| 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 |
2 |
14 |
20 |
3 |
7 |
44 |
71 |
| A Longer Look at Dividend Yields |
0 |
0 |
3 |
185 |
0 |
2 |
9 |
628 |
| A multicountry comparison of term-structure forecasts at long horizons |
0 |
0 |
1 |
174 |
0 |
1 |
3 |
547 |
| 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 |
40 |
0 |
3 |
4 |
178 |
| Bayes-Stein Estimation for Portfolio Analysis |
0 |
1 |
8 |
298 |
3 |
8 |
26 |
710 |
| Bayesian and CAPM estimators of the means: Implications for portfolio selection |
0 |
0 |
7 |
771 |
0 |
0 |
11 |
1,433 |
| Credit Contagion from Counterparty Risk |
0 |
1 |
4 |
155 |
0 |
1 |
8 |
495 |
| Currency Hedging for International Portfolios |
2 |
3 |
6 |
715 |
2 |
9 |
24 |
1,495 |
| Does real interest parity hold at longer maturities? |
0 |
0 |
1 |
66 |
1 |
5 |
7 |
238 |
| Fallacies about the effects of market risk management systems |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
| Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers |
2 |
3 |
8 |
479 |
2 |
12 |
36 |
1,334 |
| Foreign exchange risk premia volatility once again |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
56 |
| Global Stock Markets in the Twentieth Century |
2 |
4 |
11 |
252 |
2 |
6 |
31 |
784 |
| Good and bad credit contagion: Evidence from credit default swaps |
0 |
1 |
4 |
468 |
0 |
1 |
8 |
1,193 |
| Hedge Funds vs. Alternative Risk Premia |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
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 |
1 |
5 |
129 |
| Informational effects of regulation FD: evidence from rating agencies |
0 |
0 |
2 |
231 |
1 |
2 |
9 |
604 |
| Integration vs. Segmentation in the Canadian Stock Market |
0 |
0 |
2 |
196 |
0 |
1 |
3 |
686 |
| Interest rates and risk premia in the stock market and in the foreign exchange market |
1 |
1 |
4 |
211 |
3 |
3 |
12 |
510 |
| International Portfolio Diversification with Estimation Risk |
0 |
3 |
19 |
1,683 |
4 |
12 |
45 |
3,525 |
| Is There a Cost to Transparency? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Mean reversion in real exchange rates: evidence and implications for forecasting |
0 |
0 |
4 |
217 |
0 |
1 |
7 |
636 |
| Multivariate unit root tests of the PPP hypothesis |
0 |
0 |
0 |
146 |
0 |
1 |
1 |
362 |
| On Jump Processes in the Foreign Exchange and Stock Markets |
0 |
1 |
8 |
621 |
0 |
1 |
12 |
1,247 |
| Option listing and stock returns: An empirical analysis |
0 |
0 |
1 |
313 |
1 |
1 |
5 |
676 |
| Portfolio Optimization with Tracking-Error Constraints |
0 |
0 |
1 |
1 |
0 |
2 |
6 |
6 |
| Predicting Volatility in the Foreign Exchange Market |
2 |
5 |
8 |
720 |
2 |
6 |
13 |
1,913 |
| Purchasing Power Parity in the Long Run |
0 |
0 |
5 |
1,230 |
0 |
2 |
17 |
3,190 |
| Re-Emerging Markets |
0 |
0 |
0 |
24 |
1 |
1 |
1 |
166 |
| Returns to Japanese investors from US investments |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
81 |
| Risk Management |
0 |
0 |
2 |
183 |
0 |
0 |
7 |
437 |
| Risk Management Lessons from the Credit Crisis |
0 |
0 |
4 |
26 |
0 |
4 |
21 |
88 |
| Risk Management for Event-Driven Funds |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
| Risk management lessons from Long‐Term Capital Management |
0 |
1 |
22 |
186 |
1 |
3 |
37 |
485 |
| Risk2: Measuring the Risk in Value at Risk |
3 |
4 |
8 |
8 |
3 |
4 |
13 |
13 |
| 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 |
0 |
5 |
418 |
0 |
2 |
9 |
961 |
| The Determinants of Operational Risk in U.S. Financial Institutions |
0 |
0 |
3 |
34 |
0 |
0 |
3 |
113 |
| The Exchange-Rate Exposure of U.S. Multinationals |
8 |
15 |
50 |
2,534 |
15 |
46 |
139 |
5,305 |
| The Fix Is In: Properly Backing out Backfill Bias |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
86 |
| The January Effect: Still There after All These Years |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
9 |
| The Long-Term Risks of Global Stock Markets |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
392 |
| The Pricing of Exchange Rate Risk in the Stock Market |
0 |
1 |
3 |
448 |
0 |
3 |
12 |
1,001 |
| The Strategic Listing Decisions of Hedge Funds |
0 |
0 |
0 |
12 |
0 |
1 |
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 |
1 |
2 |
9 |
304 |
3 |
5 |
30 |
1,106 |
| Time-series tests of a non-expected-utility model of asset pricing |
0 |
0 |
0 |
45 |
1 |
3 |
4 |
220 |
| Valuing executive stock options with endogenous departure |
0 |
0 |
0 |
73 |
1 |
1 |
1 |
239 |
| Total Journal Articles |
21 |
49 |
231 |
13,636 |
51 |
166 |
653 |
33,705 |
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