Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Are Stocks Really Less Volatile in the Long Run? |
0 |
1 |
1 |
122 |
0 |
1 |
1 |
341 |
Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
0 |
267 |
0 |
1 |
2 |
631 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
890 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
296 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
0 |
2 |
2 |
581 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
2 |
2 |
2 |
670 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
0 |
0 |
1 |
1,675 |
Carbon Burden |
1 |
2 |
10 |
10 |
3 |
5 |
22 |
22 |
Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
0 |
0 |
1 |
478 |
Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
1 |
310 |
0 |
0 |
1 |
997 |
Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
1 |
1 |
902 |
Costs of Equity Capital and Model Mispricing |
0 |
0 |
1 |
402 |
0 |
0 |
3 |
1,735 |
Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
330 |
Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
844 |
Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
706 |
Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
162 |
Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
5 |
0 |
3 |
9 |
32 |
Dissecting Green Returns |
3 |
5 |
23 |
72 |
10 |
25 |
105 |
328 |
Dissecting Green Returns |
1 |
3 |
5 |
53 |
5 |
9 |
27 |
201 |
Do Funds Make More When They Trade More? |
0 |
1 |
2 |
74 |
1 |
2 |
3 |
199 |
Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
90 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
1 |
141 |
0 |
0 |
4 |
483 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
0 |
0 |
2 |
475 |
Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
129 |
0 |
2 |
6 |
566 |
Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
0 |
1 |
3 |
401 |
Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
336 |
0 |
1 |
1 |
1,009 |
Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
0 |
0 |
0 |
787 |
Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
380 |
0 |
0 |
1 |
849 |
Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
26 |
Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
0 |
1 |
5 |
248 |
Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
1 |
27 |
0 |
0 |
4 |
161 |
Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
45 |
Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
19 |
Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
8 |
Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
26 |
Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
0 |
31 |
0 |
0 |
4 |
58 |
Fund Tradeoffs |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
79 |
Fund Tradeoffs |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
63 |
Green Tilts |
0 |
0 |
4 |
17 |
2 |
4 |
22 |
44 |
Green Tilts |
0 |
0 |
0 |
11 |
1 |
3 |
11 |
65 |
Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
89 |
Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
52 |
Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
1 |
91 |
4 |
4 |
7 |
201 |
Inequality Aversion, Populism, and the Backlash Against Globalization |
1 |
1 |
4 |
54 |
1 |
1 |
6 |
131 |
Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
1 |
1 |
1 |
1,018 |
Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
344 |
Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
183 |
1 |
1 |
2 |
599 |
Learning in Financial Markets |
0 |
0 |
1 |
453 |
1 |
1 |
7 |
1,137 |
Learning in Financial Markets |
0 |
0 |
1 |
98 |
1 |
1 |
7 |
192 |
Liquidity Risk After 20 Years |
0 |
0 |
0 |
18 |
0 |
0 |
4 |
76 |
Liquidity Risk After 20 Years |
0 |
0 |
2 |
36 |
0 |
0 |
3 |
93 |
Liquidity Risk and Expected Stock Returns |
2 |
4 |
16 |
596 |
12 |
25 |
81 |
1,943 |
Liquidity Risk and Expected Stock Returns |
0 |
0 |
0 |
591 |
1 |
4 |
5 |
1,320 |
Liquidity Risk and Expected Stock Returns |
0 |
1 |
4 |
1,412 |
2 |
3 |
12 |
4,097 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
1 |
2 |
4 |
26 |
1 |
3 |
10 |
59 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
0 |
46 |
0 |
1 |
5 |
220 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
2 |
45 |
2 |
2 |
15 |
197 |
Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
0 |
0 |
1 |
962 |
Non-Standard Errors |
0 |
2 |
3 |
44 |
0 |
6 |
46 |
438 |
Non-Standard Errors |
0 |
0 |
3 |
27 |
2 |
4 |
30 |
147 |
Nonstandard Errors |
1 |
1 |
3 |
3 |
1 |
6 |
20 |
20 |
Nonstandard errors |
0 |
0 |
8 |
11 |
1 |
2 |
40 |
45 |
On the Size of the Active Management Industry |
0 |
0 |
1 |
15 |
0 |
1 |
2 |
134 |
On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
301 |
Political Cycles and Stock Returns |
0 |
0 |
1 |
69 |
0 |
1 |
10 |
174 |
Political Cycles and Stock Returns |
0 |
2 |
4 |
51 |
3 |
11 |
21 |
147 |
Political Uncertainty and Risk Premia |
0 |
1 |
3 |
78 |
0 |
2 |
12 |
356 |
Political Uncertainty and Risk Premia |
0 |
0 |
1 |
90 |
0 |
0 |
12 |
544 |
Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
0 |
1 |
36 |
0 |
0 |
11 |
207 |
Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
486 |
Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
707 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
101 |
1 |
1 |
3 |
335 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
443 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
259 |
Scale and Skill in Active Management |
0 |
1 |
2 |
96 |
0 |
1 |
6 |
302 |
Scale and Skill in Active Management |
0 |
1 |
2 |
24 |
0 |
3 |
9 |
133 |
Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
1 |
6 |
2 |
3 |
11 |
41 |
Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
496 |
Stock Prices and IPO Waves |
0 |
0 |
0 |
234 |
1 |
1 |
5 |
623 |
Stock Valuation and Learning about Profitability |
0 |
0 |
2 |
200 |
0 |
0 |
4 |
763 |
Stock Valuation and Learning about Profitability |
0 |
1 |
4 |
409 |
2 |
6 |
19 |
1,382 |
Sustainable Investing |
1 |
1 |
6 |
6 |
1 |
1 |
11 |
11 |
Sustainable Investing in Equilibrium |
1 |
1 |
3 |
47 |
2 |
3 |
10 |
233 |
Sustainable Investing in Equilibrium |
0 |
1 |
4 |
22 |
2 |
3 |
13 |
84 |
Sustainable Investing in Equilibrium |
1 |
2 |
17 |
136 |
6 |
14 |
63 |
421 |
Technological Revolutions and Stock Prices |
0 |
0 |
0 |
126 |
1 |
4 |
5 |
372 |
Technological Revolutions and Stock Prices |
0 |
0 |
0 |
194 |
0 |
0 |
3 |
621 |
The Capital Markets Union: Key Challenges |
0 |
1 |
2 |
127 |
0 |
1 |
5 |
253 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
0 |
0 |
1 |
494 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
372 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
1 |
2 |
2 |
462 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
0 |
1 |
1 |
325 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
1 |
4 |
58 |
3 |
6 |
23 |
196 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
2 |
26 |
1 |
3 |
15 |
205 |
Uncertainty about Government Policy and Stock Prices |
0 |
0 |
3 |
40 |
2 |
2 |
12 |
320 |
Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
527 |
Uncertainty about Government Policy and Stock Prices |
0 |
0 |
1 |
163 |
0 |
1 |
6 |
795 |
Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
41 |
1 |
2 |
3 |
226 |
Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
553 |
Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
81 |
0 |
1 |
6 |
334 |
Total Working Papers |
14 |
36 |
168 |
12,577 |
86 |
207 |
884 |
45,548 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
1 |
117 |
1 |
4 |
9 |
443 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
2 |
2 |
4 |
1,880 |
Comparing asset pricing models: an investment perspective |
1 |
1 |
5 |
290 |
1 |
5 |
20 |
795 |
Costs of Equity Capital and Model Mispricing |
0 |
1 |
4 |
85 |
1 |
2 |
14 |
370 |
Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
4 |
0 |
3 |
8 |
19 |
Dissecting green returns |
11 |
24 |
136 |
316 |
38 |
86 |
376 |
866 |
Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
3 |
4 |
16 |
225 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
0 |
2 |
6 |
543 |
Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
2 |
7 |
162 |
1 |
7 |
27 |
641 |
Fifty shades of QE: Comparing findings of central bankers and academics |
0 |
0 |
4 |
58 |
8 |
10 |
38 |
215 |
Fifty shades of QE: Robust evidence |
0 |
0 |
1 |
4 |
1 |
2 |
12 |
19 |
Fund tradeoffs |
0 |
3 |
11 |
35 |
1 |
4 |
30 |
129 |
Income inequality and asset prices under redistributive taxation |
0 |
0 |
1 |
27 |
2 |
2 |
4 |
119 |
Inequality Aversion, Populism, and the Backlash against Globalization |
0 |
0 |
3 |
20 |
3 |
5 |
16 |
68 |
Investing in equity mutual funds |
0 |
0 |
2 |
144 |
0 |
2 |
9 |
462 |
Judging Fund Managers by the Company They Keep |
0 |
1 |
5 |
225 |
2 |
3 |
14 |
782 |
Learning in Financial Markets |
1 |
2 |
9 |
184 |
2 |
7 |
31 |
621 |
Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
0 |
1 |
7 |
145 |
Liquidity Risk and Expected Stock Returns |
4 |
18 |
83 |
1,927 |
25 |
71 |
290 |
5,827 |
Mutual Fund Performance and Flows during the COVID-19 Crisis |
0 |
0 |
3 |
68 |
3 |
8 |
25 |
278 |
Mutual fund performance and seemingly unrelated assets |
0 |
3 |
8 |
417 |
0 |
5 |
21 |
1,083 |
Nonstandard Errors |
1 |
6 |
33 |
37 |
5 |
17 |
118 |
123 |
On the Size of the Active Management Industry |
0 |
1 |
6 |
208 |
2 |
6 |
21 |
999 |
Political Cycles and Stock Returns |
4 |
13 |
41 |
83 |
13 |
34 |
115 |
365 |
Political uncertainty and risk premia |
1 |
8 |
31 |
525 |
10 |
40 |
148 |
1,883 |
Portfolio Selection and Asset Pricing Models |
1 |
2 |
8 |
433 |
5 |
8 |
32 |
1,025 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
94 |
2 |
3 |
9 |
398 |
Rational IPO Waves |
2 |
6 |
11 |
313 |
7 |
14 |
34 |
878 |
Scale and skill in active management |
0 |
3 |
20 |
341 |
7 |
22 |
78 |
1,045 |
Stock Valuation and Learning about Profitability |
5 |
7 |
19 |
56 |
9 |
18 |
54 |
171 |
Sustainable investing in equilibrium |
33 |
63 |
267 |
997 |
100 |
222 |
817 |
2,833 |
Technological Revolutions and Stock Prices |
0 |
1 |
3 |
193 |
1 |
6 |
17 |
604 |
The Equity Premium and Structural Breaks |
1 |
1 |
3 |
113 |
2 |
5 |
13 |
466 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
1 |
16 |
138 |
5 |
10 |
53 |
543 |
Uncertainty about Government Policy and Stock Prices |
8 |
13 |
43 |
305 |
17 |
49 |
156 |
1,124 |
Uncertainty and Valuations: A Comment |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
42 |
Was there a Nasdaq bubble in the late 1990s? |
0 |
0 |
4 |
312 |
0 |
0 |
15 |
1,067 |
Total Journal Articles |
74 |
180 |
789 |
8,363 |
279 |
689 |
2,658 |
29,096 |