| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction |
0 |
0 |
0 |
21 |
1 |
1 |
2 |
81 |
| A rational pricing explanation for the failure of CAPM |
0 |
0 |
0 |
237 |
0 |
0 |
6 |
900 |
| A simple model of limited stock market participation |
1 |
1 |
2 |
35 |
2 |
2 |
5 |
108 |
| Accruals and the Conditional Equity Premium |
0 |
0 |
1 |
17 |
0 |
1 |
2 |
88 |
| Are investors more risk-averse during recessions? |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
94 |
| Average Idiosyncratic Volatility in G7 Countries |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
121 |
| DATA REVISIONS AND OUT‐OF‐SAMPLE STOCK RETURN PREDICTABILITY |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
96 |
| Does stock market volatility forecast returns? |
0 |
0 |
0 |
76 |
1 |
1 |
1 |
197 |
| Expected stock market returns and business investment |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
122 |
| Forecasting foreign exchange rates using idiosyncratic volatility |
0 |
0 |
0 |
62 |
1 |
1 |
1 |
211 |
| Foreign Exchange Volatility Is Priced in Equities |
0 |
0 |
0 |
7 |
1 |
2 |
2 |
130 |
| Foreign exchange rates are predictable! |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
149 |
| Higher risk does bring higher returns in stock markets worldwide |
0 |
0 |
1 |
19 |
0 |
0 |
3 |
79 |
| IPO First-Day Return and Ex Ante Equity Premium |
0 |
0 |
0 |
45 |
1 |
2 |
5 |
154 |
| Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns |
1 |
1 |
1 |
143 |
1 |
2 |
2 |
440 |
| International transmission of inflation among G-7 countries: A data-determined VAR analysis |
0 |
1 |
1 |
50 |
0 |
1 |
3 |
253 |
| Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model |
0 |
0 |
0 |
41 |
0 |
1 |
2 |
148 |
| Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
186 |
| Limited Stock Market Participation and Asset Prices in a Dynamic Economy |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
90 |
| Oil price volatility and U.S. macroeconomic activity |
0 |
2 |
6 |
327 |
2 |
6 |
23 |
1,034 |
| On the Out-of-Sample Predictability of Stock Market Returns |
0 |
0 |
2 |
491 |
0 |
1 |
6 |
1,284 |
| Reading inflation expectations from CPI futures |
0 |
0 |
1 |
106 |
0 |
0 |
1 |
290 |
| Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns |
0 |
0 |
1 |
55 |
0 |
0 |
2 |
288 |
| Stock market dispersion and unemployment |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
135 |
| Stock market returns, volatility, and future output |
1 |
2 |
2 |
316 |
1 |
3 |
8 |
1,031 |
| Stock market volatility: reading the meter |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
375 |
| Stock prices, firm size, and changes in the federal funds rate target |
0 |
0 |
1 |
66 |
0 |
0 |
2 |
186 |
| Stockholding is still highly concentrated |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
66 |
| The Risk‐Return Relation in International Stock Markets |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
125 |
| The less volatile U.S. economy |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
73 |
| Time-varying risk premia and the cross section of stock returns |
0 |
0 |
0 |
44 |
0 |
0 |
5 |
154 |
| Uncovering the Risk–Return Relation in the Stock Market |
0 |
1 |
6 |
410 |
0 |
3 |
14 |
1,465 |
| Volatile firms, stable economy |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
72 |
| Why are stock market returns correlated with future economic activities? |
0 |
0 |
1 |
132 |
0 |
1 |
2 |
492 |
| Why do stock prices react to the Fed? |
0 |
0 |
1 |
28 |
1 |
1 |
2 |
101 |
| Total Journal Articles |
3 |
8 |
29 |
3,089 |
14 |
32 |
108 |
10,818 |
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