| 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 |
3 |
522 |
13 |
23 |
52 |
1,562 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction |
0 |
0 |
2 |
23 |
4 |
7 |
36 |
101 |
| A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II |
1 |
2 |
26 |
423 |
9 |
24 |
116 |
1,295 |
| A Joint Factor Model for Bonds, Stocks, and Options |
0 |
0 |
1 |
12 |
2 |
3 |
16 |
45 |
| A Note On 'Predicting Returns With Financial Ratios' |
0 |
0 |
0 |
2 |
1 |
1 |
5 |
8 |
| A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability |
1 |
1 |
1 |
398 |
3 |
5 |
17 |
1,028 |
| Are Equity Option Returns Abnormal? IPCA Says No |
0 |
0 |
1 |
19 |
3 |
11 |
20 |
62 |
| Buyers Versus Sellers: Who Initiates Trades And When? |
0 |
0 |
0 |
6 |
0 |
1 |
7 |
51 |
| Cheap Options Are Expensive |
0 |
0 |
1 |
51 |
7 |
9 |
27 |
187 |
| Choosing Investment Managers |
0 |
0 |
0 |
12 |
4 |
9 |
18 |
66 |
| Dividend-Price Ratios and Payout Constraints |
0 |
1 |
1 |
1 |
1 |
3 |
7 |
7 |
| 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 |
1 |
1 |
1 |
10 |
4 |
8 |
12 |
43 |
| Implied Volatility Changes and Corporate Bond Returns |
0 |
1 |
2 |
36 |
1 |
4 |
24 |
132 |
| Misvaluation and Return Anomalies in Distress Stocks |
0 |
0 |
0 |
30 |
4 |
4 |
13 |
49 |
| Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market |
0 |
1 |
2 |
7 |
6 |
10 |
21 |
29 |
| Option Trading and Stock Price Informativeness |
0 |
0 |
1 |
36 |
1 |
1 |
15 |
131 |
| Passive Ownership and Corporate Bond Lending |
0 |
1 |
4 |
4 |
0 |
7 |
14 |
14 |
| Picking Partners: Manager Selection in Private Equity |
0 |
1 |
3 |
22 |
2 |
7 |
23 |
63 |
| Predicting the Equity Premium With Dividend Ratios |
0 |
0 |
0 |
526 |
5 |
13 |
24 |
1,576 |
| Predicting the Equity Premium with Dividend Ratios |
0 |
0 |
1 |
1 |
1 |
3 |
21 |
25 |
| Pricing Event Risk: Evidence from Concave Implied Volatility Curves |
0 |
0 |
2 |
18 |
3 |
15 |
40 |
103 |
| R&D, Innovation, and the Stock Market |
0 |
0 |
2 |
11 |
3 |
7 |
17 |
36 |
| Stealthy Shorts: Informed Liquidity Supply |
0 |
0 |
4 |
8 |
6 |
11 |
25 |
28 |
| The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning |
3 |
6 |
25 |
446 |
13 |
26 |
80 |
1,007 |
| Unlocking ESG Premium from Options |
0 |
0 |
4 |
32 |
2 |
3 |
16 |
95 |
| p-Hacking: Evidence from Two Million Trading Strategies |
1 |
3 |
21 |
369 |
15 |
33 |
94 |
1,121 |
| Total Working Papers |
7 |
20 |
108 |
3,025 |
113 |
248 |
761 |
8,895 |
| 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 |
3 |
12 |
17 |
9 |
27 |
86 |
104 |
| A Comprehensive Look at The Empirical Performance of Equity Premium Prediction |
3 |
6 |
31 |
808 |
26 |
52 |
175 |
2,691 |
| A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability |
0 |
0 |
1 |
184 |
1 |
3 |
27 |
611 |
| Anomalies and False Rejections |
0 |
3 |
5 |
37 |
1 |
6 |
20 |
149 |
| Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation |
0 |
0 |
0 |
28 |
1 |
4 |
16 |
112 |
| Assessing Project Risk |
0 |
0 |
0 |
32 |
0 |
2 |
7 |
91 |
| Buyers versus Sellers: Who Initiates Trades, and When? |
0 |
0 |
0 |
14 |
10 |
20 |
34 |
91 |
| Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes |
1 |
4 |
9 |
9 |
3 |
11 |
32 |
32 |
| Choosing Investment Managers |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
5 |
| Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? |
0 |
1 |
7 |
84 |
2 |
15 |
33 |
300 |
| Cross-section of option returns and volatility |
2 |
4 |
22 |
329 |
10 |
36 |
113 |
1,012 |
| Demographics, Stock Market Flows, and Stock Returns |
1 |
2 |
5 |
85 |
4 |
7 |
16 |
250 |
| Distress Anomaly and Shareholder Risk: International Evidence |
0 |
0 |
1 |
5 |
3 |
6 |
22 |
63 |
| Empirical cross-sectional asset pricing: a survey |
0 |
3 |
18 |
371 |
0 |
14 |
60 |
997 |
| Empirical determinants of momentum: a perspective using international data |
0 |
0 |
1 |
2 |
4 |
9 |
23 |
28 |
| Equity Misvaluation and Default Options |
0 |
0 |
0 |
10 |
2 |
4 |
9 |
82 |
| Forbearance in Institutional Investment Management: Evidence from Survey Data |
0 |
0 |
0 |
1 |
2 |
2 |
6 |
10 |
| Growth Options, Beta, and the Cost of Capital |
0 |
0 |
3 |
34 |
3 |
5 |
16 |
140 |
| How common are common return factors across the NYSE and Nasdaq? |
0 |
0 |
0 |
55 |
1 |
1 |
10 |
189 |
| Idiosyncratic Risk Matters! |
0 |
2 |
5 |
26 |
6 |
13 |
30 |
116 |
| Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data |
0 |
0 |
1 |
1 |
1 |
7 |
13 |
16 |
| Implied Volatility Changes and Corporate Bond Returns |
0 |
1 |
4 |
8 |
2 |
11 |
22 |
43 |
| Investing in a Global World |
0 |
1 |
2 |
10 |
0 |
2 |
6 |
48 |
| Is Momentum an Echo? |
0 |
0 |
1 |
45 |
2 |
5 |
14 |
151 |
| Liquidity and Autocorrelations in Individual Stock Returns |
1 |
1 |
4 |
89 |
4 |
8 |
16 |
330 |
| Liquidity and the Post-Earnings-Announcement Drift |
1 |
1 |
3 |
3 |
6 |
12 |
29 |
31 |
| Options Trading and Stock Price Informativeness |
0 |
1 |
1 |
2 |
2 |
5 |
18 |
23 |
| Performance and Persistence in Institutional Investment Management |
0 |
0 |
7 |
87 |
9 |
12 |
39 |
312 |
| Predicting the Equity Premium with Dividend Ratios |
0 |
0 |
0 |
186 |
5 |
7 |
19 |
746 |
| Pricing event risk: evidence from concave implied volatility curves |
0 |
1 |
5 |
5 |
5 |
12 |
34 |
34 |
| Stealthy shorts: Informed liquidity supply |
0 |
0 |
0 |
0 |
5 |
23 |
40 |
40 |
| The Impact of Trades on Daily Volatility |
0 |
0 |
1 |
105 |
3 |
8 |
22 |
299 |
| The Selection and Termination of Investment Management Firms by Plan Sponsors |
0 |
5 |
32 |
366 |
5 |
13 |
69 |
891 |
| Understanding the financial crisis in Asia |
0 |
0 |
1 |
126 |
1 |
2 |
7 |
365 |
| Total Journal Articles |
10 |
39 |
182 |
3,165 |
138 |
365 |
1,086 |
10,402 |
LogEc is hosted by the
Örebro University School of Business.