| 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 |
0 |
0 |
122 |
1 |
1 |
35 |
376 |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
0 |
267 |
0 |
0 |
21 |
654 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
310 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
895 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
0 |
0 |
11 |
592 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
0 |
0 |
7 |
677 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
1 |
2 |
20 |
1,696 |
| Carbon Burden |
0 |
1 |
4 |
15 |
0 |
3 |
19 |
42 |
| Carbon Burden |
5 |
5 |
5 |
5 |
0 |
1 |
1 |
1 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
0 |
8 |
910 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
310 |
0 |
1 |
20 |
1,019 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
2 |
2 |
15 |
493 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
1 |
1 |
16 |
1,752 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
1 |
0 |
0 |
10 |
854 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
338 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
165 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
712 |
| Democratizing Private Markets: Equilibrium Predictions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
1 |
7 |
1 |
3 |
22 |
55 |
| Dissecting Green Returns |
0 |
1 |
10 |
87 |
3 |
13 |
67 |
417 |
| Dissecting Green Returns |
0 |
1 |
5 |
58 |
1 |
4 |
30 |
233 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
0 |
0 |
12 |
102 |
| Do Funds Make More When They Trade More? |
0 |
0 |
1 |
75 |
3 |
6 |
24 |
223 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
1 |
1 |
2 |
143 |
3 |
4 |
17 |
500 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
1 |
1 |
20 |
497 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
1 |
130 |
0 |
0 |
18 |
586 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
0 |
0 |
18 |
419 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
0 |
1 |
22 |
809 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
336 |
1 |
2 |
5 |
1,014 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
380 |
1 |
2 |
13 |
862 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
0 |
2 |
20 |
47 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
0 |
0 |
33 |
282 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
27 |
1 |
1 |
34 |
195 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
0 |
1 |
12 |
58 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
1 |
12 |
1 |
1 |
12 |
32 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
0 |
0 |
10 |
19 |
| Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
2 |
4 |
23 |
51 |
| Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
1 |
32 |
1 |
2 |
22 |
82 |
| Fund Tradeoffs |
0 |
0 |
0 |
15 |
0 |
0 |
6 |
85 |
| Fund Tradeoffs |
0 |
0 |
2 |
11 |
2 |
2 |
14 |
77 |
| Green Tilts |
0 |
0 |
0 |
11 |
0 |
0 |
11 |
77 |
| Green Tilts |
0 |
0 |
0 |
19 |
0 |
1 |
23 |
69 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
0 |
0 |
9 |
63 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
1 |
2 |
4 |
95 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
91 |
3 |
3 |
22 |
224 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
54 |
1 |
1 |
16 |
148 |
| Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
0 |
0 |
9 |
1,028 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
183 |
0 |
0 |
12 |
611 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
1 |
2 |
9 |
353 |
| Learning in Financial Markets |
0 |
0 |
0 |
98 |
1 |
2 |
16 |
212 |
| Learning in Financial Markets |
0 |
1 |
2 |
455 |
4 |
6 |
24 |
1,161 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
36 |
1 |
1 |
18 |
111 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
19 |
1 |
2 |
37 |
114 |
| Liquidity Risk and Expected Stock Returns |
0 |
0 |
2 |
593 |
0 |
6 |
69 |
1,408 |
| Liquidity Risk and Expected Stock Returns |
2 |
3 |
15 |
613 |
6 |
15 |
97 |
2,052 |
| Liquidity Risk and Expected Stock Returns |
1 |
1 |
4 |
1,416 |
3 |
11 |
53 |
4,152 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
1 |
47 |
3 |
4 |
17 |
238 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
6 |
52 |
4 |
6 |
36 |
234 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
1 |
27 |
0 |
1 |
24 |
84 |
| Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
2 |
2 |
9 |
972 |
| Non-Standard Errors |
1 |
1 |
1 |
45 |
1 |
4 |
41 |
485 |
| Non-Standard Errors |
1 |
1 |
1 |
28 |
2 |
5 |
21 |
173 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
4 |
22 |
24 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
1 |
30 |
36 |
| Nonstandard Errors |
0 |
0 |
1 |
4 |
1 |
4 |
28 |
48 |
| Nonstandard errors |
1 |
1 |
2 |
13 |
2 |
5 |
32 |
84 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
0 |
1 |
9 |
310 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
15 |
2 |
2 |
11 |
146 |
| Political Cycles and Stock Returns |
0 |
0 |
2 |
72 |
2 |
3 |
28 |
204 |
| Political Cycles and Stock Returns |
0 |
0 |
2 |
54 |
3 |
4 |
27 |
177 |
| Political Uncertainty and Risk Premia |
1 |
3 |
11 |
101 |
10 |
18 |
93 |
641 |
| Political Uncertainty and Risk Premia |
0 |
1 |
6 |
85 |
3 |
4 |
39 |
400 |
| Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
0 |
3 |
39 |
0 |
0 |
24 |
233 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
1 |
1 |
24 |
732 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
1 |
1 |
18 |
504 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
101 |
2 |
2 |
13 |
350 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
3 |
4 |
31 |
476 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
0 |
0 |
8 |
270 |
| Scale and Skill in Active Management |
0 |
0 |
0 |
25 |
0 |
1 |
13 |
147 |
| Scale and Skill in Active Management |
0 |
0 |
0 |
96 |
4 |
4 |
32 |
335 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
24 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
2 |
9 |
1 |
2 |
19 |
63 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
0 |
2 |
21 |
517 |
| Stock Prices and IPO Waves |
0 |
0 |
2 |
236 |
2 |
14 |
52 |
677 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
1 |
201 |
1 |
1 |
18 |
781 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
3 |
415 |
1 |
4 |
23 |
1,411 |
| Sustainable Investing |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
3 |
| Sustainable Investing |
1 |
1 |
3 |
10 |
1 |
1 |
20 |
38 |
| Sustainable Investing in Equilibrium |
1 |
2 |
3 |
25 |
1 |
6 |
25 |
110 |
| Sustainable Investing in Equilibrium |
0 |
2 |
5 |
53 |
4 |
7 |
34 |
273 |
| Sustainable Investing in Equilibrium |
1 |
5 |
14 |
155 |
3 |
18 |
66 |
501 |
| Technological Revolutions and Stock Prices |
0 |
0 |
4 |
131 |
3 |
7 |
44 |
419 |
| Technological Revolutions and Stock Prices |
0 |
1 |
3 |
198 |
2 |
7 |
38 |
660 |
| The Capital Markets Union: Key Challenges |
0 |
1 |
1 |
129 |
2 |
4 |
18 |
273 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
0 |
0 |
16 |
478 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
0 |
0 |
15 |
387 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
0 |
0 |
12 |
507 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
1 |
1 |
18 |
345 |
| The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits |
0 |
0 |
17 |
17 |
1 |
7 |
22 |
22 |
| The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
4 |
| The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits |
0 |
4 |
4 |
4 |
2 |
5 |
5 |
5 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
2 |
28 |
2 |
3 |
18 |
232 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
2 |
10 |
69 |
7 |
13 |
75 |
285 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
1 |
41 |
0 |
2 |
17 |
340 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
2 |
166 |
5 |
9 |
70 |
871 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
0 |
2 |
27 |
563 |
| Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
0 |
0 |
26 |
253 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
82 |
2 |
2 |
9 |
346 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
1 |
1 |
12 |
567 |
| Total Working Papers |
17 |
39 |
170 |
12,781 |
142 |
318 |
2,473 |
48,267 |
| 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 |
2 |
119 |
4 |
5 |
24 |
469 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
1 |
3 |
16 |
1,897 |
| Comparing asset pricing models: an investment perspective |
0 |
0 |
3 |
294 |
1 |
3 |
44 |
841 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
1 |
86 |
0 |
1 |
18 |
388 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
1 |
5 |
1 |
2 |
30 |
49 |
| Dissecting green returns |
3 |
19 |
78 |
416 |
24 |
94 |
420 |
1,345 |
| Do Funds Make More When They Trade More? |
0 |
1 |
1 |
33 |
2 |
5 |
24 |
251 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
2 |
3 |
17 |
562 |
| Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
162 |
0 |
3 |
16 |
658 |
| Fifty shades of QE: Comparing findings of central bankers and academics |
0 |
0 |
3 |
65 |
5 |
9 |
57 |
281 |
| Fifty shades of QE: Robust evidence |
0 |
0 |
1 |
6 |
1 |
3 |
14 |
35 |
| Fund tradeoffs |
0 |
1 |
6 |
41 |
2 |
7 |
32 |
162 |
| Green tilts |
0 |
0 |
6 |
6 |
0 |
10 |
55 |
55 |
| Income inequality and asset prices under redistributive taxation |
0 |
0 |
0 |
27 |
0 |
0 |
12 |
132 |
| Inequality Aversion, Populism, and the Backlash against Globalization |
1 |
1 |
2 |
23 |
1 |
6 |
43 |
115 |
| Investing in equity mutual funds |
0 |
1 |
2 |
146 |
1 |
4 |
20 |
482 |
| Judging Fund Managers by the Company They Keep |
1 |
1 |
2 |
229 |
3 |
6 |
25 |
811 |
| Learning in Financial Markets |
0 |
0 |
0 |
184 |
0 |
3 |
19 |
641 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
0 |
1 |
21 |
167 |
| Liquidity Risk and Expected Stock Returns |
5 |
18 |
104 |
2,050 |
15 |
70 |
409 |
6,293 |
| Mutual Fund Performance and Flows during the COVID-19 Crisis |
0 |
0 |
2 |
71 |
3 |
6 |
53 |
335 |
| Mutual fund performance and seemingly unrelated assets |
0 |
0 |
2 |
420 |
2 |
6 |
23 |
1,108 |
| Nonstandard Errors |
0 |
2 |
8 |
46 |
6 |
15 |
57 |
191 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
208 |
0 |
1 |
19 |
1,022 |
| Political Cycles and Stock Returns |
2 |
5 |
21 |
112 |
7 |
16 |
81 |
464 |
| Political uncertainty and risk premia |
3 |
9 |
53 |
586 |
10 |
39 |
332 |
2,262 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
4 |
441 |
1 |
2 |
26 |
1,058 |
| Predictive Systems: Living with Imperfect Predictors |
2 |
2 |
3 |
97 |
4 |
7 |
14 |
414 |
| Rational IPO Waves |
1 |
3 |
10 |
323 |
2 |
10 |
41 |
922 |
| Scale and skill in active management |
3 |
6 |
34 |
382 |
12 |
28 |
123 |
1,198 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Stock Valuation and Learning about Profitability |
1 |
4 |
18 |
76 |
3 |
9 |
75 |
261 |
| Sustainable Investing |
1 |
1 |
1 |
1 |
3 |
7 |
10 |
10 |
| Sustainable investing in equilibrium |
2 |
25 |
192 |
1,237 |
30 |
170 |
792 |
3,839 |
| Technological Revolutions and Stock Prices |
0 |
0 |
7 |
201 |
0 |
5 |
47 |
656 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
113 |
0 |
4 |
24 |
490 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
3 |
14 |
152 |
4 |
9 |
47 |
604 |
| Uncertainty about Government Policy and Stock Prices |
1 |
4 |
33 |
353 |
11 |
33 |
246 |
1,411 |
| Uncertainty and Valuations: A Comment |
0 |
0 |
1 |
9 |
0 |
1 |
4 |
47 |
| Was there a Nasdaq bubble in the late 1990s? |
0 |
4 |
7 |
320 |
2 |
14 |
46 |
1,116 |
| Total Journal Articles |
27 |
110 |
622 |
9,132 |
164 |
622 |
3,378 |
33,044 |