| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Measures of Abnormal Performance on a Sample of Monthly Mutual Fund Returns, formerly titled; The Evaluation of Mutual Fund Performance: An Analysis of Monthly Returns |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
43 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
0 |
2 |
7 |
17 |
831 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
2 |
9 |
2 |
4 |
14 |
58 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
221 |
0 |
1 |
14 |
665 |
| Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns |
0 |
3 |
12 |
12 |
0 |
11 |
29 |
29 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
3 |
0 |
0 |
5 |
27 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
136 |
1 |
2 |
10 |
613 |
| Distance, Language, and Culture Bias: The Role of Investor Sophistication |
0 |
0 |
4 |
148 |
1 |
2 |
16 |
481 |
| Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
29 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
3 |
9 |
25 |
813 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
2 |
12 |
68 |
669 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
2 |
1 |
1 |
6 |
29 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
341 |
0 |
0 |
8 |
1,146 |
| Information Aggregation, Security Design and Currency Swaps |
0 |
0 |
0 |
123 |
0 |
3 |
12 |
970 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
0 |
24 |
0 |
0 |
8 |
142 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
0 |
181 |
0 |
1 |
7 |
1,871 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
1 |
6 |
0 |
1 |
8 |
54 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
1 |
3 |
0 |
0 |
15 |
38 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
0 |
0 |
7 |
2 |
4 |
38 |
950 |
| Portfolio Performance Evaluation: Old Issues and New Insights |
0 |
0 |
0 |
1 |
2 |
6 |
21 |
1,390 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
0 |
3 |
390 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
0 |
4 |
150 |
| Positive Portfolio Factors |
0 |
0 |
0 |
140 |
0 |
0 |
3 |
463 |
| Prospect Theory, Mental Accounting, and Momentum |
0 |
4 |
12 |
102 |
4 |
11 |
36 |
333 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
1 |
6 |
226 |
1 |
4 |
21 |
851 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
1 |
2 |
6 |
32 |
435 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
0 |
1 |
5 |
18 |
253 |
| Tax Loss Trading and Wash Sales |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
34 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
1 |
73 |
0 |
0 |
7 |
933 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
12 |
1 |
2 |
8 |
170 |
| The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence |
0 |
0 |
0 |
43 |
0 |
0 |
9 |
193 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
3 |
0 |
1 |
10 |
33 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
249 |
1 |
1 |
9 |
560 |
| The Disposition Effect and Momentum |
0 |
4 |
10 |
763 |
11 |
31 |
72 |
2,843 |
| The Disposition Effect and Momentum |
0 |
0 |
3 |
88 |
2 |
6 |
19 |
278 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
200 |
2 |
3 |
12 |
612 |
| The Disposition Effect and Momentum |
0 |
1 |
2 |
9 |
0 |
4 |
13 |
103 |
| The Impact of Performance-Based Fees on Pension Fund Management |
0 |
0 |
0 |
7 |
0 |
1 |
5 |
25 |
| The Jensen Measure and Errors in Variables: A Note |
1 |
1 |
1 |
3 |
1 |
1 |
5 |
27 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
101 |
0 |
0 |
2 |
454 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
5 |
2 |
3 |
15 |
44 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
16 |
1 |
2 |
9 |
121 |
| What Makes Investors Trade? |
4 |
5 |
14 |
342 |
7 |
13 |
43 |
841 |
| Total Working Papers |
5 |
19 |
70 |
3,780 |
52 |
158 |
683 |
20,994 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Put Option Paradox |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
47 |
| A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques |
1 |
9 |
27 |
328 |
14 |
37 |
108 |
799 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
1 |
1 |
2 |
47 |
2 |
6 |
14 |
117 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
2 |
58 |
1 |
2 |
18 |
221 |
| Approximate Factor Structures: Interpretations and Implications for Empirical Tests |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
74 |
| Debt policy, corporate taxes, and discount rates |
0 |
0 |
0 |
49 |
2 |
3 |
14 |
298 |
| Do Industries Explain Momentum? |
0 |
0 |
7 |
519 |
0 |
2 |
42 |
1,840 |
| Factor pricing in a finite economy |
0 |
0 |
1 |
157 |
2 |
4 |
17 |
432 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
1 |
3 |
7 |
205 |
3 |
7 |
24 |
612 |
| How Distance, Language, and Culture Influence Stockholdings and Trades |
2 |
5 |
21 |
216 |
10 |
17 |
58 |
845 |
| IQ and Stock Market Participation |
1 |
3 |
19 |
90 |
4 |
11 |
59 |
291 |
| IQ, trading behavior, and performance |
3 |
11 |
37 |
148 |
10 |
33 |
97 |
578 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
0 |
49 |
0 |
1 |
9 |
384 |
| Market Power in a Securities Market with Endogenous Information |
0 |
0 |
0 |
57 |
0 |
3 |
7 |
145 |
| Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
5 |
23 |
85 |
1,670 |
23 |
77 |
267 |
4,975 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
4 |
11 |
46 |
1,330 |
9 |
33 |
136 |
3,953 |
| Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns |
4 |
12 |
54 |
2,085 |
12 |
38 |
160 |
5,519 |
| Predicting stock price movements from past returns: the role of consistency and tax-loss selling |
2 |
7 |
44 |
281 |
8 |
22 |
105 |
852 |
| Prospect theory, mental accounting, and momentum |
6 |
9 |
20 |
505 |
13 |
25 |
102 |
1,408 |
| Relative Pricing of Eurodollar Features and Forward Contracts |
0 |
1 |
4 |
108 |
0 |
2 |
18 |
457 |
| Sensation Seeking, Overconfidence, and Trading Activity |
2 |
4 |
17 |
272 |
7 |
19 |
78 |
953 |
| Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
1 |
4 |
107 |
0 |
6 |
36 |
428 |
| Tax-loss trading and wash sales |
0 |
0 |
0 |
41 |
2 |
4 |
12 |
267 |
| The Persistence of Mutual Fund Performance |
1 |
8 |
32 |
507 |
4 |
17 |
75 |
1,296 |
| The Relation between Mean-Variance Efficiency and Arbitrage Pricing |
0 |
0 |
5 |
127 |
1 |
3 |
18 |
382 |
| The investment behavior and performance of various investor types: a study of Finland's unique data set |
2 |
7 |
24 |
879 |
6 |
12 |
88 |
2,065 |
| The valuation effects of stock splits and stock dividends |
6 |
18 |
38 |
589 |
10 |
37 |
100 |
1,921 |
| What Makes Investors Trade? |
1 |
3 |
9 |
161 |
3 |
9 |
29 |
477 |
| Total Journal Articles |
42 |
136 |
505 |
10,619 |
146 |
431 |
1,696 |
31,636 |
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