| 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 |
0 |
3 |
522 |
2 |
9 |
52 |
1,571 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction |
0 |
2 |
4 |
25 |
4 |
10 |
43 |
111 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II |
0 |
1 |
13 |
424 |
7 |
27 |
97 |
1,322 |
| A Joint Factor Model for Bonds, Stocks, and Options |
0 |
0 |
0 |
12 |
0 |
2 |
14 |
47 |
| 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 |
0 |
2 |
19 |
1,030 |
| Are Equity Option Returns Abnormal? IPCA Says No |
0 |
0 |
1 |
19 |
1 |
6 |
26 |
68 |
| Buyers Versus Sellers: Who Initiates Trades And When? |
0 |
0 |
0 |
6 |
1 |
1 |
7 |
52 |
| Cheap Options Are Expensive |
0 |
0 |
0 |
51 |
2 |
3 |
27 |
190 |
| Choosing Investment Managers |
0 |
1 |
1 |
13 |
1 |
7 |
24 |
73 |
| Dividend-Price Ratios and Payout Constraints |
0 |
0 |
1 |
1 |
0 |
1 |
8 |
8 |
| How common are common return factors across NYSE and Nasdaq? |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
32 |
| Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data |
0 |
0 |
1 |
10 |
0 |
0 |
12 |
43 |
| Implied Volatility Changes and Corporate Bond Returns |
0 |
1 |
3 |
37 |
1 |
3 |
23 |
135 |
| Misvaluation and Return Anomalies in Distress Stocks |
0 |
0 |
0 |
30 |
0 |
1 |
14 |
50 |
| Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market |
1 |
1 |
3 |
8 |
2 |
4 |
24 |
33 |
| Option Trading and Stock Price Informativeness |
0 |
0 |
1 |
36 |
1 |
2 |
16 |
133 |
| Passive Ownership and Corporate Bond Lending |
0 |
0 |
4 |
4 |
1 |
6 |
20 |
20 |
| Picking Partners: Manager Selection in Private Equity |
0 |
0 |
2 |
22 |
0 |
8 |
25 |
71 |
| Predicting the Equity Premium With Dividend Ratios |
0 |
0 |
0 |
526 |
0 |
0 |
23 |
1,576 |
| Predicting the Equity Premium with Dividend Ratios |
0 |
0 |
1 |
1 |
0 |
1 |
22 |
26 |
| Pricing Event Risk: Evidence from Concave Implied Volatility Curves |
0 |
0 |
2 |
18 |
1 |
2 |
42 |
105 |
| R&D, Innovation, and the Stock Market |
0 |
0 |
2 |
11 |
0 |
6 |
22 |
42 |
| Stealthy Shorts: Informed Liquidity Supply |
0 |
0 |
2 |
8 |
0 |
1 |
24 |
29 |
| The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning |
0 |
1 |
20 |
447 |
7 |
13 |
74 |
1,020 |
| Unlocking ESG Premium from Options |
0 |
0 |
3 |
32 |
1 |
1 |
13 |
96 |
| p-Hacking: Evidence from Two Million Trading Strategies |
1 |
5 |
22 |
374 |
8 |
39 |
121 |
1,160 |
| Total Working Papers |
2 |
12 |
90 |
3,037 |
40 |
156 |
798 |
9,051 |
| 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 |
0 |
5 |
13 |
22 |
11 |
34 |
106 |
138 |
| A Comprehensive Look at The Empirical Performance of Equity Premium Prediction |
2 |
4 |
25 |
812 |
18 |
54 |
197 |
2,745 |
| A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability |
0 |
0 |
1 |
184 |
1 |
2 |
29 |
613 |
| Anomalies and False Rejections |
0 |
2 |
6 |
39 |
2 |
10 |
26 |
159 |
| Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation |
0 |
0 |
0 |
28 |
0 |
1 |
17 |
113 |
| Assessing Project Risk |
0 |
0 |
0 |
32 |
0 |
0 |
7 |
91 |
| Buyers versus Sellers: Who Initiates Trades, and When? |
0 |
0 |
0 |
14 |
5 |
8 |
40 |
99 |
| Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes |
0 |
1 |
8 |
10 |
1 |
8 |
37 |
40 |
| Choosing Investment Managers |
0 |
0 |
0 |
1 |
4 |
4 |
7 |
9 |
| Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? |
1 |
1 |
7 |
85 |
7 |
24 |
52 |
324 |
| Cross-section of option returns and volatility |
0 |
2 |
19 |
331 |
14 |
38 |
133 |
1,050 |
| Demographics, Stock Market Flows, and Stock Returns |
0 |
0 |
4 |
85 |
0 |
5 |
20 |
255 |
| Distress Anomaly and Shareholder Risk: International Evidence |
0 |
0 |
0 |
5 |
0 |
1 |
20 |
64 |
| Empirical cross-sectional asset pricing: a survey |
0 |
0 |
14 |
371 |
4 |
7 |
51 |
1,004 |
| Empirical determinants of momentum: a perspective using international data |
0 |
3 |
4 |
5 |
2 |
9 |
32 |
37 |
| Equity Misvaluation and Default Options |
0 |
0 |
0 |
10 |
0 |
2 |
10 |
84 |
| 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 |
1 |
17 |
29 |
157 |
| How common are common return factors across the NYSE and Nasdaq? |
0 |
0 |
0 |
55 |
0 |
1 |
11 |
190 |
| Idiosyncratic Risk Matters! |
0 |
1 |
5 |
27 |
1 |
5 |
33 |
121 |
| Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data |
0 |
0 |
1 |
1 |
1 |
5 |
18 |
21 |
| Implied Volatility Changes and Corporate Bond Returns |
0 |
0 |
3 |
8 |
2 |
3 |
23 |
46 |
| Investing in a Global World |
0 |
0 |
1 |
10 |
0 |
1 |
6 |
49 |
| Is Momentum an Echo? |
0 |
0 |
0 |
45 |
2 |
3 |
14 |
154 |
| Liquidity and Autocorrelations in Individual Stock Returns |
0 |
2 |
5 |
91 |
11 |
17 |
32 |
347 |
| Liquidity and the Post-Earnings-Announcement Drift |
0 |
2 |
5 |
5 |
9 |
24 |
53 |
55 |
| Options Trading and Stock Price Informativeness |
0 |
0 |
1 |
2 |
1 |
2 |
19 |
25 |
| Performance and Persistence in Institutional Investment Management |
0 |
1 |
4 |
88 |
0 |
14 |
44 |
326 |
| Predicting the Equity Premium with Dividend Ratios |
0 |
1 |
1 |
187 |
2 |
8 |
27 |
754 |
| Pricing event risk: evidence from concave implied volatility curves |
0 |
1 |
6 |
6 |
0 |
10 |
44 |
44 |
| Stealthy shorts: Informed liquidity supply |
1 |
1 |
1 |
1 |
4 |
8 |
48 |
48 |
| The Impact of Trades on Daily Volatility |
0 |
0 |
1 |
105 |
0 |
1 |
22 |
300 |
| The Selection and Termination of Investment Management Firms by Plan Sponsors |
3 |
8 |
34 |
374 |
7 |
22 |
81 |
913 |
| Understanding the financial crisis in Asia |
0 |
0 |
0 |
126 |
0 |
1 |
7 |
366 |
| Total Journal Articles |
7 |
37 |
172 |
3,202 |
110 |
350 |
1,301 |
10,752 |
LogEc is hosted by the
Örebro University School of Business.