| 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 |
6 |
21 |
8 |
13 |
35 |
84 |
| A Longer Look at Dividend Yields |
0 |
0 |
3 |
185 |
2 |
3 |
11 |
631 |
| A multicountry comparison of term-structure forecasts at long horizons |
0 |
0 |
1 |
174 |
2 |
3 |
6 |
550 |
| An empirical investigation of the early exercise premium of foreign currency options |
0 |
0 |
0 |
8 |
1 |
3 |
3 |
15 |
| Are hedge fund managers systematically misreporting? Or not? |
0 |
0 |
2 |
40 |
2 |
4 |
8 |
182 |
| Bayes-Stein Estimation for Portfolio Analysis |
1 |
2 |
9 |
300 |
4 |
12 |
35 |
722 |
| Bayesian and CAPM estimators of the means: Implications for portfolio selection |
0 |
2 |
9 |
773 |
1 |
7 |
17 |
1,440 |
| Credit Contagion from Counterparty Risk |
0 |
0 |
4 |
155 |
2 |
9 |
16 |
504 |
| Currency Hedging for International Portfolios |
4 |
7 |
12 |
722 |
7 |
15 |
33 |
1,510 |
| Does real interest parity hold at longer maturities? |
0 |
0 |
0 |
66 |
1 |
2 |
8 |
240 |
| Fallacies about the effects of market risk management systems |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
| Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers |
3 |
10 |
18 |
489 |
4 |
19 |
49 |
1,353 |
| Foreign exchange risk premia volatility once again |
0 |
0 |
0 |
11 |
2 |
2 |
2 |
58 |
| Global Stock Markets in the Twentieth Century |
2 |
9 |
17 |
261 |
5 |
17 |
44 |
801 |
| Good and bad credit contagion: Evidence from credit default swaps |
0 |
1 |
5 |
469 |
3 |
10 |
16 |
1,203 |
| Hedge Funds vs. Alternative Risk Premia |
0 |
1 |
1 |
1 |
0 |
1 |
2 |
3 |
| Hidden Survivorship in Hedge Fund Returns |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
| Information Transfer Effects of Bond Rating Downgrades |
0 |
0 |
0 |
34 |
0 |
1 |
4 |
130 |
| Informational effects of regulation FD: evidence from rating agencies |
1 |
1 |
1 |
232 |
4 |
7 |
14 |
611 |
| Integration vs. Segmentation in the Canadian Stock Market |
0 |
0 |
1 |
196 |
1 |
4 |
6 |
690 |
| Interest rates and risk premia in the stock market and in the foreign exchange market |
0 |
1 |
4 |
212 |
0 |
5 |
12 |
515 |
| International Portfolio Diversification with Estimation Risk |
0 |
2 |
16 |
1,685 |
3 |
11 |
47 |
3,536 |
| 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 |
4 |
4 |
10 |
640 |
| Multivariate unit root tests of the PPP hypothesis |
0 |
0 |
0 |
146 |
1 |
3 |
4 |
365 |
| On Jump Processes in the Foreign Exchange and Stock Markets |
0 |
0 |
5 |
621 |
2 |
4 |
12 |
1,251 |
| Option listing and stock returns: An empirical analysis |
0 |
0 |
0 |
313 |
0 |
0 |
2 |
676 |
| Portfolio Optimization with Tracking-Error Constraints |
1 |
2 |
2 |
3 |
4 |
12 |
16 |
18 |
| Predicting Volatility in the Foreign Exchange Market |
0 |
0 |
7 |
720 |
1 |
3 |
13 |
1,916 |
| Purchasing Power Parity in the Long Run |
0 |
1 |
3 |
1,231 |
11 |
34 |
47 |
3,224 |
| Re-Emerging Markets |
0 |
0 |
0 |
24 |
1 |
2 |
3 |
168 |
| Returns to Japanese investors from US investments |
0 |
0 |
0 |
9 |
1 |
2 |
3 |
83 |
| Risk Management |
1 |
1 |
2 |
184 |
4 |
4 |
6 |
441 |
| Risk Management Lessons from the Credit Crisis |
0 |
1 |
4 |
27 |
2 |
9 |
23 |
97 |
| Risk Management for Event-Driven Funds |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
| Risk management lessons from Long‐Term Capital Management |
2 |
8 |
22 |
194 |
11 |
21 |
48 |
506 |
| Risk2: Measuring the Risk in Value at Risk |
2 |
3 |
11 |
11 |
2 |
4 |
17 |
17 |
| Term premiums and the integration of the eurocurrency markets |
0 |
0 |
0 |
31 |
1 |
3 |
3 |
142 |
| Testing the Predictive Power of Dividend Yields |
1 |
1 |
5 |
419 |
2 |
5 |
12 |
966 |
| The Determinants of Operational Risk in U.S. Financial Institutions |
1 |
2 |
5 |
36 |
3 |
5 |
8 |
118 |
| The Exchange-Rate Exposure of U.S. Multinationals |
11 |
38 |
76 |
2,572 |
28 |
77 |
185 |
5,382 |
| The Fix Is In: Properly Backing out Backfill Bias |
0 |
0 |
0 |
13 |
4 |
6 |
8 |
92 |
| The January Effect: Still There after All These Years |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
10 |
| The Long-Term Risks of Global Stock Markets |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
395 |
| The Pricing of Exchange Rate Risk in the Stock Market |
0 |
1 |
4 |
449 |
1 |
5 |
15 |
1,006 |
| The Strategic Listing Decisions of Hedge Funds |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
46 |
| 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 |
0 |
4 |
12 |
308 |
3 |
16 |
40 |
1,122 |
| Time-series tests of a non-expected-utility model of asset pricing |
0 |
0 |
0 |
45 |
0 |
3 |
6 |
223 |
| Valuing executive stock options with endogenous departure |
0 |
0 |
0 |
73 |
0 |
0 |
1 |
239 |
| Total Journal Articles |
30 |
99 |
271 |
13,735 |
140 |
379 |
883 |
34,084 |
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