| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Anatomy of Trading Strategies |
0 |
0 |
0 |
8 |
3 |
11 |
27 |
2,405 |
| Asymmetric Predictability of Conditional Variances |
0 |
1 |
2 |
109 |
1 |
5 |
8 |
360 |
| Components of short-horizon individual security returns |
0 |
1 |
1 |
104 |
0 |
3 |
7 |
396 |
| Estimation of the Bid-Ask Spread and Its Components: A New Approach |
0 |
0 |
2 |
524 |
1 |
8 |
14 |
1,625 |
| Information, trading, and volatility |
0 |
0 |
0 |
246 |
0 |
4 |
7 |
558 |
| Long-Term Market Overreaction or Biases in Computed Returns? |
0 |
0 |
2 |
392 |
1 |
9 |
19 |
927 |
| Mean Reversion in Short-Horizon Expected Returns |
2 |
2 |
7 |
281 |
5 |
12 |
24 |
866 |
| Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations |
0 |
1 |
1 |
59 |
2 |
7 |
15 |
158 |
| Oil and the Stock Markets |
3 |
12 |
33 |
1,373 |
7 |
26 |
78 |
3,446 |
| Price reversals *1: Bid-ask errors or market overreaction? |
0 |
0 |
0 |
146 |
0 |
3 |
10 |
350 |
| Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency |
0 |
0 |
0 |
0 |
0 |
6 |
9 |
856 |
| Relative Price Variability, Real Shocks, and the Stock Market |
0 |
0 |
3 |
126 |
2 |
3 |
12 |
380 |
| Stock returns and inflation: The role of the monetary sector |
0 |
0 |
0 |
375 |
2 |
5 |
8 |
849 |
| Time-Variation in Expected Returns |
0 |
1 |
7 |
469 |
1 |
8 |
32 |
1,311 |
| Trading Volume and Transaction Costs in Specialist Markets |
1 |
1 |
1 |
38 |
1 |
2 |
5 |
142 |
| Transactions, Volume, and Volatility |
2 |
3 |
9 |
485 |
2 |
21 |
40 |
1,235 |
| Total Journal Articles |
8 |
22 |
68 |
4,735 |
28 |
133 |
315 |
15,864 |