Working Paper |
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12 months |
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Last month |
3 months |
12 months |
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An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks |
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1 |
0 |
0 |
1 |
1,878 |
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks |
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0 |
0 |
0 |
1 |
1 |
3 |
324 |
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) |
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0 |
0 |
0 |
0 |
0 |
1 |
310 |
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) |
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0 |
0 |
1 |
0 |
0 |
2 |
387 |
Direct Evidence of Non-Trading of NYSE and AMEX Stocks |
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0 |
0 |
0 |
0 |
1 |
3 |
492 |
Dividend Yields and Stock Returns: Implications of Abnormal January Returns |
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0 |
0 |
2 |
0 |
1 |
3 |
753 |
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) |
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0 |
0 |
2 |
0 |
0 |
1 |
469 |
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
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0 |
0 |
0 |
0 |
0 |
2 |
248 |
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
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0 |
0 |
3 |
0 |
1 |
6 |
521 |
First to \"Read\" the News: New Analytics and Algorithmic Trading |
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1 |
3 |
32 |
1 |
2 |
8 |
88 |
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) |
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0 |
0 |
0 |
0 |
1 |
232 |
On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) |
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5 |
0 |
0 |
4 |
581 |
On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) |
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0 |
0 |
1 |
0 |
0 |
3 |
471 |
Predicting Returns in the Stock and Bond Markets |
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0 |
0 |
8 |
1 |
3 |
8 |
2,533 |
Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) |
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0 |
1 |
1 |
1 |
62 |
Return Indexes for Lower Grade Bonds |
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184 |
Return Indexes for Lower Grade Bonds: 1977-1987 |
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111 |
Returns and Volatility of Low-Grade Bonds 1977-1988 |
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3 |
248 |
Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) |
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0 |
0 |
0 |
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1 |
326 |
Risk and Return Characteristics of Lower Grade Bonds |
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0 |
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1 |
0 |
0 |
0 |
122 |
Risk and Return Characteristics of Lower-Grade Bonds |
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0 |
0 |
0 |
0 |
1 |
1 |
127 |
Risk and Return Characteristics of Lower-Grade Bonds |
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0 |
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1 |
0 |
1 |
5 |
339 |
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 |
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0 |
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43 |
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 |
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0 |
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0 |
0 |
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87 |
Risks and Returns of Low-Grade Bonds: An Update (Reprint 027) |
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0 |
0 |
0 |
0 |
0 |
260 |
Simplifying Choices in Defined Contribution Retirement Plan Design |
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22 |
3 |
4 |
4 |
44 |
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism |
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1 |
50 |
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1 |
10 |
140 |
THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS |
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0 |
0 |
1 |
0 |
1 |
8 |
881 |
Tests of Asset Pricing Models with Changing Expectations |
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0 |
0 |
0 |
0 |
0 |
0 |
166 |
Tests of Asset Pricing Models with Changing Expectations |
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0 |
0 |
0 |
0 |
1 |
1 |
94 |
Tests of Asset Pricing Models with Changing Expectations |
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0 |
0 |
0 |
0 |
0 |
0 |
86 |
The Cost of Institutional Equity Trades |
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0 |
0 |
7 |
0 |
1 |
3 |
951 |
The Cost of Institutional Equity Trades |
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0 |
0 |
6 |
1 |
2 |
6 |
1,332 |
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
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0 |
0 |
0 |
0 |
1 |
1 |
633 |
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
1 |
2 |
2 |
391 |
1 |
3 |
3 |
1,152 |
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
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0 |
0 |
0 |
0 |
0 |
452 |
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
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0 |
0 |
1 |
2 |
6 |
11 |
1,388 |
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
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3 |
3 |
275 |
2 |
4 |
4 |
513 |
The Information Contained in Stock Exchange Seat Prices |
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0 |
0 |
85 |
0 |
0 |
0 |
269 |
The Information Contained in Stock Exchange Seat Prices |
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0 |
0 |
78 |
0 |
0 |
0 |
1,523 |
The Myths and Reality of Low-Grade Bonds |
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0 |
0 |
0 |
0 |
0 |
0 |
221 |
The Myths and Reality of Low-Grade Bonds |
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0 |
0 |
0 |
0 |
0 |
0 |
257 |
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns |
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0 |
0 |
1 |
0 |
0 |
2 |
1,515 |
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns |
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0 |
0 |
0 |
0 |
0 |
29 |
957 |
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) |
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0 |
0 |
0 |
2 |
3 |
5 |
346 |
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) |
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0 |
0 |
1 |
0 |
0 |
0 |
460 |
The Valuation of Callable Bonds |
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0 |
0 |
0 |
0 |
0 |
1 |
236 |
Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008) |
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0 |
1 |
0 |
0 |
3 |
411 |
Volatility Patterns of Fixed Income Securities |
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0 |
0 |
0 |
0 |
0 |
85 |
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) |
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0 |
0 |
0 |
1 |
2 |
4 |
552 |
What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) |
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0 |
0 |
4 |
1 |
2 |
2 |
1,380 |
Total Working Papers |
3 |
6 |
9 |
980 |
17 |
43 |
154 |
27,240 |