| 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 |
370 |
1 |
6 |
11 |
833 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
62 |
1 |
8 |
9 |
291 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
190 |
0 |
7 |
9 |
546 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
372 |
0 |
1 |
7 |
1,371 |
| A Longer Look at Dividend Yields |
0 |
0 |
0 |
208 |
0 |
0 |
6 |
547 |
| A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability |
0 |
0 |
0 |
434 |
6 |
13 |
31 |
1,658 |
| A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability |
0 |
0 |
1 |
99 |
1 |
10 |
21 |
337 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
96 |
0 |
3 |
6 |
238 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
108 |
0 |
0 |
3 |
360 |
| ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES |
0 |
0 |
0 |
0 |
2 |
5 |
17 |
603 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
43 |
0 |
6 |
8 |
323 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
29 |
0 |
5 |
6 |
288 |
| An Emerging Market: The NYSE From 1815 to 1871 |
0 |
0 |
0 |
141 |
2 |
9 |
19 |
434 |
| An Emerging Market: The NYSE From 1815 to 1871 |
0 |
0 |
1 |
76 |
1 |
6 |
11 |
273 |
| Art and Money |
0 |
0 |
1 |
2 |
0 |
13 |
23 |
128 |
| Art and Money |
0 |
0 |
0 |
1 |
0 |
5 |
9 |
30 |
| Art and Money |
0 |
0 |
0 |
16 |
0 |
1 |
5 |
95 |
| Art and Money |
0 |
0 |
2 |
130 |
1 |
14 |
25 |
433 |
| Attrition and Mutual Fund Performance |
0 |
0 |
0 |
1 |
1 |
8 |
15 |
476 |
| BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
346 |
| Behavioral Factors in Mutual Fund Flows |
0 |
0 |
0 |
611 |
0 |
4 |
10 |
2,114 |
| Behavioral Factors in Mutual Fund Flows |
0 |
0 |
0 |
351 |
0 |
1 |
7 |
1,123 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
0 |
0 |
128 |
1 |
3 |
9 |
489 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
0 |
0 |
225 |
2 |
8 |
13 |
771 |
| Bubble Investing: Learning from History |
0 |
0 |
1 |
173 |
3 |
7 |
23 |
358 |
| Bubble Investors: What Were They Thinking? |
0 |
0 |
1 |
199 |
0 |
6 |
12 |
537 |
| Bubbles, Booms and Crashes in the US Stock Market 1792-2024 |
25 |
25 |
25 |
25 |
37 |
37 |
37 |
37 |
| Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929 |
10 |
10 |
10 |
10 |
6 |
6 |
6 |
6 |
| China and the World Financial Markets 1870-1930 |
0 |
0 |
0 |
172 |
2 |
6 |
12 |
558 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization |
0 |
0 |
0 |
305 |
1 |
4 |
8 |
1,032 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) |
0 |
0 |
0 |
30 |
0 |
2 |
3 |
186 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) |
1 |
1 |
1 |
37 |
1 |
4 |
6 |
155 |
| China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) |
0 |
0 |
0 |
189 |
0 |
6 |
6 |
713 |
| Clustering Methods and Commercial Rents |
0 |
0 |
0 |
0 |
0 |
6 |
6 |
280 |
| Clustering Methods for Real Estate Portfolios |
0 |
0 |
0 |
244 |
0 |
8 |
12 |
680 |
| Cohort Effects on Expected Co-Movement |
0 |
0 |
0 |
6 |
0 |
4 |
6 |
25 |
| Commodity Funds as an Investment Asset |
0 |
0 |
0 |
1 |
0 |
3 |
6 |
1,069 |
| Competition Among University Endowments |
0 |
0 |
0 |
30 |
0 |
3 |
5 |
108 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
59 |
0 |
3 |
10 |
236 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
181 |
0 |
8 |
11 |
717 |
| Convergent Evolution Toward the Joint-Stock Company |
0 |
0 |
1 |
33 |
0 |
2 |
15 |
54 |
| Crash Beliefs From Investor Surveys |
0 |
2 |
2 |
100 |
2 |
12 |
21 |
348 |
| Crash Narratives |
0 |
0 |
5 |
90 |
2 |
6 |
30 |
200 |
| Daily Momentum And Contrarian Behavior Of Index Fund Investors |
0 |
0 |
0 |
148 |
0 |
6 |
11 |
590 |
| Daily Momentum And Contrarian Behavior Of Index Fund Investors |
0 |
0 |
0 |
176 |
1 |
6 |
8 |
858 |
| Daily Momentum and Contrarian Behavior of Index Fund Investors |
0 |
0 |
2 |
368 |
5 |
23 |
43 |
1,345 |
| Day Trading International Mutual Funds: Evidence And Policy Solutions |
0 |
0 |
1 |
169 |
0 |
1 |
7 |
867 |
| Dispersion of Opinion and Stock Returns |
0 |
0 |
0 |
173 |
1 |
10 |
15 |
575 |
| Dispersion of Opinion and Stock Returns |
0 |
0 |
0 |
86 |
0 |
4 |
7 |
337 |
| Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors |
0 |
0 |
0 |
38 |
0 |
1 |
5 |
198 |
| Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias |
0 |
0 |
0 |
184 |
1 |
5 |
9 |
535 |
| Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias |
0 |
0 |
0 |
81 |
1 |
5 |
7 |
274 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
80 |
1 |
3 |
5 |
354 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
48 |
0 |
3 |
5 |
203 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
246 |
1 |
9 |
9 |
717 |
| Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias |
0 |
0 |
0 |
77 |
0 |
3 |
9 |
237 |
| Diversification Decisions of Individual Investors and Asset Prices |
0 |
0 |
2 |
212 |
0 |
4 |
9 |
701 |
| Do Cities and Suburbs Cluster? |
0 |
0 |
0 |
37 |
0 |
3 |
10 |
145 |
| Do Winners Repeat? Patterns in Mutual Fund Behavior |
0 |
0 |
0 |
12 |
1 |
6 |
22 |
3,923 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
185 |
0 |
3 |
9 |
803 |
| Efficiency and the Bear: Short Sales and Markets around the World |
1 |
1 |
1 |
210 |
1 |
4 |
15 |
717 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
78 |
1 |
5 |
8 |
476 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
84 |
0 |
2 |
36 |
399 |
| Emotions and Subjective Crash Beliefs |
1 |
4 |
23 |
45 |
4 |
20 |
77 |
140 |
| Equity Portfolio Diversification |
1 |
1 |
2 |
603 |
1 |
9 |
20 |
2,343 |
| Equity Portfolio Diversification |
0 |
0 |
0 |
152 |
1 |
6 |
10 |
510 |
| Equity Portfolio Diversification |
1 |
1 |
3 |
645 |
1 |
5 |
17 |
1,989 |
| Estimating Indices in the Presence of Seller Reservation Prices |
0 |
0 |
0 |
33 |
1 |
2 |
4 |
179 |
| Evidence on Retrieved Context: How History Matters |
0 |
0 |
0 |
14 |
0 |
3 |
6 |
23 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
127 |
0 |
4 |
9 |
437 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
272 |
1 |
9 |
16 |
847 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
401 |
1 |
10 |
14 |
923 |
| Fibonacci and the Financial Revolution |
0 |
0 |
0 |
130 |
1 |
6 |
9 |
375 |
| Fibonacci and the Financial Revolution |
0 |
0 |
0 |
270 |
2 |
5 |
10 |
795 |
| Fibonacci and the Financial Revolution |
0 |
0 |
3 |
345 |
4 |
13 |
27 |
1,134 |
| GDP Growth Expectations and Cash-flow Risk Premium |
0 |
1 |
18 |
18 |
2 |
10 |
37 |
37 |
| Global Real Estate Markets - Cycles and Fundamentals |
0 |
0 |
2 |
625 |
0 |
3 |
10 |
1,218 |
| Global Real Estate Markets: Cycles And Fundamentals |
0 |
0 |
0 |
944 |
2 |
10 |
15 |
2,063 |
| Global Real Estate Markets: Cycles And Fundamentals |
1 |
1 |
1 |
256 |
1 |
6 |
16 |
672 |
| Hedge Funds With Style |
0 |
0 |
0 |
122 |
0 |
5 |
8 |
415 |
| Hedge Funds With Style |
0 |
0 |
0 |
436 |
0 |
8 |
12 |
1,186 |
| Hedge Funds With Style |
0 |
0 |
0 |
902 |
0 |
1 |
6 |
2,370 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
2 |
259 |
0 |
4 |
10 |
677 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
1 |
760 |
16 |
34 |
58 |
2,251 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
0 |
5 |
8 |
786 |
| Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors |
0 |
0 |
0 |
34 |
0 |
3 |
4 |
146 |
| High Water Marks |
0 |
0 |
0 |
161 |
1 |
8 |
15 |
914 |
| High Water Marks |
1 |
1 |
3 |
209 |
3 |
7 |
17 |
1,022 |
| High-Water Marks and Hedge Fund Management Contracts |
0 |
0 |
0 |
103 |
0 |
2 |
12 |
334 |
| High-Water Marks and Hedge Fund Management Contracts |
0 |
0 |
0 |
489 |
0 |
3 |
8 |
2,003 |
| History and the Equity Risk Premium |
0 |
0 |
3 |
911 |
0 |
7 |
18 |
2,560 |
| Home Equity Insurance: A Pilot Project |
0 |
0 |
0 |
178 |
0 |
4 |
7 |
765 |
| Index Funds and Stock Market Growth |
0 |
0 |
0 |
56 |
0 |
4 |
9 |
412 |
| Index Funds and Stock Market Growth |
0 |
0 |
1 |
443 |
1 |
6 |
12 |
2,083 |
| Index Funds and Stock Market Growth |
0 |
0 |
0 |
119 |
0 |
1 |
8 |
557 |
| Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty |
0 |
0 |
1 |
453 |
0 |
1 |
8 |
1,130 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
111 |
1 |
6 |
14 |
546 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
1 |
105 |
0 |
3 |
4 |
582 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
307 |
0 |
4 |
12 |
1,276 |
| Long-Term Global Market Correlations |
0 |
0 |
1 |
176 |
2 |
12 |
18 |
625 |
| Long-Term Global Market Correlations |
0 |
0 |
0 |
360 |
3 |
8 |
13 |
1,092 |
| Market Response to Mutual Fund Performance |
0 |
0 |
0 |
1 |
0 |
3 |
6 |
438 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares |
0 |
0 |
0 |
89 |
0 |
4 |
9 |
360 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) |
0 |
0 |
0 |
17 |
1 |
3 |
5 |
123 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) |
0 |
0 |
0 |
86 |
0 |
3 |
7 |
321 |
| 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 |
2 |
8 |
12 |
104 |
| Monthly Measurement of Daily Timers |
0 |
0 |
0 |
64 |
0 |
5 |
8 |
304 |
| More Social Security, Not Less |
0 |
0 |
0 |
68 |
1 |
7 |
10 |
274 |
| Mutual Fund Styles |
0 |
0 |
1 |
578 |
2 |
11 |
18 |
1,367 |
| Negative Bubbles: What Happens After a Crash |
1 |
1 |
1 |
109 |
2 |
3 |
13 |
261 |
| New Evidence on the First Financial Bubble |
0 |
0 |
0 |
162 |
2 |
7 |
15 |
374 |
| Non-Fungible Tokens as Investment |
9 |
11 |
11 |
11 |
3 |
10 |
10 |
10 |
| Non-temporal Components of Residential Real Estate Appreciation |
0 |
0 |
0 |
0 |
1 |
4 |
12 |
787 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
240 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
44 |
1 |
6 |
7 |
150 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
582 |
0 |
3 |
9 |
2,218 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
354 |
| Offshore Hedge Funds: Survival and Performance, 1989-1995 |
0 |
0 |
0 |
85 |
0 |
6 |
11 |
355 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
1 |
1 |
3 |
767 |
2 |
16 |
63 |
1,808 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
6 |
9 |
22 |
4,513 |
35 |
57 |
113 |
10,867 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
0 |
1 |
1 |
550 |
7 |
17 |
41 |
1,308 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
4 |
7 |
22 |
3,188 |
13 |
37 |
98 |
7,323 |
| Performance Persistence |
0 |
0 |
0 |
669 |
1 |
5 |
19 |
1,539 |
| Portfolio Diversification and City Agglomeration |
0 |
0 |
0 |
99 |
0 |
4 |
6 |
485 |
| Portfolio Diversification, Proximity Investment and City Agglomeration |
0 |
0 |
0 |
150 |
1 |
7 |
14 |
502 |
| Portfolio Diversification, Proximity Investment and City Agglomeration |
0 |
0 |
0 |
57 |
0 |
1 |
3 |
286 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
0 |
2 |
8 |
477 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
2 |
4 |
157 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
4 |
8 |
406 |
| Procyclical Stocks Earn Higher Returns |
0 |
0 |
4 |
28 |
2 |
10 |
20 |
77 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
0 |
107 |
5 |
21 |
31 |
552 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
1 |
160 |
3 |
9 |
18 |
997 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
0 |
155 |
0 |
7 |
12 |
1,155 |
| Re-Emerging Markets |
0 |
0 |
0 |
123 |
0 |
4 |
4 |
397 |
| Re-emerging Markets |
0 |
0 |
0 |
253 |
0 |
4 |
9 |
1,142 |
| Re-emerging Markets |
0 |
0 |
0 |
68 |
0 |
7 |
11 |
278 |
| Real and Private Value Assets |
0 |
0 |
0 |
2 |
2 |
14 |
24 |
44 |
| Real and Private-Value Assets |
0 |
1 |
3 |
10 |
2 |
10 |
16 |
60 |
| Risk Aversion and Clientele Effects |
0 |
0 |
0 |
43 |
0 |
2 |
6 |
152 |
| Risks and Incentives in Underserved Mortgage Markets |
0 |
0 |
0 |
68 |
0 |
2 |
3 |
254 |
| Safety First Portfolio Choice |
0 |
0 |
0 |
3 |
0 |
6 |
8 |
345 |
| Securitization in the 1920's |
0 |
0 |
0 |
140 |
2 |
3 |
7 |
425 |
| Selection-Neglect in the NFT Bubble |
0 |
1 |
2 |
9 |
1 |
10 |
16 |
40 |
| Sharpening Sharpe Ratios |
0 |
0 |
2 |
916 |
0 |
9 |
25 |
2,958 |
| Sharpening Sharpe Ratios |
0 |
0 |
0 |
210 |
0 |
1 |
11 |
747 |
| Sharpening Sharpe Ratios |
0 |
0 |
0 |
307 |
2 |
6 |
12 |
892 |
| Short-Sales in Global Perspective |
0 |
0 |
0 |
143 |
0 |
3 |
10 |
401 |
| Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property |
0 |
0 |
0 |
110 |
0 |
3 |
8 |
828 |
| Suburbs and Cities |
0 |
0 |
0 |
42 |
0 |
4 |
6 |
189 |
| TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS |
0 |
0 |
0 |
1 |
2 |
4 |
10 |
475 |
| THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS |
0 |
0 |
0 |
1 |
0 |
7 |
15 |
769 |
| THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO |
0 |
0 |
0 |
3 |
3 |
9 |
15 |
955 |
| 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 |
0 |
8 |
18 |
121 |
| Testing the Predictive Power of Dividend Yields |
0 |
0 |
0 |
2 |
0 |
6 |
11 |
671 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
57 |
1 |
8 |
11 |
441 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
33 |
0 |
1 |
2 |
155 |
| The Development Of Corporate Performance Measures: Benchmarks Before EVA |
0 |
0 |
1 |
241 |
0 |
0 |
4 |
714 |
| The Development of Corporate Governance in Toulouse: 1372-1946 |
0 |
0 |
0 |
94 |
3 |
9 |
13 |
99 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
0 |
1 |
0 |
2 |
10 |
587 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
1 |
134 |
2 |
10 |
22 |
606 |
| The Dow Theory: William Peter Hamilton's Track Record Re-considered |
0 |
0 |
0 |
370 |
3 |
9 |
20 |
1,536 |
| The Economics of Aesthetics and Three Centuries of Art Price Records |
0 |
0 |
0 |
56 |
0 |
8 |
18 |
174 |
| The Economics of Aesthetics and Three Centuries of Art Price Records |
0 |
0 |
2 |
96 |
0 |
7 |
11 |
205 |
| The Effect of Seller Reserves on Market Index Estimation |
0 |
0 |
0 |
15 |
0 |
1 |
3 |
129 |
| The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control |
0 |
0 |
0 |
264 |
0 |
5 |
13 |
853 |
| The Impact of Clientele Changes: Evidence from Stock Splits |
0 |
0 |
1 |
112 |
1 |
4 |
10 |
530 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
251 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
126 |
0 |
6 |
11 |
413 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
59 |
0 |
4 |
5 |
265 |
| The Performance of Real Estate Portfolios: A Simulation Approach |
0 |
0 |
0 |
337 |
0 |
2 |
6 |
760 |
| The Policy Implications of Portfolio Choice in Underserved Mortgage Markets |
0 |
0 |
0 |
61 |
0 |
5 |
7 |
243 |
| The Present Value Relation Over Six Centuries: The Case of the Bazacle Company |
0 |
0 |
0 |
68 |
0 |
10 |
12 |
166 |
| The Subprime Crisis and House Price Appreciation |
0 |
0 |
0 |
135 |
1 |
7 |
14 |
450 |
| The present value relation over six centuries: The case of the Bazacle company |
0 |
0 |
0 |
0 |
0 |
12 |
14 |
43 |
| Tiebreaker: Certification and Multiple Credit Ratings |
0 |
0 |
0 |
73 |
1 |
5 |
15 |
322 |
| Trust and Delegation |
0 |
0 |
0 |
45 |
0 |
6 |
10 |
245 |
| Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals |
0 |
1 |
1 |
183 |
0 |
1 |
4 |
662 |
| Why Do Individual Investors Hold Under-Diversified Portfolios? |
1 |
5 |
24 |
2,377 |
5 |
24 |
80 |
6,889 |
| Will History Rhyme? The Past as Financial Future |
0 |
0 |
0 |
171 |
0 |
2 |
5 |
440 |
| Total Working Papers |
64 |
86 |
227 |
40,151 |
253 |
1,196 |
2,541 |
138,502 |
| 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 |
1 |
185 |
0 |
2 |
9 |
633 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
62 |
0 |
1 |
5 |
170 |
| A new historical database for the NYSE 1815 to 1925: Performance and predictability |
1 |
1 |
2 |
166 |
1 |
6 |
14 |
528 |
| Accounting for Taste: Art and the Financial Markets over Three Centuries |
6 |
9 |
46 |
1,038 |
6 |
20 |
103 |
2,370 |
| An analysis of the relative performance of Japanese and foreign money management |
0 |
0 |
0 |
19 |
1 |
13 |
18 |
142 |
| Art and Money |
0 |
0 |
2 |
137 |
5 |
23 |
38 |
593 |
| Art and gender: market bias or selection bias? |
3 |
3 |
9 |
61 |
7 |
7 |
37 |
240 |
| Beauty is in the bid of the beholder: An empirical basis for style |
0 |
0 |
1 |
10 |
2 |
8 |
11 |
70 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
2 |
2 |
55 |
5 |
21 |
69 |
375 |
| COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS |
1 |
1 |
8 |
163 |
3 |
11 |
28 |
445 |
| Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry |
1 |
1 |
4 |
141 |
3 |
27 |
47 |
540 |
| China and the world financial markets 1870–1939: Modern lessons from historical globalization1 |
0 |
0 |
0 |
48 |
0 |
6 |
9 |
150 |
| Clustering Methods for Real Estate Portfolios |
0 |
0 |
1 |
40 |
1 |
8 |
18 |
163 |
| Daily Momentum and Contrarian Behavior of Index Fund Investors |
0 |
0 |
0 |
48 |
0 |
6 |
13 |
268 |
| Day Trading International Mutual Funds: Evidence and Policy Solutions |
0 |
1 |
2 |
28 |
1 |
5 |
8 |
132 |
| Dispersion of opinion and stock returns |
1 |
2 |
3 |
80 |
1 |
4 |
9 |
254 |
| Efficiency and the Bear: Short Sales and Markets Around the World |
0 |
0 |
4 |
360 |
4 |
10 |
37 |
1,075 |
| Equity Portfolio Diversification |
4 |
10 |
29 |
393 |
11 |
29 |
93 |
1,404 |
| Estimating House Price Indexes in the Presence of Seller Reservation Prices |
0 |
0 |
1 |
95 |
2 |
9 |
15 |
307 |
| Estimating Private Equity Returns from Limited Partner Cash Flows |
0 |
7 |
28 |
195 |
1 |
18 |
68 |
487 |
| Global Stock Markets in the Twentieth Century |
1 |
3 |
17 |
264 |
2 |
12 |
44 |
813 |
| High‐Water Marks and Hedge Fund Management Contracts |
0 |
0 |
1 |
205 |
2 |
9 |
20 |
602 |
| Homogeneous Groupings of Metropolitan Housing Markets |
0 |
0 |
0 |
90 |
0 |
3 |
4 |
214 |
| Index Funds and Stock Market Growth |
0 |
1 |
2 |
378 |
2 |
9 |
18 |
1,469 |
| Investment beliefs of endowments |
0 |
1 |
1 |
18 |
2 |
7 |
11 |
64 |
| Is trading behavior stable across contexts? Evidence from style and multi-style investors |
0 |
0 |
0 |
3 |
1 |
5 |
8 |
38 |
| Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires |
0 |
1 |
1 |
6 |
0 |
3 |
7 |
35 |
| Long-Term Global Market Correlations |
1 |
5 |
17 |
932 |
14 |
42 |
77 |
2,520 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
1 |
6 |
120 |
2 |
5 |
20 |
452 |
| Momentum in Imperial Russia |
0 |
0 |
0 |
11 |
1 |
3 |
8 |
74 |
| Monthly Measurement of Daily Timers |
0 |
0 |
0 |
30 |
0 |
1 |
10 |
187 |
| Mutual fund styles |
0 |
0 |
2 |
438 |
1 |
11 |
21 |
1,072 |
| Negative bubbles: What happens after a crash |
0 |
0 |
0 |
9 |
1 |
5 |
9 |
59 |
| New evidence on the first financial bubble |
0 |
0 |
2 |
109 |
1 |
5 |
18 |
570 |
| Non-temporal Components of Residential Real Estate Appreciation |
1 |
1 |
2 |
155 |
1 |
3 |
9 |
1,430 |
| Offshore Hedge Funds: Survival and Performance, 1989-95 |
0 |
0 |
3 |
416 |
4 |
10 |
26 |
1,720 |
| Pairs Trading: Performance of a Relative-Value Arbitrage Rule |
6 |
9 |
16 |
1,255 |
16 |
48 |
142 |
3,575 |
| Patterns in Three Centuries of Stock Market Prices |
0 |
0 |
1 |
253 |
0 |
10 |
21 |
915 |
| Performance Persistence |
0 |
2 |
7 |
371 |
4 |
10 |
36 |
1,005 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
0 |
71 |
2 |
6 |
9 |
305 |
| Re-Emerging Markets |
0 |
0 |
0 |
24 |
1 |
3 |
6 |
171 |
| Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias |
0 |
0 |
0 |
89 |
0 |
4 |
9 |
549 |
| Risks and Incentives in Underserved Mortgage Markets |
0 |
0 |
0 |
27 |
0 |
4 |
11 |
156 |
| Survival |
0 |
1 |
2 |
81 |
0 |
3 |
16 |
237 |
| THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS |
3 |
3 |
13 |
529 |
3 |
8 |
33 |
1,054 |
| Testing the Predictive Power of Dividend Yields |
0 |
1 |
4 |
420 |
1 |
8 |
17 |
974 |
| The Accuracy of Real Estate Indices: Repeat Sale Estimators |
0 |
0 |
0 |
5 |
2 |
10 |
17 |
843 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
15 |
0 |
12 |
17 |
81 |
| The Efficient Market Theory and Evidence: Implications for Active Investment Management |
1 |
2 |
15 |
235 |
8 |
15 |
49 |
593 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
69 |
0 |
14 |
19 |
627 |
| The Single Family Home in the Investment Portfolio |
0 |
0 |
0 |
3 |
1 |
7 |
13 |
1,077 |
| The Subprime Crisis and House Price Appreciation |
0 |
0 |
0 |
82 |
0 |
8 |
12 |
402 |
| The economics of aesthetics and record prices for art since 1701 |
0 |
0 |
0 |
46 |
1 |
10 |
21 |
183 |
| The effect of the \"triple witching hour\" on stock market volatility |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
5,664 |
| The present value relation over six centuries: The case of the Bazacle company |
0 |
0 |
2 |
16 |
1 |
4 |
13 |
106 |
| The pricing of soft and hard information: economic lessons from screenplay sales |
0 |
0 |
0 |
29 |
0 |
4 |
14 |
177 |
| Tiebreaker: Certification and Multiple Credit Ratings |
0 |
1 |
1 |
44 |
0 |
4 |
16 |
260 |
| Trust and delegation |
0 |
0 |
1 |
43 |
1 |
6 |
11 |
338 |
| Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index |
0 |
0 |
2 |
111 |
0 |
1 |
8 |
430 |
| Weather-Induced Mood, Institutional Investors, and Stock Returns |
0 |
0 |
4 |
80 |
4 |
7 |
25 |
370 |
| Total Journal Articles |
30 |
69 |
265 |
10,406 |
135 |
577 |
1,500 |
41,757 |