| 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 |
1 |
1 |
5 |
23 |
4 |
13 |
42 |
106 |
| A Longer Look at Dividend Yields |
0 |
0 |
0 |
185 |
0 |
0 |
7 |
633 |
| A multicountry comparison of term-structure forecasts at long horizons |
1 |
1 |
1 |
175 |
3 |
3 |
10 |
556 |
| An empirical investigation of the early exercise premium of foreign currency options |
0 |
0 |
0 |
8 |
0 |
2 |
7 |
19 |
| Are hedge fund managers systematically misreporting? Or not? |
0 |
1 |
2 |
41 |
3 |
6 |
17 |
192 |
| Bayes-Stein Estimation for Portfolio Analysis |
4 |
8 |
13 |
310 |
9 |
26 |
58 |
760 |
| Bayesian and CAPM estimators of the means: Implications for portfolio selection |
1 |
1 |
3 |
774 |
2 |
5 |
19 |
1,452 |
| Credit Contagion from Counterparty Risk |
0 |
0 |
2 |
156 |
0 |
3 |
22 |
516 |
| Currency Hedging for International Portfolios |
0 |
3 |
13 |
725 |
2 |
8 |
39 |
1,525 |
| Does real interest parity hold at longer maturities? |
0 |
0 |
0 |
66 |
0 |
0 |
9 |
242 |
| Fallacies about the effects of market risk management systems |
0 |
0 |
1 |
1 |
1 |
1 |
8 |
12 |
| Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers |
1 |
3 |
28 |
504 |
4 |
16 |
72 |
1,394 |
| Foreign exchange risk premia volatility once again |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
60 |
| Global Stock Markets in the Twentieth Century |
1 |
4 |
20 |
268 |
4 |
15 |
50 |
828 |
| Good and bad credit contagion: Evidence from credit default swaps |
2 |
5 |
8 |
475 |
3 |
11 |
29 |
1,221 |
| Hedge Funds vs. Alternative Risk Premia |
0 |
0 |
1 |
1 |
0 |
0 |
5 |
7 |
| Hidden Survivorship in Hedge Fund Returns |
0 |
1 |
1 |
1 |
0 |
4 |
8 |
9 |
| Information Transfer Effects of Bond Rating Downgrades |
0 |
0 |
0 |
34 |
0 |
0 |
6 |
134 |
| Informational effects of regulation FD: evidence from rating agencies |
0 |
1 |
3 |
234 |
1 |
3 |
22 |
624 |
| Integration vs. Segmentation in the Canadian Stock Market |
0 |
1 |
3 |
199 |
0 |
1 |
13 |
698 |
| Interest rates and risk premia in the stock market and in the foreign exchange market |
0 |
0 |
2 |
212 |
0 |
1 |
12 |
519 |
| International Portfolio Diversification with Estimation Risk |
0 |
1 |
9 |
1,689 |
3 |
6 |
47 |
3,560 |
| Is There a Cost to Transparency? |
0 |
0 |
0 |
0 |
0 |
4 |
5 |
8 |
| Mean reversion in real exchange rates: evidence and implications for forecasting |
0 |
0 |
0 |
217 |
0 |
5 |
14 |
649 |
| Multivariate unit root tests of the PPP hypothesis |
0 |
0 |
0 |
146 |
0 |
5 |
10 |
371 |
| On Jump Processes in the Foreign Exchange and Stock Markets |
0 |
1 |
2 |
622 |
1 |
2 |
15 |
1,261 |
| Option listing and stock returns: An empirical analysis |
0 |
0 |
0 |
313 |
0 |
1 |
6 |
681 |
| Portfolio Optimization with Tracking-Error Constraints |
2 |
2 |
5 |
6 |
3 |
41 |
64 |
68 |
| Predicting Volatility in the Foreign Exchange Market |
0 |
0 |
7 |
722 |
0 |
1 |
21 |
1,928 |
| Purchasing Power Parity in the Long Run |
0 |
0 |
1 |
1,231 |
0 |
4 |
48 |
3,236 |
| Re-Emerging Markets |
0 |
0 |
0 |
24 |
1 |
3 |
9 |
174 |
| Returns to Japanese investors from US investments |
0 |
0 |
0 |
9 |
1 |
5 |
11 |
91 |
| Risk Management |
0 |
0 |
2 |
185 |
2 |
2 |
12 |
449 |
| Risk Management Lessons from the Credit Crisis |
0 |
0 |
2 |
28 |
0 |
2 |
23 |
107 |
| Risk Management for Event-Driven Funds |
0 |
0 |
1 |
1 |
1 |
15 |
22 |
26 |
| Risk management lessons from Long‐Term Capital Management |
0 |
0 |
15 |
200 |
4 |
17 |
74 |
556 |
| Risk2: Measuring the Risk in Value at Risk |
1 |
6 |
15 |
19 |
6 |
13 |
33 |
42 |
| Term premiums and the integration of the eurocurrency markets |
0 |
0 |
0 |
31 |
0 |
1 |
6 |
145 |
| Testing the Predictive Power of Dividend Yields |
0 |
0 |
2 |
420 |
0 |
3 |
18 |
977 |
| The Determinants of Operational Risk in U.S. Financial Institutions |
0 |
1 |
5 |
39 |
1 |
4 |
20 |
133 |
| The Exchange-Rate Exposure of U.S. Multinationals |
19 |
45 |
128 |
2,647 |
44 |
111 |
303 |
5,562 |
| The Fix Is In: Properly Backing out Backfill Bias |
0 |
0 |
0 |
13 |
0 |
9 |
23 |
108 |
| The January Effect: Still There after All These Years |
0 |
0 |
1 |
1 |
2 |
7 |
20 |
27 |
| The Long-Term Risks of Global Stock Markets |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
399 |
| The Pricing of Exchange Rate Risk in the Stock Market |
1 |
4 |
7 |
454 |
1 |
6 |
19 |
1,017 |
| The Strategic Listing Decisions of Hedge Funds |
0 |
0 |
0 |
12 |
0 |
3 |
8 |
53 |
| 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 |
0 |
2 |
12 |
314 |
2 |
11 |
41 |
1,142 |
| The “Actual Retail Price” of Equity Trades |
0 |
0 |
8 |
8 |
6 |
15 |
62 |
62 |
| Tightening credit standards: the role of accounting quality |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
8 |
| Time-series tests of a non-expected-utility model of asset pricing |
0 |
0 |
0 |
45 |
0 |
3 |
15 |
232 |
| Valuing executive stock options with endogenous departure |
0 |
0 |
0 |
73 |
0 |
1 |
5 |
243 |
| Total Journal Articles |
34 |
92 |
328 |
13,915 |
115 |
424 |
1,431 |
34,970 |
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