| 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 |
0 |
0 |
1 |
81 |
| A rational pricing explanation for the failure of CAPM |
0 |
0 |
1 |
238 |
0 |
0 |
8 |
904 |
| A simple model of limited stock market participation |
0 |
0 |
1 |
35 |
1 |
1 |
3 |
109 |
| Accruals and the Conditional Equity Premium |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
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 |
122 |
| DATA REVISIONS AND OUT‐OF‐SAMPLE STOCK RETURN PREDICTABILITY |
0 |
0 |
0 |
18 |
0 |
2 |
4 |
100 |
| Does stock market volatility forecast returns? |
0 |
0 |
0 |
76 |
0 |
0 |
2 |
198 |
| Expected stock market returns and business investment |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
123 |
| Forecasting foreign exchange rates using idiosyncratic volatility |
0 |
0 |
0 |
62 |
1 |
1 |
2 |
212 |
| Foreign Exchange Volatility Is Priced in Equities |
0 |
0 |
0 |
7 |
0 |
0 |
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 |
0 |
19 |
0 |
0 |
1 |
79 |
| IPO First-Day Return and Ex Ante Equity Premium |
0 |
0 |
0 |
45 |
0 |
0 |
4 |
154 |
| Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns |
0 |
0 |
1 |
143 |
1 |
1 |
3 |
441 |
| International transmission of inflation among G-7 countries: A data-determined VAR analysis |
0 |
0 |
1 |
50 |
0 |
1 |
3 |
254 |
| Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model |
0 |
0 |
0 |
41 |
0 |
1 |
3 |
149 |
| Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence |
0 |
0 |
0 |
50 |
1 |
1 |
1 |
187 |
| Limited Stock Market Participation and Asset Prices in a Dynamic Economy |
0 |
0 |
0 |
18 |
0 |
2 |
2 |
92 |
| Oil price volatility and U.S. macroeconomic activity |
0 |
2 |
7 |
329 |
1 |
4 |
21 |
1,043 |
| On the Out-of-Sample Predictability of Stock Market Returns |
0 |
1 |
2 |
493 |
1 |
4 |
9 |
1,291 |
| Reading inflation expectations from CPI futures |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
291 |
| Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
288 |
| Stock market dispersion and unemployment |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
135 |
| Stock market returns, volatility, and future output |
1 |
1 |
4 |
318 |
1 |
6 |
12 |
1,040 |
| Stock market volatility: reading the meter |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
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 |
0 |
0 |
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 |
1 |
2 |
5 |
156 |
| Uncovering the Risk–Return Relation in the Stock Market |
1 |
1 |
4 |
412 |
1 |
2 |
10 |
1,469 |
| Volatile firms, stable economy |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
72 |
| Why are stock market returns correlated with future economic activities? |
0 |
0 |
0 |
132 |
0 |
0 |
1 |
492 |
| Why do stock prices react to the Fed? |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
101 |
| Total Journal Articles |
2 |
5 |
23 |
3,098 |
10 |
29 |
111 |
10,869 |
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