| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Computational View of Market Efficiency |
0 |
0 |
0 |
109 |
0 |
4 |
11 |
437 |
| A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates |
0 |
0 |
0 |
46 |
2 |
4 |
14 |
169 |
| A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage |
0 |
0 |
0 |
1 |
0 |
4 |
18 |
207 |
| A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks |
1 |
2 |
6 |
238 |
2 |
8 |
50 |
754 |
| A Residuals-Based Wald Test for the Linear Simultaneous Equation |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
158 |
| A Residuals-Based Wald Test for the Linear Simultaneous Equation |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
292 |
| A Simple Specification Test of the Random Walk Hypothesis |
0 |
0 |
0 |
2 |
1 |
2 |
15 |
1,025 |
| A Survey of Systemic Risk Analytics |
0 |
3 |
8 |
116 |
1 |
16 |
51 |
518 |
| Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery |
0 |
0 |
0 |
3 |
0 |
4 |
9 |
22 |
| An Econometric Analysis of Nonsynchronous Trading |
0 |
3 |
4 |
362 |
2 |
8 |
22 |
862 |
| An Econometric Analysis of Nonsyschronous-Trading |
0 |
0 |
0 |
0 |
2 |
3 |
7 |
236 |
| An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns |
0 |
1 |
4 |
178 |
4 |
12 |
38 |
666 |
| An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns |
0 |
0 |
1 |
532 |
1 |
7 |
33 |
1,569 |
| An Ordered Probit Analysis of Transaction Stock Prices |
0 |
0 |
1 |
540 |
1 |
2 |
17 |
1,784 |
| An Ordered Probit Analysis of Transaction Stock Prices |
0 |
0 |
0 |
0 |
3 |
4 |
11 |
913 |
| An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
569 |
| An ordered probit analysis of transaction stock prices |
0 |
0 |
0 |
142 |
0 |
2 |
13 |
420 |
| Asset Prices and Trading Volume Under Fixed Transactions Costs |
0 |
0 |
0 |
145 |
0 |
4 |
21 |
725 |
| Asset Prices and Trading Volume Under Fixed Transactions Costs |
0 |
0 |
0 |
70 |
0 |
0 |
4 |
310 |
| Asset Prices and Trading Volume Under Fixed Transactions Costs |
0 |
1 |
1 |
3 |
1 |
4 |
15 |
20 |
| Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks |
0 |
0 |
0 |
5 |
0 |
3 |
18 |
62 |
| Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry |
0 |
0 |
1 |
73 |
0 |
3 |
17 |
248 |
| Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002) |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
346 |
| Data-Snooping Biases in Tests of Financial Asset Pricing Models |
0 |
0 |
0 |
145 |
3 |
4 |
20 |
540 |
| Data-snooping biases in tests of financial asset pricing models |
0 |
1 |
2 |
88 |
1 |
6 |
22 |
330 |
| Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors |
1 |
1 |
3 |
383 |
1 |
4 |
23 |
952 |
| Econometric Measures of Systemic Risk in the Finance and Insurance Sectors |
0 |
1 |
2 |
389 |
1 |
5 |
28 |
1,095 |
| Econometric Models of Limit-Order Executions |
0 |
2 |
3 |
168 |
1 |
6 |
13 |
758 |
| Econometric Models of Limit-Order Executions |
1 |
2 |
2 |
400 |
1 |
3 |
15 |
1,271 |
| Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs |
0 |
0 |
1 |
12 |
1 |
4 |
13 |
67 |
| Estimating the Financial Impact of Gene Therapy in the U.S |
0 |
1 |
1 |
16 |
2 |
5 |
29 |
83 |
| Fear and Greed in Financial Markets: A Clinical Study of Day-Traders |
0 |
0 |
2 |
311 |
5 |
30 |
93 |
1,500 |
| Financial Intermediation and the Funding of Biomedical Innovation: A Review |
0 |
0 |
1 |
16 |
0 |
3 |
10 |
43 |
| Financing Vaccines for Global Health Security |
0 |
0 |
0 |
25 |
1 |
7 |
15 |
76 |
| Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation |
0 |
1 |
1 |
1,320 |
6 |
24 |
65 |
2,434 |
| Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation |
3 |
7 |
18 |
1,876 |
26 |
66 |
186 |
4,306 |
| Frontiers of Finance: Evolution and Efficient Markets |
0 |
0 |
0 |
521 |
0 |
3 |
19 |
1,686 |
| Games of Survival in the Newspaper Industry |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
242 |
| Global realignment in financial market dynamics: Evidence from ETF networks |
0 |
0 |
2 |
56 |
1 |
6 |
20 |
109 |
| Hedge Funds: A Dynamic Industry In Transition |
0 |
1 |
1 |
87 |
0 |
6 |
36 |
300 |
| Hedge fund holdings and stock market efficiency |
0 |
1 |
2 |
70 |
0 |
3 |
18 |
282 |
| Implementing Option Pricing Models When Asset Returns Are Predictable |
0 |
0 |
0 |
459 |
1 |
1 |
12 |
1,569 |
| Implementing option pricing models when asset returns are predictable |
0 |
0 |
0 |
80 |
0 |
2 |
10 |
261 |
| Impossible Frontiers |
0 |
0 |
0 |
65 |
0 |
1 |
16 |
318 |
| Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders |
0 |
1 |
1 |
240 |
2 |
10 |
15 |
902 |
| Is It Real, or Is It Randomized?: A Financial Turing Test |
0 |
1 |
1 |
66 |
1 |
2 |
9 |
169 |
| Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design |
0 |
0 |
0 |
14 |
0 |
6 |
18 |
114 |
| Logit Versus Discriminant Analysis: A Specification Test |
0 |
0 |
0 |
1 |
0 |
3 |
10 |
520 |
| Long-term Memory in Stock Market Prices |
0 |
0 |
1 |
287 |
1 |
16 |
35 |
991 |
| Long-term memory in stock market prices |
0 |
1 |
3 |
170 |
1 |
10 |
36 |
599 |
| Maximizing Predictability in the Stock and Bond Markets |
0 |
0 |
0 |
749 |
0 |
1 |
11 |
2,083 |
| Maximizing predictability in the stock and bond markets |
0 |
0 |
1 |
98 |
1 |
3 |
15 |
386 |
| Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data |
0 |
0 |
1 |
408 |
1 |
5 |
19 |
1,072 |
| Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
276 |
| Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
464 |
| Moore's Law vs. Murphy's Law in the financial system: who's winning? |
0 |
0 |
0 |
46 |
0 |
6 |
28 |
113 |
| Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices |
0 |
0 |
0 |
576 |
2 |
9 |
27 |
2,046 |
| Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices |
0 |
0 |
0 |
1 |
1 |
6 |
9 |
492 |
| Nonparametric Risk Management and Implied Risk Aversion |
0 |
0 |
1 |
499 |
0 |
3 |
29 |
1,332 |
| Optimal Financing for R&D-Intensive Firms |
0 |
0 |
2 |
50 |
1 |
8 |
19 |
130 |
| Paying off the Competition: Contracting, Market Power, and Innovation Incentives |
0 |
0 |
0 |
54 |
0 |
5 |
25 |
155 |
| Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model |
0 |
0 |
0 |
986 |
1 |
6 |
12 |
3,618 |
| Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach |
0 |
0 |
0 |
76 |
1 |
1 |
9 |
299 |
| Privacy-Preserving Methods for Sharing Financial Risk Exposures |
0 |
0 |
0 |
15 |
0 |
2 |
6 |
83 |
| Risk and Risk Management in the Credit Card Industry |
0 |
0 |
1 |
91 |
1 |
6 |
23 |
376 |
| Sharing R&D Risk in Healthcare via FDA Hedges |
0 |
0 |
2 |
30 |
1 |
5 |
21 |
114 |
| Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) |
0 |
0 |
0 |
0 |
0 |
4 |
13 |
163 |
| Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
189 |
| Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test |
0 |
0 |
17 |
1,001 |
7 |
25 |
94 |
3,314 |
| Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) |
0 |
0 |
0 |
0 |
1 |
5 |
12 |
474 |
| Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) |
0 |
0 |
0 |
0 |
1 |
9 |
29 |
259 |
| Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) |
0 |
0 |
0 |
0 |
0 |
4 |
14 |
366 |
| Systemic Risk and Hedge Funds |
0 |
1 |
1 |
824 |
1 |
7 |
33 |
2,257 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
162 |
1 |
3 |
10 |
572 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
125 |
5 |
6 |
19 |
569 |
| The Gordon Gekko Effect: The Role of Culture in the Financial Industry |
0 |
0 |
0 |
94 |
0 |
3 |
18 |
310 |
| The Psychophysiology of Real-Time Financial Risk Processing |
0 |
0 |
2 |
168 |
4 |
18 |
52 |
694 |
| The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds |
0 |
0 |
15 |
15 |
3 |
10 |
59 |
59 |
| The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation |
0 |
0 |
2 |
474 |
1 |
3 |
32 |
1,604 |
| The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
0 |
4 |
19 |
1,018 |
| The Sources and Nature of Long-Term Memory in the Business Cycle |
0 |
0 |
0 |
1 |
0 |
1 |
12 |
228 |
| The Sources and Nature of Long-Term Memory in the Business Cycle |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
516 |
| The Sources and Nature of Long-term Memory in the Business Cycle |
0 |
0 |
1 |
91 |
0 |
1 |
13 |
476 |
| The sources and nature of long-term memory in the business cycle |
0 |
0 |
0 |
40 |
0 |
1 |
13 |
311 |
| Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory |
1 |
3 |
4 |
669 |
2 |
7 |
17 |
2,303 |
| Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model |
0 |
0 |
0 |
233 |
1 |
4 |
22 |
792 |
| WARNING: Physics Envy May Be Hazardous To Your Wealth! |
0 |
0 |
4 |
431 |
5 |
14 |
41 |
1,332 |
| What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data |
1 |
1 |
2 |
262 |
9 |
18 |
58 |
940 |
| When Do Stop-Loss Rules Stop Losses? |
1 |
3 |
7 |
166 |
40 |
75 |
161 |
706 |
| When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
280 |
| When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) |
0 |
0 |
0 |
4 |
0 |
3 |
12 |
504 |
| When are Contrarian Profits Due to Stock Market Overreaction? |
0 |
1 |
1 |
410 |
1 |
12 |
35 |
1,198 |
| When are contrarian profits due to stock market overreaction? |
0 |
0 |
0 |
147 |
1 |
11 |
23 |
463 |
| Total Working Papers |
9 |
40 |
137 |
18,827 |
172 |
659 |
2,299 |
68,765 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks |
0 |
0 |
2 |
120 |
1 |
3 |
44 |
546 |
| A Survey of Systemic Risk Analytics |
1 |
4 |
10 |
462 |
12 |
26 |
77 |
1,534 |
| A computational view of market efficiency |
0 |
0 |
1 |
21 |
0 |
2 |
10 |
170 |
| A large-sample chow test for the linear simultaneous equation |
0 |
0 |
0 |
117 |
0 |
1 |
4 |
362 |
| An Evolutionary Model of Bounded Rationality and Intelligence |
0 |
0 |
0 |
0 |
0 |
4 |
11 |
17 |
| An econometric analysis of nonsynchronous trading |
1 |
2 |
6 |
458 |
4 |
12 |
33 |
1,148 |
| An econometric model of serial correlation and illiquidity in hedge fund returns |
0 |
4 |
11 |
225 |
8 |
24 |
89 |
1,064 |
| An ordered probit analysis of transaction stock prices |
1 |
1 |
3 |
570 |
1 |
3 |
46 |
1,473 |
| Asset Prices and Trading Volume under Fixed Transactions Costs |
0 |
1 |
1 |
27 |
2 |
8 |
22 |
452 |
| Asset allocation and derivatives |
0 |
0 |
0 |
20 |
0 |
3 |
6 |
132 |
| Can Financial Economics Cure Cancer? |
0 |
0 |
0 |
1 |
1 |
3 |
8 |
29 |
| Can Financial Engineering Cure Cancer? |
1 |
1 |
2 |
59 |
3 |
6 |
17 |
285 |
| Can hedge funds time market liquidity? |
0 |
0 |
0 |
42 |
0 |
5 |
17 |
330 |
| Consumer credit-risk models via machine-learning algorithms |
6 |
10 |
53 |
855 |
24 |
58 |
315 |
2,779 |
| Data-Snooping Biases in Tests of Financial Asset Pricing Models |
0 |
0 |
0 |
618 |
4 |
6 |
26 |
1,829 |
| Econometric measures of connectedness and systemic risk in the finance and insurance sectors |
6 |
18 |
45 |
704 |
32 |
83 |
249 |
2,289 |
| Econometric models of limit-order executions |
0 |
0 |
4 |
202 |
0 |
0 |
19 |
588 |
| Estimating the NIH Efficient Frontier |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
12 |
| Fear and Greed in Financial Markets: A Clinical Study of Day-Traders |
0 |
0 |
2 |
150 |
1 |
7 |
48 |
748 |
| Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation |
0 |
1 |
4 |
31 |
17 |
38 |
84 |
196 |
| Hamilton’s rule in economic decision-making |
0 |
0 |
0 |
11 |
0 |
3 |
15 |
38 |
| Hedge Fund Holdings and Stock Market Efficiency |
0 |
1 |
1 |
14 |
0 |
4 |
31 |
100 |
| Hedge Funds: A Dynamic Industry in Transition |
0 |
1 |
3 |
25 |
0 |
6 |
23 |
150 |
| Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach |
0 |
0 |
3 |
15 |
2 |
2 |
13 |
67 |
| Identifying and Mitigating Potential Biases in Predicting Drug Approvals |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
16 |
| Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios |
0 |
0 |
1 |
25 |
2 |
9 |
37 |
221 |
| Implementing Option Pricing Models When Asset Returns Are Predictable |
0 |
0 |
0 |
148 |
1 |
8 |
34 |
530 |
| Impossible Frontiers |
0 |
0 |
0 |
15 |
0 |
2 |
15 |
275 |
| Innovation at MIT |
0 |
0 |
0 |
3 |
0 |
2 |
9 |
63 |
| Introduction to Volume 5 of the Annual Review of Financial Economics |
0 |
0 |
0 |
18 |
0 |
3 |
11 |
110 |
| Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design |
0 |
2 |
4 |
29 |
1 |
9 |
30 |
164 |
| Logit versus discriminant analysis: A specification test and application to corporate bankruptcies |
0 |
0 |
2 |
405 |
0 |
2 |
10 |
774 |
| Long-Term Memory in Stock Market Prices |
0 |
0 |
2 |
1,287 |
5 |
22 |
74 |
4,705 |
| MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS |
1 |
1 |
3 |
73 |
1 |
4 |
20 |
374 |
| Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective |
0 |
0 |
0 |
23 |
0 |
6 |
14 |
84 |
| Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data |
0 |
0 |
1 |
44 |
1 |
5 |
36 |
180 |
| Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents |
0 |
0 |
1 |
62 |
1 |
3 |
22 |
259 |
| Nonparametric risk management and implied risk aversion |
1 |
2 |
4 |
526 |
1 |
8 |
35 |
1,327 |
| Optimal control of execution costs |
0 |
3 |
8 |
863 |
6 |
18 |
59 |
1,891 |
| Preface to the Annual Review of Financial Economics |
0 |
0 |
0 |
53 |
0 |
1 |
7 |
238 |
| Privacy-Preserving Methods for Sharing Financial Risk Exposures |
0 |
0 |
0 |
23 |
1 |
1 |
10 |
190 |
| Reading about the Financial Crisis: A Twenty-One-Book Review |
0 |
0 |
1 |
443 |
0 |
5 |
25 |
1,335 |
| Regulatory reform in the wake of the financial crisis of 2007‐2008 |
0 |
0 |
0 |
50 |
0 |
7 |
29 |
368 |
| Reply to “(Im)Possible Frontiers: A Comment†|
0 |
0 |
0 |
16 |
0 |
2 |
3 |
71 |
| Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform |
0 |
0 |
0 |
4 |
0 |
2 |
13 |
28 |
| Risk and risk management in the credit card industry |
0 |
0 |
1 |
40 |
4 |
12 |
30 |
255 |
| Robert C. Merton: The First Financial Engineer |
0 |
0 |
0 |
13 |
0 |
4 |
10 |
50 |
| Robust ranking and portfolio optimization |
0 |
0 |
2 |
43 |
0 |
3 |
17 |
139 |
| Semi-parametric upper bounds for option prices and expected payoffs |
0 |
1 |
1 |
211 |
0 |
2 |
8 |
380 |
| Spectral factor models |
1 |
3 |
7 |
40 |
2 |
9 |
41 |
151 |
| Statistical tests of contingent-claims asset-pricing models: A new methodology |
0 |
0 |
0 |
78 |
2 |
3 |
8 |
222 |
| Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test |
1 |
4 |
8 |
1,527 |
6 |
22 |
48 |
3,779 |
| Systemic risk and the refinancing ratchet effect |
0 |
0 |
1 |
88 |
2 |
4 |
18 |
589 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
8 |
48 |
126 |
715 |
23 |
113 |
309 |
1,930 |
| The Derivatives Sourcebook |
0 |
0 |
1 |
64 |
2 |
27 |
80 |
472 |
| The Gordon Gekko effect: the role of culture in the financial industry |
0 |
0 |
2 |
61 |
0 |
4 |
27 |
435 |
| The Origin of Behavior |
0 |
1 |
3 |
15 |
0 |
2 |
24 |
73 |
| The Visible Hand |
0 |
0 |
0 |
6 |
0 |
5 |
11 |
42 |
| The growth of relative wealth and the Kelly criterion |
0 |
0 |
2 |
19 |
0 |
4 |
30 |
117 |
| The origin of cooperation |
0 |
0 |
0 |
2 |
0 |
1 |
7 |
25 |
| The size and power of the variance ratio test in finite samples: A Monte Carlo investigation |
0 |
0 |
0 |
453 |
0 |
4 |
29 |
1,088 |
| The sources and nature of long-term memory in aggregate output |
0 |
0 |
0 |
80 |
4 |
6 |
19 |
455 |
| To maximize or randomize? An experimental study of probability matching in financial decision making |
0 |
0 |
0 |
2 |
0 |
5 |
10 |
22 |
| Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory |
0 |
0 |
0 |
1 |
1 |
5 |
19 |
984 |
| Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model |
0 |
0 |
0 |
117 |
1 |
6 |
22 |
494 |
| Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments |
0 |
0 |
1 |
13 |
2 |
6 |
22 |
137 |
| What happened to the quants in August 2007? Evidence from factors and transactions data |
1 |
2 |
9 |
392 |
18 |
32 |
81 |
1,668 |
| When Are Contrarian Profits Due to Stock Market Overreaction? |
0 |
1 |
3 |
987 |
13 |
31 |
78 |
2,853 |
| When do stop-loss rules stop losses? |
0 |
2 |
7 |
166 |
20 |
56 |
115 |
699 |
| When is time continuous? |
2 |
2 |
3 |
113 |
4 |
7 |
20 |
492 |
| Total Journal Articles |
31 |
116 |
355 |
14,108 |
236 |
802 |
2,795 |
47,092 |
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