| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Approach to Measuring Financial Contagion |
0 |
0 |
0 |
589 |
0 |
2 |
12 |
1,469 |
| A new approach to measuring financial contagion |
0 |
0 |
0 |
0 |
3 |
10 |
15 |
155 |
| Adjusted Forward Rates as Predictors of Future Spot Rates |
0 |
1 |
1 |
991 |
2 |
8 |
12 |
4,384 |
| An Assessment of Terrorism-Related Investing Strategies |
0 |
0 |
0 |
37 |
4 |
5 |
7 |
122 |
| Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies |
0 |
0 |
1 |
261 |
0 |
5 |
14 |
688 |
| Are Financial Assets Priced Locally or Globally? |
0 |
0 |
3 |
659 |
1 |
6 |
18 |
1,447 |
| Are there too Few Publicly Listed Firms in the US? |
0 |
1 |
3 |
3 |
0 |
4 |
11 |
11 |
| Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World |
0 |
0 |
0 |
108 |
1 |
4 |
8 |
416 |
| Discussion of 'A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002' |
0 |
0 |
0 |
6 |
0 |
3 |
5 |
57 |
| Eclipse of the Public Corporation or Eclipse of the Public Markets? |
0 |
0 |
0 |
34 |
1 |
9 |
12 |
105 |
| Financial Globalization and the Rise of IPOs outside the U.S |
0 |
0 |
0 |
55 |
0 |
0 |
3 |
82 |
| Global Financial Markets and the Risk Premium on U.S. Equity |
0 |
0 |
0 |
582 |
0 |
6 |
9 |
2,832 |
| Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time |
0 |
0 |
0 |
116 |
0 |
5 |
8 |
411 |
| Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time |
0 |
0 |
0 |
29 |
0 |
14 |
16 |
136 |
| Indirect Robust Estimation of the Short-term Interest Rate Process |
0 |
0 |
0 |
11 |
3 |
6 |
9 |
71 |
| Indirect Robust Estimation of the Short-term interest Rate Process |
0 |
0 |
1 |
96 |
1 |
11 |
15 |
334 |
| Indirect robust estimation of the short-term interest rate process |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
26 |
| Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks |
0 |
0 |
0 |
142 |
0 |
2 |
4 |
463 |
| International Real Estate Returns: A Multifactor, Multicountry Approach |
0 |
0 |
0 |
14 |
0 |
4 |
7 |
48 |
| Multi-market Trading and Arbitrage |
0 |
1 |
3 |
289 |
4 |
58 |
71 |
1,334 |
| Price and Volatility Transmission across Borders |
0 |
0 |
0 |
128 |
0 |
11 |
17 |
404 |
| Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
1 |
235 |
9 |
17 |
23 |
948 |
| Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
0 |
25 |
12 |
14 |
15 |
219 |
| Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
0 |
31 |
3 |
30 |
34 |
156 |
| Terrorism and the Stock Market |
0 |
1 |
1 |
148 |
2 |
7 |
12 |
476 |
| The Coming Wave |
0 |
0 |
0 |
52 |
0 |
3 |
6 |
92 |
| The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
23 |
1 |
4 |
8 |
59 |
| The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
19 |
3 |
5 |
7 |
52 |
| The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
33 |
1 |
4 |
4 |
96 |
| The Consequences of Terrorism for Financial Markets: What Do We Know? |
0 |
1 |
1 |
80 |
2 |
7 |
14 |
263 |
| The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings |
0 |
0 |
1 |
48 |
0 |
6 |
9 |
241 |
| The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US |
0 |
2 |
3 |
353 |
2 |
10 |
16 |
1,539 |
| The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures |
0 |
0 |
0 |
83 |
0 |
6 |
9 |
287 |
| The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures |
0 |
0 |
0 |
1,230 |
1 |
6 |
7 |
4,089 |
| The U.S. Left Behind: The Rise of IPO Activity Around the World |
0 |
0 |
0 |
25 |
0 |
2 |
4 |
120 |
| The U.S. Left Behind: The Rise of IPO Activity around the World |
0 |
0 |
0 |
14 |
3 |
8 |
10 |
94 |
| The U.S. Listing Gap |
0 |
0 |
2 |
28 |
1 |
2 |
9 |
113 |
| The U.S. listing gap |
0 |
0 |
0 |
47 |
2 |
7 |
12 |
205 |
| The US Equity Valuation Premium, Globalization, and Climate Change Risks |
0 |
0 |
1 |
30 |
4 |
12 |
20 |
120 |
| The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom |
1 |
1 |
2 |
112 |
2 |
8 |
13 |
309 |
| Understanding Electricity Price Volatility within and across Markets |
0 |
0 |
0 |
162 |
0 |
4 |
9 |
440 |
| What Factors Drive Global Stock Returns? |
0 |
0 |
0 |
88 |
1 |
5 |
8 |
368 |
| What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? |
0 |
0 |
1 |
54 |
0 |
1 |
6 |
207 |
| Why Do Countries Matter So Much for Corporate Governance? |
0 |
0 |
0 |
61 |
0 |
2 |
5 |
226 |
| Why Do Countries Matter So Much for Corporate Governance? |
0 |
0 |
1 |
300 |
1 |
7 |
9 |
869 |
| Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
0 |
86 |
2 |
6 |
8 |
388 |
| Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
0 |
28 |
0 |
8 |
10 |
145 |
| Why Do Foreign Firms Leave U.S. Equity Markets? An Analysis of Deregistrations under SEC Exchange Act Rule 12h-6 |
0 |
0 |
0 |
35 |
1 |
4 |
8 |
176 |
| Why are Foreign Firms Listed in the U.S. Worth More? |
0 |
3 |
4 |
585 |
3 |
23 |
26 |
1,767 |
| Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS |
0 |
0 |
0 |
228 |
0 |
4 |
7 |
757 |
| Total Working Papers |
1 |
11 |
30 |
8,393 |
76 |
396 |
604 |
29,816 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A (partial) resolution of the Chinese discount puzzle |
0 |
0 |
0 |
43 |
0 |
6 |
12 |
131 |
| A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation |
0 |
0 |
0 |
59 |
0 |
7 |
13 |
165 |
| A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada |
0 |
0 |
0 |
0 |
2 |
7 |
23 |
1,610 |
| A New Approach to Measuring Financial Contagion |
0 |
2 |
4 |
339 |
2 |
13 |
33 |
1,227 |
| A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002 |
0 |
0 |
0 |
22 |
0 |
3 |
5 |
154 |
| An Empirical Comparison of Alternative Models of the Short-Term Interest Rate |
1 |
4 |
9 |
1,188 |
2 |
19 |
59 |
2,575 |
| Another look at the role of the industrial structure of markets for international diversification strategies |
0 |
0 |
2 |
149 |
3 |
9 |
18 |
458 |
| Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis |
1 |
2 |
3 |
189 |
1 |
9 |
22 |
683 |
| DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST? |
0 |
0 |
0 |
68 |
4 |
11 |
12 |
188 |
| DaimlerChrysler AG, the first truly global share |
0 |
0 |
1 |
100 |
1 |
5 |
6 |
388 |
| Did the Asian financial crisis scare foreign investors out of Japan? |
1 |
1 |
3 |
119 |
1 |
4 |
13 |
402 |
| Discussion of A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002 |
0 |
0 |
0 |
12 |
1 |
3 |
6 |
79 |
| Global financial markets and the risk premium on U.S. equity |
0 |
0 |
0 |
159 |
0 |
5 |
10 |
720 |
| Good news, bad news and international spillovers of stock return volatility between Japan and the U.S |
0 |
0 |
0 |
237 |
0 |
3 |
6 |
679 |
| Good news, band news and international spilovers of stock return volatility between Japan and the U.S |
0 |
0 |
0 |
58 |
2 |
4 |
9 |
286 |
| Has New York become less competitive than London in global markets? Evaluating foreign listing choices over time |
0 |
0 |
0 |
149 |
0 |
4 |
8 |
450 |
| Home Bias, an Academic Puzzle |
0 |
1 |
2 |
37 |
1 |
5 |
14 |
116 |
| Indirect robust estimation of the short-term interest rate process |
0 |
0 |
0 |
30 |
1 |
8 |
8 |
115 |
| Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks |
0 |
0 |
0 |
148 |
1 |
4 |
6 |
378 |
| International Listings of Stocks: The Case of Canada and the U.S |
0 |
0 |
4 |
152 |
1 |
5 |
12 |
398 |
| International Real Estate Returns: A Multifactor, Multicountry Approach |
0 |
0 |
0 |
69 |
0 |
4 |
9 |
188 |
| Intraday Volatility in the Stock Index and Stock Index Futures Markets |
0 |
0 |
1 |
472 |
2 |
8 |
12 |
1,276 |
| Momentum strategies: some bootstrap tests |
0 |
0 |
0 |
72 |
0 |
4 |
6 |
187 |
| Multi-market trading and arbitrage |
1 |
3 |
8 |
307 |
5 |
17 |
40 |
1,123 |
| Multimarket Trading and Liquidity: Theory and Evidence |
0 |
0 |
0 |
96 |
1 |
5 |
9 |
287 |
| Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings |
0 |
0 |
0 |
105 |
0 |
8 |
14 |
377 |
| Predicting Risk: Some New Generalizations |
0 |
0 |
0 |
41 |
1 |
4 |
6 |
87 |
| Preface |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
72 |
| Private Benefits of Control, Ownership, and the Cross‐listing Decision |
0 |
2 |
2 |
154 |
1 |
6 |
11 |
627 |
| Regulatory Arbitrage and Cross‐Border Bank Acquisitions |
0 |
1 |
2 |
22 |
3 |
9 |
20 |
127 |
| SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE |
0 |
0 |
0 |
43 |
1 |
3 |
4 |
122 |
| The Cross-Section of Expected Returns: Where We Stand Today |
0 |
0 |
0 |
48 |
0 |
2 |
2 |
107 |
| The Long-Run Performance of Global Equity Offerings |
0 |
0 |
2 |
28 |
0 |
3 |
8 |
137 |
| The Role of American Depositary Receipts in the Development of Emerging Equity Markets |
0 |
0 |
2 |
169 |
0 |
5 |
12 |
603 |
| The U.S. left behind? Financial globalization and the rise of IPOs outside the U.S |
1 |
3 |
3 |
91 |
3 |
11 |
22 |
330 |
| The Ultimate Irrelevance Proposition in Finance? |
0 |
0 |
0 |
22 |
1 |
2 |
5 |
71 |
| The Variation of Economic Risk Premiums in Real Estate Returns |
0 |
1 |
2 |
168 |
3 |
7 |
18 |
482 |
| The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom |
0 |
2 |
8 |
226 |
1 |
13 |
41 |
617 |
| The economic consequences of increased disclosure: Evidence from international cross-listings |
0 |
1 |
6 |
293 |
2 |
9 |
21 |
950 |
| The gravity of culture for finance |
0 |
1 |
8 |
184 |
0 |
10 |
31 |
552 |
| The impact of the introduction of the Euro on foreign exchange rate risk exposures |
0 |
0 |
0 |
171 |
1 |
6 |
17 |
610 |
| Understanding commonality in liquidity around the world |
1 |
3 |
6 |
269 |
2 |
12 |
26 |
833 |
| What Factors Drive Global Stock Returns? |
0 |
0 |
4 |
138 |
6 |
12 |
28 |
467 |
| Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
1 |
26 |
0 |
5 |
8 |
140 |
| Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements |
0 |
1 |
6 |
188 |
0 |
7 |
23 |
579 |
| Why are foreign firms listed in the U.S. worth more? |
0 |
2 |
12 |
436 |
6 |
28 |
131 |
1,414 |
| Why do countries matter so much for corporate governance? |
0 |
2 |
4 |
470 |
5 |
16 |
42 |
1,506 |
| Total Journal Articles |
6 |
32 |
105 |
7,567 |
67 |
350 |
861 |
25,073 |