| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks |
0 |
0 |
0 |
0 |
3 |
5 |
6 |
331 |
| An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks |
0 |
0 |
0 |
1 |
2 |
6 |
8 |
1,892 |
| Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
316 |
| Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) |
0 |
0 |
0 |
1 |
4 |
6 |
10 |
401 |
| Direct Evidence of Non-Trading of NYSE and AMEX Stocks |
0 |
0 |
0 |
0 |
3 |
4 |
8 |
504 |
| Dividend Yields and Stock Returns: Implications of Abnormal January Returns |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
755 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) |
0 |
0 |
0 |
2 |
2 |
5 |
5 |
477 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
3 |
6 |
9 |
12 |
536 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
0 |
3 |
5 |
7 |
258 |
| First to \"Read\" the News: New Analytics and Algorithmic Trading |
0 |
0 |
0 |
33 |
1 |
4 |
8 |
105 |
| General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) |
0 |
0 |
0 |
0 |
3 |
4 |
7 |
240 |
| On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) |
0 |
0 |
0 |
5 |
1 |
4 |
5 |
593 |
| On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
479 |
| Predicting Returns in the Stock and Bond Markets |
0 |
0 |
0 |
8 |
2 |
11 |
16 |
2,559 |
| Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
66 |
| Return Indexes for Lower Grade Bonds |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
191 |
| Return Indexes for Lower Grade Bonds: 1977-1987 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
112 |
| Returns and Volatility of Low-Grade Bonds 1977-1988 |
0 |
0 |
0 |
0 |
4 |
4 |
5 |
262 |
| Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
333 |
| Risk and Return Characteristics of Lower Grade Bonds |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
126 |
| Risk and Return Characteristics of Lower-Grade Bonds |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
131 |
| Risk and Return Characteristics of Lower-Grade Bonds |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
349 |
| Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
89 |
| Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
47 |
| Risks and Returns of Low-Grade Bonds: An Update (Reprint 027) |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
265 |
| Simplifying Choices in Defined Contribution Retirement Plan Design |
0 |
1 |
1 |
25 |
0 |
1 |
1 |
48 |
| Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism |
0 |
2 |
8 |
60 |
6 |
11 |
26 |
175 |
| THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS |
0 |
0 |
0 |
1 |
2 |
4 |
5 |
892 |
| Tests of Asset Pricing Models with Changing Expectations |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
97 |
| Tests of Asset Pricing Models with Changing Expectations |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
173 |
| Tests of Asset Pricing Models with Changing Expectations |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
91 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
6 |
3 |
5 |
5 |
1,341 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
7 |
2 |
2 |
5 |
960 |
| The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
0 |
0 |
0 |
0 |
3 |
5 |
7 |
459 |
| The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
0 |
0 |
0 |
1 |
7 |
9 |
16 |
1,417 |
| The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
0 |
0 |
0 |
0 |
2 |
8 |
8 |
648 |
| The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
0 |
0 |
0 |
279 |
8 |
11 |
12 |
532 |
| The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
0 |
1 |
1 |
396 |
3 |
5 |
5 |
1,167 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
270 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
78 |
2 |
4 |
4 |
1,527 |
| The Myths and Reality of Low-Grade Bonds |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
229 |
| The Myths and Reality of Low-Grade Bonds |
0 |
0 |
0 |
0 |
6 |
6 |
7 |
266 |
| The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
964 |
| The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns |
0 |
0 |
0 |
1 |
2 |
5 |
7 |
1,525 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) |
0 |
0 |
0 |
0 |
3 |
7 |
9 |
367 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
465 |
| The Valuation of Callable Bonds |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
243 |
| Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008) |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
416 |
| Volatility Patterns of Fixed Income Securities |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
90 |
| What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
567 |
| What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) |
0 |
0 |
0 |
4 |
5 |
9 |
13 |
1,396 |
| Total Working Papers |
0 |
4 |
10 |
1,003 |
124 |
216 |
312 |
27,742 |