| 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 |
5 |
12 |
33 |
286 |
56 |
155 |
332 |
845 |
| A Corporate Beauty Contest |
0 |
0 |
0 |
50 |
3 |
5 |
27 |
354 |
| An Anatomy of Crypto-Enabled Cybercrimes |
0 |
0 |
3 |
17 |
1 |
2 |
31 |
73 |
| An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns |
0 |
0 |
0 |
194 |
1 |
1 |
23 |
1,249 |
| Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
27 |
| Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? |
0 |
0 |
0 |
35 |
0 |
0 |
16 |
214 |
| Capital Allocation and Delegation of Decision-Making Authority within Firms |
0 |
0 |
2 |
47 |
1 |
1 |
34 |
335 |
| Capital Flows and the Behavior of Emerging Market Equity Returns |
0 |
0 |
0 |
679 |
1 |
3 |
26 |
2,467 |
| Conditional Asset Allocation in Emerging Markets |
0 |
0 |
0 |
394 |
1 |
1 |
20 |
1,591 |
| Conditioning Variables and the Cross-Section of Stock Returns |
0 |
0 |
2 |
725 |
0 |
3 |
29 |
2,498 |
| Corporate Culture: Evidence from the Field |
0 |
0 |
0 |
133 |
1 |
6 |
34 |
517 |
| Dating the Integration of World Equity Markets |
0 |
1 |
1 |
338 |
0 |
1 |
22 |
1,631 |
| Disagreement of Disagreement |
0 |
0 |
3 |
3 |
7 |
10 |
19 |
19 |
| Does Financial Liberalization Spur Growth? |
0 |
0 |
0 |
967 |
4 |
7 |
38 |
2,861 |
| Does Financial Liberalization Spur Growth? |
0 |
0 |
1 |
981 |
0 |
0 |
40 |
2,585 |
| Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
347 |
0 |
0 |
7 |
773 |
| Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
1 |
142 |
1 |
3 |
14 |
473 |
| Economic, Financial, and Fundamental Global Risk In and Out of the EMU |
0 |
0 |
0 |
282 |
0 |
0 |
19 |
1,334 |
| Editorial: Understanding Cryptocurrencies |
0 |
0 |
2 |
26 |
1 |
5 |
22 |
114 |
| Emerging Equity Market Volatility |
0 |
0 |
2 |
2,940 |
0 |
1 |
35 |
8,353 |
| Emerging Equity Markets and Economic Development |
0 |
0 |
1 |
573 |
1 |
5 |
18 |
1,681 |
| Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective |
0 |
0 |
0 |
387 |
0 |
1 |
27 |
1,449 |
| False (and Missed) Discoveries in Financial Economics |
0 |
0 |
0 |
31 |
0 |
2 |
29 |
114 |
| Financial Openness and Productivity |
0 |
0 |
1 |
175 |
1 |
2 |
27 |
587 |
| Foreign Speculators and Emerging Equity Markets |
0 |
0 |
0 |
772 |
1 |
1 |
26 |
3,008 |
| Foreign Speculators and Emerging Equity Markets |
0 |
0 |
0 |
218 |
0 |
2 |
23 |
860 |
| Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing |
0 |
0 |
1 |
420 |
0 |
2 |
20 |
1,758 |
| Global Growth Opportunities and Market Integration |
0 |
0 |
1 |
310 |
1 |
3 |
19 |
1,760 |
| Growth Volatility and Financial Liberalization |
0 |
0 |
0 |
450 |
0 |
1 |
21 |
1,177 |
| International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
12 |
0 |
0 |
12 |
112 |
| Investor Competence, Trading Frequency, and Home Bias |
0 |
1 |
3 |
241 |
0 |
3 |
27 |
980 |
| Liquidity Management and Corporate Investment During a Financial Crisis |
0 |
0 |
1 |
152 |
2 |
3 |
16 |
434 |
| Liquidity and Expected Returns: Lessons from Emerging Markets |
0 |
0 |
1 |
153 |
1 |
2 |
25 |
589 |
| Machine Learning Meets Markowitz |
1 |
6 |
41 |
41 |
6 |
21 |
98 |
98 |
| Managerial Miscalibration |
0 |
1 |
2 |
56 |
1 |
4 |
24 |
347 |
| Managerial Miscalibration |
0 |
0 |
0 |
74 |
1 |
3 |
26 |
517 |
| Managerial Overconfidence and Corporate Policies |
0 |
0 |
2 |
323 |
2 |
2 |
24 |
1,216 |
| Market Integration and Contagion |
0 |
0 |
0 |
649 |
2 |
3 |
26 |
1,623 |
| Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations |
0 |
0 |
0 |
193 |
0 |
1 |
9 |
1,018 |
| Payout Policy in the 21st Century |
0 |
0 |
0 |
936 |
0 |
4 |
44 |
3,107 |
| Political Risk Spreads |
0 |
0 |
4 |
98 |
1 |
4 |
33 |
399 |
| Predictable Risk and Returns in Emerging Markets |
0 |
0 |
1 |
1,399 |
0 |
1 |
32 |
4,212 |
| Rethinking Performance Evaluation |
0 |
0 |
0 |
50 |
1 |
1 |
25 |
121 |
| Sources of Risk and Expected Returns in Global Equity Markets |
0 |
0 |
1 |
529 |
0 |
1 |
14 |
1,707 |
| The Dynamics of Emerging Market Equity Flows |
0 |
0 |
0 |
314 |
1 |
1 |
10 |
1,523 |
| The Economic Implications of Corporate Financial Reporting |
3 |
4 |
9 |
674 |
3 |
10 |
69 |
2,459 |
| The Effect of Capital Structure When Expected Agency Costs are Extreme |
0 |
0 |
0 |
535 |
0 |
4 |
35 |
1,788 |
| The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
21 |
1 |
2 |
12 |
194 |
| The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
70 |
1 |
1 |
20 |
261 |
| The Golden Dilemma |
2 |
2 |
12 |
238 |
15 |
38 |
147 |
1,023 |
| The Impact of the Federal Reserve Bank's Open Market Operations |
0 |
0 |
0 |
432 |
0 |
0 |
19 |
3,001 |
| The Persistence of Miscalibration |
0 |
0 |
0 |
10 |
1 |
3 |
25 |
75 |
| The Real Effects of Financial Constraints: Evidence from a Financial Crisis |
0 |
0 |
4 |
336 |
1 |
1 |
43 |
1,249 |
| The Tactical and Strategic Value of Commodity Futures |
0 |
0 |
0 |
546 |
3 |
5 |
24 |
1,534 |
| The Unintended Consequences of Rebalancing |
0 |
1 |
6 |
20 |
7 |
15 |
78 |
92 |
| Time-Varying World Market Integration |
0 |
2 |
3 |
1,075 |
3 |
6 |
60 |
2,950 |
| Understanding Cryptocurrencies |
0 |
0 |
2 |
38 |
0 |
0 |
19 |
155 |
| What Determines Expected International Asset Returns? |
0 |
0 |
0 |
21 |
1 |
1 |
5 |
260 |
| What Determines Expected International Asset Returns? |
0 |
0 |
0 |
196 |
0 |
1 |
17 |
996 |
| What Segments Equity Markets? |
0 |
0 |
0 |
16 |
0 |
1 |
25 |
237 |
| What Segments Equity Markets? |
0 |
0 |
0 |
80 |
0 |
1 |
27 |
418 |
| What Segments Equity Markets? |
0 |
0 |
1 |
82 |
2 |
4 |
47 |
362 |
| What Threshold Should be Applied to Tests of Factor Models? |
1 |
1 |
19 |
19 |
2 |
4 |
17 |
17 |
| What determines expected international asset returns ? |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
43 |
| What determines expected international asset returns ? |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
35 |
| Total Working Papers |
12 |
31 |
166 |
21,551 |
140 |
374 |
2,153 |
75,859 |
| 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 |
1 |
2 |
10 |
1 |
4 |
36 |
93 |
| A View Inside Corporate Risk Management |
0 |
0 |
4 |
38 |
1 |
4 |
37 |
138 |
| Access to Liquidity and Corporate Investment in Europe during the Financial Crisis |
0 |
0 |
0 |
19 |
1 |
2 |
11 |
132 |
| An Anatomy of Crypto-Enabled Cybercrimes |
0 |
0 |
3 |
4 |
0 |
2 |
24 |
32 |
| An Evaluation of Alternative Multiple Testing Methods for Finance Applications |
1 |
2 |
8 |
59 |
1 |
15 |
45 |
192 |
| Are correlations of stock returns justified by subsequent changes in national outputs? |
0 |
0 |
0 |
85 |
0 |
0 |
14 |
361 |
| Autoregressive Conditional Skewness |
0 |
0 |
0 |
99 |
2 |
4 |
29 |
375 |
| Bayesian inference in asset pricing tests |
0 |
0 |
0 |
87 |
1 |
2 |
15 |
240 |
| Breaking Bad Trends |
0 |
2 |
4 |
6 |
2 |
9 |
29 |
37 |
| Capital allocation and delegation of decision-making authority within firms |
2 |
3 |
6 |
108 |
5 |
11 |
46 |
471 |
| Conditional Skewness in Asset Pricing Tests |
0 |
1 |
17 |
579 |
6 |
16 |
107 |
1,700 |
| Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence |
0 |
0 |
3 |
5 |
0 |
1 |
30 |
39 |
| Conditioning Variables and the Cross Section of Stock Returns |
0 |
0 |
5 |
207 |
1 |
2 |
33 |
674 |
| Conquering Misperceptions about Commodity Futures Investing |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
9 |
| Corporate culture in a new era: Views from the C‐suite |
0 |
0 |
1 |
3 |
1 |
2 |
17 |
29 |
| Corporate culture: Evidence from the field |
1 |
1 |
5 |
21 |
3 |
9 |
75 |
155 |
| Corporate culture: The interview evidence |
0 |
0 |
1 |
3 |
0 |
1 |
11 |
30 |
| Cross-sectional alpha dispersion and performance evaluation |
0 |
0 |
0 |
14 |
1 |
8 |
58 |
133 |
| Dating the integration of world equity markets |
0 |
0 |
1 |
297 |
2 |
2 |
25 |
1,296 |
| Demographics and International Investments |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
16 |
| Detecting Repeatable Performance |
0 |
0 |
1 |
15 |
1 |
5 |
14 |
81 |
| Dividends and S&P 100 index option valuation |
0 |
1 |
3 |
23 |
1 |
3 |
16 |
67 |
| Does financial liberalization spur growth? |
0 |
1 |
7 |
745 |
0 |
6 |
67 |
2,174 |
| Earnings quality: Evidence from the field |
1 |
3 |
9 |
256 |
5 |
18 |
96 |
1,001 |
| Economic and Financial Integration in Europe |
0 |
0 |
0 |
4 |
0 |
2 |
11 |
33 |
| Editor's Choice … and the Cross-Section of Expected Returns |
2 |
9 |
23 |
297 |
69 |
182 |
292 |
1,342 |
| Editorial: Replication in Financial Economics |
0 |
0 |
1 |
28 |
1 |
3 |
43 |
144 |
| Emerging equity market volatility |
0 |
4 |
19 |
813 |
8 |
12 |
106 |
2,154 |
| Emerging equity markets and economic development |
0 |
0 |
0 |
246 |
0 |
0 |
21 |
825 |
| Emerging equity markets in a globalized world |
0 |
1 |
6 |
10 |
1 |
6 |
50 |
69 |
| Emerging markets finance |
0 |
0 |
8 |
312 |
4 |
6 |
111 |
1,035 |
| Equity Market Liberalization in Emerging Markets |
0 |
0 |
0 |
32 |
1 |
4 |
27 |
171 |
| Equity market liberalization in emerging markets |
0 |
0 |
2 |
173 |
1 |
2 |
29 |
464 |
| False (and Missed) Discoveries in Financial Economics |
1 |
1 |
2 |
23 |
8 |
21 |
67 |
163 |
| Financial Openness and Productivity |
0 |
0 |
4 |
197 |
0 |
2 |
30 |
858 |
| Foreign Speculators and Emerging Equity Markets |
0 |
1 |
13 |
306 |
1 |
6 |
90 |
1,223 |
| Fundamental determinants of national equity market returns: A perspective on conditional asset pricing |
0 |
0 |
0 |
118 |
0 |
0 |
17 |
542 |
| Global Growth Opportunities and Market Integration |
0 |
0 |
5 |
144 |
1 |
1 |
25 |
643 |
| Globalization and Asset Returns |
1 |
1 |
3 |
25 |
1 |
2 |
27 |
165 |
| Gold, the Golden Constant, and Déjà Vu |
2 |
2 |
5 |
5 |
3 |
7 |
19 |
20 |
| Grading the Performance of Market-Timing Newsletters |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
10 |
| HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? |
1 |
2 |
12 |
502 |
3 |
8 |
49 |
1,594 |
| How to Write an Effective Referee Report and Improve the Scientific Review Process |
1 |
3 |
8 |
110 |
2 |
6 |
58 |
397 |
| International asset pricing with alternative distributional specifications |
0 |
0 |
1 |
47 |
0 |
0 |
12 |
188 |
| International business and decentralized finance |
0 |
0 |
3 |
7 |
0 |
1 |
26 |
46 |
| Investor Competence, Trading Frequency, and Home Bias |
0 |
0 |
3 |
78 |
2 |
4 |
31 |
447 |
| Is Sector Neutrality in Factor Investing a Mistake? |
0 |
1 |
2 |
4 |
0 |
5 |
18 |
25 |
| Liquidity Management and Corporate Investment During a Financial Crisis |
0 |
1 |
1 |
224 |
4 |
8 |
36 |
870 |
| Liquidity and Expected Returns: Lessons from Emerging Markets |
2 |
3 |
9 |
177 |
5 |
10 |
50 |
690 |
| Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence |
0 |
0 |
7 |
30 |
1 |
4 |
58 |
145 |
| Lucky factors |
0 |
0 |
4 |
72 |
5 |
10 |
45 |
287 |
| Managerial Response to the May 2003 Dividend Tax Cut |
0 |
0 |
0 |
18 |
1 |
1 |
11 |
142 |
| Managerial attitudes and corporate actions |
0 |
2 |
22 |
354 |
4 |
51 |
130 |
1,464 |
| Market Integration and Contagion |
4 |
7 |
18 |
1,098 |
9 |
24 |
115 |
2,919 |
| Market timing ability and volatility implied in investment newsletters' asset allocation recommendations |
0 |
0 |
0 |
180 |
2 |
4 |
20 |
724 |
| Measurement Error and Nonlinearity in the Earnings-Returns Relation |
0 |
0 |
1 |
50 |
0 |
3 |
10 |
183 |
| Momentum turning points |
7 |
8 |
12 |
30 |
24 |
42 |
114 |
181 |
| Payout policy in the 21st century |
3 |
9 |
21 |
1,653 |
18 |
50 |
177 |
4,855 |
| Political Risk, Economic Risk, and Financial Risk |
0 |
3 |
17 |
26 |
4 |
16 |
71 |
96 |
| Political risk and international valuation |
0 |
4 |
14 |
67 |
5 |
12 |
68 |
318 |
| Political risk spreads |
0 |
0 |
6 |
93 |
1 |
5 |
51 |
495 |
| Portfolio selection with higher moments |
0 |
0 |
1 |
107 |
1 |
2 |
28 |
407 |
| Predictable Risk and Returns in Emerging Markets |
0 |
0 |
4 |
686 |
2 |
5 |
60 |
2,180 |
| Presidential Address: The Scientific Outlook in Financial Economics |
2 |
3 |
8 |
77 |
10 |
18 |
42 |
279 |
| Report of the Editor of the Journal of Finance for the Year 2011 |
0 |
0 |
0 |
12 |
0 |
7 |
18 |
85 |
| Reports of Value’s Death May Be Greatly Exaggerated |
1 |
3 |
4 |
4 |
6 |
22 |
49 |
53 |
| Research in emerging markets finance: looking to the future |
0 |
0 |
4 |
288 |
0 |
2 |
34 |
900 |
| S&P 100 Index Option Volatility |
0 |
0 |
0 |
1 |
0 |
1 |
12 |
602 |
| Seasonality and Consumption-Based Asset Pricing |
0 |
0 |
0 |
96 |
0 |
0 |
12 |
288 |
| Sources of risk and expected returns in global equity markets |
0 |
1 |
1 |
172 |
0 |
1 |
19 |
653 |
| Strategic Treasury Debt Management in Public Policy |
0 |
0 |
0 |
6 |
0 |
0 |
6 |
49 |
| The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence |
0 |
0 |
0 |
32 |
0 |
0 |
10 |
148 |
| The European Union, the Euro, and equity market integration |
0 |
0 |
0 |
160 |
0 |
1 |
14 |
658 |
| The Golden Dilemma |
0 |
1 |
7 |
7 |
3 |
11 |
51 |
57 |
| The Misrepresentation of Earnings |
0 |
0 |
2 |
2 |
0 |
0 |
16 |
18 |
| The Relation between the Term Structure of Interest Rates and Canadian Economic Growth |
0 |
0 |
1 |
71 |
0 |
1 |
13 |
526 |
| The Risk Exposure of Emerging Equity Markets |
0 |
0 |
0 |
3 |
0 |
1 |
10 |
1,087 |
| The Risk and Predictability of International Equity Returns |
0 |
0 |
1 |
841 |
1 |
2 |
20 |
2,231 |
| The Strategic and Tactical Value of Commodity Futures |
1 |
2 |
7 |
8 |
6 |
17 |
52 |
64 |
| The Theory and Practice of Corporate Risk Management: Evidence from the Field |
2 |
2 |
4 |
19 |
4 |
8 |
37 |
130 |
| The Variation of Economic Risk Premiums |
1 |
1 |
8 |
1,171 |
3 |
8 |
83 |
3,482 |
| The World Price of Covariance Risk |
0 |
0 |
0 |
293 |
3 |
3 |
26 |
859 |
| The dynamics of emerging market equity flows |
0 |
0 |
0 |
173 |
0 |
1 |
33 |
734 |
| The economic implications of corporate financial reporting |
2 |
2 |
14 |
1,498 |
13 |
41 |
201 |
5,848 |
| The effect of capital structure when expected agency costs are extreme |
0 |
0 |
0 |
203 |
0 |
2 |
33 |
802 |
| The impact of the Federal Reserve Bank's open market operations |
0 |
0 |
0 |
81 |
0 |
3 |
8 |
450 |
| The long-run equity risk premium |
1 |
1 |
1 |
114 |
2 |
2 |
10 |
350 |
| The management of political risk |
0 |
2 |
7 |
90 |
1 |
8 |
41 |
361 |
| The real effects of financial constraints: Evidence from a financial crisis |
3 |
9 |
40 |
873 |
16 |
47 |
212 |
3,369 |
| The real term structure and consumption growth |
1 |
1 |
3 |
327 |
1 |
1 |
21 |
811 |
| The specification of conditional expectations |
0 |
0 |
0 |
169 |
0 |
1 |
13 |
527 |
| The theory and practice of corporate finance: evidence from the field |
4 |
9 |
67 |
3,819 |
18 |
43 |
353 |
11,426 |
| Time-Varying World Market Integration |
1 |
1 |
10 |
509 |
1 |
3 |
85 |
1,575 |
| Time-varying conditional covariances in tests of asset pricing models |
0 |
0 |
1 |
348 |
2 |
3 |
32 |
739 |
| Understanding Cryptocurrencies |
1 |
1 |
6 |
197 |
3 |
5 |
53 |
632 |
| Unpatented innovation and merger synergies |
1 |
1 |
6 |
19 |
1 |
3 |
21 |
81 |
| Value Destruction and Financial Reporting Decisions |
0 |
0 |
0 |
1 |
0 |
0 |
11 |
17 |
| Volatility in the Foreign Currency Futures Market |
0 |
0 |
1 |
260 |
1 |
2 |
18 |
1,231 |
| What Determines Expected International Asset Returns? |
0 |
0 |
1 |
68 |
1 |
2 |
15 |
467 |
| What Segments Equity Markets? |
0 |
2 |
3 |
74 |
0 |
3 |
20 |
500 |
| “Conquering Misperceptions about Commodity Futures Investing”: Author Response |
0 |
0 |
1 |
1 |
0 |
1 |
9 |
10 |
| Total Journal Articles |
50 |
119 |
545 |
23,117 |
323 |
928 |
4,777 |
80,088 |