| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| ... and the Cross-Section of Expected Returns |
3 |
6 |
14 |
263 |
15 |
61 |
94 |
595 |
| A Corporate Beauty Contest |
0 |
0 |
0 |
50 |
1 |
10 |
16 |
342 |
| An Anatomy of Crypto-Enabled Cybercrimes |
1 |
1 |
1 |
15 |
2 |
5 |
20 |
58 |
| An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns |
0 |
0 |
0 |
194 |
3 |
13 |
19 |
1,244 |
| Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
25 |
| Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? |
0 |
0 |
0 |
35 |
1 |
9 |
11 |
209 |
| Capital Allocation and Delegation of Decision-Making Authority within Firms |
0 |
1 |
1 |
46 |
4 |
17 |
26 |
326 |
| Capital Flows and the Behavior of Emerging Market Equity Returns |
0 |
0 |
0 |
679 |
0 |
11 |
18 |
2,458 |
| Conditional Asset Allocation in Emerging Markets |
0 |
0 |
0 |
394 |
2 |
10 |
17 |
1,587 |
| Conditioning Variables and the Cross-Section of Stock Returns |
0 |
0 |
1 |
724 |
1 |
8 |
18 |
2,485 |
| Corporate Culture: Evidence from the Field |
0 |
0 |
0 |
133 |
1 |
11 |
24 |
501 |
| Dating the Integration of World Equity Markets |
0 |
0 |
0 |
337 |
3 |
12 |
19 |
1,627 |
| Does Financial Liberalization Spur Growth? |
0 |
0 |
0 |
967 |
2 |
9 |
20 |
2,842 |
| Does Financial Liberalization Spur Growth? |
0 |
0 |
2 |
981 |
5 |
17 |
33 |
2,573 |
| Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
347 |
0 |
4 |
8 |
773 |
| Dynamic Trading Strategies and Portfolio Choice |
1 |
1 |
1 |
142 |
1 |
4 |
5 |
464 |
| Economic, Financial, and Fundamental Global Risk In and Out of the EMU |
0 |
0 |
0 |
282 |
1 |
6 |
15 |
1,329 |
| Editorial: Understanding Cryptocurrencies |
1 |
1 |
2 |
25 |
3 |
6 |
17 |
106 |
| Emerging Equity Market Volatility |
0 |
0 |
4 |
2,940 |
3 |
11 |
28 |
8,341 |
| Emerging Equity Markets and Economic Development |
0 |
0 |
1 |
573 |
1 |
7 |
11 |
1,673 |
| Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective |
0 |
0 |
0 |
387 |
1 |
13 |
26 |
1,445 |
| False (and Missed) Discoveries in Financial Economics |
0 |
0 |
0 |
31 |
5 |
8 |
19 |
103 |
| Financial Openness and Productivity |
0 |
0 |
0 |
174 |
0 |
16 |
22 |
580 |
| Foreign Speculators and Emerging Equity Markets |
0 |
0 |
0 |
218 |
0 |
4 |
6 |
843 |
| Foreign Speculators and Emerging Equity Markets |
0 |
0 |
1 |
772 |
2 |
6 |
16 |
2,994 |
| Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing |
0 |
0 |
2 |
420 |
1 |
11 |
16 |
1,752 |
| Global Growth Opportunities and Market Integration |
0 |
1 |
1 |
310 |
3 |
8 |
12 |
1,752 |
| Growth Volatility and Financial Liberalization |
0 |
0 |
0 |
450 |
0 |
8 |
15 |
1,171 |
| International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
12 |
0 |
8 |
10 |
110 |
| Investor Competence, Trading Frequency, and Home Bias |
0 |
1 |
2 |
240 |
1 |
13 |
21 |
973 |
| Liquidity Management and Corporate Investment During a Financial Crisis |
0 |
0 |
1 |
151 |
1 |
7 |
18 |
428 |
| Liquidity and Expected Returns: Lessons from Emerging Markets |
0 |
0 |
0 |
152 |
3 |
12 |
23 |
584 |
| Machine Learning Meets Markowitz |
24 |
24 |
24 |
24 |
25 |
28 |
28 |
28 |
| Managerial Miscalibration |
0 |
0 |
0 |
74 |
1 |
8 |
13 |
503 |
| Managerial Miscalibration |
0 |
1 |
1 |
55 |
1 |
12 |
17 |
337 |
| Managerial Overconfidence and Corporate Policies |
0 |
0 |
2 |
323 |
3 |
8 |
34 |
1,210 |
| Market Integration and Contagion |
0 |
0 |
1 |
649 |
0 |
7 |
14 |
1,609 |
| Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations |
0 |
0 |
0 |
193 |
0 |
2 |
10 |
1,015 |
| Payout Policy in the 21st Century |
0 |
0 |
1 |
936 |
8 |
20 |
38 |
3,093 |
| Political Risk Spreads |
1 |
1 |
4 |
96 |
4 |
10 |
24 |
381 |
| Predictable Risk and Returns in Emerging Markets |
0 |
0 |
1 |
1,398 |
0 |
8 |
23 |
4,199 |
| Rethinking Performance Evaluation |
0 |
0 |
0 |
50 |
1 |
11 |
22 |
118 |
| Sources of Risk and Expected Returns in Global Equity Markets |
0 |
0 |
2 |
528 |
0 |
4 |
11 |
1,700 |
| The Dynamics of Emerging Market Equity Flows |
0 |
0 |
0 |
314 |
0 |
1 |
7 |
1,519 |
| The Economic Implications of Corporate Financial Reporting |
1 |
4 |
8 |
670 |
7 |
31 |
59 |
2,436 |
| The Effect of Capital Structure When Expected Agency Costs are Extreme |
0 |
0 |
0 |
535 |
2 |
12 |
23 |
1,775 |
| The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
21 |
2 |
3 |
7 |
189 |
| The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
70 |
1 |
10 |
16 |
254 |
| The Golden Dilemma |
2 |
5 |
9 |
232 |
19 |
51 |
87 |
948 |
| The Impact of the Federal Reserve Bank's Open Market Operations |
0 |
0 |
0 |
432 |
4 |
10 |
21 |
2,999 |
| The Persistence of Miscalibration |
0 |
0 |
0 |
10 |
0 |
13 |
19 |
68 |
| The Real Effects of Financial Constraints: Evidence from a Financial Crisis |
1 |
4 |
6 |
336 |
5 |
15 |
32 |
1,231 |
| The Tactical and Strategic Value of Commodity Futures |
0 |
0 |
1 |
546 |
1 |
11 |
20 |
1,527 |
| The Unintended Consequences of Rebalancing |
2 |
2 |
16 |
16 |
8 |
21 |
42 |
42 |
| Time-Varying World Market Integration |
0 |
0 |
1 |
1,072 |
3 |
29 |
43 |
2,926 |
| Understanding Cryptocurrencies |
0 |
0 |
2 |
37 |
0 |
9 |
16 |
148 |
| What Determines Expected International Asset Returns? |
0 |
0 |
0 |
21 |
0 |
2 |
4 |
258 |
| What Determines Expected International Asset Returns? |
0 |
0 |
0 |
196 |
0 |
6 |
10 |
989 |
| What Segments Equity Markets? |
0 |
0 |
0 |
81 |
5 |
26 |
44 |
353 |
| What Segments Equity Markets? |
0 |
0 |
0 |
16 |
0 |
17 |
22 |
233 |
| What Segments Equity Markets? |
0 |
0 |
0 |
80 |
3 |
11 |
18 |
408 |
| What Threshold Should be Applied to Tests of Factor Models? |
13 |
13 |
13 |
13 |
10 |
10 |
10 |
10 |
| What determines expected international asset returns ? |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
41 |
| What determines expected international asset returns ? |
0 |
0 |
0 |
0 |
0 |
5 |
10 |
35 |
| Total Working Papers |
50 |
66 |
126 |
21,468 |
179 |
761 |
1,374 |
74,875 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Corporate Beauty Contest |
1 |
1 |
2 |
9 |
2 |
11 |
26 |
80 |
| A View Inside Corporate Risk Management |
0 |
1 |
8 |
37 |
3 |
12 |
34 |
124 |
| Access to Liquidity and Corporate Investment in Europe during the Financial Crisis |
0 |
0 |
0 |
19 |
1 |
4 |
9 |
129 |
| An Anatomy of Crypto-Enabled Cybercrimes |
0 |
0 |
2 |
2 |
2 |
9 |
22 |
22 |
| An Evaluation of Alternative Multiple Testing Methods for Finance Applications |
0 |
2 |
9 |
55 |
2 |
9 |
29 |
168 |
| Are correlations of stock returns justified by subsequent changes in national outputs? |
0 |
0 |
0 |
85 |
0 |
5 |
12 |
357 |
| Autoregressive Conditional Skewness |
0 |
0 |
0 |
99 |
3 |
16 |
23 |
368 |
| Bayesian inference in asset pricing tests |
0 |
0 |
0 |
87 |
3 |
13 |
13 |
238 |
| Breaking Bad Trends |
2 |
2 |
4 |
4 |
3 |
7 |
16 |
20 |
| Capital allocation and delegation of decision-making authority within firms |
1 |
1 |
6 |
104 |
5 |
17 |
40 |
448 |
| Conditional Skewness in Asset Pricing Tests |
2 |
7 |
12 |
571 |
12 |
39 |
72 |
1,646 |
| Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence |
1 |
1 |
3 |
4 |
2 |
15 |
25 |
33 |
| Conditioning Variables and the Cross Section of Stock Returns |
2 |
2 |
5 |
204 |
5 |
17 |
30 |
665 |
| Conquering Misperceptions about Commodity Futures Investing |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
7 |
| Corporate culture in a new era: Views from the C‐suite |
1 |
1 |
1 |
3 |
3 |
13 |
13 |
25 |
| Corporate culture: Evidence from the field |
0 |
0 |
3 |
19 |
7 |
17 |
51 |
123 |
| Corporate culture: The interview evidence |
1 |
1 |
1 |
3 |
3 |
6 |
10 |
26 |
| Cross-sectional alpha dispersion and performance evaluation |
0 |
0 |
0 |
14 |
16 |
41 |
43 |
118 |
| Dating the integration of world equity markets |
0 |
1 |
2 |
297 |
0 |
7 |
20 |
1,285 |
| Demographics and International Investments |
0 |
0 |
0 |
0 |
0 |
7 |
11 |
13 |
| Detecting Repeatable Performance |
0 |
1 |
1 |
15 |
0 |
3 |
7 |
72 |
| Dividends and S&P 100 index option valuation |
1 |
1 |
3 |
22 |
1 |
6 |
12 |
60 |
| Does financial liberalization spur growth? |
3 |
4 |
9 |
743 |
8 |
28 |
63 |
2,149 |
| Earnings quality: Evidence from the field |
1 |
3 |
17 |
252 |
9 |
27 |
84 |
959 |
| Economic and Financial Integration in Europe |
0 |
0 |
0 |
4 |
0 |
3 |
6 |
28 |
| Editor's Choice … and the Cross-Section of Expected Returns |
4 |
8 |
18 |
284 |
16 |
43 |
99 |
1,115 |
| Editorial: Replication in Financial Economics |
0 |
0 |
0 |
27 |
0 |
9 |
37 |
134 |
| Emerging equity market volatility |
1 |
3 |
16 |
804 |
13 |
36 |
78 |
2,107 |
| Emerging equity markets and economic development |
0 |
0 |
0 |
246 |
1 |
13 |
22 |
821 |
| Emerging equity markets in a globalized world |
1 |
1 |
3 |
6 |
6 |
18 |
37 |
50 |
| Emerging markets finance |
2 |
4 |
14 |
311 |
6 |
35 |
108 |
1,008 |
| Equity Market Liberalization in Emerging Markets |
0 |
0 |
0 |
32 |
0 |
3 |
4 |
148 |
| Equity market liberalization in emerging markets |
0 |
0 |
2 |
172 |
3 |
8 |
21 |
452 |
| False (and Missed) Discoveries in Financial Economics |
1 |
1 |
1 |
22 |
3 |
14 |
31 |
125 |
| Financial Openness and Productivity |
0 |
0 |
5 |
196 |
4 |
8 |
37 |
848 |
| Foreign Speculators and Emerging Equity Markets |
1 |
5 |
23 |
302 |
5 |
31 |
86 |
1,189 |
| Fundamental determinants of national equity market returns: A perspective on conditional asset pricing |
0 |
0 |
1 |
118 |
1 |
8 |
19 |
537 |
| Global Growth Opportunities and Market Integration |
1 |
3 |
6 |
143 |
2 |
11 |
21 |
633 |
| Globalization and Asset Returns |
1 |
1 |
2 |
24 |
2 |
7 |
17 |
153 |
| Gold, the Golden Constant, and Déjà Vu |
1 |
3 |
3 |
3 |
4 |
8 |
10 |
10 |
| Grading the Performance of Market-Timing Newsletters |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
5 |
| HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? |
2 |
4 |
10 |
496 |
4 |
14 |
29 |
1,566 |
| How to Write an Effective Referee Report and Improve the Scientific Review Process |
1 |
1 |
8 |
106 |
4 |
22 |
45 |
377 |
| International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
46 |
0 |
9 |
9 |
185 |
| International business and decentralized finance |
0 |
0 |
3 |
5 |
2 |
11 |
24 |
37 |
| Investor Competence, Trading Frequency, and Home Bias |
0 |
2 |
2 |
77 |
3 |
13 |
27 |
436 |
| Is Sector Neutrality in Factor Investing a Mistake? |
0 |
0 |
3 |
3 |
1 |
6 |
12 |
14 |
| Liquidity Management and Corporate Investment During a Financial Crisis |
0 |
0 |
4 |
223 |
0 |
12 |
35 |
853 |
| Liquidity and Expected Returns: Lessons from Emerging Markets |
0 |
0 |
7 |
171 |
3 |
14 |
39 |
665 |
| Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence |
3 |
5 |
8 |
30 |
10 |
22 |
51 |
124 |
| Lucky factors |
0 |
1 |
4 |
71 |
2 |
13 |
28 |
267 |
| Managerial Response to the May 2003 Dividend Tax Cut |
0 |
0 |
1 |
18 |
2 |
4 |
11 |
139 |
| Managerial attitudes and corporate actions |
0 |
4 |
19 |
344 |
9 |
30 |
72 |
1,384 |
| Market Integration and Contagion |
0 |
2 |
10 |
1,085 |
11 |
30 |
80 |
2,863 |
| Market timing ability and volatility implied in investment newsletters' asset allocation recommendations |
0 |
0 |
1 |
180 |
4 |
7 |
15 |
717 |
| Measurement Error and Nonlinearity in the Earnings-Returns Relation |
0 |
0 |
1 |
50 |
0 |
2 |
7 |
178 |
| Momentum turning points |
0 |
1 |
5 |
21 |
10 |
44 |
65 |
122 |
| Payout policy in the 21st century |
0 |
5 |
11 |
1,638 |
6 |
46 |
117 |
4,765 |
| Political Risk, Economic Risk, and Financial Risk |
1 |
4 |
18 |
20 |
10 |
21 |
57 |
63 |
| Political risk and international valuation |
0 |
2 |
11 |
62 |
3 |
18 |
54 |
294 |
| Political risk spreads |
1 |
1 |
12 |
92 |
4 |
15 |
65 |
479 |
| Portfolio selection with higher moments |
0 |
0 |
0 |
106 |
3 |
14 |
30 |
400 |
| Predictable Risk and Returns in Emerging Markets |
0 |
3 |
6 |
685 |
3 |
13 |
54 |
2,160 |
| Presidential Address: The Scientific Outlook in Financial Economics |
1 |
2 |
4 |
72 |
5 |
13 |
27 |
254 |
| Report of the Editor of the Journal of Finance for the Year 2011 |
0 |
0 |
0 |
12 |
0 |
8 |
10 |
76 |
| Reports of Value’s Death May Be Greatly Exaggerated |
0 |
0 |
0 |
0 |
2 |
9 |
14 |
15 |
| Research in emerging markets finance: looking to the future |
2 |
2 |
5 |
287 |
4 |
15 |
37 |
895 |
| S&P 100 Index Option Volatility |
0 |
0 |
0 |
1 |
2 |
7 |
14 |
600 |
| Seasonality and Consumption-Based Asset Pricing |
0 |
0 |
0 |
96 |
1 |
5 |
10 |
285 |
| Sources of risk and expected returns in global equity markets |
0 |
0 |
0 |
171 |
0 |
4 |
15 |
647 |
| Strategic Treasury Debt Management in Public Policy |
0 |
0 |
1 |
6 |
0 |
5 |
7 |
48 |
| The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence |
0 |
0 |
0 |
32 |
4 |
8 |
11 |
146 |
| The European Union, the Euro, and equity market integration |
0 |
0 |
1 |
160 |
4 |
6 |
16 |
655 |
| The Golden Dilemma |
1 |
2 |
4 |
4 |
3 |
20 |
31 |
35 |
| The Misrepresentation of Earnings |
1 |
1 |
1 |
1 |
1 |
7 |
12 |
13 |
| The Relation between the Term Structure of Interest Rates and Canadian Economic Growth |
0 |
1 |
1 |
71 |
0 |
7 |
9 |
522 |
| The Risk Exposure of Emerging Equity Markets |
0 |
0 |
0 |
3 |
3 |
6 |
9 |
1,085 |
| The Risk and Predictability of International Equity Returns |
0 |
0 |
2 |
840 |
1 |
10 |
18 |
2,222 |
| The Strategic and Tactical Value of Commodity Futures |
2 |
2 |
4 |
4 |
5 |
14 |
31 |
34 |
| The Theory and Practice of Corporate Risk Management: Evidence from the Field |
0 |
2 |
4 |
17 |
4 |
11 |
33 |
115 |
| The Variation of Economic Risk Premiums |
2 |
3 |
12 |
1,167 |
6 |
24 |
73 |
3,448 |
| The World Price of Covariance Risk |
0 |
0 |
1 |
293 |
0 |
7 |
14 |
843 |
| The dynamics of emerging market equity flows |
0 |
0 |
5 |
173 |
5 |
15 |
71 |
725 |
| The economic implications of corporate financial reporting |
2 |
6 |
22 |
1,494 |
16 |
53 |
184 |
5,758 |
| The effect of capital structure when expected agency costs are extreme |
0 |
0 |
0 |
203 |
4 |
16 |
29 |
792 |
| The impact of the Federal Reserve Bank's open market operations |
0 |
0 |
0 |
81 |
2 |
4 |
9 |
447 |
| The long-run equity risk premium |
0 |
0 |
0 |
113 |
0 |
4 |
7 |
345 |
| The management of political risk |
2 |
2 |
7 |
87 |
5 |
16 |
35 |
345 |
| The real effects of financial constraints: Evidence from a financial crisis |
4 |
11 |
33 |
852 |
17 |
54 |
154 |
3,252 |
| The real term structure and consumption growth |
1 |
1 |
4 |
326 |
2 |
11 |
21 |
806 |
| The specification of conditional expectations |
0 |
0 |
0 |
169 |
1 |
6 |
9 |
521 |
| The theory and practice of corporate finance: evidence from the field |
6 |
21 |
51 |
3,787 |
32 |
120 |
301 |
11,289 |
| Time-Varying World Market Integration |
1 |
5 |
10 |
508 |
7 |
25 |
67 |
1,542 |
| Time-varying conditional covariances in tests of asset pricing models |
0 |
0 |
1 |
347 |
1 |
19 |
28 |
731 |
| Understanding Cryptocurrencies |
1 |
3 |
9 |
195 |
6 |
15 |
51 |
611 |
| Unpatented innovation and merger synergies |
0 |
1 |
4 |
17 |
2 |
6 |
15 |
73 |
| Value Destruction and Financial Reporting Decisions |
0 |
0 |
1 |
1 |
0 |
5 |
13 |
14 |
| Volatility in the Foreign Currency Futures Market |
1 |
1 |
2 |
260 |
1 |
5 |
13 |
1,223 |
| What Determines Expected International Asset Returns? |
0 |
0 |
3 |
68 |
0 |
4 |
10 |
459 |
| What Segments Equity Markets? |
0 |
1 |
3 |
72 |
1 |
7 |
24 |
492 |
| “Conquering Misperceptions about Commodity Futures Investing”: Author Response |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
7 |
| Total Journal Articles |
64 |
160 |
521 |
22,862 |
399 |
1,545 |
3,673 |
77,956 |