| 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 |
4 |
11 |
24 |
274 |
45 |
95 |
182 |
690 |
| A Corporate Beauty Contest |
0 |
0 |
0 |
50 |
1 |
7 |
23 |
349 |
| An Anatomy of Crypto-Enabled Cybercrimes |
2 |
2 |
3 |
17 |
7 |
13 |
31 |
71 |
| An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns |
0 |
0 |
0 |
194 |
1 |
4 |
22 |
1,248 |
| Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
27 |
| Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? |
0 |
0 |
0 |
35 |
1 |
5 |
16 |
214 |
| Capital Allocation and Delegation of Decision-Making Authority within Firms |
0 |
1 |
2 |
47 |
0 |
8 |
33 |
334 |
| Capital Flows and the Behavior of Emerging Market Equity Returns |
0 |
0 |
0 |
679 |
2 |
6 |
23 |
2,464 |
| Conditional Asset Allocation in Emerging Markets |
0 |
0 |
0 |
394 |
0 |
3 |
19 |
1,590 |
| Conditioning Variables and the Cross-Section of Stock Returns |
0 |
1 |
2 |
725 |
1 |
10 |
27 |
2,495 |
| Corporate Culture: Evidence from the Field |
0 |
0 |
0 |
133 |
2 |
10 |
29 |
511 |
| Dating the Integration of World Equity Markets |
0 |
0 |
0 |
337 |
0 |
3 |
22 |
1,630 |
| Disagreement of Disagreement |
1 |
3 |
3 |
3 |
2 |
9 |
9 |
9 |
| Does Financial Liberalization Spur Growth? |
0 |
0 |
0 |
967 |
2 |
12 |
32 |
2,854 |
| Does Financial Liberalization Spur Growth? |
0 |
0 |
2 |
981 |
1 |
12 |
44 |
2,585 |
| Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
347 |
0 |
0 |
8 |
773 |
| Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
1 |
142 |
0 |
6 |
11 |
470 |
| Economic, Financial, and Fundamental Global Risk In and Out of the EMU |
0 |
0 |
0 |
282 |
2 |
5 |
20 |
1,334 |
| Editorial: Understanding Cryptocurrencies |
0 |
1 |
3 |
26 |
0 |
3 |
18 |
109 |
| Emerging Equity Market Volatility |
0 |
0 |
3 |
2,940 |
1 |
11 |
38 |
8,352 |
| Emerging Equity Markets and Economic Development |
0 |
0 |
1 |
573 |
0 |
3 |
14 |
1,676 |
| Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective |
0 |
0 |
0 |
387 |
1 |
3 |
28 |
1,448 |
| False (and Missed) Discoveries in Financial Economics |
0 |
0 |
0 |
31 |
1 |
9 |
27 |
112 |
| Financial Openness and Productivity |
1 |
1 |
1 |
175 |
2 |
5 |
27 |
585 |
| Foreign Speculators and Emerging Equity Markets |
0 |
0 |
1 |
772 |
1 |
13 |
29 |
3,007 |
| Foreign Speculators and Emerging Equity Markets |
0 |
0 |
0 |
218 |
0 |
15 |
21 |
858 |
| Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing |
0 |
0 |
2 |
420 |
2 |
4 |
20 |
1,756 |
| Global Growth Opportunities and Market Integration |
0 |
0 |
1 |
310 |
0 |
5 |
16 |
1,757 |
| Growth Volatility and Financial Liberalization |
0 |
0 |
0 |
450 |
4 |
5 |
20 |
1,176 |
| International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
12 |
1 |
2 |
12 |
112 |
| Investor Competence, Trading Frequency, and Home Bias |
0 |
0 |
2 |
240 |
1 |
4 |
25 |
977 |
| Liquidity Management and Corporate Investment During a Financial Crisis |
0 |
1 |
2 |
152 |
0 |
3 |
18 |
431 |
| Liquidity and Expected Returns: Lessons from Emerging Markets |
1 |
1 |
1 |
153 |
1 |
3 |
23 |
587 |
| Machine Learning Meets Markowitz |
1 |
11 |
35 |
35 |
11 |
49 |
77 |
77 |
| Managerial Miscalibration |
0 |
0 |
0 |
74 |
2 |
11 |
24 |
514 |
| Managerial Miscalibration |
0 |
0 |
1 |
55 |
0 |
6 |
21 |
343 |
| Managerial Overconfidence and Corporate Policies |
0 |
0 |
2 |
323 |
1 |
4 |
27 |
1,214 |
| Market Integration and Contagion |
0 |
0 |
1 |
649 |
0 |
11 |
25 |
1,620 |
| Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations |
0 |
0 |
0 |
193 |
0 |
2 |
10 |
1,017 |
| Payout Policy in the 21st Century |
0 |
0 |
0 |
936 |
0 |
10 |
45 |
3,103 |
| Political Risk Spreads |
1 |
2 |
4 |
98 |
1 |
14 |
33 |
395 |
| Predictable Risk and Returns in Emerging Markets |
0 |
1 |
1 |
1,399 |
0 |
12 |
33 |
4,211 |
| Rethinking Performance Evaluation |
0 |
0 |
0 |
50 |
0 |
2 |
24 |
120 |
| Sources of Risk and Expected Returns in Global Equity Markets |
1 |
1 |
1 |
529 |
2 |
6 |
14 |
1,706 |
| The Dynamics of Emerging Market Equity Flows |
0 |
0 |
0 |
314 |
0 |
3 |
9 |
1,522 |
| The Economic Implications of Corporate Financial Reporting |
0 |
0 |
7 |
670 |
3 |
13 |
66 |
2,449 |
| The Effect of Capital Structure When Expected Agency Costs are Extreme |
0 |
0 |
0 |
535 |
4 |
9 |
32 |
1,784 |
| The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
70 |
1 |
6 |
21 |
260 |
| The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
21 |
0 |
3 |
10 |
192 |
| The Golden Dilemma |
2 |
4 |
12 |
236 |
11 |
37 |
117 |
985 |
| The Impact of the Federal Reserve Bank's Open Market Operations |
0 |
0 |
0 |
432 |
1 |
2 |
23 |
3,001 |
| The Persistence of Miscalibration |
0 |
0 |
0 |
10 |
0 |
4 |
23 |
72 |
| The Real Effects of Financial Constraints: Evidence from a Financial Crisis |
0 |
0 |
5 |
336 |
5 |
17 |
45 |
1,248 |
| The Tactical and Strategic Value of Commodity Futures |
0 |
0 |
0 |
546 |
0 |
2 |
21 |
1,529 |
| The Unintended Consequences of Rebalancing |
0 |
3 |
5 |
19 |
19 |
35 |
66 |
77 |
| Time-Varying World Market Integration |
0 |
1 |
1 |
1,073 |
0 |
18 |
56 |
2,944 |
| Understanding Cryptocurrencies |
1 |
1 |
3 |
38 |
2 |
7 |
22 |
155 |
| What Determines Expected International Asset Returns? |
0 |
0 |
0 |
21 |
0 |
1 |
4 |
259 |
| What Determines Expected International Asset Returns? |
0 |
0 |
0 |
196 |
2 |
6 |
16 |
995 |
| What Segments Equity Markets? |
0 |
0 |
0 |
80 |
1 |
9 |
27 |
417 |
| What Segments Equity Markets? |
1 |
1 |
1 |
82 |
2 |
5 |
47 |
358 |
| What Segments Equity Markets? |
0 |
0 |
0 |
16 |
0 |
3 |
25 |
236 |
| What Threshold Should be Applied to Tests of Factor Models? |
0 |
5 |
18 |
18 |
0 |
3 |
13 |
13 |
| What determines expected international asset returns ? |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
43 |
| What determines expected international asset returns ? |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
35 |
| Total Working Papers |
16 |
52 |
151 |
21,520 |
150 |
610 |
1,884 |
75,485 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Corporate Beauty Contest |
0 |
0 |
1 |
9 |
1 |
9 |
33 |
89 |
| A View Inside Corporate Risk Management |
1 |
1 |
4 |
38 |
3 |
10 |
36 |
134 |
| Access to Liquidity and Corporate Investment in Europe during the Financial Crisis |
0 |
0 |
0 |
19 |
1 |
1 |
9 |
130 |
| An Anatomy of Crypto-Enabled Cybercrimes |
1 |
2 |
3 |
4 |
3 |
8 |
25 |
30 |
| An Evaluation of Alternative Multiple Testing Methods for Finance Applications |
2 |
2 |
10 |
57 |
3 |
9 |
37 |
177 |
| Are correlations of stock returns justified by subsequent changes in national outputs? |
0 |
0 |
0 |
85 |
1 |
4 |
16 |
361 |
| Autoregressive Conditional Skewness |
0 |
0 |
0 |
99 |
0 |
3 |
25 |
371 |
| Bayesian inference in asset pricing tests |
0 |
0 |
0 |
87 |
0 |
0 |
13 |
238 |
| Breaking Bad Trends |
0 |
0 |
4 |
4 |
0 |
8 |
24 |
28 |
| Capital allocation and delegation of decision-making authority within firms |
1 |
1 |
5 |
105 |
2 |
12 |
44 |
460 |
| Conditional Skewness in Asset Pricing Tests |
2 |
7 |
16 |
578 |
8 |
38 |
102 |
1,684 |
| Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence |
1 |
1 |
3 |
5 |
1 |
5 |
29 |
38 |
| Conditioning Variables and the Cross Section of Stock Returns |
1 |
3 |
5 |
207 |
3 |
7 |
32 |
672 |
| Conquering Misperceptions about Commodity Futures Investing |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
9 |
| Corporate culture in a new era: Views from the C‐suite |
0 |
0 |
1 |
3 |
0 |
2 |
15 |
27 |
| Corporate culture: Evidence from the field |
0 |
1 |
4 |
20 |
6 |
23 |
71 |
146 |
| Corporate culture: The interview evidence |
0 |
0 |
1 |
3 |
0 |
3 |
10 |
29 |
| Cross-sectional alpha dispersion and performance evaluation |
0 |
0 |
0 |
14 |
1 |
7 |
50 |
125 |
| Dating the integration of world equity markets |
0 |
0 |
2 |
297 |
1 |
9 |
27 |
1,294 |
| Demographics and International Investments |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
16 |
| Detecting Repeatable Performance |
0 |
0 |
1 |
15 |
1 |
4 |
9 |
76 |
| Dividends and S&P 100 index option valuation |
0 |
0 |
3 |
22 |
0 |
4 |
16 |
64 |
| Does financial liberalization spur growth? |
1 |
1 |
8 |
744 |
4 |
19 |
68 |
2,168 |
| Earnings quality: Evidence from the field |
0 |
1 |
13 |
253 |
10 |
24 |
93 |
983 |
| Economic and Financial Integration in Europe |
0 |
0 |
0 |
4 |
0 |
3 |
9 |
31 |
| Editor's Choice … and the Cross-Section of Expected Returns |
1 |
4 |
16 |
288 |
20 |
45 |
118 |
1,160 |
| Editorial: Replication in Financial Economics |
1 |
1 |
1 |
28 |
2 |
7 |
42 |
141 |
| Emerging equity market volatility |
1 |
5 |
18 |
809 |
8 |
35 |
100 |
2,142 |
| Emerging equity markets and economic development |
0 |
0 |
0 |
246 |
2 |
4 |
23 |
825 |
| Emerging equity markets in a globalized world |
1 |
3 |
5 |
9 |
2 |
13 |
47 |
63 |
| Emerging markets finance |
1 |
1 |
10 |
312 |
3 |
21 |
116 |
1,029 |
| Equity Market Liberalization in Emerging Markets |
0 |
0 |
0 |
32 |
1 |
19 |
23 |
167 |
| Equity market liberalization in emerging markets |
0 |
1 |
2 |
173 |
1 |
10 |
27 |
462 |
| False (and Missed) Discoveries in Financial Economics |
0 |
0 |
1 |
22 |
5 |
17 |
48 |
142 |
| Financial Openness and Productivity |
0 |
1 |
5 |
197 |
3 |
8 |
37 |
856 |
| Foreign Speculators and Emerging Equity Markets |
0 |
3 |
17 |
305 |
3 |
28 |
92 |
1,217 |
| Fundamental determinants of national equity market returns: A perspective on conditional asset pricing |
0 |
0 |
1 |
118 |
0 |
5 |
21 |
542 |
| Global Growth Opportunities and Market Integration |
1 |
1 |
5 |
144 |
2 |
9 |
25 |
642 |
| Globalization and Asset Returns |
0 |
0 |
2 |
24 |
0 |
10 |
25 |
163 |
| Gold, the Golden Constant, and Déjà Vu |
0 |
0 |
3 |
3 |
0 |
3 |
12 |
13 |
| Grading the Performance of Market-Timing Newsletters |
0 |
0 |
0 |
1 |
2 |
4 |
7 |
9 |
| HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? |
1 |
4 |
12 |
500 |
2 |
20 |
45 |
1,586 |
| How to Write an Effective Referee Report and Improve the Scientific Review Process |
0 |
1 |
8 |
107 |
3 |
14 |
58 |
391 |
| International asset pricing with alternative distributional specifications |
0 |
1 |
1 |
47 |
1 |
3 |
12 |
188 |
| International business and decentralized finance |
1 |
2 |
3 |
7 |
2 |
8 |
28 |
45 |
| Investor Competence, Trading Frequency, and Home Bias |
0 |
1 |
3 |
78 |
1 |
7 |
33 |
443 |
| Is Sector Neutrality in Factor Investing a Mistake? |
0 |
0 |
2 |
3 |
1 |
6 |
14 |
20 |
| Liquidity Management and Corporate Investment During a Financial Crisis |
0 |
0 |
2 |
223 |
2 |
9 |
32 |
862 |
| Liquidity and Expected Returns: Lessons from Emerging Markets |
2 |
3 |
6 |
174 |
7 |
15 |
43 |
680 |
| Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence |
0 |
0 |
7 |
30 |
6 |
17 |
60 |
141 |
| Lucky factors |
1 |
1 |
4 |
72 |
7 |
10 |
36 |
277 |
| Managerial Response to the May 2003 Dividend Tax Cut |
0 |
0 |
0 |
18 |
0 |
2 |
12 |
141 |
| Managerial attitudes and corporate actions |
1 |
8 |
24 |
352 |
12 |
29 |
90 |
1,413 |
| Market Integration and Contagion |
2 |
6 |
14 |
1,091 |
8 |
32 |
105 |
2,895 |
| Market timing ability and volatility implied in investment newsletters' asset allocation recommendations |
0 |
0 |
0 |
180 |
0 |
3 |
16 |
720 |
| Measurement Error and Nonlinearity in the Earnings-Returns Relation |
0 |
0 |
1 |
50 |
1 |
2 |
9 |
180 |
| Momentum turning points |
0 |
1 |
4 |
22 |
5 |
17 |
78 |
139 |
| Payout policy in the 21st century |
2 |
6 |
14 |
1,644 |
9 |
40 |
142 |
4,805 |
| Political Risk, Economic Risk, and Financial Risk |
0 |
3 |
17 |
23 |
2 |
17 |
60 |
80 |
| Political risk and international valuation |
0 |
1 |
10 |
63 |
6 |
12 |
60 |
306 |
| Political risk spreads |
0 |
1 |
10 |
93 |
0 |
11 |
65 |
490 |
| Portfolio selection with higher moments |
0 |
1 |
1 |
107 |
0 |
5 |
31 |
405 |
| Predictable Risk and Returns in Emerging Markets |
0 |
1 |
5 |
686 |
3 |
15 |
64 |
2,175 |
| Presidential Address: The Scientific Outlook in Financial Economics |
0 |
2 |
6 |
74 |
1 |
7 |
30 |
261 |
| Report of the Editor of the Journal of Finance for the Year 2011 |
0 |
0 |
0 |
12 |
0 |
2 |
11 |
78 |
| Reports of Value’s Death May Be Greatly Exaggerated |
0 |
1 |
1 |
1 |
3 |
16 |
29 |
31 |
| Research in emerging markets finance: looking to the future |
0 |
1 |
4 |
288 |
1 |
3 |
34 |
898 |
| S&P 100 Index Option Volatility |
0 |
0 |
0 |
1 |
0 |
1 |
14 |
601 |
| Seasonality and Consumption-Based Asset Pricing |
0 |
0 |
0 |
96 |
1 |
3 |
13 |
288 |
| Sources of risk and expected returns in global equity markets |
0 |
0 |
0 |
171 |
1 |
5 |
19 |
652 |
| Strategic Treasury Debt Management in Public Policy |
0 |
0 |
1 |
6 |
0 |
1 |
7 |
49 |
| The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence |
0 |
0 |
0 |
32 |
0 |
2 |
13 |
148 |
| The European Union, the Euro, and equity market integration |
0 |
0 |
0 |
160 |
1 |
2 |
14 |
657 |
| The Golden Dilemma |
0 |
2 |
6 |
6 |
2 |
11 |
41 |
46 |
| The Misrepresentation of Earnings |
1 |
1 |
2 |
2 |
1 |
5 |
16 |
18 |
| The Relation between the Term Structure of Interest Rates and Canadian Economic Growth |
0 |
0 |
1 |
71 |
1 |
3 |
12 |
525 |
| The Risk Exposure of Emerging Equity Markets |
0 |
0 |
0 |
3 |
0 |
1 |
9 |
1,086 |
| The Risk and Predictability of International Equity Returns |
0 |
1 |
1 |
841 |
1 |
7 |
21 |
2,229 |
| The Strategic and Tactical Value of Commodity Futures |
1 |
2 |
5 |
6 |
5 |
13 |
38 |
47 |
| The Theory and Practice of Corporate Risk Management: Evidence from the Field |
0 |
0 |
4 |
17 |
2 |
7 |
32 |
122 |
| The Variation of Economic Risk Premiums |
1 |
3 |
10 |
1,170 |
3 |
26 |
84 |
3,474 |
| The World Price of Covariance Risk |
0 |
0 |
0 |
293 |
1 |
13 |
25 |
856 |
| The dynamics of emerging market equity flows |
0 |
0 |
3 |
173 |
2 |
8 |
70 |
733 |
| The economic implications of corporate financial reporting |
1 |
2 |
21 |
1,496 |
12 |
49 |
214 |
5,807 |
| The effect of capital structure when expected agency costs are extreme |
0 |
0 |
0 |
203 |
2 |
8 |
33 |
800 |
| The impact of the Federal Reserve Bank's open market operations |
0 |
0 |
0 |
81 |
0 |
0 |
8 |
447 |
| The long-run equity risk premium |
0 |
0 |
0 |
113 |
1 |
3 |
9 |
348 |
| The management of political risk |
0 |
1 |
6 |
88 |
1 |
8 |
38 |
353 |
| The real effects of financial constraints: Evidence from a financial crisis |
7 |
12 |
36 |
864 |
29 |
70 |
195 |
3,322 |
| The real term structure and consumption growth |
0 |
0 |
4 |
326 |
0 |
4 |
23 |
810 |
| The specification of conditional expectations |
0 |
0 |
0 |
169 |
0 |
5 |
13 |
526 |
| The theory and practice of corporate finance: evidence from the field |
5 |
23 |
71 |
3,810 |
31 |
94 |
364 |
11,383 |
| Time-Varying World Market Integration |
0 |
0 |
9 |
508 |
4 |
30 |
85 |
1,572 |
| Time-varying conditional covariances in tests of asset pricing models |
1 |
1 |
1 |
348 |
3 |
5 |
30 |
736 |
| Understanding Cryptocurrencies |
0 |
1 |
7 |
196 |
3 |
16 |
55 |
627 |
| Unpatented innovation and merger synergies |
1 |
1 |
5 |
18 |
1 |
5 |
19 |
78 |
| Value Destruction and Financial Reporting Decisions |
0 |
0 |
1 |
1 |
2 |
3 |
14 |
17 |
| Volatility in the Foreign Currency Futures Market |
0 |
0 |
1 |
260 |
1 |
6 |
18 |
1,229 |
| What Determines Expected International Asset Returns? |
0 |
0 |
2 |
68 |
1 |
6 |
15 |
465 |
| What Segments Equity Markets? |
0 |
0 |
1 |
72 |
1 |
5 |
19 |
497 |
| “Conquering Misperceptions about Commodity Futures Investing”: Author Response |
0 |
1 |
1 |
1 |
0 |
2 |
8 |
9 |
| Total Journal Articles |
44 |
136 |
528 |
22,998 |
299 |
1,204 |
4,361 |
79,160 |