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 |
0 |
0 |
2 |
247 |
1 |
3 |
14 |
495 |
A Corporate Beauty Contest |
0 |
0 |
0 |
50 |
1 |
1 |
3 |
325 |
An Anatomy of Crypto-Enabled Cybercrimes |
0 |
0 |
1 |
12 |
0 |
5 |
12 |
32 |
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 |
0 |
1 |
195 |
Capital Allocation and Delegation of Decision-Making Authority within Firms |
0 |
1 |
2 |
45 |
0 |
1 |
6 |
299 |
Capital Flows and the Behavior of Emerging Market Equity Returns |
0 |
1 |
5 |
679 |
0 |
3 |
12 |
2,436 |
Conditional Asset Allocation in Emerging Markets |
0 |
0 |
1 |
394 |
0 |
0 |
3 |
1,569 |
Conditioning Variables and the Cross-Section of Stock Returns |
1 |
1 |
1 |
723 |
1 |
1 |
2 |
2,467 |
Corporate Culture: Evidence from the Field |
1 |
1 |
3 |
131 |
2 |
6 |
24 |
468 |
Dating the Integration of World Equity Markets |
0 |
0 |
0 |
337 |
0 |
0 |
0 |
1,607 |
Does Financial Liberalization Spur Growth? |
0 |
0 |
3 |
967 |
1 |
4 |
13 |
2,810 |
Does Financial Liberalization Spur Growth? |
0 |
0 |
1 |
979 |
1 |
3 |
13 |
2,535 |
Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
347 |
0 |
0 |
1 |
764 |
Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
141 |
0 |
0 |
0 |
459 |
Economic, Financial, and Fundamental Global Risk In and Out of the EMU |
0 |
0 |
0 |
282 |
1 |
1 |
2 |
1,314 |
Emerging Equity Market Volatility |
0 |
0 |
1 |
2,936 |
0 |
2 |
7 |
8,310 |
Emerging Equity Markets and Economic Development |
0 |
0 |
1 |
572 |
0 |
3 |
4 |
1,661 |
Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective |
0 |
0 |
0 |
387 |
0 |
1 |
3 |
1,419 |
Financial Openness and Productivity |
0 |
0 |
1 |
174 |
0 |
1 |
9 |
554 |
Foreign Speculators and Emerging Equity Markets |
0 |
0 |
0 |
217 |
1 |
1 |
2 |
835 |
Foreign Speculators and Emerging Equity Markets |
0 |
0 |
0 |
771 |
1 |
6 |
15 |
2,974 |
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing |
0 |
0 |
0 |
418 |
0 |
0 |
0 |
1,734 |
Global Growth Opportunities and Market Integration |
0 |
0 |
0 |
309 |
0 |
1 |
10 |
1,738 |
Growth Volatility and Financial Liberalization |
0 |
0 |
0 |
450 |
0 |
0 |
1 |
1,155 |
International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
96 |
Investor Competence, Trading Frequency, and Home Bias |
0 |
0 |
0 |
238 |
0 |
1 |
6 |
950 |
Liquidity Management and Corporate Investment During a Financial Crisis |
0 |
0 |
0 |
150 |
0 |
0 |
8 |
403 |
Liquidity and Expected Returns: Lessons From Emerging Markets |
0 |
0 |
1 |
572 |
0 |
1 |
10 |
1,633 |
Liquidity and Expected Returns: Lessons from Emerging Markets |
0 |
0 |
0 |
152 |
0 |
4 |
4 |
558 |
Managerial Miscalibration |
0 |
0 |
1 |
53 |
1 |
1 |
7 |
316 |
Managerial Miscalibration |
0 |
0 |
2 |
74 |
1 |
1 |
10 |
489 |
Managerial Overconfidence and Corporate Policies |
0 |
0 |
2 |
321 |
2 |
5 |
22 |
1,161 |
Market Integration and Contagion |
0 |
0 |
0 |
648 |
0 |
0 |
1 |
1,594 |
Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations |
0 |
0 |
0 |
193 |
0 |
0 |
1 |
989 |
Payout Policy in the 21st Century |
0 |
0 |
2 |
934 |
1 |
1 |
17 |
3,050 |
Political Risk Spreads |
0 |
1 |
3 |
92 |
0 |
4 |
11 |
349 |
Predictable Risk and Returns in Emerging Markets |
0 |
0 |
2 |
1,396 |
0 |
0 |
3 |
4,174 |
Rethinking Performance Evaluation |
0 |
0 |
1 |
50 |
0 |
0 |
2 |
94 |
Sources of Risk and Expected Returns in Global Equity Markets |
0 |
0 |
0 |
525 |
1 |
2 |
4 |
1,686 |
The Dynamics of Emerging Market Equity Flows |
0 |
0 |
0 |
314 |
0 |
1 |
2 |
1,511 |
The Economic Implications of Corporate Financial Reporting |
1 |
3 |
12 |
656 |
3 |
7 |
41 |
2,358 |
The Effect of Capital Structure When Expected Agency Costs are Extreme |
0 |
0 |
1 |
535 |
1 |
1 |
6 |
1,750 |
The European Union, the Euro, and Equity Market Integration |
0 |
0 |
1 |
21 |
0 |
0 |
2 |
180 |
The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
236 |
The Golden Dilemma |
1 |
2 |
8 |
220 |
7 |
13 |
53 |
845 |
The Impact of the Federal Reserve Bank's Open Market Operations |
0 |
0 |
1 |
432 |
2 |
2 |
13 |
2,975 |
The Persistence of Miscalibration |
0 |
0 |
0 |
10 |
0 |
1 |
6 |
47 |
The Real Effects of Financial Constraints: Evidence from a Financial Crisis |
0 |
1 |
3 |
330 |
1 |
3 |
19 |
1,192 |
The Tactical and Strategic Value of Commodity Futures |
0 |
0 |
0 |
544 |
0 |
0 |
5 |
1,506 |
Time-Varying World Market Integration |
0 |
0 |
2 |
1,070 |
0 |
3 |
10 |
2,879 |
What Determines Expected International Asset Returns? |
0 |
0 |
0 |
196 |
0 |
1 |
1 |
979 |
What Determines Expected International Asset Returns? |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
253 |
What Segments Equity Markets? |
0 |
0 |
0 |
80 |
0 |
0 |
1 |
388 |
What Segments Equity Markets? |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
209 |
What Segments Equity Markets? |
0 |
0 |
0 |
81 |
0 |
1 |
2 |
303 |
What determines expected international asset returns ? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
37 |
What determines expected international asset returns ? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
25 |
Total Working Papers |
4 |
11 |
64 |
21,802 |
31 |
97 |
427 |
74,617 |
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 |
119 |
Are correlations of stock returns justified by subsequent changes in national outputs? |
0 |
0 |
0 |
85 |
0 |
0 |
3 |
342 |
Autoregressive Conditional Skewness |
0 |
0 |
2 |
98 |
1 |
1 |
5 |
340 |
Bayesian inference in asset pricing tests |
0 |
0 |
1 |
86 |
0 |
0 |
1 |
222 |
Capital allocation and delegation of decision-making authority within firms |
1 |
5 |
16 |
93 |
4 |
15 |
54 |
391 |
Conditional Skewness in Asset Pricing Tests |
2 |
5 |
11 |
555 |
5 |
11 |
40 |
1,557 |
Conditioning Variables and the Cross Section of Stock Returns |
0 |
0 |
2 |
199 |
0 |
0 |
7 |
632 |
Dating the integration of world equity markets |
0 |
0 |
2 |
295 |
1 |
2 |
7 |
1,259 |
Detecting Repeatable Performance |
0 |
1 |
1 |
14 |
2 |
3 |
4 |
64 |
Dividends and S&P 100 index option valuation |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
48 |
Does financial liberalization spur growth? |
1 |
5 |
14 |
726 |
5 |
19 |
58 |
2,056 |
Earnings quality: Evidence from the field |
1 |
4 |
34 |
219 |
7 |
22 |
107 |
836 |
Editor's Choice … and the Cross-Section of Expected Returns |
1 |
2 |
13 |
264 |
7 |
15 |
63 |
1,000 |
Emerging equity market volatility |
0 |
0 |
2 |
786 |
0 |
1 |
9 |
2,024 |
Emerging equity markets and economic development |
2 |
2 |
3 |
245 |
5 |
6 |
17 |
793 |
Emerging markets finance |
0 |
1 |
5 |
294 |
0 |
2 |
15 |
888 |
Equity Market Liberalization in Emerging Markets |
0 |
0 |
1 |
31 |
0 |
1 |
8 |
141 |
Equity market liberalization in emerging markets |
1 |
1 |
2 |
170 |
2 |
2 |
5 |
431 |
Financial Openness and Productivity |
0 |
0 |
7 |
190 |
1 |
3 |
27 |
801 |
Foreign Speculators and Emerging Equity Markets |
3 |
6 |
23 |
267 |
8 |
26 |
88 |
1,049 |
Fundamental determinants of national equity market returns: A perspective on conditional asset pricing |
0 |
0 |
0 |
117 |
0 |
0 |
6 |
518 |
Global Growth Opportunities and Market Integration |
0 |
0 |
1 |
137 |
2 |
3 |
7 |
608 |
Globalization and Asset Returns |
1 |
1 |
3 |
22 |
1 |
1 |
11 |
135 |
HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? |
1 |
2 |
28 |
477 |
2 |
6 |
57 |
1,524 |
How to Write an Effective Referee Report and Improve the Scientific Review Process |
1 |
2 |
4 |
95 |
2 |
4 |
18 |
325 |
International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
46 |
0 |
1 |
2 |
173 |
Investor Competence, Trading Frequency, and Home Bias |
1 |
1 |
2 |
75 |
2 |
2 |
5 |
406 |
Liquidity Management and Corporate Investment During a Financial Crisis |
1 |
1 |
13 |
217 |
4 |
7 |
40 |
799 |
Liquidity and Expected Returns: Lessons from Emerging Markets |
1 |
4 |
9 |
160 |
2 |
12 |
31 |
612 |
Managerial Response to the May 2003 Dividend Tax Cut |
0 |
0 |
1 |
16 |
0 |
1 |
5 |
126 |
Managerial attitudes and corporate actions |
3 |
6 |
34 |
320 |
11 |
24 |
122 |
1,280 |
Market Integration and Contagion |
0 |
3 |
6 |
1,074 |
0 |
8 |
28 |
2,773 |
Market timing ability and volatility implied in investment newsletters' asset allocation recommendations |
0 |
0 |
1 |
178 |
0 |
2 |
15 |
700 |
Measurement Error and Nonlinearity in the Earnings-Returns Relation |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
171 |
Payout policy in the 21st century |
0 |
2 |
46 |
1,623 |
8 |
22 |
144 |
4,621 |
Political risk and international valuation |
0 |
0 |
2 |
51 |
3 |
5 |
19 |
234 |
Political risk spreads |
1 |
2 |
6 |
78 |
4 |
10 |
23 |
404 |
Portfolio selection with higher moments |
0 |
0 |
7 |
104 |
0 |
1 |
17 |
364 |
Predictable Risk and Returns in Emerging Markets |
0 |
0 |
2 |
679 |
2 |
3 |
9 |
2,102 |
Presidential Address: The Scientific Outlook in Financial Economics |
0 |
1 |
12 |
66 |
0 |
2 |
21 |
218 |
Report of the Editor of the Journal of Finance for the Year 2011 |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
65 |
Research in emerging markets finance: looking to the future |
1 |
1 |
6 |
281 |
2 |
6 |
18 |
855 |
S&P 100 Index Option Volatility |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
585 |
Seasonality and Consumption-Based Asset Pricing |
0 |
0 |
1 |
96 |
0 |
0 |
1 |
274 |
Sources of risk and expected returns in global equity markets |
0 |
1 |
3 |
170 |
1 |
2 |
5 |
627 |
Strategic Treasury Debt Management in Public Policy |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
41 |
The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence |
1 |
1 |
1 |
32 |
1 |
1 |
1 |
135 |
The European Union, the Euro, and equity market integration |
0 |
1 |
5 |
155 |
2 |
5 |
21 |
629 |
The Relation between the Term Structure of Interest Rates and Canadian Economic Growth |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
513 |
The Risk Exposure of Emerging Equity Markets |
0 |
0 |
0 |
3 |
1 |
2 |
3 |
1,075 |
The Risk and Predictability of International Equity Returns |
0 |
1 |
5 |
837 |
0 |
1 |
17 |
2,201 |
The Theory and Practice of Corporate Risk Management: Evidence from the Field |
1 |
2 |
6 |
13 |
2 |
3 |
14 |
79 |
The Variation of Economic Risk Premiums |
1 |
2 |
8 |
1,151 |
5 |
14 |
39 |
3,358 |
The World Price of Covariance Risk |
1 |
1 |
2 |
291 |
1 |
4 |
9 |
822 |
The dynamics of emerging market equity flows |
0 |
0 |
0 |
168 |
2 |
2 |
4 |
648 |
The economic implications of corporate financial reporting |
1 |
5 |
38 |
1,465 |
9 |
24 |
218 |
5,522 |
The effect of capital structure when expected agency costs are extreme |
1 |
2 |
6 |
202 |
1 |
2 |
19 |
758 |
The impact of the Federal Reserve Bank's open market operations |
0 |
0 |
1 |
80 |
1 |
3 |
5 |
434 |
The long-run equity risk premium |
0 |
1 |
1 |
113 |
1 |
2 |
4 |
334 |
The management of political risk |
2 |
3 |
10 |
78 |
5 |
7 |
39 |
301 |
The real effects of financial constraints: Evidence from a financial crisis |
1 |
2 |
23 |
809 |
7 |
16 |
101 |
3,064 |
The real term structure and consumption growth |
0 |
0 |
12 |
321 |
1 |
1 |
19 |
781 |
The specification of conditional expectations |
1 |
1 |
2 |
169 |
1 |
3 |
7 |
511 |
The theory and practice of corporate finance: evidence from the field |
2 |
13 |
85 |
3,713 |
19 |
55 |
330 |
10,899 |
Time-Varying World Market Integration |
0 |
7 |
13 |
496 |
0 |
12 |
39 |
1,462 |
Time-varying conditional covariances in tests of asset pricing models |
0 |
1 |
2 |
345 |
2 |
3 |
4 |
699 |
Volatility in the Foreign Currency Futures Market |
0 |
1 |
6 |
255 |
0 |
2 |
13 |
1,206 |
What Determines Expected International Asset Returns? |
0 |
0 |
0 |
65 |
0 |
0 |
3 |
449 |
What Segments Equity Markets? |
0 |
0 |
3 |
67 |
1 |
4 |
16 |
459 |
Total Journal Articles |
35 |
103 |
556 |
21,701 |
156 |
418 |
2,055 |
71,872 |