| 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 |
3 |
23 |
7 |
14 |
48 |
116 |
| A Longer Look at Dividend Yields |
0 |
0 |
0 |
185 |
1 |
2 |
7 |
635 |
| A multicountry comparison of term-structure forecasts at long horizons |
0 |
1 |
1 |
175 |
0 |
3 |
9 |
556 |
| An empirical investigation of the early exercise premium of foreign currency options |
0 |
0 |
0 |
8 |
0 |
0 |
7 |
19 |
| Are hedge fund managers systematically misreporting? Or not? |
0 |
0 |
1 |
41 |
0 |
3 |
14 |
192 |
| Bayes-Stein Estimation for Portfolio Analysis |
0 |
5 |
13 |
311 |
2 |
15 |
59 |
766 |
| Bayesian and CAPM estimators of the means: Implications for portfolio selection |
0 |
1 |
3 |
774 |
0 |
4 |
21 |
1,454 |
| Credit Contagion from Counterparty Risk |
0 |
0 |
1 |
156 |
0 |
2 |
23 |
518 |
| Currency Hedging for International Portfolios |
0 |
0 |
12 |
725 |
3 |
5 |
35 |
1,528 |
| Does real interest parity hold at longer maturities? |
0 |
0 |
0 |
66 |
0 |
0 |
5 |
242 |
| Fallacies about the effects of market risk management systems |
0 |
0 |
1 |
1 |
0 |
3 |
10 |
14 |
| Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers |
2 |
3 |
29 |
506 |
4 |
12 |
70 |
1,402 |
| Foreign exchange risk premia volatility once again |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
60 |
| Global Stock Markets in the Twentieth Century |
1 |
2 |
19 |
269 |
2 |
9 |
51 |
833 |
| Good and bad credit contagion: Evidence from credit default swaps |
0 |
2 |
7 |
475 |
2 |
5 |
30 |
1,223 |
| Hedge Funds vs. Alternative Risk Premia |
0 |
0 |
1 |
1 |
0 |
1 |
6 |
8 |
| Hidden Survivorship in Hedge Fund Returns |
0 |
0 |
1 |
1 |
1 |
2 |
10 |
11 |
| Information Transfer Effects of Bond Rating Downgrades |
0 |
0 |
0 |
34 |
0 |
0 |
5 |
134 |
| Informational effects of regulation FD: evidence from rating agencies |
0 |
0 |
3 |
234 |
0 |
2 |
22 |
625 |
| Integration vs. Segmentation in the Canadian Stock Market |
0 |
0 |
3 |
199 |
0 |
1 |
13 |
699 |
| Interest rates and risk premia in the stock market and in the foreign exchange market |
0 |
0 |
2 |
212 |
0 |
0 |
12 |
519 |
| International Portfolio Diversification with Estimation Risk |
1 |
2 |
8 |
1,691 |
2 |
9 |
45 |
3,566 |
| Is There a Cost to Transparency? |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
9 |
| Mean reversion in real exchange rates: evidence and implications for forecasting |
0 |
0 |
0 |
217 |
0 |
0 |
13 |
649 |
| Multivariate unit root tests of the PPP hypothesis |
0 |
0 |
0 |
146 |
2 |
3 |
12 |
374 |
| On Jump Processes in the Foreign Exchange and Stock Markets |
1 |
1 |
2 |
623 |
2 |
5 |
18 |
1,265 |
| Option listing and stock returns: An empirical analysis |
0 |
0 |
0 |
313 |
1 |
1 |
7 |
682 |
| Portfolio Optimization with Tracking-Error Constraints |
1 |
6 |
9 |
10 |
71 |
80 |
139 |
145 |
| Predicting Volatility in the Foreign Exchange Market |
0 |
0 |
4 |
722 |
1 |
3 |
20 |
1,931 |
| Purchasing Power Parity in the Long Run |
0 |
0 |
1 |
1,231 |
2 |
3 |
49 |
3,239 |
| Re-Emerging Markets |
0 |
0 |
0 |
24 |
0 |
1 |
9 |
174 |
| Returns to Japanese investors from US investments |
0 |
0 |
0 |
9 |
1 |
3 |
13 |
93 |
| Risk Management |
0 |
0 |
2 |
185 |
1 |
3 |
13 |
450 |
| Risk Management Lessons from the Credit Crisis |
0 |
0 |
2 |
28 |
4 |
4 |
23 |
111 |
| Risk Management for Event-Driven Funds |
0 |
0 |
1 |
1 |
0 |
3 |
24 |
28 |
| Risk management lessons from Long‐Term Capital Management |
0 |
3 |
17 |
203 |
2 |
11 |
79 |
563 |
| Risk2: Measuring the Risk in Value at Risk |
0 |
1 |
14 |
19 |
0 |
7 |
33 |
43 |
| Term premiums and the integration of the eurocurrency markets |
0 |
0 |
0 |
31 |
0 |
0 |
6 |
145 |
| Testing the Predictive Power of Dividend Yields |
1 |
1 |
3 |
421 |
2 |
2 |
18 |
979 |
| The Determinants of Operational Risk in U.S. Financial Institutions |
0 |
0 |
5 |
39 |
0 |
2 |
21 |
134 |
| The Exchange-Rate Exposure of U.S. Multinationals |
13 |
46 |
148 |
2,674 |
27 |
92 |
320 |
5,610 |
| The Fix Is In: Properly Backing out Backfill Bias |
0 |
0 |
0 |
13 |
1 |
2 |
24 |
110 |
| The January Effect: Still There after All These Years |
0 |
0 |
1 |
1 |
0 |
4 |
21 |
29 |
| The Long-Term Risks of Global Stock Markets |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
400 |
| The Pricing of Exchange Rate Risk in the Stock Market |
0 |
1 |
6 |
454 |
1 |
2 |
17 |
1,018 |
| The Strategic Listing Decisions of Hedge Funds |
0 |
0 |
0 |
12 |
0 |
2 |
9 |
55 |
| The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts |
0 |
0 |
0 |
43 |
0 |
0 |
2 |
148 |
| The performance of emerging hedge funds and managers |
1 |
3 |
14 |
317 |
70 |
79 |
116 |
1,219 |
| The “Actual Retail Price” of Equity Trades |
1 |
2 |
10 |
10 |
21 |
39 |
95 |
95 |
| Tightening credit standards: the role of accounting quality |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
9 |
| Time-series tests of a non-expected-utility model of asset pricing |
0 |
0 |
0 |
45 |
0 |
1 |
14 |
233 |
| Valuing executive stock options with endogenous departure |
0 |
0 |
0 |
73 |
1 |
1 |
6 |
244 |
| Total Journal Articles |
22 |
81 |
347 |
13,962 |
235 |
449 |
1,650 |
35,304 |
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