |
0 |
1 |
1 |
1 |
2 |
10 |
50 |
50 |
| The Impact of Trades on Daily Volatility |
0 |
0 |
1 |
105 |
0 |
1 |
19 |
300 |
| The Selection and Termination of Investment Management Firms by Plan Sponsors |
2 |
7 |
34 |
376 |
11 |
30 |
90 |
924 |
| Understanding the financial crisis in Asia |
0 |
0 |
0 |
126 |
0 |
1 |
7 |
366 |
| Total Journal Articles |
18 |
37 |
179 |
3,220 |
144 |
392 |
1,391 |
10,896 |
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