| Working Paper |
File Downloads |
Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Century of Global Stock Markets |
0 |
0 |
0 |
372 |
0 |
2 |
10 |
1,377 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
62 |
2 |
3 |
13 |
295 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
190 |
0 |
1 |
8 |
547 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
370 |
2 |
2 |
15 |
837 |
| A Longer Look at Dividend Yields |
0 |
1 |
1 |
209 |
1 |
5 |
14 |
555 |
| A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability |
0 |
0 |
0 |
434 |
2 |
5 |
31 |
1,665 |
| A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability |
0 |
0 |
1 |
99 |
1 |
4 |
31 |
349 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
108 |
0 |
0 |
5 |
363 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
96 |
1 |
2 |
9 |
242 |
| ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
605 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
43 |
1 |
1 |
10 |
325 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
29 |
1 |
1 |
10 |
292 |
| An Emerging Market: The NYSE From 1815 to 1871 |
0 |
0 |
0 |
76 |
0 |
1 |
12 |
275 |
| An Emerging Market: The NYSE From 1815 to 1871 |
0 |
0 |
0 |
141 |
0 |
0 |
17 |
439 |
| Art and Money |
0 |
0 |
0 |
1 |
0 |
0 |
9 |
31 |
| Art and Money |
0 |
0 |
0 |
2 |
1 |
2 |
28 |
135 |
| Art and Money |
0 |
0 |
0 |
16 |
1 |
1 |
5 |
97 |
| Art and Money |
0 |
0 |
0 |
130 |
0 |
1 |
26 |
438 |
| Attrition and Mutual Fund Performance |
0 |
0 |
0 |
1 |
0 |
0 |
18 |
480 |
| BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
348 |
| Behavioral Factors in Mutual Fund Flows |
0 |
0 |
1 |
352 |
0 |
2 |
12 |
1,130 |
| Behavioral Factors in Mutual Fund Flows |
0 |
0 |
0 |
611 |
1 |
1 |
11 |
2,117 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
0 |
0 |
225 |
1 |
1 |
18 |
776 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
0 |
0 |
128 |
0 |
1 |
16 |
499 |
| Bubble Investing: Learning from History |
1 |
1 |
2 |
174 |
6 |
6 |
32 |
371 |
| Bubble Investors: What Were They Thinking? |
0 |
0 |
1 |
200 |
0 |
1 |
15 |
542 |
| Bubbles, Booms and Crashes in the US Stock Market 1792-2024 |
3 |
5 |
54 |
54 |
17 |
33 |
94 |
94 |
| Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929 |
0 |
0 |
11 |
11 |
1 |
2 |
16 |
16 |
| China and the World Financial Markets 1870-1930 |
0 |
0 |
0 |
172 |
1 |
1 |
13 |
561 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization |
0 |
0 |
0 |
305 |
1 |
1 |
10 |
1,035 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) |
0 |
0 |
0 |
30 |
0 |
1 |
5 |
189 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) |
0 |
0 |
1 |
37 |
0 |
0 |
5 |
155 |
| China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) |
0 |
0 |
0 |
189 |
0 |
0 |
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 |
0 |
11 |
683 |
| Cohort Effects on Expected Co-Movement |
0 |
0 |
0 |
6 |
0 |
0 |
8 |
27 |
| Commodity Funds as an Investment Asset |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
1,070 |
| Competition Among University Endowments |
0 |
0 |
0 |
30 |
0 |
1 |
7 |
110 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
181 |
0 |
0 |
14 |
720 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
59 |
1 |
1 |
11 |
239 |
| Convergent Evolution Toward the Joint-Stock Company |
0 |
0 |
1 |
33 |
0 |
0 |
14 |
57 |
| Crash Beliefs From Investor Surveys |
0 |
0 |
2 |
100 |
2 |
4 |
28 |
358 |
| Crash Narratives |
1 |
4 |
11 |
97 |
1 |
12 |
51 |
227 |
| Daily Momentum And Contrarian Behavior Of Index Fund Investors |
0 |
0 |
0 |
148 |
1 |
3 |
12 |
594 |
| Daily Momentum And Contrarian Behavior Of Index Fund Investors |
0 |
0 |
0 |
176 |
3 |
3 |
10 |
861 |
| Daily Momentum and Contrarian Behavior of Index Fund Investors |
0 |
0 |
1 |
368 |
0 |
1 |
50 |
1,354 |
| Day Trading International Mutual Funds: Evidence And Policy Solutions |
0 |
0 |
0 |
169 |
1 |
1 |
7 |
869 |
| Dispersion of Opinion and Stock Returns |
0 |
0 |
0 |
86 |
0 |
0 |
8 |
338 |
| Dispersion of Opinion and Stock Returns |
0 |
0 |
0 |
173 |
0 |
0 |
16 |
578 |
| Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors |
0 |
0 |
0 |
38 |
0 |
0 |
9 |
202 |
| Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias |
0 |
0 |
0 |
184 |
0 |
0 |
12 |
538 |
| Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias |
0 |
0 |
0 |
81 |
0 |
0 |
15 |
282 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
48 |
0 |
1 |
4 |
204 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
80 |
1 |
2 |
11 |
360 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
246 |
0 |
1 |
18 |
726 |
| Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias |
0 |
0 |
0 |
77 |
1 |
1 |
9 |
239 |
| Diversification Decisions of Individual Investors and Asset Prices |
0 |
0 |
1 |
212 |
1 |
1 |
12 |
708 |
| Do Cities and Suburbs Cluster? |
0 |
0 |
0 |
37 |
0 |
0 |
10 |
146 |
| Do Winners Repeat? Patterns in Mutual Fund Behavior |
0 |
0 |
0 |
12 |
1 |
1 |
14 |
3,928 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
84 |
2 |
3 |
36 |
402 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
78 |
0 |
0 |
12 |
483 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
185 |
2 |
2 |
11 |
806 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
1 |
210 |
2 |
2 |
18 |
724 |
| Emotions and Subjective Crash Beliefs |
0 |
3 |
18 |
50 |
1 |
26 |
80 |
174 |
| Equity Portfolio Diversification |
0 |
0 |
1 |
645 |
1 |
2 |
20 |
1,997 |
| Equity Portfolio Diversification |
0 |
0 |
1 |
603 |
4 |
10 |
30 |
2,358 |
| Equity Portfolio Diversification |
0 |
0 |
0 |
152 |
3 |
3 |
14 |
514 |
| 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 |
0 |
8 |
25 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
272 |
0 |
1 |
20 |
852 |
| Fees on Fees in Funds of Funds |
0 |
0 |
1 |
128 |
0 |
0 |
11 |
441 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
401 |
1 |
3 |
19 |
929 |
| Fibonacci and the Financial Revolution |
0 |
0 |
0 |
130 |
2 |
6 |
12 |
381 |
| Fibonacci and the Financial Revolution |
0 |
0 |
0 |
270 |
7 |
11 |
19 |
807 |
| Fibonacci and the Financial Revolution |
0 |
0 |
2 |
345 |
3 |
7 |
36 |
1,147 |
| GDP Growth Expectations and Cash-flow Risk Premium |
0 |
1 |
20 |
20 |
1 |
2 |
46 |
46 |
| Global Real Estate Markets - Cycles and Fundamentals |
1 |
1 |
4 |
628 |
4 |
6 |
18 |
1,230 |
| Global Real Estate Markets: Cycles And Fundamentals |
0 |
0 |
1 |
256 |
2 |
4 |
20 |
680 |
| Global Real Estate Markets: Cycles And Fundamentals |
0 |
0 |
1 |
945 |
1 |
3 |
20 |
2,068 |
| Hedge Funds With Style |
0 |
0 |
0 |
902 |
1 |
1 |
10 |
2,376 |
| Hedge Funds With Style |
0 |
0 |
0 |
122 |
2 |
2 |
12 |
419 |
| Hedge Funds With Style |
0 |
0 |
0 |
436 |
0 |
0 |
14 |
1,189 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
760 |
0 |
5 |
72 |
2,273 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
1 |
259 |
0 |
0 |
10 |
679 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
0 |
0 |
18 |
798 |
| Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors |
0 |
0 |
0 |
34 |
0 |
0 |
4 |
147 |
| High Water Marks |
0 |
0 |
2 |
209 |
0 |
0 |
19 |
1,026 |
| High Water Marks |
0 |
0 |
0 |
161 |
0 |
1 |
15 |
916 |
| High-Water Marks and Hedge Fund Management Contracts |
0 |
0 |
0 |
103 |
1 |
1 |
10 |
337 |
| High-Water Marks and Hedge Fund Management Contracts |
0 |
0 |
0 |
489 |
0 |
1 |
13 |
2,009 |
| History and the Equity Risk Premium |
0 |
0 |
1 |
911 |
0 |
2 |
17 |
2,564 |
| Home Equity Insurance: A Pilot Project |
0 |
0 |
0 |
178 |
0 |
0 |
7 |
766 |
| Index Funds and Stock Market Growth |
0 |
0 |
0 |
119 |
0 |
0 |
7 |
558 |
| Index Funds and Stock Market Growth |
0 |
0 |
0 |
56 |
1 |
1 |
10 |
415 |
| Index Funds and Stock Market Growth |
0 |
0 |
0 |
443 |
2 |
3 |
20 |
2,092 |
| Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty |
0 |
0 |
0 |
453 |
1 |
2 |
12 |
1,137 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
111 |
1 |
2 |
18 |
550 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
307 |
1 |
3 |
17 |
1,282 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
105 |
0 |
1 |
7 |
586 |
| Long-Term Global Market Correlations |
0 |
0 |
0 |
360 |
3 |
5 |
24 |
1,105 |
| Long-Term Global Market Correlations |
0 |
0 |
1 |
176 |
1 |
3 |
24 |
632 |
| Market Response to Mutual Fund Performance |
0 |
0 |
0 |
1 |
1 |
2 |
6 |
441 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares |
0 |
0 |
0 |
89 |
0 |
0 |
8 |
361 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) |
0 |
0 |
0 |
17 |
0 |
1 |
5 |
124 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) |
0 |
0 |
0 |
86 |
0 |
1 |
9 |
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 |
3 |
3 |
19 |
112 |
| Monthly Measurement of Daily Timers |
0 |
0 |
0 |
64 |
1 |
1 |
8 |
306 |
| More Social Security, Not Less |
0 |
0 |
0 |
68 |
0 |
0 |
11 |
275 |
| Mutual Fund Styles |
0 |
0 |
0 |
578 |
1 |
1 |
18 |
1,370 |
| Negative Bubbles: What Happens After a Crash |
0 |
0 |
1 |
109 |
1 |
1 |
19 |
268 |
| New Evidence on the First Financial Bubble |
0 |
0 |
0 |
162 |
5 |
5 |
21 |
382 |
| Non-Fungible Tokens as Investment |
0 |
0 |
11 |
11 |
3 |
3 |
16 |
16 |
| Non-temporal Components of Residential Real Estate Appreciation |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
790 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
44 |
3 |
3 |
10 |
154 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
241 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
358 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
582 |
1 |
2 |
12 |
2,224 |
| Offshore Hedge Funds: Survival and Performance, 1989-1995 |
0 |
0 |
0 |
85 |
1 |
1 |
17 |
362 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
2 |
2 |
4 |
769 |
21 |
23 |
79 |
1,840 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
0 |
1 |
2 |
551 |
8 |
18 |
61 |
1,332 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
3 |
4 |
20 |
3,194 |
4 |
7 |
84 |
7,341 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
2 |
2 |
23 |
4,523 |
14 |
26 |
137 |
10,923 |
| Performance Persistence |
0 |
0 |
0 |
669 |
2 |
3 |
21 |
1,545 |
| Portfolio Diversification and City Agglomeration |
0 |
0 |
0 |
99 |
1 |
2 |
10 |
490 |
| Portfolio Diversification, Proximity Investment and City Agglomeration |
0 |
0 |
0 |
150 |
0 |
0 |
12 |
503 |
| Portfolio Diversification, Proximity Investment and City Agglomeration |
0 |
0 |
0 |
57 |
0 |
0 |
3 |
286 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
0 |
10 |
409 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
0 |
3 |
157 |
| Positive Portfolio Factors |
0 |
0 |
0 |
141 |
0 |
1 |
12 |
483 |
| Procyclical Stocks Earn Higher Returns |
0 |
0 |
2 |
28 |
1 |
1 |
24 |
85 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
0 |
155 |
1 |
2 |
14 |
1,157 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
0 |
107 |
0 |
0 |
33 |
554 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
1 |
160 |
1 |
2 |
23 |
1,004 |
| Re-Emerging Markets |
0 |
0 |
0 |
123 |
0 |
0 |
5 |
398 |
| Re-emerging Markets |
0 |
0 |
0 |
253 |
1 |
1 |
12 |
1,147 |
| Re-emerging Markets |
0 |
0 |
0 |
68 |
1 |
1 |
13 |
281 |
| Real and Private Value Assets |
0 |
0 |
0 |
2 |
2 |
2 |
32 |
56 |
| Real and Private-Value Assets |
0 |
0 |
1 |
10 |
4 |
5 |
22 |
69 |
| Risk Aversion and Clientele Effects |
0 |
0 |
0 |
43 |
1 |
2 |
9 |
156 |
| Risks and Incentives in Underserved Mortgage Markets |
0 |
0 |
0 |
68 |
0 |
2 |
5 |
256 |
| Safety First Portfolio Choice |
0 |
0 |
0 |
3 |
0 |
0 |
10 |
347 |
| Securitization in the 1920's |
1 |
1 |
1 |
141 |
1 |
3 |
15 |
433 |
| Selection-Neglect in the NFT Bubble |
0 |
0 |
1 |
9 |
1 |
1 |
16 |
43 |
| Sharpening Sharpe Ratios |
0 |
0 |
1 |
917 |
5 |
8 |
31 |
2,970 |
| Sharpening Sharpe Ratios |
0 |
0 |
0 |
210 |
3 |
3 |
14 |
754 |
| Sharpening Sharpe Ratios |
0 |
0 |
0 |
307 |
3 |
3 |
18 |
899 |
| Short-Sales in Global Perspective |
0 |
0 |
0 |
143 |
1 |
1 |
10 |
404 |
| Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property |
0 |
0 |
0 |
110 |
0 |
0 |
7 |
829 |
| Suburbs and Cities |
0 |
0 |
0 |
42 |
0 |
0 |
9 |
192 |
| TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS |
0 |
0 |
0 |
1 |
1 |
3 |
14 |
481 |
| THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS |
0 |
0 |
0 |
1 |
1 |
1 |
14 |
770 |
| THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO |
0 |
0 |
0 |
3 |
3 |
4 |
19 |
962 |
| Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 |
0 |
0 |
0 |
55 |
6 |
8 |
26 |
134 |
| Testing the Predictive Power of Dividend Yields |
0 |
0 |
0 |
2 |
1 |
3 |
13 |
675 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
33 |
1 |
2 |
5 |
158 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
57 |
0 |
1 |
12 |
443 |
| The Development Of Corporate Performance Measures: Benchmarks Before EVA |
0 |
0 |
0 |
241 |
0 |
0 |
4 |
716 |
| The Development of Corporate Governance in Toulouse: 1372-1946 |
0 |
0 |
0 |
94 |
0 |
1 |
15 |
102 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
0 |
1 |
0 |
2 |
14 |
595 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
1 |
135 |
1 |
2 |
22 |
610 |
| The Dow Theory: William Peter Hamilton's Track Record Re-considered |
0 |
0 |
0 |
370 |
1 |
2 |
22 |
1,540 |
| The Economics of Aesthetics and Three Centuries of Art Price Records |
0 |
0 |
0 |
56 |
0 |
0 |
17 |
176 |
| The Economics of Aesthetics and Three Centuries of Art Price Records |
0 |
0 |
2 |
96 |
0 |
3 |
17 |
211 |
| The Effect of Seller Reserves on Market Index Estimation |
0 |
0 |
0 |
15 |
0 |
0 |
6 |
132 |
| The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control |
0 |
0 |
0 |
264 |
1 |
2 |
14 |
857 |
| The Impact of Clientele Changes: Evidence from Stock Splits |
0 |
0 |
1 |
113 |
0 |
1 |
13 |
537 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
126 |
0 |
0 |
14 |
416 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
0 |
2 |
2 |
10 |
254 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
59 |
0 |
0 |
6 |
266 |
| The Performance of Real Estate Portfolios: A Simulation Approach |
0 |
0 |
0 |
337 |
1 |
1 |
8 |
763 |
| The Policy Implications of Portfolio Choice in Underserved Mortgage Markets |
0 |
0 |
0 |
61 |
0 |
1 |
8 |
244 |
| The Present Value Relation Over Six Centuries: The Case of the Bazacle Company |
0 |
0 |
0 |
68 |
0 |
0 |
15 |
170 |
| The Subprime Crisis and House Price Appreciation |
0 |
0 |
0 |
135 |
2 |
2 |
17 |
458 |
| The present value relation over six centuries: The case of the Bazacle company |
0 |
0 |
0 |
0 |
1 |
1 |
16 |
45 |
| Tiebreaker: Certification and Multiple Credit Ratings |
0 |
0 |
0 |
73 |
0 |
0 |
14 |
323 |
| Trust and Delegation |
0 |
0 |
0 |
45 |
1 |
3 |
13 |
249 |
| Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals |
0 |
0 |
1 |
183 |
0 |
0 |
5 |
663 |
| Why Do Individual Investors Hold Under-Diversified Portfolios? |
1 |
1 |
13 |
2,379 |
6 |
12 |
74 |
6,915 |
| Will History Rhyme? The Past as Financial Future |
0 |
0 |
0 |
171 |
1 |
1 |
8 |
444 |
| Total Working Papers |
15 |
27 |
229 |
40,229 |
233 |
441 |
3,149 |
139,579 |
| 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 |
1 |
2 |
7 |
635 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
62 |
0 |
1 |
10 |
176 |
| A new historical database for the NYSE 1815 to 1925: Performance and predictability |
0 |
0 |
2 |
166 |
1 |
4 |
21 |
536 |
| Accounting for Taste: Art and the Financial Markets over Three Centuries |
4 |
6 |
39 |
1,054 |
7 |
13 |
97 |
2,405 |
| An analysis of the relative performance of Japanese and foreign money management |
0 |
0 |
0 |
19 |
1 |
4 |
23 |
147 |
| Art and Money |
0 |
1 |
3 |
139 |
3 |
6 |
41 |
602 |
| Art and gender: market bias or selection bias? |
2 |
3 |
13 |
66 |
3 |
5 |
37 |
247 |
| 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 |
5 |
19 |
97 |
406 |
| COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS |
1 |
2 |
9 |
168 |
2 |
6 |
35 |
457 |
| Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry |
0 |
0 |
1 |
141 |
1 |
4 |
54 |
552 |
| China and the world financial markets 1870–1939: Modern lessons from historical globalization1 |
0 |
0 |
0 |
48 |
0 |
1 |
11 |
153 |
| Clustering Methods for Real Estate Portfolios |
0 |
1 |
1 |
41 |
1 |
4 |
25 |
172 |
| Daily Momentum and Contrarian Behavior of Index Fund Investors |
1 |
1 |
1 |
49 |
2 |
3 |
15 |
273 |
| Day Trading International Mutual Funds: Evidence and Policy Solutions |
0 |
0 |
1 |
28 |
1 |
2 |
9 |
135 |
| Dispersion of opinion and stock returns |
0 |
0 |
2 |
80 |
0 |
0 |
9 |
256 |
| Efficiency and the Bear: Short Sales and Markets Around the World |
0 |
2 |
4 |
362 |
1 |
6 |
34 |
1,090 |
| Equity Portfolio Diversification |
0 |
4 |
24 |
401 |
7 |
29 |
114 |
1,461 |
| Estimating House Price Indexes in the Presence of Seller Reservation Prices |
0 |
0 |
2 |
96 |
0 |
1 |
17 |
310 |
| Estimating Private Equity Returns from Limited Partner Cash Flows |
6 |
15 |
38 |
215 |
8 |
24 |
82 |
521 |
| Global Stock Markets in the Twentieth Century |
1 |
2 |
19 |
269 |
2 |
9 |
51 |
833 |
| High‐Water Marks and Hedge Fund Management Contracts |
0 |
0 |
0 |
205 |
3 |
3 |
27 |
612 |
| Homogeneous Groupings of Metropolitan Housing Markets |
0 |
0 |
0 |
90 |
0 |
1 |
5 |
216 |
| Index Funds and Stock Market Growth |
0 |
0 |
1 |
378 |
1 |
1 |
18 |
1,473 |
| Investment beliefs of endowments |
0 |
0 |
1 |
18 |
0 |
0 |
15 |
69 |
| Is trading behavior stable across contexts? Evidence from style and multi-style investors |
0 |
0 |
0 |
3 |
1 |
1 |
10 |
42 |
| Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires |
0 |
0 |
1 |
6 |
0 |
0 |
8 |
37 |
| Long-Term Global Market Correlations |
0 |
3 |
12 |
936 |
1 |
10 |
81 |
2,544 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
0 |
5 |
121 |
1 |
4 |
24 |
463 |
| Momentum in Imperial Russia |
0 |
0 |
0 |
11 |
1 |
2 |
15 |
81 |
| Monthly Measurement of Daily Timers |
0 |
0 |
0 |
30 |
1 |
1 |
9 |
189 |
| Mutual fund styles |
0 |
0 |
1 |
438 |
2 |
3 |
22 |
1,077 |
| Negative bubbles: What happens after a crash |
0 |
0 |
0 |
9 |
0 |
1 |
9 |
60 |
| New evidence on the first financial bubble |
0 |
0 |
2 |
110 |
5 |
7 |
25 |
584 |
| Non-temporal Components of Residential Real Estate Appreciation |
0 |
0 |
1 |
155 |
1 |
4 |
16 |
1,440 |
| Offshore Hedge Funds: Survival and Performance, 1989-95 |
0 |
0 |
1 |
416 |
2 |
4 |
25 |
1,726 |
| Pairs Trading: Performance of a Relative-Value Arbitrage Rule |
6 |
9 |
26 |
1,268 |
48 |
113 |
249 |
3,731 |
| Patterns in Three Centuries of Stock Market Prices |
0 |
0 |
1 |
254 |
0 |
3 |
18 |
920 |
| Performance Persistence |
0 |
1 |
9 |
375 |
1 |
3 |
41 |
1,016 |
| Rain or Shine: Where is the Weather Effect? |
0 |
1 |
2 |
73 |
2 |
8 |
18 |
316 |
| Re-Emerging Markets |
0 |
0 |
0 |
24 |
0 |
1 |
9 |
174 |
| Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias |
0 |
0 |
0 |
89 |
0 |
0 |
8 |
551 |
| Risks and Incentives in Underserved Mortgage Markets |
0 |
0 |
0 |
27 |
0 |
1 |
13 |
158 |
| Survival |
0 |
1 |
3 |
82 |
1 |
7 |
19 |
246 |
| THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS |
0 |
2 |
7 |
531 |
1 |
6 |
26 |
1,060 |
| Testing the Predictive Power of Dividend Yields |
1 |
1 |
3 |
421 |
2 |
2 |
18 |
979 |
| The Accuracy of Real Estate Indices: Repeat Sale Estimators |
0 |
0 |
0 |
5 |
1 |
1 |
18 |
847 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
15 |
0 |
0 |
18 |
85 |
| The Efficient Market Theory and Evidence: Implications for Active Investment Management |
1 |
2 |
13 |
239 |
2 |
4 |
45 |
608 |
| The Japanese Open-End Fund Puzzle |
0 |
1 |
1 |
70 |
1 |
3 |
25 |
636 |
| The Single Family Home in the Investment Portfolio |
0 |
0 |
0 |
3 |
0 |
2 |
16 |
1,084 |
| The Subprime Crisis and House Price Appreciation |
0 |
0 |
0 |
82 |
1 |
4 |
20 |
414 |
| The economics of aesthetics and record prices for art since 1701 |
0 |
2 |
3 |
49 |
2 |
8 |
32 |
199 |
| The effect of the \"triple witching hour\" on stock market volatility |
0 |
0 |
0 |
0 |
1 |
4 |
13 |
5,671 |
| The present value relation over six centuries: The case of the Bazacle company |
0 |
0 |
1 |
16 |
2 |
2 |
14 |
112 |
| The pricing of soft and hard information: economic lessons from screenplay sales |
0 |
1 |
1 |
30 |
0 |
3 |
12 |
182 |
| Tiebreaker: Certification and Multiple Credit Ratings |
1 |
1 |
2 |
45 |
2 |
3 |
18 |
266 |
| Trust and delegation |
0 |
1 |
1 |
44 |
2 |
6 |
15 |
344 |
| Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index |
0 |
0 |
1 |
111 |
0 |
2 |
9 |
434 |
| Weather-Induced Mood, Institutional Investors, and Stock Returns |
0 |
0 |
4 |
81 |
1 |
3 |
27 |
377 |
| Total Journal Articles |
24 |
63 |
265 |
10,514 |
135 |
374 |
1,810 |
42,460 |