| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A (Sub)penny for Your Thoughts: Tracking Retail Investor Activity in TAQ |
0 |
1 |
5 |
21 |
4 |
14 |
36 |
88 |
| A Longer Look at Dividend Yields |
0 |
0 |
3 |
185 |
2 |
4 |
13 |
633 |
| A multicountry comparison of term-structure forecasts at long horizons |
0 |
0 |
0 |
174 |
2 |
4 |
6 |
552 |
| An empirical investigation of the early exercise premium of foreign currency options |
0 |
0 |
0 |
8 |
2 |
5 |
5 |
17 |
| Are hedge fund managers systematically misreporting? Or not? |
0 |
0 |
2 |
40 |
3 |
7 |
11 |
185 |
| Bayes-Stein Estimation for Portfolio Analysis |
0 |
2 |
9 |
300 |
3 |
8 |
38 |
725 |
| Bayesian and CAPM estimators of the means: Implications for portfolio selection |
0 |
0 |
8 |
773 |
5 |
10 |
21 |
1,445 |
| Credit Contagion from Counterparty Risk |
0 |
0 |
2 |
155 |
5 |
12 |
19 |
509 |
| Currency Hedging for International Portfolios |
0 |
5 |
12 |
722 |
2 |
11 |
34 |
1,512 |
| Does real interest parity hold at longer maturities? |
0 |
0 |
0 |
66 |
2 |
4 |
10 |
242 |
| Fallacies about the effects of market risk management systems |
1 |
1 |
1 |
1 |
4 |
4 |
9 |
9 |
| Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers |
5 |
10 |
22 |
494 |
13 |
22 |
59 |
1,366 |
| Foreign exchange risk premia volatility once again |
0 |
0 |
0 |
11 |
1 |
3 |
3 |
59 |
| Global Stock Markets in the Twentieth Century |
1 |
7 |
17 |
262 |
7 |
19 |
47 |
808 |
| Good and bad credit contagion: Evidence from credit default swaps |
0 |
1 |
5 |
469 |
5 |
12 |
20 |
1,208 |
| Hedge Funds vs. Alternative Risk Premia |
0 |
1 |
1 |
1 |
3 |
4 |
5 |
6 |
| Hidden Survivorship in Hedge Fund Returns |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
5 |
| Information Transfer Effects of Bond Rating Downgrades |
0 |
0 |
0 |
34 |
3 |
4 |
6 |
133 |
| Informational effects of regulation FD: evidence from rating agencies |
0 |
1 |
1 |
232 |
8 |
14 |
21 |
619 |
| Integration vs. Segmentation in the Canadian Stock Market |
0 |
0 |
1 |
196 |
3 |
5 |
9 |
693 |
| Interest rates and risk premia in the stock market and in the foreign exchange market |
0 |
1 |
4 |
212 |
2 |
6 |
13 |
517 |
| International Portfolio Diversification with Estimation Risk |
2 |
4 |
17 |
1,687 |
7 |
15 |
53 |
3,543 |
| Is There a Cost to Transparency? |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Mean reversion in real exchange rates: evidence and implications for forecasting |
0 |
0 |
4 |
217 |
3 |
7 |
13 |
643 |
| Multivariate unit root tests of the PPP hypothesis |
0 |
0 |
0 |
146 |
0 |
3 |
4 |
365 |
| On Jump Processes in the Foreign Exchange and Stock Markets |
0 |
0 |
5 |
621 |
7 |
9 |
18 |
1,258 |
| Option listing and stock returns: An empirical analysis |
0 |
0 |
0 |
313 |
3 |
3 |
5 |
679 |
| Portfolio Optimization with Tracking-Error Constraints |
0 |
1 |
2 |
3 |
4 |
11 |
20 |
22 |
| Predicting Volatility in the Foreign Exchange Market |
1 |
1 |
7 |
721 |
6 |
8 |
18 |
1,922 |
| Purchasing Power Parity in the Long Run |
0 |
0 |
2 |
1,231 |
3 |
34 |
47 |
3,227 |
| Re-Emerging Markets |
0 |
0 |
0 |
24 |
2 |
4 |
5 |
170 |
| Returns to Japanese investors from US investments |
0 |
0 |
0 |
9 |
2 |
3 |
5 |
85 |
| Risk Management |
0 |
1 |
2 |
184 |
2 |
6 |
8 |
443 |
| Risk Management Lessons from the Credit Crisis |
1 |
1 |
3 |
28 |
4 |
12 |
24 |
101 |
| Risk Management for Event-Driven Funds |
0 |
0 |
0 |
0 |
2 |
3 |
8 |
8 |
| Risk management lessons from Long‐Term Capital Management |
1 |
6 |
21 |
195 |
9 |
25 |
55 |
515 |
| Risk2: Measuring the Risk in Value at Risk |
0 |
3 |
11 |
11 |
7 |
11 |
24 |
24 |
| Term premiums and the integration of the eurocurrency markets |
0 |
0 |
0 |
31 |
1 |
2 |
4 |
143 |
| Testing the Predictive Power of Dividend Yields |
1 |
2 |
6 |
420 |
5 |
8 |
17 |
971 |
| The Determinants of Operational Risk in U.S. Financial Institutions |
0 |
1 |
5 |
36 |
7 |
11 |
15 |
125 |
| The Exchange-Rate Exposure of U.S. Multinationals |
7 |
37 |
79 |
2,579 |
11 |
70 |
184 |
5,393 |
| The Fix Is In: Properly Backing out Backfill Bias |
0 |
0 |
0 |
13 |
5 |
10 |
13 |
97 |
| The January Effect: Still There after All These Years |
0 |
0 |
0 |
0 |
2 |
2 |
12 |
12 |
| The Long-Term Risks of Global Stock Markets |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
396 |
| The Pricing of Exchange Rate Risk in the Stock Market |
0 |
0 |
4 |
449 |
1 |
5 |
15 |
1,007 |
| The Strategic Listing Decisions of Hedge Funds |
0 |
0 |
0 |
12 |
2 |
2 |
3 |
48 |
| The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts |
0 |
0 |
0 |
43 |
1 |
1 |
1 |
147 |
| The performance of emerging hedge funds and managers |
3 |
6 |
14 |
311 |
5 |
17 |
44 |
1,127 |
| Time-series tests of a non-expected-utility model of asset pricing |
0 |
0 |
0 |
45 |
4 |
6 |
10 |
227 |
| Valuing executive stock options with endogenous departure |
0 |
0 |
0 |
73 |
3 |
3 |
4 |
242 |
| Total Journal Articles |
23 |
93 |
275 |
13,758 |
191 |
471 |
1,028 |
34,275 |
LogEc is hosted by the
Örebro University School of Business.