| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Century of Global Stock Markets |
0 |
0 |
0 |
190 |
0 |
0 |
8 |
546 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
372 |
2 |
6 |
11 |
1,377 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
370 |
0 |
2 |
13 |
835 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
62 |
0 |
1 |
10 |
292 |
| A Longer Look at Dividend Yields |
1 |
1 |
1 |
209 |
2 |
5 |
11 |
552 |
| A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability |
0 |
0 |
1 |
99 |
2 |
10 |
31 |
347 |
| A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability |
0 |
0 |
0 |
434 |
2 |
4 |
33 |
1,662 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
96 |
0 |
2 |
7 |
240 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
108 |
0 |
3 |
5 |
363 |
| ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES |
0 |
0 |
0 |
0 |
0 |
2 |
16 |
605 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
43 |
0 |
1 |
9 |
324 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
29 |
0 |
3 |
9 |
291 |
| An Emerging Market: The NYSE From 1815 to 1871 |
0 |
0 |
0 |
141 |
0 |
5 |
19 |
439 |
| An Emerging Market: The NYSE From 1815 to 1871 |
0 |
0 |
0 |
76 |
0 |
1 |
11 |
274 |
| Art and Money |
0 |
0 |
0 |
2 |
1 |
6 |
28 |
134 |
| Art and Money |
0 |
0 |
0 |
16 |
0 |
1 |
6 |
96 |
| Art and Money |
0 |
0 |
1 |
130 |
0 |
4 |
27 |
437 |
| Art and Money |
0 |
0 |
0 |
1 |
0 |
1 |
10 |
31 |
| Attrition and Mutual Fund Performance |
0 |
0 |
0 |
1 |
0 |
4 |
19 |
480 |
| BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
348 |
| Behavioral Factors in Mutual Fund Flows |
0 |
1 |
1 |
352 |
0 |
5 |
11 |
1,128 |
| Behavioral Factors in Mutual Fund Flows |
0 |
0 |
0 |
611 |
0 |
2 |
12 |
2,116 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
0 |
0 |
128 |
1 |
10 |
19 |
499 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
0 |
0 |
225 |
0 |
4 |
17 |
775 |
| Bubble Investing: Learning from History |
0 |
0 |
1 |
173 |
0 |
7 |
28 |
365 |
| Bubble Investors: What Were They Thinking? |
0 |
1 |
2 |
200 |
1 |
5 |
17 |
542 |
| Bubbles, Booms and Crashes in the US Stock Market 1792-2024 |
1 |
25 |
50 |
50 |
9 |
33 |
70 |
70 |
| Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929 |
0 |
1 |
11 |
11 |
0 |
8 |
14 |
14 |
| China and the World Financial Markets 1870-1930 |
0 |
0 |
0 |
172 |
0 |
2 |
13 |
560 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization |
0 |
0 |
0 |
305 |
0 |
2 |
9 |
1,034 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) |
0 |
0 |
0 |
30 |
0 |
2 |
4 |
188 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) |
0 |
0 |
1 |
37 |
0 |
0 |
6 |
155 |
| China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) |
0 |
0 |
0 |
189 |
0 |
3 |
9 |
716 |
| Clustering Methods and Commercial Rents |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
280 |
| Clustering Methods for Real Estate Portfolios |
0 |
0 |
0 |
244 |
0 |
3 |
14 |
683 |
| Cohort Effects on Expected Co-Movement |
0 |
0 |
0 |
6 |
0 |
2 |
8 |
27 |
| Commodity Funds as an Investment Asset |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
1,069 |
| Competition Among University Endowments |
0 |
0 |
0 |
30 |
1 |
2 |
7 |
110 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
59 |
0 |
2 |
11 |
238 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
181 |
0 |
3 |
14 |
720 |
| Convergent Evolution Toward the Joint-Stock Company |
0 |
0 |
1 |
33 |
0 |
3 |
16 |
57 |
| Crash Beliefs From Investor Surveys |
0 |
0 |
2 |
100 |
1 |
7 |
27 |
355 |
| Crash Narratives |
2 |
5 |
9 |
95 |
9 |
24 |
50 |
224 |
| Daily Momentum And Contrarian Behavior Of Index Fund Investors |
0 |
0 |
0 |
148 |
2 |
3 |
14 |
593 |
| Daily Momentum And Contrarian Behavior Of Index Fund Investors |
0 |
0 |
0 |
176 |
0 |
0 |
8 |
858 |
| Daily Momentum and Contrarian Behavior of Index Fund Investors |
0 |
0 |
1 |
368 |
1 |
9 |
50 |
1,354 |
| Day Trading International Mutual Funds: Evidence And Policy Solutions |
0 |
0 |
0 |
169 |
0 |
1 |
7 |
868 |
| Dispersion of Opinion and Stock Returns |
0 |
0 |
0 |
86 |
0 |
1 |
8 |
338 |
| Dispersion of Opinion and Stock Returns |
0 |
0 |
0 |
173 |
0 |
3 |
17 |
578 |
| Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors |
0 |
0 |
0 |
38 |
0 |
4 |
9 |
202 |
| Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias |
0 |
0 |
0 |
184 |
0 |
3 |
12 |
538 |
| Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias |
0 |
0 |
0 |
81 |
0 |
8 |
15 |
282 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
246 |
1 |
9 |
18 |
726 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
48 |
1 |
1 |
5 |
204 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
80 |
1 |
5 |
10 |
359 |
| Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias |
0 |
0 |
0 |
77 |
0 |
1 |
10 |
238 |
| Diversification Decisions of Individual Investors and Asset Prices |
0 |
0 |
1 |
212 |
0 |
6 |
12 |
707 |
| Do Cities and Suburbs Cluster? |
0 |
0 |
0 |
37 |
0 |
1 |
11 |
146 |
| Do Winners Repeat? Patterns in Mutual Fund Behavior |
0 |
0 |
0 |
12 |
0 |
4 |
15 |
3,927 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
1 |
210 |
0 |
5 |
18 |
722 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
185 |
0 |
1 |
10 |
804 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
78 |
0 |
7 |
15 |
483 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
84 |
0 |
0 |
36 |
399 |
| Emotions and Subjective Crash Beliefs |
1 |
3 |
22 |
48 |
4 |
12 |
76 |
152 |
| Equity Portfolio Diversification |
0 |
0 |
1 |
645 |
1 |
7 |
21 |
1,996 |
| Equity Portfolio Diversification |
0 |
0 |
0 |
152 |
0 |
1 |
11 |
511 |
| Equity Portfolio Diversification |
0 |
0 |
1 |
603 |
3 |
8 |
24 |
2,351 |
| Estimating Indices in the Presence of Seller Reservation Prices |
0 |
0 |
0 |
33 |
0 |
0 |
4 |
179 |
| Evidence on Retrieved Context: How History Matters |
0 |
0 |
0 |
14 |
0 |
2 |
8 |
25 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
401 |
1 |
4 |
18 |
927 |
| Fees on Fees in Funds of Funds |
0 |
1 |
1 |
128 |
0 |
4 |
12 |
441 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
272 |
0 |
4 |
20 |
851 |
| Fibonacci and the Financial Revolution |
0 |
0 |
3 |
345 |
1 |
7 |
34 |
1,141 |
| Fibonacci and the Financial Revolution |
0 |
0 |
0 |
130 |
2 |
2 |
11 |
377 |
| Fibonacci and the Financial Revolution |
0 |
0 |
0 |
270 |
1 |
2 |
11 |
797 |
| GDP Growth Expectations and Cash-flow Risk Premium |
1 |
2 |
20 |
20 |
1 |
8 |
45 |
45 |
| Global Real Estate Markets - Cycles and Fundamentals |
0 |
2 |
3 |
627 |
1 |
7 |
15 |
1,225 |
| Global Real Estate Markets: Cycles And Fundamentals |
0 |
0 |
1 |
256 |
1 |
5 |
18 |
677 |
| Global Real Estate Markets: Cycles And Fundamentals |
0 |
1 |
1 |
945 |
2 |
4 |
19 |
2,067 |
| Hedge Funds With Style |
0 |
0 |
0 |
902 |
0 |
5 |
11 |
2,375 |
| Hedge Funds With Style |
0 |
0 |
0 |
122 |
0 |
2 |
10 |
417 |
| Hedge Funds With Style |
0 |
0 |
0 |
436 |
0 |
3 |
15 |
1,189 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
0 |
12 |
20 |
798 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
1 |
259 |
0 |
2 |
11 |
679 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
760 |
4 |
21 |
73 |
2,272 |
| Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors |
0 |
0 |
0 |
34 |
0 |
1 |
5 |
147 |
| High Water Marks |
0 |
0 |
0 |
161 |
1 |
2 |
16 |
916 |
| High Water Marks |
0 |
0 |
2 |
209 |
0 |
4 |
20 |
1,026 |
| High-Water Marks and Hedge Fund Management Contracts |
0 |
0 |
0 |
103 |
0 |
2 |
12 |
336 |
| High-Water Marks and Hedge Fund Management Contracts |
0 |
0 |
0 |
489 |
1 |
6 |
13 |
2,009 |
| History and the Equity Risk Premium |
0 |
0 |
3 |
911 |
1 |
3 |
20 |
2,563 |
| Home Equity Insurance: A Pilot Project |
0 |
0 |
0 |
178 |
0 |
1 |
8 |
766 |
| Index Funds and Stock Market Growth |
0 |
0 |
0 |
443 |
0 |
6 |
17 |
2,089 |
| Index Funds and Stock Market Growth |
0 |
0 |
0 |
119 |
0 |
1 |
9 |
558 |
| Index Funds and Stock Market Growth |
0 |
0 |
0 |
56 |
0 |
2 |
10 |
414 |
| Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty |
0 |
0 |
0 |
453 |
0 |
5 |
11 |
1,135 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
307 |
1 |
4 |
15 |
1,280 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
105 |
1 |
4 |
7 |
586 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
111 |
0 |
2 |
16 |
548 |
| Long-Term Global Market Correlations |
0 |
0 |
0 |
360 |
1 |
9 |
21 |
1,101 |
| Long-Term Global Market Correlations |
0 |
0 |
1 |
176 |
2 |
6 |
23 |
631 |
| Market Response to Mutual Fund Performance |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
440 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares |
0 |
0 |
0 |
89 |
0 |
1 |
9 |
361 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) |
0 |
0 |
0 |
17 |
1 |
1 |
6 |
124 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) |
0 |
0 |
0 |
86 |
1 |
4 |
10 |
325 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
125 |
| Momentum in Imperial Russia |
0 |
0 |
0 |
29 |
0 |
5 |
17 |
109 |
| Monthly Measurement of Daily Timers |
0 |
0 |
0 |
64 |
0 |
1 |
8 |
305 |
| More Social Security, Not Less |
0 |
0 |
0 |
68 |
0 |
1 |
11 |
275 |
| Mutual Fund Styles |
0 |
0 |
0 |
578 |
0 |
2 |
18 |
1,369 |
| Negative Bubbles: What Happens After a Crash |
0 |
0 |
1 |
109 |
0 |
6 |
19 |
267 |
| New Evidence on the First Financial Bubble |
0 |
0 |
0 |
162 |
0 |
3 |
18 |
377 |
| Non-Fungible Tokens as Investment |
0 |
0 |
11 |
11 |
0 |
3 |
13 |
13 |
| Non-temporal Components of Residential Real Estate Appreciation |
0 |
0 |
0 |
0 |
0 |
2 |
14 |
789 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
240 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
44 |
0 |
1 |
8 |
151 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
582 |
1 |
5 |
12 |
2,223 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
358 |
| Offshore Hedge Funds: Survival and Performance, 1989-1995 |
0 |
0 |
0 |
85 |
0 |
6 |
16 |
361 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
0 |
2 |
20 |
3,190 |
0 |
11 |
91 |
7,334 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
0 |
0 |
3 |
767 |
0 |
9 |
66 |
1,817 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
0 |
8 |
24 |
4,521 |
6 |
36 |
126 |
10,903 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
1 |
1 |
2 |
551 |
6 |
12 |
51 |
1,320 |
| Performance Persistence |
0 |
0 |
0 |
669 |
0 |
3 |
20 |
1,542 |
| Portfolio Diversification and City Agglomeration |
0 |
0 |
0 |
99 |
1 |
4 |
10 |
489 |
| Portfolio Diversification, Proximity Investment and City Agglomeration |
0 |
0 |
0 |
150 |
0 |
1 |
12 |
503 |
| Portfolio Diversification, Proximity Investment and City Agglomeration |
0 |
0 |
0 |
57 |
0 |
0 |
3 |
286 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
0 |
4 |
157 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
3 |
10 |
409 |
| Positive Portfolio Factors |
0 |
0 |
0 |
141 |
1 |
6 |
13 |
483 |
| Procyclical Stocks Earn Higher Returns |
0 |
0 |
4 |
28 |
0 |
7 |
25 |
84 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
0 |
107 |
0 |
2 |
33 |
554 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
0 |
155 |
0 |
0 |
12 |
1,155 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
1 |
160 |
0 |
5 |
22 |
1,002 |
| Re-Emerging Markets |
0 |
0 |
0 |
123 |
0 |
1 |
5 |
398 |
| Re-emerging Markets |
0 |
0 |
0 |
253 |
0 |
4 |
11 |
1,146 |
| Re-emerging Markets |
0 |
0 |
0 |
68 |
0 |
2 |
13 |
280 |
| Real and Private Value Assets |
0 |
0 |
0 |
2 |
0 |
10 |
34 |
54 |
| Real and Private-Value Assets |
0 |
0 |
1 |
10 |
1 |
5 |
19 |
65 |
| Risk Aversion and Clientele Effects |
0 |
0 |
0 |
43 |
0 |
2 |
8 |
154 |
| Risks and Incentives in Underserved Mortgage Markets |
0 |
0 |
0 |
68 |
0 |
0 |
3 |
254 |
| Safety First Portfolio Choice |
0 |
0 |
0 |
3 |
0 |
2 |
10 |
347 |
| Securitization in the 1920's |
0 |
0 |
0 |
140 |
1 |
6 |
13 |
431 |
| Selection-Neglect in the NFT Bubble |
0 |
0 |
1 |
9 |
0 |
2 |
16 |
42 |
| Sharpening Sharpe Ratios |
0 |
1 |
2 |
917 |
2 |
6 |
28 |
2,964 |
| Sharpening Sharpe Ratios |
0 |
0 |
0 |
210 |
0 |
4 |
13 |
751 |
| Sharpening Sharpe Ratios |
0 |
0 |
0 |
307 |
0 |
4 |
16 |
896 |
| Short-Sales in Global Perspective |
0 |
0 |
0 |
143 |
0 |
2 |
12 |
403 |
| Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property |
0 |
0 |
0 |
110 |
0 |
1 |
9 |
829 |
| Suburbs and Cities |
0 |
0 |
0 |
42 |
0 |
3 |
9 |
192 |
| TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS |
0 |
0 |
0 |
1 |
2 |
5 |
15 |
480 |
| THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS |
0 |
0 |
0 |
1 |
0 |
0 |
13 |
769 |
| THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO |
0 |
0 |
0 |
3 |
1 |
4 |
18 |
959 |
| Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 |
0 |
0 |
1 |
55 |
1 |
6 |
23 |
127 |
| Testing the Predictive Power of Dividend Yields |
0 |
0 |
0 |
2 |
1 |
2 |
13 |
673 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
57 |
0 |
1 |
12 |
442 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
33 |
1 |
2 |
4 |
157 |
| The Development Of Corporate Performance Measures: Benchmarks Before EVA |
0 |
0 |
0 |
241 |
0 |
2 |
5 |
716 |
| The Development of Corporate Governance in Toulouse: 1372-1946 |
0 |
0 |
0 |
94 |
1 |
3 |
15 |
102 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
1 |
2 |
135 |
0 |
2 |
22 |
608 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
0 |
1 |
1 |
7 |
14 |
594 |
| The Dow Theory: William Peter Hamilton's Track Record Re-considered |
0 |
0 |
0 |
370 |
0 |
2 |
20 |
1,538 |
| The Economics of Aesthetics and Three Centuries of Art Price Records |
0 |
0 |
0 |
56 |
0 |
2 |
18 |
176 |
| The Economics of Aesthetics and Three Centuries of Art Price Records |
0 |
0 |
2 |
96 |
3 |
6 |
17 |
211 |
| The Effect of Seller Reserves on Market Index Estimation |
0 |
0 |
0 |
15 |
0 |
3 |
6 |
132 |
| The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control |
0 |
0 |
0 |
264 |
1 |
3 |
14 |
856 |
| The Impact of Clientele Changes: Evidence from Stock Splits |
0 |
1 |
2 |
113 |
0 |
6 |
13 |
536 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
252 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
126 |
0 |
3 |
14 |
416 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
59 |
0 |
1 |
6 |
266 |
| The Performance of Real Estate Portfolios: A Simulation Approach |
0 |
0 |
0 |
337 |
0 |
2 |
8 |
762 |
| The Policy Implications of Portfolio Choice in Underserved Mortgage Markets |
0 |
0 |
0 |
61 |
1 |
1 |
8 |
244 |
| The Present Value Relation Over Six Centuries: The Case of the Bazacle Company |
0 |
0 |
0 |
68 |
0 |
4 |
16 |
170 |
| The Subprime Crisis and House Price Appreciation |
0 |
0 |
0 |
135 |
0 |
6 |
17 |
456 |
| The present value relation over six centuries: The case of the Bazacle company |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
44 |
| Tiebreaker: Certification and Multiple Credit Ratings |
0 |
0 |
0 |
73 |
0 |
1 |
15 |
323 |
| Trust and Delegation |
0 |
0 |
0 |
45 |
1 |
2 |
12 |
247 |
| Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals |
0 |
0 |
1 |
183 |
0 |
1 |
5 |
663 |
| Why Do Individual Investors Hold Under-Diversified Portfolios? |
0 |
1 |
14 |
2,378 |
4 |
18 |
72 |
6,907 |
| Will History Rhyme? The Past as Financial Future |
0 |
0 |
0 |
171 |
0 |
3 |
7 |
443 |
| Total Working Papers |
7 |
58 |
236 |
40,209 |
108 |
744 |
3,052 |
139,246 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Longer Look at Dividend Yields |
0 |
0 |
0 |
185 |
0 |
0 |
7 |
633 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
62 |
1 |
6 |
11 |
176 |
| A new historical database for the NYSE 1815 to 1925: Performance and predictability |
0 |
0 |
2 |
166 |
2 |
6 |
20 |
534 |
| Accounting for Taste: Art and the Financial Markets over Three Centuries |
2 |
12 |
46 |
1,050 |
4 |
26 |
108 |
2,396 |
| An analysis of the relative performance of Japanese and foreign money management |
0 |
0 |
0 |
19 |
2 |
3 |
21 |
145 |
| Art and Money |
1 |
2 |
3 |
139 |
2 |
5 |
40 |
598 |
| Art and gender: market bias or selection bias? |
1 |
3 |
11 |
64 |
2 |
4 |
36 |
244 |
| Beauty is in the bid of the beholder: An empirical basis for style |
0 |
0 |
1 |
10 |
0 |
0 |
11 |
70 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
0 |
2 |
55 |
8 |
20 |
89 |
395 |
| COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS |
1 |
4 |
8 |
167 |
3 |
9 |
33 |
454 |
| Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry |
0 |
0 |
2 |
141 |
1 |
9 |
53 |
549 |
| China and the world financial markets 1870–1939: Modern lessons from historical globalization1 |
0 |
0 |
0 |
48 |
0 |
2 |
10 |
152 |
| Clustering Methods for Real Estate Portfolios |
1 |
1 |
1 |
41 |
2 |
7 |
24 |
170 |
| Daily Momentum and Contrarian Behavior of Index Fund Investors |
0 |
0 |
0 |
48 |
0 |
2 |
13 |
270 |
| Day Trading International Mutual Funds: Evidence and Policy Solutions |
0 |
0 |
2 |
28 |
0 |
1 |
9 |
133 |
| Dispersion of opinion and stock returns |
0 |
0 |
2 |
80 |
0 |
2 |
10 |
256 |
| Efficiency and the Bear: Short Sales and Markets Around the World |
1 |
1 |
4 |
361 |
4 |
13 |
43 |
1,088 |
| Equity Portfolio Diversification |
3 |
7 |
26 |
400 |
14 |
42 |
109 |
1,446 |
| Estimating House Price Indexes in the Presence of Seller Reservation Prices |
0 |
1 |
2 |
96 |
0 |
2 |
16 |
309 |
| Estimating Private Equity Returns from Limited Partner Cash Flows |
8 |
13 |
37 |
208 |
10 |
20 |
76 |
507 |
| Global Stock Markets in the Twentieth Century |
1 |
4 |
20 |
268 |
4 |
15 |
50 |
828 |
| High‐Water Marks and Hedge Fund Management Contracts |
0 |
0 |
0 |
205 |
0 |
7 |
24 |
609 |
| Homogeneous Groupings of Metropolitan Housing Markets |
0 |
0 |
0 |
90 |
1 |
2 |
6 |
216 |
| Index Funds and Stock Market Growth |
0 |
0 |
1 |
378 |
0 |
3 |
18 |
1,472 |
| Investment beliefs of endowments |
0 |
0 |
1 |
18 |
0 |
5 |
16 |
69 |
| Is trading behavior stable across contexts? Evidence from style and multi-style investors |
0 |
0 |
0 |
3 |
0 |
3 |
11 |
41 |
| Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires |
0 |
0 |
1 |
6 |
0 |
2 |
9 |
37 |
| Long-Term Global Market Correlations |
2 |
3 |
14 |
935 |
7 |
21 |
84 |
2,541 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
1 |
5 |
121 |
1 |
8 |
22 |
460 |
| Momentum in Imperial Russia |
0 |
0 |
0 |
11 |
1 |
6 |
14 |
80 |
| Monthly Measurement of Daily Timers |
0 |
0 |
0 |
30 |
0 |
1 |
9 |
188 |
| Mutual fund styles |
0 |
0 |
2 |
438 |
1 |
3 |
23 |
1,075 |
| Negative bubbles: What happens after a crash |
0 |
0 |
0 |
9 |
0 |
0 |
9 |
59 |
| New evidence on the first financial bubble |
0 |
1 |
3 |
110 |
2 |
9 |
26 |
579 |
| Non-temporal Components of Residential Real Estate Appreciation |
0 |
0 |
2 |
155 |
0 |
6 |
15 |
1,436 |
| Offshore Hedge Funds: Survival and Performance, 1989-95 |
0 |
0 |
2 |
416 |
1 |
3 |
28 |
1,723 |
| Pairs Trading: Performance of a Relative-Value Arbitrage Rule |
2 |
6 |
19 |
1,261 |
27 |
70 |
180 |
3,645 |
| Patterns in Three Centuries of Stock Market Prices |
0 |
1 |
2 |
254 |
2 |
4 |
22 |
919 |
| Performance Persistence |
0 |
3 |
8 |
374 |
1 |
9 |
41 |
1,014 |
| Rain or Shine: Where is the Weather Effect? |
1 |
2 |
2 |
73 |
2 |
5 |
13 |
310 |
| Re-Emerging Markets |
0 |
0 |
0 |
24 |
1 |
3 |
9 |
174 |
| Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias |
0 |
0 |
0 |
89 |
0 |
2 |
9 |
551 |
| Risks and Incentives in Underserved Mortgage Markets |
0 |
0 |
0 |
27 |
0 |
1 |
12 |
157 |
| Survival |
0 |
0 |
2 |
81 |
1 |
3 |
18 |
240 |
| THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS |
2 |
2 |
7 |
531 |
4 |
4 |
25 |
1,058 |
| Testing the Predictive Power of Dividend Yields |
0 |
0 |
2 |
420 |
0 |
3 |
18 |
977 |
| The Accuracy of Real Estate Indices: Repeat Sale Estimators |
0 |
0 |
0 |
5 |
0 |
3 |
18 |
846 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
15 |
0 |
4 |
20 |
85 |
| The Efficient Market Theory and Evidence: Implications for Active Investment Management |
1 |
3 |
14 |
238 |
2 |
13 |
46 |
606 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
69 |
1 |
7 |
25 |
634 |
| The Single Family Home in the Investment Portfolio |
0 |
0 |
0 |
3 |
1 |
6 |
17 |
1,083 |
| The Subprime Crisis and House Price Appreciation |
0 |
0 |
0 |
82 |
3 |
11 |
22 |
413 |
| The economics of aesthetics and record prices for art since 1701 |
1 |
2 |
2 |
48 |
3 |
11 |
31 |
194 |
| The effect of the \"triple witching hour\" on stock market volatility |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
5,668 |
| The present value relation over six centuries: The case of the Bazacle company |
0 |
0 |
1 |
16 |
0 |
4 |
14 |
110 |
| The pricing of soft and hard information: economic lessons from screenplay sales |
1 |
1 |
1 |
30 |
1 |
3 |
11 |
180 |
| Tiebreaker: Certification and Multiple Credit Ratings |
0 |
0 |
1 |
44 |
0 |
3 |
15 |
263 |
| Trust and delegation |
1 |
1 |
1 |
44 |
2 |
2 |
12 |
340 |
| Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index |
0 |
0 |
2 |
111 |
2 |
4 |
11 |
434 |
| Weather-Induced Mood, Institutional Investors, and Stock Returns |
0 |
1 |
4 |
81 |
2 |
6 |
28 |
376 |
| Total Journal Articles |
30 |
75 |
268 |
10,481 |
129 |
458 |
1,730 |
42,215 |