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 |
1 |
2 |
4 |
250 |
1 |
4 |
15 |
502 |
A Corporate Beauty Contest |
0 |
0 |
0 |
50 |
0 |
0 |
3 |
326 |
An Anatomy of Crypto-Enabled Cybercrimes |
0 |
2 |
2 |
14 |
0 |
2 |
14 |
38 |
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns |
0 |
0 |
0 |
194 |
0 |
0 |
0 |
1,225 |
Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
22 |
Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? |
0 |
0 |
0 |
35 |
0 |
2 |
3 |
198 |
Capital Allocation and Delegation of Decision-Making Authority within Firms |
0 |
0 |
2 |
45 |
0 |
1 |
4 |
300 |
Capital Flows and the Behavior of Emerging Market Equity Returns |
0 |
0 |
3 |
679 |
1 |
5 |
12 |
2,441 |
Conditional Asset Allocation in Emerging Markets |
0 |
0 |
1 |
394 |
0 |
1 |
3 |
1,570 |
Conditioning Variables and the Cross-Section of Stock Returns |
0 |
0 |
1 |
723 |
0 |
0 |
2 |
2,467 |
Corporate Culture: Evidence from the Field |
0 |
1 |
4 |
133 |
2 |
6 |
25 |
479 |
Dating the Integration of World Equity Markets |
0 |
0 |
0 |
337 |
0 |
1 |
1 |
1,608 |
Does Financial Liberalization Spur Growth? |
0 |
0 |
0 |
979 |
1 |
5 |
12 |
2,541 |
Does Financial Liberalization Spur Growth? |
0 |
0 |
0 |
967 |
0 |
8 |
17 |
2,822 |
Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
141 |
0 |
0 |
0 |
459 |
Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
347 |
0 |
1 |
1 |
765 |
Economic, Financial, and Fundamental Global Risk In and Out of the EMU |
0 |
0 |
0 |
282 |
0 |
0 |
1 |
1,314 |
Emerging Equity Market Volatility |
1 |
1 |
1 |
2,937 |
1 |
3 |
9 |
8,314 |
Emerging Equity Markets and Economic Development |
0 |
0 |
1 |
572 |
0 |
0 |
5 |
1,662 |
Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective |
0 |
0 |
0 |
387 |
0 |
0 |
1 |
1,419 |
Financial Openness and Productivity |
0 |
0 |
0 |
174 |
0 |
1 |
8 |
558 |
Foreign Speculators and Emerging Equity Markets |
0 |
0 |
0 |
771 |
0 |
2 |
12 |
2,978 |
Foreign Speculators and Emerging Equity Markets |
0 |
0 |
1 |
218 |
0 |
1 |
3 |
837 |
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing |
0 |
0 |
0 |
418 |
0 |
2 |
2 |
1,736 |
Global Growth Opportunities and Market Integration |
0 |
0 |
0 |
309 |
0 |
0 |
5 |
1,740 |
Growth Volatility and Financial Liberalization |
0 |
0 |
0 |
450 |
0 |
1 |
2 |
1,156 |
International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
12 |
0 |
2 |
4 |
100 |
Investor Competence, Trading Frequency, and Home Bias |
0 |
0 |
0 |
238 |
0 |
0 |
6 |
952 |
Liquidity Management and Corporate Investment During a Financial Crisis |
0 |
0 |
0 |
150 |
0 |
2 |
10 |
410 |
Liquidity and Expected Returns: Lessons from Emerging Markets |
0 |
0 |
0 |
152 |
0 |
2 |
7 |
561 |
Managerial Miscalibration |
0 |
0 |
0 |
74 |
0 |
0 |
4 |
490 |
Managerial Miscalibration |
0 |
0 |
1 |
54 |
0 |
1 |
5 |
320 |
Managerial Overconfidence and Corporate Policies |
0 |
0 |
0 |
321 |
2 |
6 |
28 |
1,178 |
Market Integration and Contagion |
0 |
0 |
0 |
648 |
0 |
0 |
1 |
1,595 |
Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations |
0 |
0 |
0 |
193 |
0 |
16 |
16 |
1,005 |
Payout Policy in the 21st Century |
1 |
1 |
2 |
936 |
2 |
3 |
10 |
3,057 |
Political Risk Spreads |
0 |
0 |
2 |
92 |
1 |
2 |
14 |
358 |
Predictable Risk and Returns in Emerging Markets |
0 |
0 |
2 |
1,397 |
0 |
1 |
3 |
4,176 |
Rethinking Performance Evaluation |
0 |
0 |
0 |
50 |
0 |
2 |
2 |
96 |
Sources of Risk and Expected Returns in Global Equity Markets |
2 |
3 |
3 |
528 |
2 |
4 |
7 |
1,691 |
The Dynamics of Emerging Market Equity Flows |
0 |
0 |
0 |
314 |
0 |
0 |
3 |
1,512 |
The Economic Implications of Corporate Financial Reporting |
0 |
5 |
15 |
662 |
2 |
8 |
41 |
2,379 |
The Effect of Capital Structure When Expected Agency Costs are Extreme |
0 |
0 |
1 |
535 |
0 |
1 |
5 |
1,752 |
The European Union, the Euro, and Equity Market Integration |
0 |
0 |
1 |
70 |
0 |
1 |
2 |
238 |
The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
182 |
The Golden Dilemma |
0 |
2 |
6 |
223 |
3 |
12 |
43 |
864 |
The Impact of the Federal Reserve Bank's Open Market Operations |
0 |
0 |
1 |
432 |
0 |
1 |
11 |
2,978 |
The Persistence of Miscalibration |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
49 |
The Real Effects of Financial Constraints: Evidence from a Financial Crisis |
0 |
0 |
2 |
330 |
0 |
3 |
14 |
1,199 |
The Tactical and Strategic Value of Commodity Futures |
1 |
1 |
2 |
546 |
1 |
1 |
4 |
1,508 |
The Unintended Consequences of Rebalancing |
1 |
1 |
1 |
1 |
3 |
3 |
3 |
3 |
Time-Varying World Market Integration |
0 |
1 |
2 |
1,071 |
3 |
6 |
15 |
2,886 |
What Determines Expected International Asset Returns? |
0 |
0 |
0 |
21 |
1 |
1 |
3 |
255 |
What Determines Expected International Asset Returns? |
0 |
0 |
0 |
196 |
0 |
0 |
1 |
979 |
What Segments Equity Markets? |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
211 |
What Segments Equity Markets? |
0 |
0 |
0 |
80 |
0 |
1 |
3 |
390 |
What Segments Equity Markets? |
0 |
0 |
0 |
81 |
0 |
1 |
8 |
309 |
What determines expected international asset returns ? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
25 |
What determines expected international asset returns ? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
37 |
Total Working Papers |
7 |
20 |
61 |
21,260 |
26 |
128 |
442 |
73,222 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Access to Liquidity and Corporate Investment in Europe during the Financial Crisis |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
120 |
Are correlations of stock returns justified by subsequent changes in national outputs? |
0 |
0 |
0 |
85 |
0 |
3 |
3 |
345 |
Autoregressive Conditional Skewness |
0 |
0 |
3 |
99 |
0 |
1 |
9 |
345 |
Bayesian inference in asset pricing tests |
0 |
1 |
1 |
87 |
0 |
2 |
3 |
225 |
Capital allocation and delegation of decision-making authority within firms |
1 |
3 |
15 |
99 |
2 |
9 |
46 |
410 |
Conditional Skewness in Asset Pricing Tests |
2 |
5 |
11 |
561 |
6 |
16 |
43 |
1,580 |
Conditioning Variables and the Cross Section of Stock Returns |
1 |
1 |
3 |
200 |
2 |
3 |
9 |
637 |
Dating the integration of world equity markets |
0 |
0 |
1 |
295 |
1 |
5 |
12 |
1,266 |
Detecting Repeatable Performance |
0 |
0 |
1 |
14 |
0 |
0 |
4 |
65 |
Dividends and S&P 100 index option valuation |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
48 |
Does financial liberalization spur growth? |
2 |
6 |
19 |
736 |
4 |
17 |
68 |
2,090 |
Earnings quality: Evidence from the field |
3 |
5 |
35 |
238 |
5 |
17 |
97 |
880 |
Editor's Choice … and the Cross-Section of Expected Returns |
2 |
3 |
9 |
268 |
6 |
13 |
54 |
1,022 |
Emerging equity market volatility |
1 |
1 |
5 |
789 |
4 |
6 |
15 |
2,033 |
Emerging equity markets and economic development |
0 |
0 |
3 |
246 |
2 |
3 |
16 |
801 |
Emerging markets finance |
1 |
2 |
6 |
298 |
6 |
12 |
25 |
906 |
Equity Market Liberalization in Emerging Markets |
0 |
0 |
1 |
32 |
0 |
2 |
6 |
144 |
Equity market liberalization in emerging markets |
0 |
0 |
2 |
170 |
0 |
0 |
4 |
431 |
Financial Openness and Productivity |
0 |
1 |
5 |
191 |
2 |
4 |
23 |
813 |
Foreign Speculators and Emerging Equity Markets |
4 |
7 |
32 |
283 |
5 |
24 |
112 |
1,108 |
Fundamental determinants of national equity market returns: A perspective on conditional asset pricing |
0 |
0 |
0 |
117 |
0 |
0 |
4 |
518 |
Global Growth Opportunities and Market Integration |
1 |
1 |
1 |
138 |
2 |
3 |
11 |
614 |
Globalization and Asset Returns |
0 |
0 |
1 |
22 |
1 |
1 |
6 |
137 |
HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? |
0 |
3 |
19 |
486 |
1 |
6 |
34 |
1,538 |
How to Write an Effective Referee Report and Improve the Scientific Review Process |
0 |
1 |
6 |
98 |
0 |
1 |
18 |
332 |
International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
46 |
0 |
1 |
4 |
176 |
Investor Competence, Trading Frequency, and Home Bias |
0 |
0 |
1 |
75 |
1 |
3 |
8 |
410 |
Liquidity Management and Corporate Investment During a Financial Crisis |
0 |
1 |
11 |
219 |
2 |
10 |
45 |
820 |
Liquidity and Expected Returns: Lessons from Emerging Markets |
1 |
1 |
11 |
165 |
5 |
7 |
37 |
631 |
Managerial Response to the May 2003 Dividend Tax Cut |
1 |
2 |
3 |
18 |
1 |
2 |
7 |
129 |
Managerial attitudes and corporate actions |
1 |
3 |
23 |
326 |
4 |
12 |
100 |
1,316 |
Market Integration and Contagion |
0 |
0 |
4 |
1,075 |
3 |
6 |
23 |
2,786 |
Market timing ability and volatility implied in investment newsletters' asset allocation recommendations |
0 |
1 |
2 |
179 |
0 |
2 |
11 |
702 |
Measurement Error and Nonlinearity in the Earnings-Returns Relation |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
171 |
Payout policy in the 21st century |
2 |
4 |
21 |
1,629 |
7 |
24 |
93 |
4,655 |
Political risk and international valuation |
0 |
0 |
1 |
51 |
0 |
3 |
18 |
240 |
Political risk spreads |
1 |
2 |
7 |
81 |
3 |
7 |
29 |
417 |
Portfolio selection with higher moments |
0 |
1 |
4 |
106 |
0 |
4 |
13 |
370 |
Predictable Risk and Returns in Emerging Markets |
1 |
1 |
2 |
680 |
3 |
4 |
13 |
2,109 |
Presidential Address: The Scientific Outlook in Financial Economics |
0 |
0 |
5 |
68 |
3 |
4 |
18 |
230 |
Report of the Editor of the Journal of Finance for the Year 2011 |
0 |
0 |
1 |
12 |
1 |
1 |
2 |
67 |
Research in emerging markets finance: looking to the future |
0 |
0 |
6 |
282 |
1 |
1 |
17 |
859 |
S&P 100 Index Option Volatility |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
586 |
Seasonality and Consumption-Based Asset Pricing |
0 |
0 |
0 |
96 |
0 |
1 |
1 |
275 |
Sources of risk and expected returns in global equity markets |
0 |
0 |
3 |
171 |
1 |
3 |
9 |
633 |
Strategic Treasury Debt Management in Public Policy |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
41 |
The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
135 |
The European Union, the Euro, and equity market integration |
1 |
1 |
7 |
160 |
1 |
2 |
21 |
640 |
The Relation between the Term Structure of Interest Rates and Canadian Economic Growth |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
513 |
The Risk Exposure of Emerging Equity Markets |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
1,076 |
The Risk and Predictability of International Equity Returns |
0 |
0 |
4 |
838 |
0 |
1 |
6 |
2,204 |
The Theory and Practice of Corporate Risk Management: Evidence from the Field |
0 |
0 |
6 |
13 |
4 |
4 |
16 |
86 |
The Variation of Economic Risk Premiums |
4 |
4 |
14 |
1,159 |
8 |
13 |
51 |
3,383 |
The World Price of Covariance Risk |
0 |
0 |
3 |
292 |
0 |
2 |
12 |
829 |
The dynamics of emerging market equity flows |
0 |
0 |
0 |
168 |
1 |
5 |
10 |
655 |
The economic implications of corporate financial reporting |
0 |
2 |
23 |
1,472 |
7 |
25 |
140 |
5,581 |
The effect of capital structure when expected agency costs are extreme |
0 |
0 |
6 |
203 |
1 |
4 |
13 |
764 |
The impact of the Federal Reserve Bank's open market operations |
0 |
0 |
1 |
81 |
0 |
2 |
7 |
438 |
The long-run equity risk premium |
0 |
0 |
1 |
113 |
0 |
4 |
6 |
338 |
The management of political risk |
0 |
1 |
5 |
80 |
1 |
8 |
25 |
311 |
The real effects of financial constraints: Evidence from a financial crisis |
2 |
7 |
20 |
821 |
10 |
25 |
87 |
3,108 |
The real term structure and consumption growth |
0 |
0 |
5 |
322 |
1 |
2 |
12 |
786 |
The specification of conditional expectations |
0 |
0 |
2 |
169 |
0 |
0 |
6 |
512 |
The theory and practice of corporate finance: evidence from the field |
1 |
10 |
52 |
3,737 |
10 |
43 |
233 |
10,998 |
Time-Varying World Market Integration |
0 |
2 |
14 |
498 |
7 |
16 |
46 |
1,482 |
Time-varying conditional covariances in tests of asset pricing models |
1 |
1 |
4 |
347 |
2 |
4 |
10 |
705 |
Volatility in the Foreign Currency Futures Market |
0 |
1 |
4 |
258 |
0 |
1 |
8 |
1,210 |
What Determines Expected International Asset Returns? |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
449 |
What Segments Equity Markets? |
0 |
0 |
3 |
69 |
3 |
4 |
22 |
471 |
Total Journal Articles |
34 |
85 |
459 |
21,894 |
140 |
408 |
1,811 |
72,705 |