| 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 |
267 |
0 |
12 |
20 |
650 |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
1 |
122 |
3 |
28 |
32 |
372 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
0 |
5 |
12 |
591 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
1 |
3 |
8 |
676 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
892 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
5 |
9 |
13 |
309 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
0 |
11 |
16 |
1,691 |
| Carbon Burden |
1 |
1 |
5 |
13 |
3 |
10 |
20 |
37 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
6 |
8 |
909 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
1 |
5 |
8 |
486 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
310 |
2 |
11 |
15 |
1,012 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
3 |
10 |
12 |
1,747 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
336 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
1 |
2 |
6 |
6 |
850 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
164 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
708 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
1 |
2 |
7 |
2 |
9 |
15 |
44 |
| Dissecting Green Returns |
1 |
1 |
5 |
55 |
4 |
10 |
29 |
221 |
| Dissecting Green Returns |
1 |
1 |
13 |
80 |
9 |
19 |
80 |
383 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
0 |
8 |
9 |
99 |
| Do Funds Make More When They Trade More? |
0 |
0 |
2 |
75 |
1 |
8 |
15 |
212 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
1 |
142 |
2 |
9 |
11 |
494 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
0 |
12 |
17 |
492 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
5 |
11 |
16 |
416 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
129 |
0 |
4 |
15 |
579 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
336 |
2 |
3 |
4 |
1,012 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
2 |
18 |
18 |
805 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
380 |
0 |
6 |
6 |
855 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
3 |
20 |
29 |
276 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
4 |
12 |
15 |
41 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
1 |
4 |
8 |
52 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
27 |
5 |
19 |
27 |
188 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
1 |
12 |
1 |
5 |
9 |
28 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
1 |
8 |
10 |
18 |
| Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
3 |
4 |
11 |
37 |
| Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
0 |
31 |
2 |
9 |
13 |
71 |
| Fund Tradeoffs |
0 |
0 |
1 |
10 |
2 |
5 |
9 |
72 |
| Fund Tradeoffs |
0 |
0 |
0 |
15 |
0 |
2 |
6 |
84 |
| Green Tilts |
0 |
0 |
0 |
11 |
2 |
7 |
12 |
74 |
| Green Tilts |
0 |
0 |
2 |
19 |
2 |
10 |
22 |
62 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
91 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
2 |
7 |
11 |
63 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
91 |
6 |
11 |
19 |
216 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
1 |
54 |
0 |
6 |
10 |
140 |
| Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
0 |
5 |
8 |
1,025 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
1 |
4 |
4 |
348 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
183 |
0 |
8 |
11 |
609 |
| Learning in Financial Markets |
0 |
0 |
0 |
98 |
1 |
7 |
14 |
205 |
| Learning in Financial Markets |
0 |
0 |
0 |
453 |
2 |
8 |
10 |
1,146 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
36 |
8 |
13 |
15 |
108 |
| Liquidity Risk After 20 Years |
0 |
0 |
1 |
19 |
4 |
11 |
17 |
93 |
| Liquidity Risk and Expected Stock Returns |
2 |
7 |
15 |
607 |
9 |
30 |
86 |
2,004 |
| Liquidity Risk and Expected Stock Returns |
1 |
2 |
2 |
593 |
12 |
24 |
60 |
1,376 |
| Liquidity Risk and Expected Stock Returns |
0 |
0 |
2 |
1,413 |
6 |
15 |
25 |
4,119 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
3 |
27 |
0 |
6 |
14 |
70 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
1 |
47 |
0 |
3 |
9 |
228 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
1 |
1 |
3 |
48 |
1 |
16 |
21 |
216 |
| Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
0 |
2 |
5 |
967 |
| Non-Standard Errors |
0 |
0 |
0 |
27 |
0 |
6 |
20 |
163 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
4 |
18 |
38 |
470 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
8 |
16 |
16 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
5 |
23 |
23 |
| Nonstandard Errors |
0 |
1 |
2 |
4 |
1 |
10 |
25 |
39 |
| Nonstandard errors |
0 |
0 |
1 |
12 |
2 |
11 |
28 |
71 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
15 |
0 |
3 |
7 |
140 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
0 |
7 |
8 |
309 |
| Political Cycles and Stock Returns |
0 |
0 |
2 |
71 |
2 |
13 |
21 |
194 |
| Political Cycles and Stock Returns |
0 |
1 |
5 |
54 |
4 |
17 |
32 |
168 |
| Political Uncertainty and Risk Premia |
1 |
2 |
6 |
83 |
3 |
17 |
28 |
382 |
| Political Uncertainty and Risk Premia |
1 |
1 |
1 |
91 |
10 |
35 |
46 |
590 |
| Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
1 |
1 |
37 |
3 |
10 |
13 |
220 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
2 |
9 |
13 |
499 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
3 |
16 |
18 |
725 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
2 |
21 |
26 |
469 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
1 |
7 |
11 |
270 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
101 |
0 |
6 |
12 |
346 |
| Scale and Skill in Active Management |
0 |
0 |
1 |
96 |
5 |
20 |
23 |
324 |
| Scale and Skill in Active Management |
0 |
0 |
2 |
25 |
1 |
3 |
11 |
141 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
2 |
8 |
0 |
10 |
19 |
57 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
0 |
6 |
10 |
18 |
| Stock Prices and IPO Waves |
0 |
1 |
1 |
235 |
4 |
10 |
14 |
636 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
3 |
9 |
11 |
507 |
| Stock Valuation and Learning about Profitability |
1 |
2 |
7 |
415 |
2 |
10 |
25 |
1,401 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
1 |
201 |
2 |
9 |
16 |
779 |
| Sustainable Investing |
1 |
1 |
3 |
8 |
3 |
7 |
18 |
28 |
| Sustainable Investing in Equilibrium |
0 |
1 |
2 |
23 |
1 |
6 |
14 |
95 |
| Sustainable Investing in Equilibrium |
2 |
3 |
12 |
146 |
5 |
15 |
55 |
462 |
| Sustainable Investing in Equilibrium |
0 |
1 |
4 |
50 |
1 |
11 |
23 |
253 |
| Technological Revolutions and Stock Prices |
1 |
2 |
4 |
130 |
2 |
25 |
37 |
405 |
| Technological Revolutions and Stock Prices |
0 |
1 |
3 |
197 |
1 |
15 |
21 |
642 |
| The Capital Markets Union: Key Challenges |
0 |
0 |
2 |
128 |
1 |
8 |
13 |
265 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
0 |
3 |
12 |
472 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
1 |
3 |
9 |
503 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
2 |
8 |
14 |
338 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
1 |
4 |
10 |
382 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
6 |
9 |
66 |
12 |
37 |
66 |
256 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
0 |
26 |
1 |
11 |
24 |
226 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
40 |
0 |
6 |
13 |
331 |
| Uncertainty about Government Policy and Stock Prices |
2 |
2 |
3 |
166 |
11 |
32 |
49 |
843 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
1 |
15 |
28 |
554 |
| Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
10 |
17 |
23 |
247 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
82 |
0 |
5 |
11 |
344 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
0 |
4 |
11 |
564 |
| Total Working Papers |
17 |
40 |
138 |
12,679 |
235 |
1,052 |
1,895 |
47,236 |
| 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 |
1 |
2 |
119 |
2 |
8 |
19 |
458 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
2 |
8 |
15 |
1,893 |
| Comparing asset pricing models: an investment perspective |
1 |
1 |
5 |
294 |
4 |
15 |
32 |
822 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
2 |
86 |
2 |
10 |
16 |
384 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
4 |
2 |
7 |
12 |
28 |
| Dissecting green returns |
5 |
12 |
83 |
375 |
43 |
113 |
354 |
1,134 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
1 |
6 |
15 |
236 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
0 |
7 |
12 |
553 |
| Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
2 |
162 |
0 |
5 |
15 |
649 |
| Fifty shades of QE: Comparing findings of central bankers and academics |
0 |
0 |
5 |
63 |
6 |
18 |
43 |
248 |
| Fifty shades of QE: Robust evidence |
1 |
1 |
2 |
6 |
1 |
6 |
13 |
30 |
| Fund tradeoffs |
0 |
0 |
5 |
37 |
1 |
6 |
16 |
141 |
| Green tilts |
0 |
5 |
5 |
5 |
4 |
32 |
35 |
35 |
| Income inequality and asset prices under redistributive taxation |
0 |
0 |
0 |
27 |
1 |
7 |
11 |
128 |
| Inequality Aversion, Populism, and the Backlash against Globalization |
1 |
1 |
2 |
22 |
3 |
22 |
32 |
95 |
| Investing in equity mutual funds |
0 |
1 |
1 |
145 |
2 |
9 |
17 |
477 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
3 |
227 |
2 |
11 |
21 |
800 |
| Learning in Financial Markets |
0 |
0 |
2 |
184 |
4 |
9 |
19 |
633 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
3 |
13 |
18 |
162 |
| Liquidity Risk and Expected Stock Returns |
7 |
23 |
82 |
1,991 |
44 |
108 |
316 |
6,072 |
| Mutual Fund Performance and Flows during the COVID-19 Crisis |
0 |
0 |
2 |
70 |
0 |
27 |
42 |
312 |
| Mutual fund performance and seemingly unrelated assets |
0 |
0 |
5 |
419 |
1 |
7 |
20 |
1,098 |
| Nonstandard Errors |
0 |
1 |
11 |
42 |
6 |
16 |
61 |
167 |
| On the Size of the Active Management Industry |
0 |
0 |
1 |
208 |
2 |
6 |
21 |
1,014 |
| Political Cycles and Stock Returns |
1 |
3 |
29 |
99 |
8 |
24 |
95 |
426 |
| Political uncertainty and risk premia |
5 |
12 |
41 |
558 |
39 |
142 |
304 |
2,147 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
7 |
438 |
1 |
7 |
29 |
1,046 |
| Predictive Systems: Living with Imperfect Predictors |
1 |
1 |
1 |
95 |
2 |
4 |
10 |
405 |
| Rational IPO Waves |
1 |
4 |
11 |
318 |
3 |
10 |
35 |
899 |
| Scale and skill in active management |
3 |
8 |
26 |
364 |
10 |
34 |
114 |
1,137 |
| Stock Valuation and Learning about Profitability |
0 |
4 |
20 |
69 |
4 |
26 |
85 |
238 |
| Sustainable investing in equilibrium |
20 |
59 |
223 |
1,157 |
58 |
202 |
834 |
3,445 |
| Technological Revolutions and Stock Prices |
1 |
3 |
7 |
199 |
8 |
19 |
38 |
636 |
| The Equity Premium and Structural Breaks |
0 |
0 |
1 |
113 |
1 |
9 |
15 |
476 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
3 |
5 |
142 |
2 |
12 |
42 |
575 |
| Uncertainty about Government Policy and Stock Prices |
5 |
8 |
48 |
340 |
20 |
73 |
230 |
1,305 |
| Uncertainty and Valuations: A Comment |
0 |
0 |
1 |
9 |
1 |
2 |
4 |
46 |
| Was there a Nasdaq bubble in the late 1990s? |
0 |
0 |
4 |
316 |
2 |
9 |
26 |
1,093 |
| Total Journal Articles |
53 |
151 |
644 |
8,827 |
295 |
1,049 |
3,036 |
31,443 |