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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0 |
0 |
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0 |
0 |
325 |
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks |
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0 |
0 |
1 |
1 |
1 |
6 |
1,885 |
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 |
2 |
312 |
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 |
1 |
2 |
391 |
Direct Evidence of Non-Trading of NYSE and AMEX Stocks |
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0 |
0 |
0 |
1 |
1 |
2 |
497 |
Dividend Yields and Stock Returns: Implications of Abnormal January Returns |
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0 |
0 |
2 |
0 |
0 |
0 |
754 |
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) |
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0 |
0 |
2 |
0 |
0 |
2 |
472 |
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 |
251 |
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 |
3 |
524 |
First to \"Read\" the News: New Analytics and Algorithmic Trading |
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0 |
1 |
33 |
0 |
0 |
6 |
97 |
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) |
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0 |
0 |
0 |
0 |
0 |
0 |
233 |
On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) |
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0 |
5 |
0 |
2 |
3 |
588 |
On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) |
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0 |
0 |
1 |
1 |
2 |
2 |
475 |
Predicting Returns in the Stock and Bond Markets |
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0 |
0 |
8 |
1 |
2 |
4 |
2,544 |
Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) |
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0 |
0 |
0 |
0 |
0 |
0 |
62 |
Return Indexes for Lower Grade Bonds |
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0 |
0 |
0 |
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1 |
185 |
Return Indexes for Lower Grade Bonds: 1977-1987 |
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0 |
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111 |
Returns and Volatility of Low-Grade Bonds 1977-1988 |
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0 |
0 |
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5 |
257 |
Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) |
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0 |
0 |
0 |
0 |
0 |
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329 |
Risk and Return Characteristics of Lower Grade Bonds |
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0 |
0 |
1 |
0 |
0 |
1 |
123 |
Risk and Return Characteristics of Lower-Grade Bonds |
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0 |
0 |
0 |
0 |
0 |
0 |
127 |
Risk and Return Characteristics of Lower-Grade Bonds |
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0 |
0 |
1 |
0 |
0 |
6 |
346 |
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 |
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0 |
0 |
0 |
0 |
0 |
1 |
88 |
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 |
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0 |
0 |
0 |
0 |
0 |
0 |
44 |
Risks and Returns of Low-Grade Bonds: An Update (Reprint 027) |
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0 |
0 |
0 |
0 |
1 |
1 |
262 |
Simplifying Choices in Defined Contribution Retirement Plan Design |
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1 |
24 |
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0 |
2 |
47 |
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism |
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0 |
2 |
52 |
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0 |
7 |
149 |
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 |
5 |
887 |
Tests of Asset Pricing Models with Changing Expectations |
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0 |
0 |
0 |
1 |
2 |
2 |
168 |
Tests of Asset Pricing Models with Changing Expectations |
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0 |
0 |
0 |
1 |
1 |
1 |
95 |
Tests of Asset Pricing Models with Changing Expectations |
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0 |
0 |
0 |
2 |
2 |
2 |
89 |
The Cost of Institutional Equity Trades |
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0 |
0 |
6 |
0 |
1 |
3 |
1,336 |
The Cost of Institutional Equity Trades |
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0 |
0 |
7 |
0 |
1 |
3 |
955 |
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
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0 |
0 |
1 |
1 |
1 |
7 |
1,402 |
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
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0 |
1 |
279 |
0 |
0 |
4 |
520 |
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 |
5 |
640 |
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 |
0 |
452 |
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings |
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0 |
2 |
395 |
0 |
0 |
2 |
1,162 |
The Information Contained in Stock Exchange Seat Prices |
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0 |
0 |
85 |
0 |
0 |
0 |
270 |
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 |
3 |
225 |
The Myths and Reality of Low-Grade Bonds |
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0 |
0 |
0 |
0 |
1 |
2 |
259 |
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
1,518 |
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 |
0 |
960 |
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
359 |
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 |
1 |
1 |
1 |
241 |
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 |
0 |
1 |
0 |
1 |
1 |
413 |
Volatility Patterns of Fixed Income Securities |
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0 |
0 |
0 |
0 |
0 |
1 |
87 |
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) |
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0 |
0 |
0 |
1 |
1 |
4 |
560 |
What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) |
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0 |
0 |
4 |
0 |
0 |
3 |
1,383 |
Total Working Papers |
0 |
0 |
7 |
993 |
12 |
27 |
118 |
27,442 |