| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Skeptical Appraisal of Asset-Pricing Tests |
0 |
0 |
0 |
273 |
1 |
8 |
14 |
781 |
| Asset Pricing with Fading Memory |
0 |
0 |
0 |
21 |
1 |
9 |
22 |
78 |
| Asset Pricing with Fading Memory |
0 |
0 |
0 |
40 |
0 |
5 |
18 |
160 |
| Asset Pricing with Fading Memory |
0 |
0 |
0 |
9 |
2 |
7 |
20 |
70 |
| Bank Risk Dynamics and Distance to Default |
0 |
0 |
0 |
28 |
5 |
8 |
20 |
118 |
| Bank Risk Dynamics and Distance to Default |
0 |
0 |
0 |
8 |
1 |
3 |
4 |
62 |
| Bank risk dynamics and distance to default |
0 |
0 |
0 |
48 |
0 |
4 |
15 |
189 |
| Carry Trades and Currency Crashes |
1 |
1 |
2 |
8 |
3 |
4 |
13 |
24 |
| Carry Trades and Currency Crashes |
0 |
0 |
3 |
642 |
3 |
18 |
39 |
2,339 |
| Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? |
0 |
2 |
3 |
161 |
1 |
28 |
73 |
1,082 |
| Do Survey Expectations of Stock Returns Reflect Risk Adjustments? |
0 |
0 |
0 |
11 |
0 |
2 |
11 |
66 |
| Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? |
0 |
0 |
0 |
3 |
0 |
0 |
23 |
48 |
| Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? |
0 |
0 |
0 |
6 |
0 |
1 |
12 |
45 |
| Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? |
0 |
0 |
0 |
10 |
0 |
2 |
8 |
38 |
| Do Survey Expectations of Stock Returns Reflect Risk-Adjustments? |
0 |
0 |
0 |
4 |
0 |
1 |
13 |
27 |
| Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation |
0 |
0 |
0 |
158 |
0 |
7 |
19 |
547 |
| Do survey expectations of stock returns reflect risk-adjustments? |
0 |
0 |
0 |
1 |
1 |
3 |
12 |
43 |
| Dynamics of Subjective Risk Premia |
0 |
0 |
1 |
19 |
3 |
8 |
17 |
47 |
| Dynamics of Subjective Risk Premia |
0 |
0 |
0 |
20 |
1 |
5 |
15 |
48 |
| Dynamics of Subjective Risk Premia |
0 |
0 |
0 |
2 |
1 |
3 |
11 |
16 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels |
0 |
0 |
0 |
26 |
1 |
5 |
9 |
117 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels |
1 |
1 |
3 |
101 |
4 |
11 |
37 |
344 |
| ECB Policies Involving Government Bond Purchases: Impacts and Channels |
0 |
0 |
1 |
16 |
0 |
1 |
14 |
161 |
| Empirical Cross-Sectional Asset Pricing |
0 |
0 |
1 |
95 |
1 |
5 |
21 |
297 |
| Empirical Cross-Sectional Asset Pricing |
0 |
0 |
0 |
59 |
3 |
10 |
36 |
214 |
| Estimation and Evaluation of Conditional Asset Pricing Models |
0 |
0 |
0 |
56 |
0 |
3 |
13 |
160 |
| Evaporating Liquidity |
1 |
1 |
1 |
36 |
2 |
5 |
19 |
186 |
| Evaporating Liquidity |
0 |
0 |
0 |
34 |
2 |
10 |
27 |
212 |
| Expectations Data in Asset Pricing |
0 |
0 |
0 |
19 |
3 |
7 |
19 |
76 |
| Expectations Data in Asset Pricing |
0 |
0 |
1 |
21 |
0 |
7 |
15 |
53 |
| Experiences, Expectations, and Asset Prices |
0 |
0 |
4 |
4 |
2 |
11 |
19 |
19 |
| Inexperienced Investors and Bubbles |
0 |
0 |
0 |
118 |
0 |
0 |
8 |
584 |
| Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
10 |
| Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows |
0 |
0 |
0 |
4 |
0 |
2 |
15 |
24 |
| Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows |
0 |
0 |
0 |
10 |
2 |
4 |
13 |
31 |
| Interest Rate Risk in Banking |
0 |
0 |
2 |
3 |
1 |
7 |
20 |
23 |
| Interest Rate Risk in Banking |
0 |
0 |
1 |
8 |
0 |
4 |
12 |
24 |
| Interest Rate Risk in Banking |
0 |
1 |
3 |
20 |
1 |
7 |
23 |
39 |
| Interpreting Repo Statistics in the Flow of Funds Accounts |
0 |
0 |
0 |
12 |
1 |
3 |
13 |
66 |
| Judging Banks’ Risk by the Profits They Report |
0 |
0 |
1 |
12 |
2 |
3 |
10 |
23 |
| Market Efficiency in the Age of Big Data |
0 |
0 |
0 |
50 |
1 |
4 |
13 |
146 |
| Market Efficiency in the Age of Big Data |
0 |
0 |
0 |
43 |
0 |
1 |
7 |
80 |
| Market Efficiency in the Age of Big Data |
0 |
0 |
0 |
21 |
3 |
8 |
17 |
68 |
| Market efficiency in the age of big data |
1 |
1 |
1 |
16 |
2 |
4 |
11 |
43 |
| Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux |
0 |
2 |
2 |
4 |
0 |
3 |
12 |
17 |
| Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux |
0 |
0 |
2 |
11 |
0 |
10 |
33 |
45 |
| Risk-Adjusting the Returns to Venture Capital |
0 |
1 |
1 |
35 |
2 |
9 |
23 |
162 |
| Risk-Adjusting the Returns to Venture Capital |
0 |
0 |
0 |
32 |
0 |
2 |
15 |
158 |
| Seemingly Virtuous Complexity in Return Prediction |
0 |
0 |
11 |
11 |
0 |
3 |
23 |
23 |
| Shrinking the Cross Section |
0 |
0 |
0 |
27 |
7 |
17 |
37 |
215 |
| Shrinking the Cross Section |
0 |
1 |
2 |
49 |
3 |
7 |
30 |
267 |
| Sizing Up Repo |
0 |
0 |
0 |
57 |
1 |
5 |
23 |
219 |
| Sizing Up Repo |
0 |
1 |
1 |
155 |
0 |
6 |
18 |
461 |
| Socioeconomic Status and Macroeconomic Expectations |
0 |
0 |
0 |
5 |
0 |
3 |
20 |
72 |
| Socioeconomic Status and Macroeconomic Expectations |
0 |
0 |
2 |
18 |
2 |
6 |
22 |
121 |
| The Conditional CAPM Does Not Explain Asset-pricing Anomalies |
0 |
0 |
0 |
164 |
1 |
9 |
25 |
604 |
| The Conditional CAPM does not Explain Asset-Pricing Anamolies |
0 |
0 |
0 |
365 |
1 |
9 |
34 |
1,107 |
| The Effect of Dividends on Consumption |
0 |
0 |
0 |
89 |
0 |
4 |
18 |
470 |
| The Liquidity Premium of Near-Money Assets |
0 |
1 |
1 |
100 |
0 |
5 |
22 |
331 |
| The Making of Hawks and Doves |
0 |
0 |
0 |
25 |
1 |
8 |
24 |
64 |
| The Making of Hawks and Doves: Inflation Experiences on the FOMC |
0 |
0 |
0 |
39 |
0 |
3 |
23 |
85 |
| The Making of Hawks and Doves: Inflation Experiences on the FOMC |
0 |
0 |
1 |
50 |
5 |
10 |
21 |
88 |
| The Statistical Limit of Arbitrage |
0 |
0 |
1 |
6 |
0 |
6 |
22 |
36 |
| Treasury Inconvenience Yields during the COVID-19 Crisis |
1 |
1 |
1 |
8 |
4 |
9 |
21 |
46 |
| Treasury Inconvenience Yields during the COVID-19 Crisis |
0 |
0 |
0 |
22 |
1 |
7 |
34 |
177 |
| When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? |
0 |
0 |
1 |
9 |
0 |
7 |
23 |
42 |
| Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock |
0 |
1 |
2 |
32 |
2 |
11 |
24 |
121 |
| Total Working Papers |
5 |
15 |
56 |
3,570 |
84 |
408 |
1,324 |
13,759 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A skeptical appraisal of asset pricing tests |
0 |
0 |
1 |
658 |
6 |
19 |
78 |
1,865 |
| Asset Pricing with Fading Memory |
0 |
2 |
9 |
26 |
4 |
15 |
41 |
97 |
| Banks’ Risk Dynamics and Distance to Default |
0 |
0 |
0 |
10 |
4 |
8 |
32 |
62 |
| Capturing the Value Premium in the United Kingdom |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
11 |
| Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? |
3 |
10 |
31 |
419 |
24 |
62 |
168 |
1,644 |
| Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals |
0 |
0 |
0 |
115 |
2 |
2 |
12 |
327 |
| Do survey expectations of stock returns reflect risk adjustments? |
0 |
0 |
1 |
12 |
2 |
5 |
26 |
74 |
| Dynamics of subjective risk premia |
0 |
0 |
1 |
9 |
1 |
11 |
27 |
61 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels* |
0 |
0 |
0 |
1 |
2 |
7 |
14 |
30 |
| Empirical Cross-Sectional Asset Pricing |
0 |
0 |
1 |
112 |
2 |
4 |
25 |
462 |
| Estimation and Evaluation of Conditional Asset Pricing Models |
0 |
0 |
0 |
0 |
0 |
4 |
11 |
242 |
| Evaporating Liquidity |
2 |
2 |
5 |
84 |
8 |
16 |
40 |
410 |
| Experiences, expectations, and asset prices |
0 |
0 |
0 |
0 |
2 |
9 |
9 |
9 |
| First Discussant Comment on “Shifting Confidence in Homeownership: The Great Recession” |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
7 |
| Inexperienced investors and bubbles |
1 |
3 |
6 |
243 |
3 |
15 |
41 |
993 |
| Interpreting Factor Models |
1 |
4 |
11 |
126 |
1 |
7 |
36 |
388 |
| Learning from Inflation Experiences |
5 |
12 |
56 |
462 |
12 |
42 |
176 |
1,456 |
| Long-Run Inflation Uncertainty |
0 |
0 |
0 |
12 |
0 |
3 |
8 |
56 |
| Market efficiency in the age of big data |
0 |
0 |
1 |
16 |
2 |
8 |
28 |
98 |
| Optimal Factor Timing in a High-Dimensional Setting |
4 |
11 |
14 |
14 |
9 |
26 |
37 |
37 |
| Report of the Editor of The Journal of Finance for the Year 2018 |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
48 |
| Report of the Editor of The Journal of Finance for the Year 2019 |
0 |
0 |
0 |
5 |
0 |
2 |
8 |
39 |
| Report of the Editor of The Journal of Finance for the Year 2020 |
0 |
0 |
0 |
8 |
0 |
3 |
12 |
38 |
| Report of the Editor of The Journal of Finance for the Year 2021 |
0 |
0 |
0 |
10 |
0 |
2 |
6 |
37 |
| Report of the Editor of the Journal of Finance for the Year 2016 |
0 |
0 |
0 |
8 |
0 |
1 |
6 |
52 |
| Report of the Editor of the Journal of Finance for the Year 2017 |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
75 |
| Review Article: Perspectives on the Future of Asset Pricing |
0 |
0 |
8 |
43 |
0 |
5 |
36 |
98 |
| Risk‐Adjusting the Returns to Venture Capital |
0 |
1 |
6 |
41 |
6 |
16 |
49 |
203 |
| Short sales, institutional investors and the cross-section of stock returns |
2 |
3 |
17 |
672 |
6 |
21 |
52 |
1,636 |
| Shrinking the cross-section |
1 |
8 |
37 |
318 |
17 |
68 |
187 |
984 |
| Sizing Up Repo |
0 |
0 |
3 |
113 |
1 |
5 |
37 |
451 |
| Socioeconomic Status and Macroeconomic Expectations |
0 |
0 |
2 |
40 |
1 |
8 |
27 |
194 |
| The Effect of Dividends on Consumption |
0 |
0 |
1 |
82 |
0 |
3 |
22 |
577 |
| The Liquidity Premium of Near-Money Assets |
0 |
0 |
4 |
191 |
3 |
7 |
37 |
676 |
| The conditional CAPM does not explain asset-pricing anomalies |
1 |
2 |
4 |
595 |
2 |
11 |
36 |
1,641 |
| The making of hawks and doves |
0 |
1 |
12 |
90 |
6 |
15 |
56 |
335 |
| Treasury inconvenience yields during the COVID-19 crisis |
0 |
0 |
1 |
21 |
1 |
12 |
43 |
112 |
| Who Sells During a Crash? Evidence from Tax Return Data on Daily Sales of Stock |
0 |
0 |
1 |
3 |
2 |
8 |
15 |
28 |
| Total Journal Articles |
20 |
59 |
233 |
4,566 |
130 |
455 |
1,458 |
15,553 |
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