| 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 |
2 |
7 |
13 |
1,469 |
| A new approach to measuring financial contagion |
0 |
0 |
0 |
0 |
3 |
5 |
8 |
148 |
| Adjusted Forward Rates as Predictors of Future Spot Rates |
0 |
0 |
0 |
990 |
4 |
5 |
11 |
4,380 |
| An Assessment of Terrorism-Related Investing Strategies |
0 |
0 |
0 |
37 |
1 |
3 |
3 |
118 |
| Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies |
0 |
0 |
1 |
261 |
1 |
4 |
11 |
684 |
| Are Financial Assets Priced Locally or Globally? |
0 |
0 |
3 |
659 |
2 |
3 |
17 |
1,443 |
| Are there too Few Publicly Listed Firms in the US? |
1 |
1 |
3 |
3 |
1 |
4 |
8 |
8 |
| Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World |
0 |
0 |
0 |
108 |
1 |
4 |
5 |
413 |
| Discussion of 'A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002' |
0 |
0 |
0 |
6 |
1 |
2 |
3 |
55 |
| Eclipse of the Public Corporation or Eclipse of the Public Markets? |
0 |
0 |
0 |
34 |
3 |
4 |
6 |
99 |
| Financial Globalization and the Rise of IPOs outside the U.S |
0 |
0 |
0 |
55 |
0 |
2 |
5 |
82 |
| Global Financial Markets and the Risk Premium on U.S. Equity |
0 |
0 |
0 |
582 |
4 |
7 |
7 |
2,830 |
| Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time |
0 |
0 |
0 |
116 |
2 |
3 |
6 |
408 |
| Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time |
0 |
0 |
0 |
29 |
7 |
8 |
9 |
129 |
| Indirect Robust Estimation of the Short-term Interest Rate Process |
0 |
0 |
0 |
11 |
1 |
4 |
4 |
66 |
| Indirect Robust Estimation of the Short-term interest Rate Process |
0 |
1 |
1 |
96 |
4 |
7 |
9 |
327 |
| Indirect robust estimation of the short-term interest rate process |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
26 |
| Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks |
0 |
0 |
0 |
142 |
1 |
1 |
4 |
462 |
| International Real Estate Returns: A Multifactor, Multicountry Approach |
0 |
0 |
2 |
14 |
2 |
4 |
7 |
46 |
| Multi-market Trading and Arbitrage |
0 |
0 |
4 |
288 |
27 |
31 |
44 |
1,303 |
| Price and Volatility Transmission across Borders |
0 |
0 |
0 |
128 |
6 |
9 |
15 |
399 |
| Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
1 |
235 |
2 |
7 |
8 |
933 |
| Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
205 |
| Private Benefits of Control, Ownership, and the Cross-Listing Decision |
0 |
0 |
0 |
31 |
4 |
7 |
9 |
130 |
| Terrorism and the Stock Market |
0 |
0 |
0 |
147 |
3 |
3 |
10 |
472 |
| The Coming Wave |
0 |
0 |
0 |
52 |
1 |
4 |
4 |
90 |
| The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
23 |
0 |
3 |
4 |
55 |
| The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
93 |
| The Coming Wave: Where Do Emerging Market Investors Put Their Money? |
0 |
0 |
0 |
19 |
1 |
3 |
3 |
48 |
| The Consequences of Terrorism for Financial Markets: What Do We Know? |
0 |
0 |
0 |
79 |
1 |
1 |
8 |
257 |
| The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings |
0 |
0 |
1 |
48 |
3 |
4 |
6 |
238 |
| The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US |
2 |
2 |
3 |
353 |
3 |
7 |
10 |
1,532 |
| The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures |
0 |
0 |
0 |
1,230 |
3 |
4 |
4 |
4,086 |
| The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures |
0 |
0 |
1 |
83 |
1 |
4 |
6 |
282 |
| The U.S. Left Behind: The Rise of IPO Activity Around the World |
0 |
0 |
0 |
25 |
1 |
2 |
3 |
119 |
| The U.S. Left Behind: The Rise of IPO Activity around the World |
0 |
0 |
0 |
14 |
1 |
2 |
3 |
87 |
| The U.S. Listing Gap |
0 |
2 |
2 |
28 |
0 |
3 |
7 |
111 |
| The U.S. listing gap |
0 |
0 |
0 |
47 |
4 |
7 |
10 |
202 |
| The US Equity Valuation Premium, Globalization, and Climate Change Risks |
0 |
0 |
2 |
30 |
3 |
5 |
13 |
111 |
| The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom |
0 |
0 |
1 |
111 |
4 |
4 |
10 |
305 |
| Understanding Electricity Price Volatility within and across Markets |
0 |
0 |
1 |
162 |
1 |
2 |
7 |
437 |
| What Factors Drive Global Stock Returns? |
0 |
0 |
2 |
88 |
0 |
1 |
5 |
363 |
| What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? |
0 |
0 |
1 |
54 |
0 |
2 |
5 |
206 |
| Why Do Countries Matter So Much for Corporate Governance? |
0 |
0 |
0 |
61 |
0 |
1 |
3 |
224 |
| Why Do Countries Matter So Much for Corporate Governance? |
0 |
1 |
1 |
300 |
5 |
6 |
7 |
867 |
| Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
0 |
86 |
2 |
3 |
4 |
384 |
| Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
0 |
28 |
3 |
4 |
6 |
140 |
| 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 |
5 |
172 |
| Why are Foreign Firms Listed in the U.S. Worth More? |
0 |
0 |
1 |
582 |
3 |
4 |
6 |
1,747 |
| Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS |
0 |
0 |
0 |
228 |
2 |
4 |
5 |
755 |
| Total Working Papers |
3 |
7 |
31 |
8,385 |
126 |
220 |
371 |
29,546 |
| 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 |
3 |
6 |
9 |
128 |
| A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation |
0 |
0 |
0 |
59 |
1 |
3 |
7 |
159 |
| 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 |
9 |
20 |
1,605 |
| A New Approach to Measuring Financial Contagion |
1 |
1 |
4 |
338 |
8 |
21 |
30 |
1,222 |
| A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002 |
0 |
0 |
0 |
22 |
0 |
2 |
2 |
151 |
| An Empirical Comparison of Alternative Models of the Short-Term Interest Rate |
1 |
2 |
10 |
1,185 |
6 |
24 |
53 |
2,562 |
| Another look at the role of the industrial structure of markets for international diversification strategies |
0 |
1 |
2 |
149 |
0 |
4 |
9 |
449 |
| Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis |
0 |
0 |
3 |
187 |
3 |
8 |
19 |
677 |
| DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST? |
0 |
0 |
0 |
68 |
2 |
2 |
3 |
179 |
| DaimlerChrysler AG, the first truly global share |
0 |
0 |
1 |
100 |
2 |
2 |
3 |
385 |
| Did the Asian financial crisis scare foreign investors out of Japan? |
0 |
0 |
2 |
118 |
1 |
8 |
12 |
399 |
| Discussion of A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002 |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
76 |
| Global financial markets and the risk premium on U.S. equity |
0 |
0 |
0 |
159 |
2 |
4 |
9 |
717 |
| Good news, bad news and international spillovers of stock return volatility between Japan and the U.S |
0 |
0 |
1 |
237 |
2 |
5 |
6 |
678 |
| Good news, band news and international spilovers of stock return volatility between Japan and the U.S |
0 |
0 |
0 |
58 |
1 |
4 |
6 |
283 |
| Has New York become less competitive than London in global markets? Evaluating foreign listing choices over time |
0 |
0 |
0 |
149 |
0 |
1 |
6 |
446 |
| Home Bias, an Academic Puzzle |
1 |
1 |
2 |
37 |
3 |
5 |
12 |
114 |
| Indirect robust estimation of the short-term interest rate process |
0 |
0 |
0 |
30 |
2 |
2 |
2 |
109 |
| Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks |
0 |
0 |
0 |
148 |
0 |
1 |
2 |
374 |
| International Listings of Stocks: The Case of Canada and the U.S |
0 |
2 |
4 |
152 |
1 |
4 |
9 |
394 |
| International Real Estate Returns: A Multifactor, Multicountry Approach |
0 |
0 |
0 |
69 |
1 |
2 |
8 |
185 |
| Intraday Volatility in the Stock Index and Stock Index Futures Markets |
0 |
1 |
2 |
472 |
1 |
3 |
7 |
1,269 |
| Momentum strategies: some bootstrap tests |
0 |
0 |
0 |
72 |
0 |
1 |
2 |
183 |
| Multi-market trading and arbitrage |
0 |
1 |
6 |
304 |
4 |
12 |
35 |
1,110 |
| Multimarket Trading and Liquidity: Theory and Evidence |
0 |
0 |
0 |
96 |
2 |
4 |
8 |
284 |
| Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings |
0 |
0 |
0 |
105 |
2 |
5 |
8 |
371 |
| Predicting Risk: Some New Generalizations |
0 |
0 |
0 |
41 |
0 |
1 |
4 |
83 |
| Preface |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
72 |
| Private Benefits of Control, Ownership, and the Cross‐listing Decision |
0 |
0 |
0 |
152 |
1 |
5 |
7 |
622 |
| Regulatory Arbitrage and Cross‐Border Bank Acquisitions |
0 |
0 |
3 |
21 |
0 |
6 |
16 |
118 |
| SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE |
0 |
0 |
0 |
43 |
1 |
2 |
2 |
120 |
| 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 |
2 |
28 |
0 |
1 |
5 |
134 |
| The Role of American Depositary Receipts in the Development of Emerging Equity Markets |
0 |
0 |
2 |
169 |
1 |
3 |
9 |
599 |
| The U.S. left behind? Financial globalization and the rise of IPOs outside the U.S |
1 |
1 |
1 |
89 |
3 |
7 |
20 |
322 |
| The Ultimate Irrelevance Proposition in Finance? |
0 |
0 |
0 |
22 |
0 |
1 |
3 |
69 |
| The Variation of Economic Risk Premiums in Real Estate Returns |
1 |
2 |
3 |
168 |
2 |
7 |
14 |
477 |
| The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom |
1 |
2 |
7 |
225 |
8 |
18 |
37 |
612 |
| The economic consequences of increased disclosure: Evidence from international cross-listings |
0 |
1 |
5 |
292 |
2 |
6 |
16 |
943 |
| The gravity of culture for finance |
1 |
1 |
9 |
184 |
3 |
11 |
26 |
545 |
| The impact of the introduction of the Euro on foreign exchange rate risk exposures |
0 |
0 |
0 |
171 |
3 |
7 |
19 |
607 |
| Understanding commonality in liquidity around the world |
0 |
0 |
5 |
266 |
3 |
9 |
21 |
824 |
| What Factors Drive Global Stock Returns? |
0 |
1 |
5 |
138 |
2 |
8 |
20 |
457 |
| Why Do Foreign Firms Leave U.S. Equity Markets? |
0 |
0 |
1 |
26 |
1 |
2 |
5 |
136 |
| Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements |
0 |
2 |
5 |
187 |
4 |
13 |
22 |
576 |
| Why are foreign firms listed in the U.S. worth more? |
2 |
8 |
13 |
436 |
10 |
37 |
130 |
1,396 |
| Why do countries matter so much for corporate governance? |
0 |
1 |
2 |
468 |
3 |
18 |
32 |
1,493 |
| Total Journal Articles |
9 |
28 |
100 |
7,544 |
96 |
305 |
700 |
24,819 |