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 |
2 |
5 |
252 |
0 |
6 |
19 |
511 |
A Corporate Beauty Contest |
0 |
0 |
0 |
50 |
1 |
1 |
3 |
327 |
An Anatomy of Crypto-Enabled Cybercrimes |
0 |
0 |
2 |
14 |
0 |
0 |
12 |
40 |
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns |
0 |
0 |
0 |
194 |
0 |
1 |
1 |
1,226 |
Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |
Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
198 |
Capital Allocation and Delegation of Decision-Making Authority within Firms |
0 |
0 |
0 |
45 |
0 |
0 |
2 |
301 |
Capital Flows and the Behavior of Emerging Market Equity Returns |
0 |
0 |
1 |
679 |
0 |
0 |
7 |
2,441 |
Conditional Asset Allocation in Emerging Markets |
0 |
0 |
0 |
394 |
0 |
1 |
2 |
1,571 |
Conditioning Variables and the Cross-Section of Stock Returns |
0 |
0 |
1 |
723 |
0 |
0 |
2 |
2,468 |
Corporate Culture: Evidence from the Field |
0 |
0 |
3 |
133 |
1 |
2 |
18 |
483 |
Dating the Integration of World Equity Markets |
0 |
0 |
0 |
337 |
1 |
1 |
2 |
1,609 |
Does Financial Liberalization Spur Growth? |
0 |
0 |
0 |
967 |
0 |
1 |
15 |
2,823 |
Does Financial Liberalization Spur Growth? |
0 |
1 |
1 |
980 |
1 |
3 |
12 |
2,544 |
Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
347 |
0 |
0 |
1 |
765 |
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 |
0 |
1 |
2 |
1,315 |
Editorial: Understanding Cryptocurrencies |
0 |
1 |
1 |
24 |
0 |
2 |
5 |
92 |
Emerging Equity Market Volatility |
0 |
1 |
2 |
2,938 |
2 |
3 |
9 |
8,317 |
Emerging Equity Markets and Economic Development |
0 |
0 |
0 |
572 |
1 |
1 |
5 |
1,663 |
Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective |
0 |
0 |
0 |
387 |
0 |
2 |
3 |
1,422 |
False (and Missed) Discoveries in Financial Economics |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
85 |
Financial Openness and Productivity |
0 |
0 |
0 |
174 |
0 |
1 |
6 |
559 |
Foreign Speculators and Emerging Equity Markets |
0 |
0 |
1 |
218 |
0 |
0 |
3 |
837 |
Foreign Speculators and Emerging Equity Markets |
1 |
1 |
1 |
772 |
2 |
3 |
12 |
2,981 |
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing |
0 |
1 |
1 |
419 |
1 |
2 |
4 |
1,738 |
Global Growth Opportunities and Market Integration |
0 |
0 |
0 |
309 |
0 |
1 |
4 |
1,741 |
Growth Volatility and Financial Liberalization |
0 |
0 |
0 |
450 |
0 |
0 |
1 |
1,156 |
International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
100 |
Investor Competence, Trading Frequency, and Home Bias |
0 |
0 |
0 |
238 |
0 |
1 |
4 |
953 |
Liquidity Management and Corporate Investment During a Financial Crisis |
1 |
1 |
1 |
151 |
2 |
5 |
14 |
417 |
Liquidity and Expected Returns: Lessons from Emerging Markets |
0 |
0 |
0 |
152 |
0 |
3 |
9 |
564 |
Managerial Miscalibration |
0 |
0 |
1 |
54 |
1 |
1 |
8 |
323 |
Managerial Miscalibration |
0 |
0 |
0 |
74 |
1 |
1 |
3 |
491 |
Managerial Overconfidence and Corporate Policies |
0 |
0 |
0 |
321 |
4 |
9 |
35 |
1,192 |
Market Integration and Contagion |
1 |
1 |
1 |
649 |
1 |
1 |
2 |
1,596 |
Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations |
0 |
0 |
0 |
193 |
2 |
3 |
20 |
1,009 |
Payout Policy in the 21st Century |
0 |
0 |
2 |
936 |
3 |
3 |
12 |
3,061 |
Political Risk Spreads |
0 |
1 |
3 |
94 |
1 |
6 |
20 |
365 |
Predictable Risk and Returns in Emerging Markets |
0 |
0 |
2 |
1,398 |
0 |
2 |
5 |
4,179 |
Rethinking Performance Evaluation |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
96 |
Sources of Risk and Expected Returns in Global Equity Markets |
0 |
0 |
3 |
528 |
0 |
1 |
7 |
1,692 |
The Dynamics of Emerging Market Equity Flows |
0 |
0 |
0 |
314 |
0 |
1 |
3 |
1,513 |
The Economic Implications of Corporate Financial Reporting |
1 |
1 |
10 |
664 |
2 |
5 |
36 |
2,388 |
The Effect of Capital Structure When Expected Agency Costs are Extreme |
0 |
0 |
0 |
535 |
0 |
0 |
3 |
1,752 |
The European Union, the Euro, and Equity Market Integration |
0 |
0 |
1 |
70 |
0 |
3 |
5 |
241 |
The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
182 |
The Golden Dilemma |
1 |
1 |
6 |
225 |
4 |
8 |
39 |
874 |
The Impact of the Federal Reserve Bank's Open Market Operations |
0 |
0 |
0 |
432 |
1 |
2 |
7 |
2,980 |
The Persistence of Miscalibration |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
50 |
The Real Effects of Financial Constraints: Evidence from a Financial Crisis |
0 |
2 |
3 |
332 |
2 |
6 |
16 |
1,206 |
The Tactical and Strategic Value of Commodity Futures |
0 |
0 |
2 |
546 |
2 |
2 |
4 |
1,510 |
The Unintended Consequences of Rebalancing |
0 |
2 |
14 |
14 |
1 |
8 |
14 |
14 |
Time-Varying World Market Integration |
0 |
0 |
2 |
1,072 |
0 |
1 |
12 |
2,889 |
Understanding Cryptocurrencies |
0 |
1 |
5 |
36 |
1 |
3 |
11 |
135 |
What Determines Expected International Asset Returns? |
0 |
0 |
0 |
196 |
0 |
0 |
1 |
979 |
What Determines Expected International Asset Returns? |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
255 |
What Segments Equity Markets? |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
212 |
What Segments Equity Markets? |
0 |
0 |
0 |
81 |
1 |
2 |
9 |
312 |
What Segments Equity Markets? |
0 |
0 |
0 |
80 |
0 |
0 |
2 |
390 |
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 |
5 |
17 |
75 |
21,382 |
39 |
111 |
473 |
73,676 |
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 |
2 |
8 |
0 |
0 |
8 |
56 |
A View Inside Corporate Risk Management |
0 |
1 |
11 |
34 |
2 |
4 |
20 |
101 |
Access to Liquidity and Corporate Investment in Europe during the Financial Crisis |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
121 |
An Anatomy of Crypto-Enabled Cybercrimes |
0 |
1 |
1 |
1 |
1 |
5 |
7 |
7 |
An Evaluation of Alternative Multiple Testing Methods for Finance Applications |
2 |
4 |
6 |
51 |
3 |
6 |
9 |
146 |
Are correlations of stock returns justified by subsequent changes in national outputs? |
0 |
0 |
0 |
85 |
2 |
2 |
5 |
347 |
Autoregressive Conditional Skewness |
0 |
0 |
1 |
99 |
0 |
1 |
7 |
346 |
Bayesian inference in asset pricing tests |
0 |
0 |
1 |
87 |
0 |
0 |
3 |
225 |
Breaking Bad Trends |
0 |
2 |
2 |
2 |
0 |
4 |
4 |
8 |
Capital allocation and delegation of decision-making authority within firms |
0 |
2 |
10 |
101 |
3 |
7 |
38 |
421 |
Conditional Skewness in Asset Pricing Tests |
0 |
0 |
12 |
562 |
4 |
6 |
41 |
1,588 |
Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence |
0 |
1 |
1 |
2 |
0 |
1 |
3 |
9 |
Conditioning Variables and the Cross Section of Stock Returns |
0 |
0 |
3 |
202 |
1 |
1 |
9 |
641 |
Conquering Misperceptions about Commodity Futures Investing |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
Corporate culture in a new era: Views from the C‐suite |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
12 |
Corporate culture: Evidence from the field |
0 |
0 |
2 |
16 |
2 |
2 |
21 |
77 |
Corporate culture: The interview evidence |
0 |
0 |
1 |
2 |
0 |
0 |
7 |
19 |
Cross-sectional alpha dispersion and performance evaluation |
0 |
0 |
0 |
14 |
0 |
0 |
4 |
75 |
Dating the integration of world equity markets |
0 |
1 |
1 |
296 |
2 |
4 |
13 |
1,270 |
Demographics and International Investments |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
Detecting Repeatable Performance |
0 |
0 |
0 |
14 |
0 |
1 |
5 |
67 |
Dividends and S&P 100 index option valuation |
0 |
1 |
1 |
20 |
0 |
2 |
2 |
50 |
Does financial liberalization spur growth? |
1 |
2 |
15 |
738 |
4 |
9 |
60 |
2,105 |
Earnings quality: Evidence from the field |
3 |
8 |
31 |
247 |
6 |
14 |
82 |
902 |
Economic and Financial Integration in Europe |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
22 |
Editor's Choice … and the Cross-Section of Expected Returns |
2 |
3 |
11 |
274 |
4 |
11 |
57 |
1,047 |
Editorial: Replication in Financial Economics |
0 |
0 |
3 |
27 |
0 |
0 |
6 |
99 |
Emerging equity market volatility |
0 |
2 |
6 |
792 |
2 |
9 |
21 |
2,045 |
Emerging equity markets and economic development |
0 |
0 |
3 |
246 |
2 |
2 |
17 |
804 |
Emerging equity markets in a globalized world |
0 |
0 |
2 |
4 |
0 |
2 |
6 |
16 |
Emerging markets finance |
0 |
2 |
8 |
302 |
5 |
9 |
32 |
919 |
Equity Market Liberalization in Emerging Markets |
0 |
0 |
1 |
32 |
0 |
0 |
3 |
144 |
Equity market liberalization in emerging markets |
0 |
1 |
2 |
171 |
0 |
3 |
6 |
435 |
False (and Missed) Discoveries in Financial Economics |
0 |
0 |
1 |
21 |
1 |
2 |
5 |
96 |
Financial Openness and Productivity |
0 |
0 |
2 |
192 |
4 |
7 |
26 |
825 |
Foreign Speculators and Emerging Equity Markets |
1 |
7 |
31 |
292 |
3 |
14 |
101 |
1,132 |
Fundamental determinants of national equity market returns: A perspective on conditional asset pricing |
0 |
1 |
1 |
118 |
2 |
4 |
7 |
525 |
Global Growth Opportunities and Market Integration |
0 |
0 |
2 |
139 |
1 |
2 |
13 |
618 |
Globalization and Asset Returns |
0 |
0 |
1 |
22 |
0 |
0 |
4 |
138 |
Gold, the Golden Constant, and Déjà Vu |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Grading the Performance of Market-Timing Newsletters |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? |
0 |
1 |
13 |
488 |
0 |
1 |
23 |
1,541 |
How to Write an Effective Referee Report and Improve the Scientific Review Process |
1 |
3 |
8 |
102 |
2 |
5 |
16 |
338 |
International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
46 |
0 |
0 |
3 |
176 |
International business and decentralized finance |
0 |
1 |
4 |
4 |
1 |
3 |
18 |
19 |
Investor Competence, Trading Frequency, and Home Bias |
0 |
0 |
1 |
75 |
1 |
3 |
9 |
413 |
Is Sector Neutrality in Factor Investing a Mistake? |
1 |
1 |
2 |
2 |
1 |
3 |
7 |
7 |
Liquidity Management and Corporate Investment During a Financial Crisis |
1 |
1 |
6 |
222 |
1 |
3 |
39 |
832 |
Liquidity and Expected Returns: Lessons from Emerging Markets |
0 |
1 |
11 |
168 |
1 |
4 |
35 |
639 |
Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence |
0 |
0 |
4 |
23 |
4 |
5 |
21 |
86 |
Lucky factors |
0 |
0 |
3 |
68 |
1 |
2 |
14 |
242 |
Managerial Response to the May 2003 Dividend Tax Cut |
0 |
0 |
2 |
18 |
2 |
2 |
5 |
131 |
Managerial attitudes and corporate actions |
0 |
3 |
16 |
331 |
2 |
12 |
69 |
1,332 |
Market Integration and Contagion |
0 |
4 |
7 |
1,080 |
2 |
13 |
28 |
2,800 |
Market timing ability and volatility implied in investment newsletters' asset allocation recommendations |
0 |
0 |
2 |
180 |
0 |
1 |
5 |
704 |
Measurement Error and Nonlinearity in the Earnings-Returns Relation |
0 |
0 |
0 |
49 |
0 |
1 |
1 |
172 |
Momentum turning points |
0 |
1 |
2 |
18 |
2 |
6 |
21 |
65 |
Payout policy in the 21st century |
0 |
1 |
9 |
1,630 |
4 |
11 |
65 |
4,670 |
Political Risk, Economic Risk, and Financial Risk |
0 |
2 |
7 |
7 |
1 |
6 |
22 |
22 |
Political risk and international valuation |
0 |
2 |
2 |
53 |
1 |
7 |
18 |
248 |
Political risk spreads |
3 |
6 |
11 |
87 |
9 |
24 |
47 |
443 |
Portfolio selection with higher moments |
0 |
0 |
2 |
106 |
1 |
2 |
13 |
376 |
Predictable Risk and Returns in Emerging Markets |
0 |
2 |
3 |
682 |
2 |
8 |
18 |
2,117 |
Presidential Address: The Scientific Outlook in Financial Economics |
0 |
1 |
4 |
69 |
1 |
5 |
18 |
235 |
Report of the Editor of the Journal of Finance for the Year 2011 |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
67 |
Reports of Value’s Death May Be Greatly Exaggerated |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
Research in emerging markets finance: looking to the future |
0 |
0 |
4 |
284 |
2 |
3 |
15 |
866 |
S&P 100 Index Option Volatility |
0 |
0 |
0 |
1 |
2 |
4 |
5 |
590 |
Seasonality and Consumption-Based Asset Pricing |
0 |
0 |
0 |
96 |
1 |
1 |
2 |
276 |
Sources of risk and expected returns in global equity markets |
0 |
0 |
1 |
171 |
1 |
1 |
8 |
634 |
Strategic Treasury Debt Management in Public Policy |
0 |
1 |
1 |
6 |
0 |
1 |
2 |
43 |
The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence |
0 |
0 |
1 |
32 |
1 |
3 |
4 |
138 |
The European Union, the Euro, and equity market integration |
0 |
0 |
6 |
160 |
1 |
3 |
18 |
644 |
The Golden Dilemma |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
5 |
The Misrepresentation of Earnings |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
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 |
4 |
1,077 |
The Risk and Predictability of International Equity Returns |
0 |
0 |
4 |
840 |
0 |
4 |
10 |
2,210 |
The Strategic and Tactical Value of Commodity Futures |
0 |
0 |
1 |
1 |
1 |
1 |
10 |
10 |
The Theory and Practice of Corporate Risk Management: Evidence from the Field |
1 |
2 |
4 |
15 |
1 |
5 |
16 |
92 |
The Variation of Economic Risk Premiums |
0 |
2 |
12 |
1,162 |
3 |
8 |
47 |
3,396 |
The World Price of Covariance Risk |
0 |
0 |
3 |
293 |
0 |
2 |
13 |
832 |
The dynamics of emerging market equity flows |
0 |
3 |
4 |
172 |
1 |
44 |
54 |
700 |
The economic implications of corporate financial reporting |
4 |
9 |
21 |
1,482 |
12 |
39 |
124 |
5,628 |
The effect of capital structure when expected agency costs are extreme |
0 |
0 |
2 |
203 |
0 |
0 |
10 |
767 |
The impact of the Federal Reserve Bank's open market operations |
0 |
0 |
1 |
81 |
0 |
3 |
9 |
441 |
The long-run equity risk premium |
0 |
0 |
1 |
113 |
1 |
2 |
8 |
340 |
The management of political risk |
1 |
2 |
7 |
83 |
2 |
4 |
22 |
317 |
The real effects of financial constraints: Evidence from a financial crisis |
3 |
7 |
24 |
832 |
11 |
29 |
94 |
3,146 |
The real term structure and consumption growth |
0 |
1 |
2 |
323 |
1 |
2 |
9 |
789 |
The specification of conditional expectations |
0 |
0 |
1 |
169 |
1 |
2 |
6 |
514 |
The theory and practice of corporate finance: evidence from the field |
6 |
10 |
44 |
3,748 |
22 |
47 |
197 |
11,056 |
Time-Varying World Market Integration |
0 |
0 |
6 |
499 |
1 |
2 |
34 |
1,488 |
Time-varying conditional covariances in tests of asset pricing models |
0 |
0 |
2 |
347 |
1 |
1 |
10 |
707 |
Understanding Cryptocurrencies |
0 |
3 |
15 |
191 |
1 |
8 |
52 |
577 |
Unpatented innovation and merger synergies |
0 |
0 |
1 |
13 |
0 |
1 |
8 |
60 |
Value Destruction and Financial Reporting Decisions |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
5 |
Volatility in the Foreign Currency Futures Market |
0 |
1 |
4 |
259 |
1 |
2 |
7 |
1,212 |
What Determines Expected International Asset Returns? |
0 |
1 |
1 |
66 |
0 |
2 |
2 |
451 |
What Segments Equity Markets? |
0 |
2 |
4 |
71 |
2 |
6 |
22 |
480 |
“Conquering Misperceptions about Commodity Futures Investing”: Author Response |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Total Journal Articles |
30 |
113 |
473 |
22,545 |
167 |
497 |
2,023 |
75,152 |