| 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 |
9 |
14 |
34 |
2,416 |
| Asymmetric Predictability of Conditional Variances |
0 |
0 |
2 |
109 |
0 |
2 |
9 |
361 |
| Components of short-horizon individual security returns |
0 |
0 |
1 |
104 |
0 |
0 |
7 |
396 |
| Estimation of the Bid-Ask Spread and Its Components: A New Approach |
1 |
2 |
4 |
526 |
5 |
10 |
22 |
1,634 |
| Information, trading, and volatility |
0 |
0 |
0 |
246 |
4 |
4 |
11 |
562 |
| Long-Term Market Overreaction or Biases in Computed Returns? |
1 |
1 |
2 |
393 |
5 |
7 |
23 |
933 |
| Mean Reversion in Short-Horizon Expected Returns |
0 |
2 |
4 |
281 |
2 |
8 |
23 |
869 |
| Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations |
0 |
0 |
1 |
59 |
1 |
4 |
17 |
160 |
| Oil and the Stock Markets |
8 |
16 |
45 |
1,386 |
22 |
43 |
107 |
3,482 |
| Price reversals *1: Bid-ask errors or market overreaction? |
0 |
1 |
1 |
147 |
1 |
2 |
6 |
352 |
| Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
858 |
| Relative Price Variability, Real Shocks, and the Stock Market |
0 |
0 |
3 |
126 |
0 |
3 |
13 |
381 |
| Stock returns and inflation: The role of the monetary sector |
1 |
1 |
1 |
376 |
1 |
4 |
10 |
851 |
| Time-Variation in Expected Returns |
0 |
0 |
5 |
469 |
1 |
3 |
30 |
1,313 |
| Trading Volume and Transaction Costs in Specialist Markets |
0 |
1 |
1 |
38 |
2 |
3 |
7 |
144 |
| Transactions, Volume, and Volatility |
0 |
2 |
8 |
485 |
2 |
7 |
43 |
1,240 |
| Total Journal Articles |
11 |
26 |
78 |
4,753 |
55 |
116 |
372 |
15,952 |