| 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 |
4 |
5 |
7 |
637 |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
1 |
122 |
0 |
0 |
1 |
341 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
1 |
2 |
4 |
672 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
298 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
890 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
3 |
4 |
6 |
585 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
1 |
3 |
4 |
1,678 |
| Carbon Burden |
0 |
0 |
11 |
11 |
1 |
1 |
24 |
24 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
1 |
2 |
903 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
2 |
2 |
3 |
480 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
1 |
310 |
1 |
2 |
4 |
1,000 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
0 |
1 |
2 |
1,736 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
331 |
| 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 |
1 |
6 |
0 |
0 |
4 |
33 |
| Dissecting Green Returns |
0 |
0 |
3 |
53 |
3 |
5 |
19 |
208 |
| Dissecting Green Returns |
1 |
3 |
20 |
79 |
5 |
20 |
101 |
364 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
90 |
| Do Funds Make More When They Trade More? |
1 |
1 |
3 |
75 |
2 |
3 |
6 |
202 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
1 |
3 |
5 |
479 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
1 |
1 |
2 |
142 |
2 |
2 |
3 |
485 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
1 |
1 |
2 |
402 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
129 |
2 |
4 |
11 |
571 |
| 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 |
336 |
0 |
0 |
1 |
1,009 |
| 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 |
1 |
1 |
27 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
0 |
2 |
6 |
250 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
1 |
27 |
2 |
3 |
6 |
164 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
1 |
2 |
3 |
47 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
20 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
10 |
| Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
1 |
2 |
3 |
29 |
| Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
0 |
31 |
0 |
1 |
4 |
60 |
| Fund Tradeoffs |
0 |
0 |
0 |
15 |
1 |
1 |
3 |
80 |
| Fund Tradeoffs |
1 |
1 |
1 |
10 |
1 |
2 |
2 |
65 |
| Green Tilts |
0 |
0 |
0 |
11 |
0 |
0 |
11 |
66 |
| Green Tilts |
0 |
1 |
3 |
19 |
0 |
3 |
15 |
48 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
0 |
1 |
2 |
54 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
0 |
1 |
3 |
91 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
1 |
91 |
2 |
4 |
9 |
205 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
2 |
54 |
1 |
1 |
5 |
133 |
| Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
1 |
2 |
3 |
1,020 |
| 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 |
0 |
0 |
2 |
599 |
| Learning in Financial Markets |
0 |
0 |
0 |
453 |
0 |
0 |
5 |
1,137 |
| Learning in Financial Markets |
0 |
0 |
0 |
98 |
1 |
3 |
9 |
197 |
| Liquidity Risk After 20 Years |
0 |
0 |
1 |
36 |
1 |
1 |
3 |
94 |
| Liquidity Risk After 20 Years |
0 |
0 |
1 |
19 |
3 |
4 |
6 |
81 |
| Liquidity Risk and Expected Stock Returns |
0 |
0 |
0 |
591 |
2 |
14 |
28 |
1,344 |
| Liquidity Risk and Expected Stock Returns |
0 |
2 |
13 |
600 |
5 |
16 |
79 |
1,969 |
| Liquidity Risk and Expected Stock Returns |
1 |
1 |
4 |
1,413 |
4 |
4 |
12 |
4,103 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
1 |
4 |
27 |
1 |
3 |
9 |
63 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
1 |
1 |
3 |
47 |
1 |
2 |
12 |
200 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
1 |
1 |
47 |
0 |
1 |
5 |
222 |
| Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
0 |
1 |
1 |
963 |
| Non-Standard Errors |
0 |
0 |
1 |
27 |
1 |
4 |
29 |
155 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
0 |
6 |
31 |
446 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
3 |
9 |
14 |
14 |
| Nonstandard Errors |
0 |
0 |
3 |
3 |
4 |
7 |
27 |
27 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
5 |
6 |
8 |
8 |
| Nonstandard errors |
0 |
1 |
2 |
12 |
1 |
6 |
28 |
57 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
15 |
2 |
2 |
4 |
137 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
301 |
| Political Cycles and Stock Returns |
0 |
1 |
6 |
53 |
0 |
1 |
22 |
151 |
| Political Cycles and Stock Returns |
1 |
2 |
3 |
71 |
3 |
5 |
10 |
179 |
| Political Uncertainty and Risk Premia |
2 |
3 |
4 |
81 |
2 |
5 |
12 |
363 |
| Political Uncertainty and Risk Premia |
0 |
0 |
0 |
90 |
1 |
3 |
11 |
550 |
| Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
0 |
0 |
36 |
0 |
1 |
8 |
209 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
708 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
487 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
101 |
1 |
1 |
6 |
338 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
0 |
0 |
3 |
262 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
2 |
3 |
5 |
447 |
| Scale and Skill in Active Management |
0 |
0 |
2 |
25 |
1 |
1 |
8 |
135 |
| Scale and Skill in Active Management |
0 |
0 |
2 |
96 |
0 |
0 |
5 |
303 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
2 |
3 |
8 |
0 |
3 |
13 |
46 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
12 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
234 |
0 |
2 |
6 |
626 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
1 |
1 |
1 |
497 |
| Stock Valuation and Learning about Profitability |
1 |
1 |
1 |
201 |
4 |
4 |
6 |
767 |
| Stock Valuation and Learning about Profitability |
1 |
1 |
5 |
413 |
2 |
3 |
22 |
1,390 |
| Sustainable Investing |
0 |
0 |
7 |
7 |
1 |
5 |
20 |
20 |
| Sustainable Investing in Equilibrium |
0 |
4 |
17 |
143 |
2 |
12 |
55 |
441 |
| Sustainable Investing in Equilibrium |
0 |
0 |
4 |
48 |
1 |
2 |
16 |
240 |
| Sustainable Investing in Equilibrium |
0 |
0 |
3 |
22 |
2 |
3 |
13 |
88 |
| Technological Revolutions and Stock Prices |
1 |
1 |
2 |
196 |
2 |
2 |
4 |
624 |
| Technological Revolutions and Stock Prices |
0 |
1 |
1 |
127 |
0 |
1 |
8 |
375 |
| The Capital Markets Union: Key Challenges |
0 |
0 |
2 |
128 |
0 |
1 |
5 |
256 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
3 |
3 |
3 |
375 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
1 |
2 |
4 |
328 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
2 |
3 |
5 |
498 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
3 |
3 |
5 |
465 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
1 |
26 |
1 |
7 |
21 |
215 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
4 |
59 |
2 |
7 |
34 |
213 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
40 |
0 |
1 |
11 |
324 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
2 |
6 |
18 |
538 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
2 |
164 |
2 |
3 |
13 |
803 |
| Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
2 |
3 |
6 |
230 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
0 |
2 |
3 |
556 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
1 |
1 |
82 |
1 |
4 |
7 |
338 |
| Total Working Papers |
12 |
32 |
156 |
12,633 |
123 |
285 |
1,008 |
45,993 |
| 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 |
0 |
117 |
2 |
3 |
11 |
447 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
1,882 |
| Comparing asset pricing models: an investment perspective |
1 |
1 |
6 |
292 |
4 |
5 |
17 |
801 |
| Costs of Equity Capital and Model Mispricing |
0 |
1 |
2 |
86 |
1 |
2 |
9 |
372 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
4 |
1 |
1 |
7 |
20 |
| Dissecting green returns |
12 |
30 |
116 |
359 |
36 |
93 |
335 |
996 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
1 |
4 |
11 |
229 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
0 |
2 |
7 |
545 |
| Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
4 |
162 |
0 |
0 |
15 |
642 |
| Fifty shades of QE: Comparing findings of central bankers and academics |
1 |
2 |
6 |
63 |
4 |
5 |
41 |
228 |
| Fifty shades of QE: Robust evidence |
0 |
1 |
2 |
5 |
0 |
1 |
7 |
21 |
| Fund tradeoffs |
0 |
1 |
5 |
36 |
0 |
2 |
13 |
132 |
| Income inequality and asset prices under redistributive taxation |
0 |
0 |
1 |
27 |
1 |
1 |
6 |
121 |
| Inequality Aversion, Populism, and the Backlash against Globalization |
0 |
0 |
4 |
21 |
0 |
0 |
15 |
72 |
| Investing in equity mutual funds |
0 |
0 |
0 |
144 |
2 |
2 |
5 |
464 |
| Judging Fund Managers by the Company They Keep |
0 |
1 |
4 |
227 |
0 |
4 |
9 |
787 |
| Learning in Financial Markets |
0 |
0 |
6 |
184 |
2 |
2 |
23 |
624 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
2 |
2 |
7 |
148 |
| Liquidity Risk and Expected Stock Returns |
6 |
16 |
76 |
1,957 |
25 |
61 |
262 |
5,929 |
| Mutual Fund Performance and Flows during the COVID-19 Crisis |
0 |
1 |
5 |
70 |
1 |
4 |
23 |
284 |
| Mutual fund performance and seemingly unrelated assets |
1 |
2 |
7 |
419 |
3 |
5 |
15 |
1,089 |
| Nonstandard Errors |
2 |
3 |
20 |
41 |
10 |
16 |
76 |
148 |
| On the Size of the Active Management Industry |
0 |
0 |
3 |
208 |
3 |
5 |
18 |
1,007 |
| Political Cycles and Stock Returns |
1 |
4 |
44 |
94 |
7 |
12 |
113 |
393 |
| Political uncertainty and risk premia |
3 |
11 |
31 |
542 |
19 |
62 |
177 |
1,976 |
| Portfolio Selection and Asset Pricing Models |
0 |
1 |
8 |
437 |
2 |
5 |
29 |
1,034 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
94 |
0 |
1 |
6 |
400 |
| Rational IPO Waves |
1 |
1 |
9 |
314 |
3 |
9 |
36 |
887 |
| Scale and skill in active management |
4 |
11 |
22 |
354 |
10 |
28 |
96 |
1,095 |
| Stock Valuation and Learning about Profitability |
3 |
4 |
18 |
62 |
8 |
18 |
70 |
202 |
| Sustainable investing in equilibrium |
14 |
42 |
227 |
1,077 |
66 |
204 |
799 |
3,178 |
| Technological Revolutions and Stock Prices |
0 |
0 |
4 |
194 |
2 |
3 |
22 |
612 |
| The Equity Premium and Structural Breaks |
0 |
0 |
1 |
113 |
1 |
1 |
8 |
467 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
9 |
139 |
2 |
10 |
53 |
562 |
| Uncertainty about Government Policy and Stock Prices |
4 |
11 |
48 |
329 |
21 |
56 |
179 |
1,208 |
| Uncertainty and Valuations: A Comment |
1 |
1 |
1 |
9 |
1 |
1 |
3 |
44 |
| Was there a Nasdaq bubble in the late 1990s? |
1 |
2 |
5 |
314 |
5 |
8 |
19 |
1,077 |
| Total Journal Articles |
55 |
148 |
695 |
8,618 |
246 |
639 |
2,548 |
30,123 |