| 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 |
0 |
18 |
18 |
3 |
7 |
64 |
64 |
| A Longer Look at Dividend Yields |
0 |
1 |
5 |
185 |
0 |
2 |
12 |
626 |
| A multicountry comparison of term-structure forecasts at long horizons |
0 |
0 |
1 |
174 |
0 |
0 |
6 |
546 |
| An empirical investigation of the early exercise premium of foreign currency options |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
12 |
| Are hedge fund managers systematically misreporting? Or not? |
0 |
1 |
2 |
39 |
0 |
1 |
4 |
175 |
| Bayes-Stein Estimation for Portfolio Analysis |
0 |
5 |
10 |
297 |
3 |
12 |
28 |
702 |
| Bayesian and CAPM estimators of the means: Implications for portfolio selection |
2 |
5 |
8 |
771 |
3 |
8 |
15 |
1,433 |
| Credit Contagion from Counterparty Risk |
0 |
1 |
4 |
154 |
0 |
3 |
8 |
494 |
| Currency Hedging for International Portfolios |
0 |
2 |
6 |
712 |
2 |
6 |
19 |
1,486 |
| Does real interest parity hold at longer maturities? |
0 |
0 |
1 |
66 |
1 |
1 |
3 |
233 |
| Fallacies about the effects of market risk management systems |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
| Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers |
0 |
2 |
8 |
476 |
1 |
11 |
37 |
1,322 |
| Foreign exchange risk premia volatility once again |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
56 |
| Global Stock Markets in the Twentieth Century |
0 |
1 |
9 |
248 |
2 |
9 |
42 |
778 |
| Good and bad credit contagion: Evidence from credit default swaps |
1 |
3 |
4 |
467 |
1 |
3 |
9 |
1,192 |
| Hedge Funds vs. Alternative Risk Premia |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Hidden Survivorship in Hedge Fund Returns |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Information Transfer Effects of Bond Rating Downgrades |
0 |
0 |
2 |
34 |
0 |
0 |
4 |
128 |
| Informational effects of regulation FD: evidence from rating agencies |
0 |
0 |
2 |
231 |
0 |
2 |
9 |
602 |
| Integration vs. Segmentation in the Canadian Stock Market |
0 |
1 |
4 |
196 |
0 |
1 |
4 |
685 |
| Interest rates and risk premia in the stock market and in the foreign exchange market |
0 |
1 |
3 |
210 |
0 |
2 |
10 |
507 |
| International Portfolio Diversification with Estimation Risk |
1 |
4 |
19 |
1,680 |
3 |
11 |
39 |
3,513 |
| Is There a Cost to Transparency? |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| Mean reversion in real exchange rates: evidence and implications for forecasting |
1 |
3 |
7 |
217 |
1 |
4 |
12 |
635 |
| Multivariate unit root tests of the PPP hypothesis |
0 |
0 |
0 |
146 |
0 |
0 |
1 |
361 |
| On Jump Processes in the Foreign Exchange and Stock Markets |
0 |
1 |
7 |
620 |
0 |
2 |
13 |
1,246 |
| Option listing and stock returns: An empirical analysis |
0 |
0 |
2 |
313 |
0 |
0 |
5 |
675 |
| Portfolio Optimization with Tracking-Error Constraints |
0 |
0 |
1 |
1 |
0 |
2 |
4 |
4 |
| Predicting Volatility in the Foreign Exchange Market |
0 |
1 |
4 |
715 |
1 |
3 |
9 |
1,907 |
| Purchasing Power Parity in the Long Run |
0 |
1 |
5 |
1,230 |
1 |
7 |
19 |
3,188 |
| Re-Emerging Markets |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
165 |
| Returns to Japanese investors from US investments |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
80 |
| Risk Management |
1 |
1 |
3 |
183 |
2 |
2 |
9 |
437 |
| Risk Management Lessons from the Credit Crisis |
0 |
1 |
4 |
26 |
2 |
5 |
18 |
84 |
| Risk Management for Event-Driven Funds |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
4 |
| Risk management lessons from Long‐Term Capital Management |
2 |
7 |
21 |
185 |
5 |
16 |
35 |
482 |
| Risk2: Measuring the Risk in Value at Risk |
1 |
3 |
4 |
4 |
1 |
7 |
9 |
9 |
| Term premiums and the integration of the eurocurrency markets |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
139 |
| Testing the Predictive Power of Dividend Yields |
0 |
2 |
5 |
418 |
0 |
2 |
8 |
959 |
| The Determinants of Operational Risk in U.S. Financial Institutions |
1 |
3 |
3 |
34 |
1 |
3 |
4 |
113 |
| The Exchange-Rate Exposure of U.S. Multinationals |
2 |
13 |
40 |
2,519 |
7 |
39 |
110 |
5,259 |
| The Fix Is In: Properly Backing out Backfill Bias |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
85 |
| The January Effect: Still There after All These Years |
0 |
0 |
0 |
0 |
0 |
4 |
7 |
7 |
| The Long-Term Risks of Global Stock Markets |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
391 |
| The Pricing of Exchange Rate Risk in the Stock Market |
0 |
2 |
3 |
447 |
0 |
5 |
11 |
998 |
| The Strategic Listing Decisions of Hedge Funds |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
45 |
| The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
146 |
| The performance of emerging hedge funds and managers |
1 |
5 |
10 |
302 |
2 |
13 |
34 |
1,101 |
| Time-series tests of a non-expected-utility model of asset pricing |
0 |
0 |
0 |
45 |
0 |
0 |
2 |
217 |
| Valuing executive stock options with endogenous departure |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
238 |
| Total Journal Articles |
13 |
70 |
225 |
13,587 |
43 |
202 |
645 |
33,539 |
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