| 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 |
2 |
3 |
18 |
18 |
5 |
10 |
57 |
57 |
| A Longer Look at Dividend Yields |
1 |
1 |
3 |
183 |
3 |
3 |
11 |
623 |
| A multicountry comparison of term-structure forecasts at long horizons |
0 |
1 |
1 |
174 |
0 |
2 |
9 |
546 |
| An empirical investigation of the early exercise premium of foreign currency options |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
12 |
| Are hedge fund managers systematically misreporting? Or not? |
0 |
0 |
1 |
38 |
0 |
0 |
3 |
174 |
| Bayes-Stein Estimation for Portfolio Analysis |
1 |
2 |
10 |
292 |
3 |
5 |
25 |
690 |
| Bayesian and CAPM estimators of the means: Implications for portfolio selection |
1 |
2 |
8 |
766 |
1 |
2 |
15 |
1,425 |
| Credit Contagion from Counterparty Risk |
0 |
2 |
6 |
153 |
1 |
3 |
15 |
491 |
| Currency Hedging for International Portfolios |
0 |
0 |
5 |
710 |
0 |
3 |
18 |
1,478 |
| Does real interest parity hold at longer maturities? |
0 |
1 |
1 |
66 |
0 |
1 |
2 |
232 |
| Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers |
1 |
2 |
10 |
473 |
1 |
6 |
35 |
1,308 |
| Foreign exchange risk premia volatility once again |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
56 |
| Global Stock Markets in the Twentieth Century |
2 |
5 |
16 |
247 |
5 |
11 |
55 |
766 |
| Good and bad credit contagion: Evidence from credit default swaps |
0 |
0 |
4 |
464 |
1 |
2 |
10 |
1,189 |
| Hedge Funds vs. Alternative Risk Premia |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Hidden Survivorship in Hedge Fund Returns |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Information Transfer Effects of Bond Rating Downgrades |
0 |
1 |
4 |
34 |
1 |
3 |
6 |
128 |
| Informational effects of regulation FD: evidence from rating agencies |
0 |
1 |
2 |
231 |
1 |
3 |
8 |
599 |
| Integration vs. Segmentation in the Canadian Stock Market |
0 |
1 |
3 |
195 |
0 |
1 |
5 |
684 |
| Interest rates and risk premia in the stock market and in the foreign exchange market |
1 |
1 |
3 |
209 |
1 |
3 |
11 |
505 |
| International Portfolio Diversification with Estimation Risk |
2 |
4 |
21 |
1,672 |
3 |
7 |
34 |
3,493 |
| Is There a Cost to Transparency? |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Mean reversion in real exchange rates: evidence and implications for forecasting |
1 |
1 |
6 |
214 |
1 |
1 |
15 |
631 |
| Multivariate unit root tests of the PPP hypothesis |
0 |
0 |
0 |
146 |
0 |
0 |
2 |
361 |
| On Jump Processes in the Foreign Exchange and Stock Markets |
3 |
3 |
7 |
619 |
4 |
5 |
14 |
1,244 |
| Option listing and stock returns: An empirical analysis |
0 |
0 |
3 |
313 |
1 |
2 |
7 |
675 |
| Portfolio Optimization with Tracking-Error Constraints |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
| Predicting Volatility in the Foreign Exchange Market |
0 |
1 |
5 |
714 |
0 |
2 |
10 |
1,904 |
| Purchasing Power Parity in the Long Run |
0 |
3 |
12 |
1,229 |
1 |
7 |
29 |
3,181 |
| 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 |
0 |
0 |
2 |
182 |
0 |
1 |
8 |
435 |
| Risk Management Lessons from the Credit Crisis |
0 |
3 |
9 |
25 |
0 |
6 |
29 |
77 |
| Risk Management for Event-Driven Funds |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Risk management lessons from Long‐Term Capital Management |
1 |
5 |
18 |
175 |
3 |
7 |
27 |
463 |
| Risk2: Measuring the Risk in Value at Risk |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
2 |
| Term premiums and the integration of the eurocurrency markets |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
139 |
| Testing the Predictive Power of Dividend Yields |
1 |
2 |
4 |
415 |
2 |
3 |
9 |
956 |
| The Determinants of Operational Risk in U.S. Financial Institutions |
0 |
0 |
1 |
31 |
0 |
0 |
4 |
110 |
| The Exchange-Rate Exposure of U.S. Multinationals |
5 |
12 |
46 |
2,505 |
9 |
37 |
135 |
5,218 |
| The Fix Is In: Properly Backing out Backfill Bias |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
84 |
| The January Effect: Still There after All These Years |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| The Long-Term Risks of Global Stock Markets |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
391 |
| The Pricing of Exchange Rate Risk in the Stock Market |
0 |
0 |
6 |
445 |
1 |
4 |
18 |
993 |
| The Strategic Listing Decisions of Hedge Funds |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
45 |
| The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
146 |
| The performance of emerging hedge funds and managers |
0 |
1 |
7 |
297 |
3 |
6 |
38 |
1,086 |
| Time-series tests of a non-expected-utility model of asset pricing |
0 |
0 |
0 |
45 |
0 |
1 |
2 |
217 |
| Valuing executive stock options with endogenous departure |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
238 |
| Total Journal Articles |
23 |
59 |
245 |
13,506 |
57 |
155 |
687 |
33,304 |
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