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12 months |
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Last month |
3 months |
12 months |
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A Computational View of Market Efficiency |
0 |
1 |
1 |
106 |
1 |
8 |
22 |
394 |

A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates |
0 |
0 |
1 |
45 |
1 |
2 |
5 |
150 |

A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
189 |

A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks |
0 |
2 |
5 |
164 |
1 |
6 |
23 |
522 |

A Residuals-Based Wald Test for the Linear Simultaneous Equation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
285 |

A Residuals-Based Wald Test for the Linear Simultaneous Equation |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
150 |

A Simple Specification Test of the Random Walk Hypothesis |
0 |
0 |
0 |
2 |
1 |
2 |
19 |
991 |

A Survey of Systemic Risk Analytics |
0 |
1 |
5 |
89 |
1 |
7 |
22 |
406 |

Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery |
0 |
1 |
1 |
1 |
1 |
1 |
2 |
2 |

An Econometric Analysis of Nonsynchronous Trading |
0 |
0 |
3 |
355 |
0 |
0 |
4 |
826 |

An Econometric Analysis of Nonsyschronous-Trading |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
222 |

An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns |
0 |
0 |
1 |
165 |
0 |
1 |
11 |
594 |

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns |
0 |
0 |
0 |
524 |
0 |
1 |
3 |
1,522 |

An Ordered Probit Analysis of Transaction Stock Prices |
0 |
1 |
2 |
538 |
2 |
7 |
9 |
1,753 |

An Ordered Probit Analysis of Transaction Stock Prices |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
890 |

An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
552 |

An ordered probit analysis of transaction stock prices |
0 |
0 |
0 |
142 |
0 |
0 |
0 |
404 |

Asset Prices and Trading Volume Under Fixed Transactions Costs |
0 |
0 |
0 |
142 |
0 |
1 |
18 |
670 |

Asset Prices and Trading Volume Under Fixed Transactions Costs |
0 |
0 |
1 |
68 |
1 |
3 |
7 |
302 |

Asset Prices and Trading Volume Under Fixed Transactions Costs |
0 |
0 |
1 |
1 |
0 |
2 |
3 |
3 |

Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
36 |

Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry |
0 |
0 |
3 |
70 |
0 |
0 |
7 |
219 |

Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002) |
0 |
0 |
0 |
1 |
0 |
2 |
7 |
328 |

Data-Snooping Biases in Tests of Financial Asset Pricing Models |
0 |
0 |
2 |
140 |
0 |
1 |
8 |
504 |

Data-snooping biases in tests of financial asset pricing models |
0 |
0 |
1 |
86 |
0 |
0 |
7 |
302 |

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors |
0 |
0 |
7 |
366 |
0 |
1 |
26 |
880 |

Econometric Measures of Systemic Risk in the Finance and Insurance Sectors |
1 |
1 |
9 |
375 |
3 |
14 |
58 |
999 |

Econometric Models of Limit-Order Executions |
0 |
0 |
1 |
163 |
0 |
0 |
4 |
740 |

Econometric Models of Limit-Order Executions |
0 |
0 |
3 |
396 |
0 |
3 |
10 |
1,245 |

Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs |
0 |
0 |
0 |
10 |
0 |
0 |
4 |
41 |

Estimating the Financial Impact of Gene Therapy in the U.S |
0 |
0 |
3 |
12 |
0 |
1 |
10 |
36 |

Fear and Greed in Financial Markets: A Clinical Study of Day-Traders |
0 |
0 |
7 |
296 |
0 |
2 |
24 |
1,346 |

Financial Intermediation and the Funding of Biomedical Innovation: A Review |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Financing Vaccines for Global Health Security |
1 |
2 |
4 |
23 |
1 |
2 |
5 |
48 |

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation |
2 |
4 |
8 |
1,808 |
5 |
12 |
33 |
3,938 |

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation |
1 |
1 |
2 |
1,313 |
1 |
11 |
31 |
2,320 |

Frontiers of Finance: Evolution and Efficient Markets |
0 |
0 |
0 |
521 |
1 |
2 |
9 |
1,634 |

Games of Survival in the Newspaper Industry |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
231 |

Global realignment in financial market dynamics: Evidence from ETF networks |
0 |
2 |
8 |
49 |
1 |
9 |
28 |
62 |

Hedge Funds: A Dynamic Industry In Transition |
0 |
0 |
3 |
75 |
0 |
0 |
15 |
229 |

Hedge fund holdings and stock market efficiency |
0 |
0 |
3 |
66 |
1 |
9 |
31 |
225 |

Implementing Option Pricing Models When Asset Returns Are Predictable |
0 |
0 |
2 |
459 |
0 |
8 |
29 |
1,524 |

Implementing option pricing models when asset returns are predictable |
0 |
0 |
0 |
80 |
0 |
1 |
9 |
239 |

Impossible Frontiers |
0 |
0 |
2 |
65 |
0 |
1 |
10 |
295 |

Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders |
0 |
0 |
1 |
235 |
1 |
1 |
3 |
876 |

Is It Real, or Is It Randomized?: A Financial Turing Test |
0 |
0 |
0 |
65 |
0 |
0 |
3 |
157 |

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design |
0 |
1 |
1 |
13 |
0 |
1 |
3 |
88 |

Logit Versus Discriminant Analysis: A Specification Test |
0 |
0 |
0 |
1 |
0 |
2 |
5 |
506 |

Long-term Memory in Stock Market Prices |
0 |
0 |
1 |
276 |
0 |
0 |
3 |
921 |

Long-term memory in stock market prices |
0 |
0 |
2 |
164 |
0 |
0 |
7 |
548 |

Maximizing Predictability in the Stock and Bond Markets |
0 |
2 |
2 |
746 |
0 |
8 |
28 |
2,034 |

Maximizing predictability in the stock and bond markets |
0 |
0 |
0 |
97 |
0 |
4 |
23 |
351 |

Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data |
0 |
0 |
0 |
405 |
0 |
0 |
2 |
1,044 |

Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
261 |

Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
456 |

Moore's Law vs. Murphy's Law in the financial system: who's winning? |
0 |
0 |
0 |
43 |
0 |
0 |
4 |
71 |

Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices |
0 |
0 |
0 |
1 |
0 |
3 |
7 |
475 |

Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices |
0 |
1 |
2 |
576 |
0 |
2 |
9 |
2,009 |

Nonparametric Risk Management and Implied Risk Aversion |
0 |
2 |
2 |
491 |
0 |
5 |
8 |
1,283 |

Optimal Financing for R&D-Intensive Firms |
0 |
1 |
3 |
47 |
0 |
2 |
9 |
92 |

Paying off the Competition: Market Power and Innovation Incentives |
0 |
7 |
14 |
39 |
0 |
13 |
33 |
80 |

Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model |
0 |
0 |
0 |
986 |
0 |
4 |
20 |
3,575 |

Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach |
0 |
0 |
0 |
76 |
0 |
0 |
5 |
284 |

Privacy-Preserving Methods for Sharing Financial Risk Exposures |
1 |
1 |
2 |
15 |
1 |
1 |
4 |
74 |

Risk and Risk Management in the Credit Card Industry |
0 |
0 |
1 |
89 |
1 |
5 |
11 |
338 |

Sharing R&D Risk in Healthcare via FDA Hedges |
0 |
0 |
1 |
28 |
0 |
0 |
7 |
88 |

Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
149 |

Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
180 |

Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test |
2 |
5 |
22 |
932 |
5 |
16 |
109 |
3,045 |

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) |
0 |
0 |
0 |
0 |
2 |
3 |
33 |
426 |

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
222 |

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
333 |

Systemic Risk and Hedge Funds |
1 |
1 |
4 |
821 |
1 |
4 |
30 |
2,172 |

Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
2 |
160 |
1 |
8 |
20 |
520 |

Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
124 |
0 |
4 |
22 |
521 |

The Gordon Gekko Effect: The Role of Culture in the Financial Industry |
0 |
0 |
0 |
91 |
0 |
1 |
6 |
272 |

The Psychophysiology of Real-Time Financial Risk Processing |
0 |
2 |
5 |
150 |
1 |
8 |
35 |
570 |

The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
989 |

The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation |
1 |
2 |
7 |
469 |
1 |
3 |
11 |
1,554 |

The Sources and Nature of Long-Term Memory in the Business Cycle |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
214 |

The Sources and Nature of Long-Term Memory in the Business Cycle |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
503 |

The Sources and Nature of Long-term Memory in the Business Cycle |
0 |
1 |
1 |
88 |
0 |
2 |
3 |
458 |

The sources and nature of long-term memory in the business cycle |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
294 |

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory |
0 |
0 |
2 |
664 |
1 |
3 |
15 |
2,269 |

Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model |
0 |
0 |
0 |
232 |
1 |
8 |
19 |
747 |

WARNING: Physics Envy May Be Hazardous To Your Wealth! |
0 |
1 |
1 |
418 |
0 |
7 |
38 |
1,240 |

What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data |
0 |
0 |
3 |
253 |
2 |
7 |
33 |
816 |

When Do Stop-Loss Rules Stop Losses? |
2 |
4 |
6 |
137 |
3 |
9 |
29 |
482 |

When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
262 |

When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
488 |

When are Contrarian Profits Due to Stock Market Overreaction? |
0 |
0 |
0 |
404 |
0 |
4 |
28 |
1,113 |

When are contrarian profits due to stock market overreaction? |
0 |
0 |
0 |
146 |
0 |
1 |
6 |
428 |

Total Working Papers |
12 |
47 |
174 |
18,247 |
47 |
274 |
1,201 |
64,126 |