| 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 |
0 |
3 |
34 |
375 |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
0 |
267 |
1 |
4 |
23 |
654 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
1 |
3 |
19 |
1,694 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
309 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
0 |
1 |
11 |
592 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
895 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
0 |
1 |
7 |
677 |
| Carbon Burden |
0 |
1 |
4 |
14 |
0 |
2 |
17 |
39 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
1 |
5 |
13 |
491 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
1 |
1 |
8 |
910 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
310 |
1 |
6 |
21 |
1,018 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
338 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
1 |
3 |
4 |
10 |
854 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
0 |
4 |
16 |
1,751 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
710 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
165 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
2 |
7 |
1 |
8 |
20 |
52 |
| Dissecting Green Returns |
0 |
2 |
4 |
57 |
0 |
8 |
28 |
229 |
| Dissecting Green Returns |
2 |
6 |
14 |
86 |
6 |
21 |
76 |
404 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
1 |
3 |
12 |
102 |
| Do Funds Make More When They Trade More? |
0 |
0 |
1 |
75 |
0 |
5 |
18 |
217 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
2 |
4 |
21 |
496 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
1 |
142 |
0 |
2 |
13 |
496 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
0 |
3 |
18 |
419 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
1 |
1 |
1 |
130 |
2 |
7 |
20 |
586 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
380 |
1 |
5 |
11 |
860 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
336 |
0 |
0 |
3 |
1,012 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
0 |
3 |
21 |
808 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
1 |
6 |
34 |
282 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
1 |
4 |
19 |
45 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
1 |
5 |
12 |
57 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
27 |
1 |
6 |
33 |
194 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
1 |
12 |
1 |
3 |
12 |
31 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
0 |
1 |
11 |
19 |
| Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
2 |
10 |
21 |
47 |
| Fifty shades of QE: comparing findings of central bankers and academics |
1 |
1 |
1 |
32 |
1 |
9 |
22 |
80 |
| Fund Tradeoffs |
0 |
0 |
0 |
15 |
0 |
1 |
6 |
85 |
| Fund Tradeoffs |
0 |
1 |
2 |
11 |
1 |
3 |
12 |
75 |
| Green Tilts |
0 |
0 |
2 |
19 |
1 |
6 |
24 |
68 |
| Green Tilts |
0 |
0 |
0 |
11 |
2 |
3 |
12 |
77 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
0 |
0 |
11 |
63 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
0 |
2 |
4 |
93 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
91 |
0 |
5 |
20 |
221 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
54 |
0 |
7 |
16 |
147 |
| Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
0 |
3 |
10 |
1,028 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
1 |
3 |
7 |
351 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
183 |
0 |
2 |
12 |
611 |
| Learning in Financial Markets |
0 |
0 |
0 |
98 |
0 |
5 |
18 |
210 |
| Learning in Financial Markets |
1 |
1 |
1 |
454 |
1 |
9 |
18 |
1,155 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
36 |
1 |
2 |
17 |
110 |
| Liquidity Risk After 20 Years |
0 |
0 |
1 |
19 |
2 |
19 |
36 |
112 |
| Liquidity Risk and Expected Stock Returns |
1 |
2 |
3 |
1,415 |
5 |
22 |
44 |
4,141 |
| Liquidity Risk and Expected Stock Returns |
0 |
0 |
2 |
593 |
0 |
26 |
82 |
1,402 |
| Liquidity Risk and Expected Stock Returns |
1 |
3 |
14 |
610 |
10 |
33 |
94 |
2,037 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
1 |
4 |
7 |
52 |
3 |
12 |
31 |
228 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
1 |
27 |
2 |
13 |
24 |
83 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
1 |
47 |
1 |
6 |
14 |
234 |
| Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
1 |
3 |
8 |
970 |
| Non-Standard Errors |
0 |
0 |
0 |
44 |
5 |
11 |
43 |
481 |
| Non-Standard Errors |
0 |
0 |
0 |
27 |
0 |
5 |
21 |
168 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
4 |
20 |
20 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
3 |
12 |
35 |
35 |
| Nonstandard Errors |
0 |
0 |
1 |
4 |
1 |
5 |
24 |
44 |
| Nonstandard errors |
0 |
0 |
1 |
12 |
0 |
8 |
34 |
79 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
15 |
0 |
4 |
10 |
144 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
0 |
0 |
8 |
309 |
| Political Cycles and Stock Returns |
0 |
1 |
3 |
72 |
2 |
7 |
27 |
201 |
| Political Cycles and Stock Returns |
0 |
0 |
3 |
54 |
0 |
5 |
26 |
173 |
| Political Uncertainty and Risk Premia |
1 |
1 |
6 |
84 |
2 |
14 |
40 |
396 |
| Political Uncertainty and Risk Premia |
4 |
7 |
8 |
98 |
14 |
33 |
79 |
623 |
| Portfolio Liquidity and Diversification: Theory and Evidence |
2 |
2 |
3 |
39 |
5 |
13 |
26 |
233 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
1 |
6 |
24 |
731 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
4 |
17 |
503 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
101 |
1 |
2 |
13 |
348 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
0 |
3 |
29 |
472 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
0 |
0 |
11 |
270 |
| Scale and Skill in Active Management |
0 |
0 |
1 |
25 |
1 |
5 |
13 |
146 |
| Scale and Skill in Active Management |
0 |
0 |
0 |
96 |
1 |
7 |
29 |
331 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
1 |
6 |
15 |
24 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
1 |
3 |
9 |
1 |
4 |
20 |
61 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
0 |
8 |
19 |
515 |
| Stock Prices and IPO Waves |
0 |
1 |
2 |
236 |
15 |
27 |
40 |
663 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
6 |
415 |
1 |
6 |
25 |
1,407 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
1 |
201 |
0 |
1 |
17 |
780 |
| Sustainable Investing |
1 |
1 |
3 |
9 |
4 |
9 |
26 |
37 |
| Sustainable Investing in Equilibrium |
0 |
0 |
1 |
23 |
1 |
9 |
20 |
104 |
| Sustainable Investing in Equilibrium |
0 |
1 |
4 |
51 |
4 |
13 |
33 |
266 |
| Sustainable Investing in Equilibrium |
1 |
4 |
14 |
150 |
4 |
21 |
62 |
483 |
| Technological Revolutions and Stock Prices |
1 |
1 |
5 |
131 |
2 |
7 |
40 |
412 |
| Technological Revolutions and Stock Prices |
0 |
0 |
3 |
197 |
4 |
11 |
32 |
653 |
| The Capital Markets Union: Key Challenges |
0 |
0 |
1 |
128 |
1 |
4 |
16 |
269 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
2 |
6 |
19 |
344 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
0 |
4 |
13 |
507 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
1 |
5 |
15 |
387 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
0 |
6 |
16 |
478 |
| The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits |
0 |
17 |
17 |
17 |
2 |
15 |
15 |
15 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
9 |
67 |
1 |
16 |
76 |
272 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
2 |
2 |
28 |
1 |
3 |
24 |
229 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
3 |
166 |
4 |
19 |
67 |
862 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
1 |
7 |
34 |
561 |
| Uncertainty about Government Policy and Stock Prices |
0 |
1 |
1 |
41 |
1 |
7 |
18 |
338 |
| Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
0 |
6 |
27 |
253 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
0 |
2 |
13 |
566 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
82 |
0 |
0 |
10 |
344 |
| Total Working Papers |
19 |
63 |
165 |
12,742 |
149 |
710 |
2,398 |
47,946 |
| 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 |
0 |
6 |
21 |
464 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
1 |
1 |
14 |
1,894 |
| Comparing asset pricing models: an investment perspective |
0 |
0 |
4 |
294 |
1 |
16 |
43 |
838 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
1 |
86 |
0 |
3 |
17 |
387 |
| Diseconomies of Scale in Active Management: Robust Evidence |
1 |
1 |
1 |
5 |
4 |
19 |
28 |
47 |
| Dissecting green returns |
8 |
22 |
81 |
397 |
28 |
117 |
385 |
1,251 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
0 |
10 |
21 |
246 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
2 |
6 |
16 |
559 |
| Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
162 |
1 |
6 |
14 |
655 |
| Fifty shades of QE: Comparing findings of central bankers and academics |
2 |
2 |
7 |
65 |
7 |
24 |
57 |
272 |
| Fifty shades of QE: Robust evidence |
0 |
0 |
2 |
6 |
1 |
2 |
13 |
32 |
| Fund tradeoffs |
1 |
3 |
5 |
40 |
4 |
14 |
26 |
155 |
| Green tilts |
0 |
1 |
6 |
6 |
3 |
10 |
45 |
45 |
| Income inequality and asset prices under redistributive taxation |
0 |
0 |
0 |
27 |
0 |
4 |
13 |
132 |
| Inequality Aversion, Populism, and the Backlash against Globalization |
0 |
0 |
2 |
22 |
0 |
14 |
41 |
109 |
| Investing in equity mutual funds |
0 |
0 |
1 |
145 |
0 |
1 |
16 |
478 |
| Judging Fund Managers by the Company They Keep |
1 |
1 |
3 |
228 |
4 |
5 |
23 |
805 |
| Learning in Financial Markets |
0 |
0 |
0 |
184 |
0 |
5 |
17 |
638 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
0 |
4 |
21 |
166 |
| Liquidity Risk and Expected Stock Returns |
11 |
41 |
105 |
2,032 |
41 |
151 |
396 |
6,223 |
| Mutual Fund Performance and Flows during the COVID-19 Crisis |
0 |
1 |
3 |
71 |
5 |
17 |
51 |
329 |
| Mutual fund performance and seemingly unrelated assets |
0 |
1 |
3 |
420 |
1 |
4 |
19 |
1,102 |
| Nonstandard Errors |
0 |
2 |
7 |
44 |
0 |
9 |
53 |
176 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
208 |
1 |
7 |
22 |
1,021 |
| Political Cycles and Stock Returns |
2 |
8 |
24 |
107 |
3 |
22 |
83 |
448 |
| Political uncertainty and risk premia |
7 |
19 |
52 |
577 |
24 |
76 |
340 |
2,223 |
| Portfolio Selection and Asset Pricing Models |
0 |
3 |
8 |
441 |
1 |
10 |
31 |
1,056 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
95 |
2 |
2 |
9 |
407 |
| Rational IPO Waves |
0 |
2 |
7 |
320 |
4 |
13 |
34 |
912 |
| Scale and skill in active management |
2 |
12 |
35 |
376 |
13 |
33 |
125 |
1,170 |
| Stock Valuation and Learning about Profitability |
1 |
3 |
16 |
72 |
8 |
14 |
81 |
252 |
| Sustainable Investing |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
3 |
| Sustainable investing in equilibrium |
22 |
55 |
215 |
1,212 |
80 |
224 |
836 |
3,669 |
| Technological Revolutions and Stock Prices |
2 |
2 |
8 |
201 |
5 |
15 |
47 |
651 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
113 |
1 |
10 |
20 |
486 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
4 |
7 |
11 |
149 |
7 |
20 |
52 |
595 |
| Uncertainty about Government Policy and Stock Prices |
1 |
9 |
44 |
349 |
19 |
73 |
254 |
1,378 |
| Uncertainty and Valuations: A Comment |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
46 |
| Was there a Nasdaq bubble in the late 1990s? |
0 |
0 |
4 |
316 |
5 |
9 |
35 |
1,102 |
| Total Journal Articles |
65 |
195 |
659 |
9,022 |
278 |
979 |
3,326 |
32,422 |