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 |
1 |
2 |
589 |
0 |
2 |
7 |
1,457 |
A new approach to measuring financial contagion |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
140 |
Adjusted Forward Rates as Predictors of Future Spot Rates |
0 |
0 |
0 |
990 |
2 |
3 |
3 |
4,372 |
An Assessment of Terrorism-Related Investing Strategies |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
115 |
Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies |
0 |
0 |
1 |
260 |
0 |
1 |
2 |
674 |
Are Financial Assets Priced Locally or Globally? |
0 |
1 |
13 |
656 |
3 |
4 |
25 |
1,429 |
Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World |
0 |
0 |
0 |
108 |
0 |
1 |
1 |
408 |
Discussion of 'A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002' |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
52 |
Eclipse of the Public Corporation or Eclipse of the Public Markets? |
0 |
0 |
2 |
34 |
0 |
0 |
3 |
93 |
Financial Globalization and the Rise of IPOs outside the U.S |
0 |
0 |
0 |
55 |
0 |
2 |
3 |
79 |
Global Financial Markets and the Risk Premium on U.S. Equity |
0 |
0 |
0 |
582 |
0 |
0 |
1 |
2,823 |
Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time |
0 |
0 |
0 |
116 |
1 |
1 |
4 |
403 |
Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
120 |
Indirect Robust Estimation of the Short-term Interest Rate Process |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
62 |
Indirect Robust Estimation of the Short-term interest Rate Process |
0 |
0 |
0 |
95 |
0 |
2 |
2 |
319 |
Indirect robust estimation of the short-term interest rate process |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
23 |
Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks |
0 |
0 |
1 |
142 |
0 |
2 |
8 |
459 |
International Real Estate Returns: A Multifactor, Multicountry Approach |
1 |
2 |
2 |
14 |
1 |
2 |
3 |
41 |
Multi-market Trading and Arbitrage |
0 |
3 |
4 |
286 |
2 |
6 |
15 |
1,263 |
Price and Volatility Transmission across Borders |
0 |
0 |
0 |
128 |
3 |
3 |
5 |
387 |
Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
0 |
234 |
0 |
0 |
2 |
925 |
Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
122 |
Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
204 |
Terrorism and the Stock Market |
0 |
0 |
0 |
147 |
1 |
2 |
5 |
464 |
The Coming Wave |
0 |
0 |
1 |
52 |
0 |
0 |
2 |
86 |
The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
51 |
The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
92 |
The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
45 |
The Consequences of Terrorism for Financial Markets: What Do We Know? |
0 |
0 |
1 |
79 |
0 |
0 |
4 |
249 |
The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings |
0 |
0 |
0 |
47 |
0 |
1 |
4 |
232 |
The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US |
0 |
0 |
1 |
350 |
0 |
1 |
5 |
1,523 |
The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures |
0 |
1 |
2 |
83 |
1 |
2 |
3 |
278 |
The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures |
0 |
0 |
1 |
1,230 |
0 |
0 |
5 |
4,082 |
The U.S. Left Behind: The Rise of IPO Activity Around the World |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
116 |
The U.S. Left Behind: The Rise of IPO Activity around the World |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
84 |
The U.S. Listing Gap |
0 |
0 |
0 |
26 |
0 |
0 |
4 |
104 |
The U.S. listing gap |
0 |
0 |
2 |
47 |
0 |
1 |
7 |
193 |
The US Equity Valuation Premium, Globalization, and Climate Change Risks |
1 |
1 |
1 |
29 |
2 |
3 |
8 |
100 |
The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom |
0 |
0 |
0 |
110 |
1 |
1 |
3 |
296 |
Understanding Electricity Price Volatility within and across Markets |
1 |
1 |
1 |
162 |
1 |
2 |
3 |
431 |
What Factors Drive Global Stock Returns? |
1 |
2 |
4 |
88 |
1 |
2 |
12 |
360 |
What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
201 |
Why Do Countries Matter So Much for Corporate Governance? |
0 |
0 |
1 |
61 |
0 |
0 |
1 |
221 |
Why Do Countries Matter So Much for Corporate Governance? |
0 |
0 |
0 |
299 |
0 |
0 |
1 |
860 |
Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
1 |
86 |
0 |
0 |
3 |
380 |
Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
135 |
Why Do Foreign Firms Leave U.S. Equity Markets? An Analysis of Deregistrations under SEC Exchange Act Rule 12h-6 |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
168 |
Why are Foreign Firms Listed in the U.S. Worth More? |
0 |
0 |
0 |
581 |
0 |
0 |
3 |
1,741 |
Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS |
0 |
0 |
0 |
228 |
0 |
0 |
2 |
750 |
Total Working Papers |
4 |
12 |
42 |
8,363 |
19 |
47 |
177 |
29,212 |
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 |
1 |
43 |
0 |
0 |
1 |
119 |
A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation |
0 |
0 |
2 |
59 |
0 |
0 |
2 |
152 |
A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
1,587 |
A New Approach to Measuring Financial Contagion |
1 |
1 |
5 |
335 |
1 |
2 |
21 |
1,194 |
A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002 |
0 |
0 |
0 |
22 |
0 |
1 |
5 |
149 |
An Empirical Comparison of Alternative Models of the Short-Term Interest Rate |
2 |
5 |
16 |
1,179 |
3 |
10 |
46 |
2,516 |
Another look at the role of the industrial structure of markets for international diversification strategies |
0 |
0 |
0 |
147 |
0 |
0 |
3 |
440 |
Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis |
2 |
2 |
9 |
186 |
3 |
3 |
18 |
661 |
DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST? |
0 |
1 |
1 |
68 |
0 |
1 |
1 |
176 |
DaimlerChrysler AG, the first truly global share |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
382 |
Did the Asian financial crisis scare foreign investors out of Japan? |
0 |
0 |
3 |
116 |
1 |
3 |
7 |
389 |
Discussion of A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002 |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
73 |
Global financial markets and the risk premium on U.S. equity |
0 |
0 |
0 |
159 |
1 |
2 |
4 |
710 |
Good news, bad news and international spillovers of stock return volatility between Japan and the U.S |
0 |
2 |
3 |
237 |
0 |
2 |
10 |
673 |
Good news, band news and international spilovers of stock return volatility between Japan and the U.S |
0 |
0 |
0 |
58 |
0 |
1 |
2 |
277 |
Has New York become less competitive than London in global markets? Evaluating foreign listing choices over time |
0 |
0 |
1 |
149 |
1 |
2 |
5 |
442 |
Home Bias, an Academic Puzzle |
0 |
1 |
4 |
35 |
0 |
1 |
5 |
102 |
Indirect robust estimation of the short-term interest rate process |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
107 |
Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks |
0 |
0 |
0 |
148 |
0 |
0 |
2 |
372 |
International Listings of Stocks: The Case of Canada and the U.S |
0 |
0 |
4 |
148 |
1 |
1 |
8 |
386 |
International Real Estate Returns: A Multifactor, Multicountry Approach |
0 |
1 |
1 |
69 |
1 |
3 |
4 |
179 |
Intraday Volatility in the Stock Index and Stock Index Futures Markets |
1 |
1 |
2 |
471 |
2 |
2 |
3 |
1,264 |
Momentum strategies: some bootstrap tests |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
181 |
Multi-market trading and arbitrage |
0 |
1 |
6 |
299 |
2 |
10 |
39 |
1,083 |
Multimarket Trading and Liquidity: Theory and Evidence |
0 |
0 |
0 |
96 |
0 |
3 |
3 |
278 |
Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings |
0 |
0 |
2 |
105 |
0 |
1 |
10 |
363 |
Predicting Risk: Some New Generalizations |
0 |
0 |
0 |
41 |
1 |
2 |
3 |
81 |
Preface |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
72 |
Private Benefits of Control, Ownership, and the Cross‐listing Decision |
0 |
0 |
0 |
152 |
1 |
1 |
4 |
616 |
Regulatory Arbitrage and Cross‐Border Bank Acquisitions |
1 |
2 |
4 |
20 |
2 |
5 |
12 |
107 |
SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE |
0 |
0 |
2 |
43 |
0 |
0 |
2 |
118 |
The Cross-Section of Expected Returns: Where We Stand Today |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
105 |
The Long-Run Performance of Global Equity Offerings |
0 |
0 |
1 |
26 |
0 |
2 |
4 |
129 |
The Role of American Depositary Receipts in the Development of Emerging Equity Markets |
0 |
0 |
2 |
167 |
1 |
1 |
9 |
591 |
The U.S. left behind? Financial globalization and the rise of IPOs outside the U.S |
0 |
0 |
8 |
88 |
2 |
6 |
17 |
308 |
The Ultimate Irrelevance Proposition in Finance? |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
66 |
The Variation of Economic Risk Premiums in Real Estate Returns |
0 |
1 |
2 |
166 |
0 |
2 |
4 |
464 |
The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom |
0 |
0 |
3 |
218 |
1 |
1 |
11 |
576 |
The economic consequences of increased disclosure: Evidence from international cross-listings |
0 |
0 |
5 |
287 |
0 |
2 |
17 |
929 |
The gravity of culture for finance |
0 |
3 |
10 |
176 |
0 |
6 |
23 |
521 |
The impact of the introduction of the Euro on foreign exchange rate risk exposures |
0 |
0 |
6 |
171 |
1 |
7 |
33 |
593 |
Understanding commonality in liquidity around the world |
2 |
2 |
19 |
263 |
4 |
6 |
45 |
807 |
What Factors Drive Global Stock Returns? |
1 |
1 |
16 |
134 |
2 |
3 |
39 |
439 |
Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
1 |
25 |
1 |
1 |
5 |
132 |
Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements |
0 |
0 |
4 |
182 |
2 |
3 |
13 |
556 |
Why are foreign firms listed in the U.S. worth more? |
1 |
1 |
8 |
424 |
11 |
20 |
54 |
1,283 |
Why do countries matter so much for corporate governance? |
0 |
0 |
11 |
466 |
2 |
3 |
38 |
1,464 |
Total Journal Articles |
11 |
25 |
162 |
7,462 |
49 |
123 |
545 |
24,212 |