| 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 |
62 |
0 |
0 |
10 |
282 |
| A Century of Global Stock Markets |
0 |
0 |
1 |
370 |
3 |
3 |
5 |
825 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
190 |
0 |
0 |
2 |
539 |
| A Century of Global Stock Markets |
0 |
0 |
0 |
372 |
1 |
1 |
6 |
1,368 |
| A Longer Look at Dividend Yields |
0 |
0 |
0 |
208 |
2 |
2 |
5 |
543 |
| A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability |
0 |
0 |
1 |
98 |
2 |
5 |
6 |
321 |
| A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability |
0 |
0 |
0 |
434 |
1 |
2 |
12 |
1,635 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
233 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
358 |
| ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES |
0 |
0 |
0 |
0 |
1 |
4 |
11 |
596 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
282 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
315 |
| An Emerging Market: The NYSE From 1815 to 1871 |
0 |
0 |
1 |
76 |
0 |
0 |
4 |
263 |
| An Emerging Market: The NYSE From 1815 to 1871 |
0 |
0 |
0 |
141 |
0 |
1 |
12 |
423 |
| Art and Money |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
23 |
| Art and Money |
0 |
0 |
4 |
130 |
1 |
1 |
7 |
413 |
| Art and Money |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
92 |
| Art and Money |
0 |
0 |
1 |
2 |
2 |
3 |
5 |
109 |
| Attrition and Mutual Fund Performance |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
462 |
| BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
344 |
| Behavioral Factors in Mutual Fund Flows |
0 |
0 |
2 |
351 |
0 |
1 |
9 |
1,119 |
| Behavioral Factors in Mutual Fund Flows |
0 |
0 |
0 |
611 |
0 |
2 |
3 |
2,107 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
0 |
0 |
128 |
0 |
3 |
3 |
483 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
0 |
1 |
225 |
0 |
0 |
2 |
758 |
| Bubble Investing: Learning from History |
0 |
0 |
1 |
172 |
2 |
4 |
13 |
343 |
| Bubble Investors: What Were They Thinking? |
0 |
1 |
2 |
199 |
0 |
2 |
5 |
528 |
| China and the World Financial Markets 1870-1930 |
0 |
0 |
0 |
172 |
0 |
0 |
3 |
548 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization |
0 |
0 |
0 |
305 |
0 |
0 |
1 |
1,025 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
184 |
| China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) |
0 |
0 |
0 |
36 |
1 |
1 |
2 |
151 |
| China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) |
0 |
0 |
0 |
189 |
0 |
0 |
0 |
707 |
| Clustering Methods and Commercial Rents |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
274 |
| Clustering Methods for Real Estate Portfolios |
0 |
0 |
1 |
244 |
0 |
1 |
5 |
672 |
| Cohort Effects on Expected Co-Movement |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
19 |
| Commodity Funds as an Investment Asset |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
1,064 |
| Competition Among University Endowments |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
103 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
706 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
59 |
0 |
1 |
3 |
228 |
| Convergent Evolution Toward the Joint-Stock Company |
0 |
0 |
1 |
32 |
1 |
2 |
8 |
45 |
| Crash Beliefs From Investor Surveys |
0 |
0 |
0 |
98 |
2 |
4 |
11 |
334 |
| Crash Narratives |
2 |
3 |
11 |
89 |
5 |
8 |
30 |
183 |
| Daily Momentum And Contrarian Behavior Of Index Fund Investors |
0 |
0 |
0 |
148 |
0 |
2 |
3 |
582 |
| Daily Momentum And Contrarian Behavior Of Index Fund Investors |
0 |
0 |
0 |
176 |
0 |
1 |
1 |
851 |
| Daily Momentum and Contrarian Behavior of Index Fund Investors |
0 |
1 |
2 |
368 |
3 |
4 |
8 |
1,308 |
| Day Trading International Mutual Funds: Evidence And Policy Solutions |
0 |
0 |
1 |
169 |
4 |
5 |
8 |
866 |
| Dispersion of Opinion and Stock Returns |
0 |
0 |
1 |
173 |
1 |
1 |
4 |
563 |
| Dispersion of Opinion and Stock Returns |
0 |
0 |
0 |
86 |
0 |
1 |
2 |
331 |
| Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors |
0 |
0 |
0 |
38 |
1 |
2 |
2 |
195 |
| Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias |
0 |
0 |
0 |
184 |
0 |
0 |
0 |
526 |
| Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias |
0 |
0 |
0 |
81 |
0 |
0 |
1 |
267 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
246 |
0 |
0 |
1 |
708 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
200 |
| Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
349 |
| Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias |
0 |
0 |
0 |
77 |
0 |
0 |
2 |
230 |
| Diversification Decisions of Individual Investors and Asset Prices |
0 |
0 |
2 |
211 |
0 |
0 |
5 |
696 |
| Do Cities and Suburbs Cluster? |
0 |
0 |
0 |
37 |
1 |
1 |
2 |
137 |
| Do Winners Repeat? Patterns in Mutual Fund Behavior |
0 |
0 |
0 |
12 |
2 |
4 |
21 |
3,916 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
209 |
3 |
3 |
11 |
709 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
185 |
0 |
2 |
4 |
797 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
0 |
84 |
1 |
4 |
6 |
368 |
| Efficiency and the Bear: Short Sales and Markets around the World |
0 |
0 |
1 |
78 |
0 |
2 |
4 |
471 |
| Emotions and Subjective Crash Beliefs |
2 |
8 |
23 |
38 |
8 |
22 |
66 |
108 |
| Equity Portfolio Diversification |
0 |
0 |
5 |
644 |
1 |
2 |
18 |
1,979 |
| Equity Portfolio Diversification |
0 |
0 |
2 |
602 |
1 |
2 |
10 |
2,329 |
| Equity Portfolio Diversification |
0 |
0 |
0 |
152 |
0 |
0 |
3 |
500 |
| Estimating Indices in the Presence of Seller Reservation Prices |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
175 |
| Evidence on Retrieved Context: How History Matters |
0 |
0 |
0 |
14 |
1 |
1 |
1 |
18 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
272 |
1 |
1 |
3 |
833 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
401 |
1 |
1 |
4 |
911 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
127 |
0 |
0 |
2 |
430 |
| Fibonacci and the Financial Revolution |
0 |
0 |
0 |
130 |
0 |
1 |
3 |
369 |
| Fibonacci and the Financial Revolution |
0 |
2 |
3 |
344 |
3 |
8 |
11 |
1,116 |
| Fibonacci and the Financial Revolution |
0 |
0 |
0 |
270 |
0 |
2 |
4 |
788 |
| GDP Growth Expectations and Cash-flow Risk Premium |
4 |
4 |
4 |
4 |
6 |
6 |
6 |
6 |
| Global Real Estate Markets - Cycles and Fundamentals |
0 |
0 |
2 |
624 |
1 |
1 |
9 |
1,213 |
| Global Real Estate Markets: Cycles And Fundamentals |
0 |
0 |
0 |
944 |
1 |
1 |
2 |
2,049 |
| Global Real Estate Markets: Cycles And Fundamentals |
0 |
0 |
0 |
255 |
3 |
3 |
7 |
663 |
| Hedge Funds With Style |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
407 |
| Hedge Funds With Style |
0 |
0 |
0 |
436 |
1 |
2 |
3 |
1,176 |
| Hedge Funds With Style |
0 |
0 |
0 |
902 |
0 |
1 |
2 |
2,366 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
3 |
760 |
2 |
2 |
14 |
2,203 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
1 |
258 |
0 |
0 |
2 |
669 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
0 |
2 |
5 |
781 |
| Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
143 |
| High Water Marks |
0 |
1 |
2 |
208 |
0 |
2 |
4 |
1,009 |
| High Water Marks |
0 |
0 |
0 |
161 |
3 |
3 |
5 |
904 |
| High-Water Marks and Hedge Fund Management Contracts |
0 |
0 |
0 |
103 |
3 |
5 |
9 |
330 |
| High-Water Marks and Hedge Fund Management Contracts |
0 |
0 |
0 |
489 |
0 |
0 |
1 |
1,996 |
| History and the Equity Risk Premium |
1 |
3 |
5 |
911 |
1 |
4 |
15 |
2,548 |
| Home Equity Insurance: A Pilot Project |
0 |
0 |
0 |
178 |
0 |
0 |
2 |
759 |
| Index Funds and Stock Market Growth |
0 |
0 |
0 |
56 |
0 |
0 |
4 |
405 |
| Index Funds and Stock Market Growth |
0 |
0 |
2 |
443 |
1 |
2 |
8 |
2,074 |
| Index Funds and Stock Market Growth |
0 |
0 |
0 |
119 |
0 |
2 |
3 |
552 |
| Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty |
0 |
0 |
2 |
453 |
1 |
1 |
5 |
1,126 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
307 |
0 |
1 |
4 |
1,266 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
2 |
105 |
0 |
0 |
3 |
579 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
111 |
5 |
5 |
6 |
537 |
| Long-Term Global Market Correlations |
0 |
0 |
2 |
360 |
0 |
1 |
7 |
1,082 |
| Long-Term Global Market Correlations |
1 |
1 |
1 |
176 |
1 |
1 |
5 |
609 |
| Market Response to Mutual Fund Performance |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
435 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares |
0 |
0 |
0 |
89 |
2 |
3 |
4 |
355 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
119 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) |
0 |
0 |
0 |
86 |
0 |
1 |
2 |
316 |
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
123 |
| Momentum in Imperial Russia |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
94 |
| Monthly Measurement of Daily Timers |
0 |
0 |
0 |
64 |
0 |
0 |
2 |
298 |
| More Social Security, Not Less |
0 |
0 |
1 |
68 |
0 |
0 |
1 |
264 |
| Mutual Fund Styles |
0 |
0 |
1 |
578 |
0 |
0 |
5 |
1,352 |
| Negative Bubbles: What Happens After a Crash |
0 |
0 |
0 |
108 |
0 |
2 |
3 |
250 |
| New Evidence on the First Financial Bubble |
0 |
0 |
1 |
162 |
2 |
4 |
5 |
363 |
| Non-temporal Components of Residential Real Estate Appreciation |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
778 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
234 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
44 |
0 |
1 |
1 |
144 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
351 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
582 |
0 |
1 |
3 |
2,212 |
| Offshore Hedge Funds: Survival and Performance, 1989-1995 |
0 |
0 |
0 |
85 |
1 |
1 |
2 |
346 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
0 |
0 |
4 |
549 |
15 |
15 |
33 |
1,286 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
2 |
3 |
17 |
4,502 |
8 |
16 |
67 |
10,797 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
0 |
7 |
21 |
3,177 |
6 |
21 |
73 |
7,270 |
| Pairs Trading: Performance of a Relative Value Arbitrage Rule |
0 |
1 |
6 |
766 |
7 |
16 |
38 |
1,774 |
| Performance Persistence |
0 |
0 |
1 |
669 |
2 |
2 |
10 |
1,526 |
| Portfolio Diversification and City Agglomeration |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
480 |
| Portfolio Diversification, Proximity Investment and City Agglomeration |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
283 |
| Portfolio Diversification, Proximity Investment and City Agglomeration |
0 |
0 |
0 |
150 |
0 |
0 |
3 |
491 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
1 |
1 |
3 |
400 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
1 |
2 |
6 |
472 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
154 |
| Procyclical Stocks Earn Higher Returns |
0 |
2 |
9 |
27 |
0 |
2 |
14 |
62 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
0 |
155 |
0 |
1 |
3 |
1,144 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
0 |
159 |
1 |
2 |
4 |
983 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
0 |
107 |
0 |
0 |
1 |
521 |
| Re-Emerging Markets |
0 |
0 |
0 |
123 |
0 |
0 |
1 |
393 |
| Re-emerging Markets |
0 |
0 |
0 |
253 |
0 |
1 |
3 |
1,136 |
| Re-emerging Markets |
0 |
0 |
0 |
68 |
3 |
3 |
4 |
271 |
| Real and Private Value Assets |
0 |
0 |
0 |
2 |
0 |
4 |
8 |
24 |
| Real and Private-Value Assets |
0 |
0 |
2 |
9 |
0 |
0 |
3 |
47 |
| Risk Aversion and Clientele Effects |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
147 |
| Risks and Incentives in Underserved Mortgage Markets |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
251 |
| Safety First Portfolio Choice |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
337 |
| Securitization in the 1920's |
0 |
0 |
0 |
140 |
2 |
2 |
3 |
420 |
| Selection-Neglect in the NFT Bubble |
0 |
0 |
5 |
8 |
0 |
0 |
9 |
27 |
| Sharpening Sharpe Ratios |
0 |
0 |
0 |
307 |
1 |
1 |
3 |
882 |
| Sharpening Sharpe Ratios |
0 |
0 |
2 |
916 |
1 |
6 |
13 |
2,943 |
| Sharpening Sharpe Ratios |
0 |
0 |
0 |
210 |
0 |
0 |
5 |
740 |
| Short-Sales in Global Perspective |
0 |
0 |
0 |
143 |
0 |
1 |
3 |
394 |
| Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property |
0 |
0 |
0 |
110 |
1 |
3 |
5 |
824 |
| Suburbs and Cities |
0 |
0 |
0 |
42 |
1 |
1 |
2 |
184 |
| TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
468 |
| THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
757 |
| THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO |
0 |
0 |
0 |
3 |
0 |
1 |
4 |
943 |
| Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 |
0 |
1 |
2 |
55 |
1 |
2 |
8 |
109 |
| Testing the Predictive Power of Dividend Yields |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
662 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
153 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
431 |
| The Development Of Corporate Performance Measures: Benchmarks Before EVA |
0 |
0 |
1 |
241 |
1 |
1 |
5 |
713 |
| The Development of Corporate Governance in Toulouse: 1372-1946 |
0 |
0 |
0 |
94 |
0 |
0 |
3 |
87 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
0 |
1 |
1 |
1 |
12 |
582 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
1 |
5 |
134 |
0 |
3 |
20 |
590 |
| The Dow Theory: William Peter Hamilton's Track Record Re-considered |
0 |
0 |
0 |
370 |
1 |
3 |
8 |
1,521 |
| The Economics of Aesthetics and Three Centuries of Art Price Records |
1 |
2 |
2 |
96 |
1 |
3 |
3 |
197 |
| The Economics of Aesthetics and Three Centuries of Art Price Records |
0 |
0 |
0 |
56 |
2 |
4 |
7 |
162 |
| The Effect of Seller Reserves on Market Index Estimation |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
126 |
| The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control |
0 |
0 |
0 |
264 |
1 |
2 |
5 |
844 |
| The Impact of Clientele Changes: Evidence from Stock Splits |
0 |
1 |
1 |
112 |
0 |
1 |
7 |
524 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
244 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
126 |
1 |
1 |
1 |
403 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
260 |
| The Performance of Real Estate Portfolios: A Simulation Approach |
0 |
0 |
0 |
337 |
1 |
2 |
4 |
757 |
| The Policy Implications of Portfolio Choice in Underserved Mortgage Markets |
0 |
0 |
0 |
61 |
1 |
1 |
1 |
237 |
| The Present Value Relation Over Six Centuries: The Case of the Bazacle Company |
0 |
0 |
0 |
68 |
0 |
0 |
3 |
155 |
| The Subprime Crisis and House Price Appreciation |
0 |
0 |
1 |
135 |
1 |
1 |
9 |
442 |
| The present value relation over six centuries: The case of the Bazacle company |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
30 |
| Tiebreaker: Certification and Multiple Credit Ratings |
0 |
0 |
1 |
73 |
2 |
3 |
13 |
311 |
| Trust and Delegation |
0 |
0 |
0 |
45 |
1 |
2 |
3 |
237 |
| Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals |
0 |
0 |
0 |
182 |
0 |
0 |
1 |
658 |
| Why Do Individual Investors Hold Under-Diversified Portfolios? |
3 |
6 |
30 |
2,370 |
7 |
18 |
94 |
6,855 |
| Will History Rhyme? The Past as Financial Future |
0 |
0 |
0 |
171 |
0 |
0 |
3 |
436 |
| Total Working Papers |
16 |
48 |
207 |
40,031 |
170 |
345 |
1,143 |
136,676 |
| 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 |
3 |
185 |
1 |
1 |
9 |
629 |
| A Spatial Model of Housing Returns and Neighborhood Substitutability |
0 |
0 |
0 |
62 |
1 |
2 |
3 |
168 |
| A new historical database for the NYSE 1815 to 1925: Performance and predictability |
0 |
1 |
1 |
165 |
1 |
3 |
5 |
517 |
| Accounting for Taste: Art and the Financial Markets over Three Centuries |
4 |
9 |
48 |
1,022 |
13 |
24 |
93 |
2,329 |
| An analysis of the relative performance of Japanese and foreign money management |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
125 |
| Art and Money |
0 |
1 |
5 |
137 |
2 |
9 |
21 |
569 |
| Art and gender: market bias or selection bias? |
2 |
3 |
6 |
56 |
12 |
15 |
29 |
224 |
| Beauty is in the bid of the beholder: An empirical basis for style |
0 |
1 |
1 |
10 |
0 |
1 |
3 |
60 |
| British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach |
0 |
0 |
0 |
53 |
13 |
27 |
31 |
335 |
| COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS |
1 |
3 |
13 |
162 |
4 |
8 |
30 |
429 |
| Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry |
0 |
1 |
3 |
140 |
0 |
3 |
10 |
499 |
| China and the world financial markets 1870–1939: Modern lessons from historical globalization1 |
0 |
0 |
2 |
48 |
0 |
0 |
5 |
142 |
| Clustering Methods for Real Estate Portfolios |
0 |
0 |
2 |
40 |
3 |
4 |
9 |
151 |
| Daily Momentum and Contrarian Behavior of Index Fund Investors |
0 |
0 |
0 |
48 |
0 |
2 |
5 |
259 |
| Day Trading International Mutual Funds: Evidence and Policy Solutions |
0 |
1 |
1 |
27 |
0 |
1 |
3 |
126 |
| Dispersion of opinion and stock returns |
0 |
0 |
2 |
78 |
0 |
0 |
5 |
247 |
| Efficiency and the Bear: Short Sales and Markets Around the World |
0 |
2 |
9 |
359 |
0 |
9 |
31 |
1,058 |
| Equity Portfolio Diversification |
2 |
3 |
27 |
380 |
6 |
12 |
80 |
1,357 |
| Estimating House Price Indexes in the Presence of Seller Reservation Prices |
1 |
1 |
1 |
95 |
2 |
3 |
7 |
296 |
| Estimating Private Equity Returns from Limited Partner Cash Flows |
6 |
12 |
26 |
184 |
10 |
18 |
50 |
452 |
| Global Stock Markets in the Twentieth Century |
3 |
7 |
14 |
255 |
5 |
10 |
35 |
789 |
| High‐Water Marks and Hedge Fund Management Contracts |
0 |
0 |
1 |
205 |
4 |
5 |
11 |
590 |
| Homogeneous Groupings of Metropolitan Housing Markets |
0 |
0 |
1 |
90 |
0 |
0 |
2 |
211 |
| Index Funds and Stock Market Growth |
0 |
0 |
1 |
377 |
1 |
2 |
14 |
1,457 |
| Investment beliefs of endowments |
0 |
0 |
0 |
17 |
1 |
1 |
2 |
55 |
| Is trading behavior stable across contexts? Evidence from style and multi-style investors |
0 |
0 |
0 |
3 |
0 |
1 |
6 |
33 |
| Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires |
0 |
0 |
0 |
5 |
1 |
2 |
4 |
31 |
| Long-Term Global Market Correlations |
2 |
2 |
20 |
926 |
5 |
9 |
52 |
2,470 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
1 |
3 |
117 |
2 |
5 |
17 |
443 |
| Momentum in Imperial Russia |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
67 |
| Monthly Measurement of Daily Timers |
0 |
0 |
0 |
30 |
1 |
1 |
6 |
181 |
| Mutual fund styles |
0 |
1 |
1 |
437 |
1 |
5 |
12 |
1,057 |
| Negative bubbles: What happens after a crash |
0 |
0 |
0 |
9 |
1 |
1 |
5 |
52 |
| New evidence on the first financial bubble |
0 |
0 |
2 |
108 |
3 |
8 |
17 |
563 |
| Non-temporal Components of Residential Real Estate Appreciation |
0 |
0 |
2 |
154 |
0 |
2 |
7 |
1,425 |
| Offshore Hedge Funds: Survival and Performance, 1989-95 |
0 |
0 |
5 |
415 |
2 |
5 |
18 |
1,703 |
| Pairs Trading: Performance of a Relative-Value Arbitrage Rule |
1 |
2 |
10 |
1,244 |
25 |
36 |
103 |
3,512 |
| Patterns in Three Centuries of Stock Market Prices |
0 |
1 |
2 |
253 |
1 |
5 |
14 |
903 |
| Performance Persistence |
1 |
2 |
4 |
368 |
6 |
8 |
16 |
982 |
| Rain or Shine: Where is the Weather Effect? |
0 |
0 |
1 |
71 |
0 |
1 |
6 |
298 |
| Re-Emerging Markets |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
166 |
| Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias |
0 |
0 |
0 |
89 |
1 |
1 |
4 |
544 |
| Risks and Incentives in Underserved Mortgage Markets |
0 |
0 |
0 |
27 |
3 |
3 |
3 |
148 |
| Survival |
0 |
0 |
1 |
79 |
2 |
5 |
16 |
230 |
| THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS |
1 |
2 |
12 |
526 |
2 |
7 |
22 |
1,040 |
| Testing the Predictive Power of Dividend Yields |
0 |
0 |
5 |
418 |
2 |
2 |
11 |
963 |
| The Accuracy of Real Estate Indices: Repeat Sale Estimators |
0 |
0 |
0 |
5 |
2 |
2 |
10 |
831 |
| The Bias of the RSR Estimator and the Accuracy of Some Alternatives |
0 |
0 |
0 |
15 |
0 |
2 |
6 |
68 |
| The Efficient Market Theory and Evidence: Implications for Active Investment Management |
3 |
4 |
17 |
229 |
5 |
7 |
37 |
568 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
69 |
0 |
0 |
3 |
611 |
| The Single Family Home in the Investment Portfolio |
0 |
0 |
0 |
3 |
0 |
1 |
8 |
1,068 |
| The Subprime Crisis and House Price Appreciation |
0 |
0 |
2 |
82 |
0 |
2 |
10 |
394 |
| The economics of aesthetics and record prices for art since 1701 |
0 |
0 |
0 |
46 |
0 |
3 |
6 |
167 |
| The effect of the \"triple witching hour\" on stock market volatility |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
5,658 |
| The present value relation over six centuries: The case of the Bazacle company |
1 |
1 |
2 |
16 |
1 |
4 |
12 |
101 |
| The pricing of soft and hard information: economic lessons from screenplay sales |
0 |
0 |
0 |
29 |
1 |
1 |
12 |
171 |
| Tiebreaker: Certification and Multiple Credit Ratings |
0 |
0 |
1 |
43 |
1 |
3 |
11 |
251 |
| Trust and delegation |
0 |
0 |
3 |
43 |
1 |
1 |
10 |
330 |
| Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index |
0 |
2 |
4 |
111 |
1 |
3 |
7 |
427 |
| Weather-Induced Mood, Institutional Investors, and Stock Returns |
2 |
3 |
7 |
80 |
3 |
7 |
18 |
356 |
| Total Journal Articles |
30 |
66 |
271 |
10,299 |
154 |
306 |
987 |
40,886 |