| 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 |
520 |
3 |
17 |
42 |
1,542 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction |
0 |
0 |
4 |
23 |
0 |
12 |
35 |
94 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II |
1 |
4 |
50 |
422 |
7 |
28 |
160 |
1,278 |
| A Joint Factor Model for Bonds, Stocks, and Options |
0 |
0 |
2 |
12 |
0 |
7 |
15 |
42 |
| A Note On 'Predicting Returns With Financial Ratios' |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
7 |
| A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability |
0 |
0 |
0 |
397 |
1 |
7 |
14 |
1,024 |
| Are Equity Option Returns Abnormal? IPCA Says No |
0 |
1 |
1 |
19 |
6 |
12 |
15 |
57 |
| Buyers Versus Sellers: Who Initiates Trades And When? |
0 |
0 |
0 |
6 |
1 |
5 |
7 |
51 |
| Cheap Options Are Expensive |
0 |
0 |
1 |
51 |
0 |
6 |
18 |
178 |
| Choosing Investment Managers |
0 |
0 |
0 |
12 |
4 |
11 |
14 |
61 |
| Dividend-Price Ratios and Payout Constraints |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
5 |
| How common are common return factors across NYSE and Nasdaq? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
31 |
| Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data |
0 |
0 |
0 |
9 |
2 |
4 |
6 |
37 |
| Implied Volatility Changes and Corporate Bond Returns |
1 |
2 |
2 |
36 |
2 |
10 |
22 |
130 |
| Misvaluation and Return Anomalies in Distress Stocks |
0 |
0 |
0 |
30 |
0 |
4 |
9 |
45 |
| Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market |
0 |
0 |
1 |
6 |
1 |
6 |
15 |
20 |
| Option Trading and Stock Price Informativeness |
0 |
1 |
1 |
36 |
0 |
9 |
15 |
130 |
| Passive Ownership and Corporate Bond Lending |
1 |
4 |
4 |
4 |
5 |
12 |
12 |
12 |
| Picking Partners: Manager Selection in Private Equity |
1 |
2 |
3 |
22 |
4 |
12 |
20 |
60 |
| Predicting the Equity Premium With Dividend Ratios |
0 |
0 |
0 |
526 |
7 |
13 |
21 |
1,570 |
| Predicting the Equity Premium with Dividend Ratios |
0 |
0 |
1 |
1 |
1 |
8 |
19 |
23 |
| Pricing Event Risk: Evidence from Concave Implied Volatility Curves |
0 |
0 |
3 |
18 |
4 |
21 |
30 |
92 |
| R&D, Innovation, and the Stock Market |
0 |
2 |
2 |
11 |
2 |
8 |
12 |
31 |
| Stealthy Shorts: Informed Liquidity Supply |
0 |
0 |
4 |
8 |
2 |
7 |
16 |
19 |
| The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning |
1 |
6 |
22 |
441 |
6 |
24 |
68 |
987 |
| Unlocking ESG Premium from Options |
0 |
0 |
5 |
32 |
0 |
3 |
16 |
92 |
| p-Hacking: Evidence from Two Million Trading Strategies |
0 |
4 |
27 |
366 |
6 |
25 |
88 |
1,094 |
| Total Working Papers |
5 |
26 |
136 |
3,010 |
65 |
279 |
699 |
8,712 |
LogEc is hosted by the
Örebro University School of Business.