| 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 |
4 |
23 |
654 |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
0 |
122 |
0 |
3 |
34 |
375 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
0 |
1 |
7 |
677 |
| 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 |
0 |
2 |
5 |
895 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
1 |
4 |
20 |
1,695 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
309 |
| Carbon Burden |
1 |
1 |
5 |
15 |
1 |
2 |
18 |
40 |
| Carbon Burden |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
0 |
4 |
13 |
491 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
310 |
1 |
4 |
22 |
1,019 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
1 |
8 |
910 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
1 |
0 |
3 |
10 |
854 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
338 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
0 |
2 |
16 |
1,751 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
711 |
| 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 |
0 |
6 |
20 |
52 |
| Dissecting Green Returns |
0 |
0 |
4 |
57 |
1 |
5 |
28 |
230 |
| Dissecting Green Returns |
1 |
4 |
11 |
87 |
7 |
22 |
73 |
411 |
| Do Funds Make More When They Trade More? |
0 |
0 |
1 |
75 |
0 |
4 |
18 |
217 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
0 |
2 |
12 |
102 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
0 |
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 |
2 |
18 |
419 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
1 |
1 |
130 |
0 |
6 |
19 |
586 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
336 |
1 |
1 |
4 |
1,013 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
380 |
1 |
5 |
12 |
861 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
1 |
4 |
22 |
809 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
1 |
4 |
20 |
46 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
0 |
3 |
34 |
282 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
0 |
3 |
12 |
57 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
27 |
0 |
2 |
33 |
194 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
0 |
1 |
11 |
19 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
1 |
12 |
0 |
1 |
12 |
31 |
| Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
1 |
9 |
21 |
48 |
| Fifty shades of QE: comparing findings of central bankers and academics |
0 |
1 |
1 |
32 |
1 |
10 |
23 |
81 |
| Fund Tradeoffs |
0 |
0 |
2 |
11 |
0 |
2 |
12 |
75 |
| Fund Tradeoffs |
0 |
0 |
0 |
15 |
0 |
1 |
6 |
85 |
| Green Tilts |
0 |
0 |
0 |
11 |
0 |
3 |
11 |
77 |
| Green Tilts |
0 |
0 |
2 |
19 |
1 |
7 |
25 |
69 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
1 |
3 |
5 |
94 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
0 |
0 |
11 |
63 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
54 |
0 |
5 |
16 |
147 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
91 |
0 |
4 |
20 |
221 |
| Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
0 |
1 |
10 |
1,028 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
1 |
3 |
8 |
352 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
183 |
0 |
2 |
12 |
611 |
| Learning in Financial Markets |
1 |
2 |
2 |
455 |
1 |
6 |
19 |
1,156 |
| Learning in Financial Markets |
0 |
0 |
0 |
98 |
1 |
4 |
17 |
211 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
36 |
0 |
1 |
17 |
110 |
| Liquidity Risk After 20 Years |
0 |
0 |
1 |
19 |
1 |
5 |
37 |
113 |
| Liquidity Risk and Expected Stock Returns |
0 |
1 |
12 |
610 |
4 |
28 |
92 |
2,041 |
| Liquidity Risk and Expected Stock Returns |
0 |
0 |
2 |
593 |
5 |
26 |
82 |
1,407 |
| Liquidity Risk and Expected Stock Returns |
0 |
2 |
3 |
1,415 |
4 |
25 |
48 |
4,145 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
1 |
47 |
0 |
4 |
14 |
234 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
1 |
7 |
52 |
0 |
7 |
31 |
228 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
1 |
27 |
1 |
9 |
25 |
84 |
| Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
0 |
2 |
8 |
970 |
| Non-Standard Errors |
0 |
0 |
0 |
44 |
2 |
12 |
43 |
483 |
| Non-Standard Errors |
0 |
0 |
0 |
27 |
3 |
5 |
21 |
171 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
7 |
30 |
35 |
| Nonstandard Errors |
0 |
0 |
1 |
4 |
1 |
4 |
25 |
45 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
5 |
19 |
21 |
| Nonstandard errors |
0 |
0 |
1 |
12 |
2 |
5 |
34 |
81 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
0 |
0 |
8 |
309 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
15 |
0 |
3 |
9 |
144 |
| Political Cycles and Stock Returns |
0 |
0 |
2 |
54 |
0 |
1 |
23 |
173 |
| Political Cycles and Stock Returns |
0 |
1 |
3 |
72 |
1 |
5 |
28 |
202 |
| Political Uncertainty and Risk Premia |
0 |
6 |
8 |
98 |
3 |
30 |
81 |
626 |
| Political Uncertainty and Risk Premia |
0 |
1 |
6 |
84 |
0 |
7 |
39 |
396 |
| Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
2 |
3 |
39 |
0 |
11 |
26 |
233 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
2 |
17 |
503 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
2 |
24 |
731 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
0 |
0 |
11 |
270 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
1 |
2 |
30 |
473 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
101 |
0 |
1 |
13 |
348 |
| Scale and Skill in Active Management |
0 |
0 |
0 |
25 |
1 |
4 |
13 |
147 |
| Scale and Skill in Active Management |
0 |
0 |
0 |
96 |
0 |
4 |
29 |
331 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
0 |
5 |
15 |
24 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
3 |
9 |
1 |
4 |
21 |
62 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
2 |
10 |
21 |
517 |
| Stock Prices and IPO Waves |
0 |
1 |
2 |
236 |
11 |
38 |
51 |
674 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
4 |
415 |
3 |
9 |
24 |
1,410 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
1 |
201 |
0 |
1 |
17 |
780 |
| Sustainable Investing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Sustainable Investing |
0 |
1 |
2 |
9 |
0 |
8 |
22 |
37 |
| Sustainable Investing in Equilibrium |
1 |
1 |
5 |
52 |
1 |
9 |
30 |
267 |
| Sustainable Investing in Equilibrium |
0 |
0 |
1 |
23 |
4 |
12 |
23 |
108 |
| Sustainable Investing in Equilibrium |
2 |
5 |
13 |
152 |
8 |
23 |
64 |
491 |
| Technological Revolutions and Stock Prices |
1 |
1 |
4 |
198 |
5 |
15 |
37 |
658 |
| Technological Revolutions and Stock Prices |
0 |
1 |
5 |
131 |
3 |
9 |
42 |
415 |
| The Capital Markets Union: Key Challenges |
1 |
1 |
2 |
129 |
1 |
4 |
17 |
270 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
0 |
5 |
15 |
387 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
0 |
4 |
13 |
507 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
0 |
5 |
16 |
478 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
0 |
6 |
19 |
344 |
| The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits |
0 |
17 |
17 |
17 |
4 |
19 |
19 |
19 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
2 |
28 |
1 |
2 |
25 |
230 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
2 |
10 |
68 |
3 |
13 |
73 |
275 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
2 |
166 |
3 |
16 |
66 |
865 |
| Uncertainty about Government Policy and Stock Prices |
0 |
1 |
1 |
41 |
2 |
6 |
19 |
340 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
1 |
8 |
32 |
562 |
| Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
0 |
4 |
27 |
253 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
0 |
1 |
13 |
566 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
82 |
0 |
0 |
10 |
344 |
| Total Working Papers |
9 |
55 |
159 |
12,751 |
107 |
627 |
2,423 |
48,053 |
| 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 |
5 |
21 |
464 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
1 |
2 |
15 |
1,895 |
| Comparing asset pricing models: an investment perspective |
0 |
0 |
3 |
294 |
1 |
8 |
43 |
839 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
1 |
86 |
1 |
3 |
18 |
388 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
1 |
1 |
5 |
1 |
13 |
29 |
48 |
| Dissecting green returns |
10 |
22 |
83 |
407 |
46 |
112 |
407 |
1,297 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
0 |
7 |
21 |
246 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
1 |
5 |
17 |
560 |
| Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
162 |
1 |
6 |
15 |
656 |
| Fifty shades of QE: Comparing findings of central bankers and academics |
0 |
2 |
5 |
65 |
1 |
25 |
55 |
273 |
| Fifty shades of QE: Robust evidence |
0 |
0 |
2 |
6 |
0 |
2 |
13 |
32 |
| Fund tradeoffs |
1 |
4 |
6 |
41 |
2 |
12 |
27 |
157 |
| Green tilts |
0 |
0 |
6 |
6 |
8 |
13 |
53 |
53 |
| Income inequality and asset prices under redistributive taxation |
0 |
0 |
0 |
27 |
0 |
3 |
13 |
132 |
| Inequality Aversion, Populism, and the Backlash against Globalization |
0 |
0 |
2 |
22 |
1 |
6 |
41 |
110 |
| Investing in equity mutual funds |
0 |
0 |
1 |
145 |
0 |
0 |
16 |
478 |
| Judging Fund Managers by the Company They Keep |
0 |
1 |
3 |
228 |
3 |
7 |
26 |
808 |
| Learning in Financial Markets |
0 |
0 |
0 |
184 |
2 |
5 |
19 |
640 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
1 |
3 |
22 |
167 |
| Liquidity Risk and Expected Stock Returns |
11 |
34 |
108 |
2,043 |
38 |
128 |
411 |
6,261 |
| Mutual Fund Performance and Flows during the COVID-19 Crisis |
0 |
1 |
3 |
71 |
1 |
12 |
52 |
330 |
| Mutual fund performance and seemingly unrelated assets |
0 |
0 |
3 |
420 |
2 |
4 |
20 |
1,104 |
| Nonstandard Errors |
1 |
1 |
7 |
45 |
4 |
8 |
53 |
180 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
208 |
0 |
4 |
21 |
1,021 |
| Political Cycles and Stock Returns |
1 |
6 |
19 |
108 |
6 |
16 |
78 |
454 |
| Political uncertainty and risk premia |
3 |
16 |
50 |
580 |
19 |
58 |
343 |
2,242 |
| Portfolio Selection and Asset Pricing Models |
0 |
2 |
6 |
441 |
0 |
7 |
29 |
1,056 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
95 |
1 |
3 |
10 |
408 |
| Rational IPO Waves |
2 |
4 |
9 |
322 |
7 |
18 |
41 |
919 |
| Scale and skill in active management |
1 |
9 |
34 |
377 |
11 |
35 |
123 |
1,181 |
| Stock Valuation and Learning about Profitability |
2 |
4 |
18 |
74 |
4 |
15 |
79 |
256 |
| Sustainable Investing |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
4 |
| Sustainable investing in equilibrium |
17 |
56 |
210 |
1,229 |
96 |
246 |
849 |
3,765 |
| Technological Revolutions and Stock Prices |
0 |
2 |
7 |
201 |
1 |
12 |
45 |
652 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
113 |
2 |
9 |
22 |
488 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
2 |
8 |
13 |
151 |
2 |
18 |
49 |
597 |
| Uncertainty about Government Policy and Stock Prices |
1 |
4 |
38 |
350 |
12 |
55 |
251 |
1,390 |
| Uncertainty and Valuations: A Comment |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
46 |
| Was there a Nasdaq bubble in the late 1990s? |
1 |
1 |
5 |
317 |
4 |
10 |
39 |
1,106 |
| Total Journal Articles |
53 |
178 |
647 |
9,075 |
281 |
899 |
3,394 |
32,703 |