| 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 |
0 |
21 |
654 |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
0 |
122 |
1 |
2 |
36 |
377 |
| 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 |
0 |
0 |
1 |
14 |
310 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
0 |
1 |
19 |
1,696 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
0 |
0 |
10 |
592 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
0 |
0 |
6 |
677 |
| Carbon Burden |
2 |
7 |
7 |
7 |
3 |
4 |
4 |
4 |
| Carbon Burden |
0 |
0 |
4 |
15 |
0 |
2 |
19 |
42 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
310 |
0 |
0 |
20 |
1,019 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
2 |
4 |
17 |
495 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
0 |
7 |
910 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
0 |
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 |
1 |
6 |
712 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
165 |
| Democratizing Private Markets: Equilibrium Predictions |
5 |
5 |
5 |
5 |
22 |
22 |
22 |
22 |
| Democratizing Private Markets: Equilibrium Predictions |
2 |
2 |
2 |
2 |
2 |
2 |
2 |
2 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
1 |
7 |
0 |
3 |
22 |
55 |
| Dissecting Green Returns |
0 |
1 |
5 |
58 |
2 |
5 |
30 |
235 |
| Dissecting Green Returns |
0 |
0 |
9 |
87 |
3 |
9 |
61 |
420 |
| 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 |
2 |
8 |
25 |
225 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
0 |
1 |
19 |
497 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
1 |
2 |
143 |
0 |
4 |
17 |
500 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
0 |
0 |
18 |
419 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
1 |
130 |
0 |
0 |
17 |
586 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
0 |
0 |
22 |
809 |
| Evaluating and Investing in Equity Mutual Funds |
1 |
1 |
1 |
381 |
2 |
3 |
15 |
864 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
336 |
0 |
1 |
5 |
1,014 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
0 |
0 |
32 |
282 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
0 |
1 |
20 |
47 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
0 |
1 |
12 |
58 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
27 |
0 |
1 |
33 |
195 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
0 |
0 |
10 |
19 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
1 |
12 |
1 |
2 |
13 |
33 |
| Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
0 |
3 |
23 |
51 |
| Fifty shades of QE: comparing findings of central bankers and academics |
1 |
1 |
2 |
33 |
2 |
3 |
24 |
84 |
| Fund Tradeoffs |
0 |
0 |
2 |
11 |
0 |
2 |
13 |
77 |
| Fund Tradeoffs |
0 |
0 |
0 |
15 |
2 |
2 |
8 |
87 |
| Green Tilts |
0 |
0 |
0 |
19 |
0 |
0 |
21 |
69 |
| Green Tilts |
0 |
0 |
0 |
11 |
0 |
0 |
11 |
77 |
| 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 |
0 |
1 |
4 |
95 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
91 |
1 |
4 |
22 |
225 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
54 |
0 |
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 |
0 |
1 |
9 |
353 |
| Learning in Financial Markets |
1 |
1 |
3 |
456 |
1 |
6 |
25 |
1,162 |
| Learning in Financial Markets |
0 |
0 |
0 |
98 |
0 |
1 |
16 |
212 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
19 |
1 |
2 |
37 |
115 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
36 |
0 |
1 |
18 |
111 |
| Liquidity Risk and Expected Stock Returns |
0 |
3 |
13 |
613 |
4 |
15 |
92 |
2,056 |
| Liquidity Risk and Expected Stock Returns |
0 |
0 |
2 |
593 |
1 |
2 |
67 |
1,409 |
| Liquidity Risk and Expected Stock Returns |
0 |
1 |
4 |
1,416 |
1 |
8 |
54 |
4,153 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
1 |
1 |
1 |
28 |
1 |
1 |
23 |
85 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
0 |
47 |
0 |
4 |
16 |
238 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
6 |
52 |
0 |
6 |
35 |
234 |
| Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
0 |
2 |
9 |
972 |
| Non-Standard Errors |
0 |
1 |
1 |
45 |
0 |
2 |
39 |
485 |
| Non-Standard Errors |
0 |
1 |
1 |
28 |
0 |
2 |
19 |
173 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
3 |
21 |
24 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
2 |
26 |
37 |
| Nonstandard Errors |
0 |
0 |
1 |
4 |
0 |
3 |
25 |
48 |
| Nonstandard errors |
0 |
1 |
1 |
13 |
0 |
3 |
28 |
84 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
15 |
0 |
2 |
11 |
146 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
1 |
2 |
10 |
311 |
| Political Cycles and Stock Returns |
0 |
0 |
2 |
72 |
0 |
2 |
28 |
204 |
| Political Cycles and Stock Returns |
0 |
0 |
1 |
54 |
1 |
5 |
27 |
178 |
| Political Uncertainty and Risk Premia |
2 |
3 |
8 |
87 |
5 |
9 |
44 |
405 |
| Political Uncertainty and Risk Premia |
1 |
4 |
12 |
102 |
2 |
17 |
94 |
643 |
| Portfolio Liquidity and Diversification: Theory and Evidence |
1 |
1 |
4 |
40 |
1 |
1 |
25 |
234 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
1 |
18 |
504 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
2 |
3 |
26 |
734 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
0 |
0 |
8 |
270 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
101 |
1 |
3 |
14 |
351 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
0 |
3 |
31 |
476 |
| Scale and Skill in Active Management |
0 |
0 |
0 |
25 |
0 |
0 |
13 |
147 |
| Scale and Skill in Active Management |
0 |
0 |
0 |
96 |
0 |
4 |
32 |
335 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
24 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
1 |
9 |
0 |
1 |
17 |
63 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
2 |
2 |
23 |
519 |
| Stock Prices and IPO Waves |
0 |
0 |
2 |
236 |
2 |
5 |
53 |
679 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
3 |
415 |
0 |
1 |
23 |
1,411 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
1 |
201 |
0 |
1 |
18 |
781 |
| Sustainable Investing |
3 |
3 |
3 |
3 |
5 |
8 |
8 |
8 |
| Sustainable Investing |
0 |
1 |
3 |
10 |
1 |
2 |
20 |
39 |
| Sustainable Investing in Equilibrium |
0 |
2 |
3 |
25 |
2 |
4 |
26 |
112 |
| Sustainable Investing in Equilibrium |
1 |
4 |
13 |
156 |
3 |
13 |
65 |
504 |
| Sustainable Investing in Equilibrium |
0 |
1 |
5 |
53 |
3 |
9 |
37 |
276 |
| Technological Revolutions and Stock Prices |
0 |
0 |
4 |
131 |
0 |
4 |
44 |
419 |
| Technological Revolutions and Stock Prices |
0 |
0 |
3 |
198 |
0 |
2 |
38 |
660 |
| The Capital Markets Union: Key Challenges |
0 |
0 |
1 |
129 |
1 |
4 |
18 |
274 |
| 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 |
11 |
507 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
0 |
1 |
18 |
345 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
1 |
1 |
17 |
479 |
| The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
5 |
| The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits |
0 |
4 |
4 |
4 |
0 |
4 |
5 |
5 |
| The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits |
0 |
0 |
17 |
17 |
1 |
4 |
23 |
23 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
10 |
69 |
3 |
13 |
77 |
288 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
2 |
28 |
1 |
3 |
19 |
233 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
2 |
166 |
1 |
7 |
71 |
872 |
| Uncertainty about Government Policy and Stock Prices |
2 |
2 |
3 |
43 |
3 |
3 |
19 |
343 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
1 |
2 |
28 |
564 |
| Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
0 |
0 |
25 |
253 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
1 |
2 |
12 |
568 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
82 |
0 |
2 |
9 |
346 |
| Total Working Papers |
23 |
53 |
183 |
12,804 |
100 |
311 |
2,497 |
48,367 |
| 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 |
5 |
10 |
29 |
474 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
2 |
4 |
18 |
1,899 |
| Comparing asset pricing models: an investment perspective |
0 |
0 |
3 |
294 |
2 |
4 |
46 |
843 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
86 |
3 |
3 |
20 |
391 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
1 |
5 |
0 |
1 |
30 |
49 |
| Dissecting green returns |
5 |
14 |
74 |
421 |
25 |
73 |
410 |
1,370 |
| Do Funds Make More When They Trade More? |
0 |
1 |
1 |
33 |
3 |
8 |
26 |
254 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
1 |
3 |
18 |
563 |
| Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
162 |
4 |
6 |
20 |
662 |
| Fifty shades of QE: Comparing findings of central bankers and academics |
1 |
1 |
4 |
66 |
4 |
12 |
61 |
285 |
| Fifty shades of QE: Robust evidence |
0 |
0 |
1 |
6 |
0 |
3 |
14 |
35 |
| Fund tradeoffs |
0 |
0 |
5 |
41 |
2 |
7 |
32 |
164 |
| Green tilts |
0 |
0 |
6 |
6 |
1 |
3 |
56 |
56 |
| Income inequality and asset prices under redistributive taxation |
0 |
0 |
0 |
27 |
0 |
0 |
12 |
132 |
| Inequality Aversion, Populism, and the Backlash against Globalization |
0 |
1 |
2 |
23 |
1 |
6 |
44 |
116 |
| Investing in equity mutual funds |
0 |
1 |
2 |
146 |
0 |
4 |
20 |
482 |
| Judging Fund Managers by the Company They Keep |
0 |
1 |
2 |
229 |
0 |
3 |
24 |
811 |
| Learning in Financial Markets |
1 |
1 |
1 |
185 |
2 |
3 |
21 |
643 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
1 |
1 |
22 |
168 |
| Liquidity Risk and Expected Stock Returns |
2 |
9 |
101 |
2,052 |
18 |
50 |
407 |
6,311 |
| Mutual Fund Performance and Flows during the COVID-19 Crisis |
0 |
0 |
1 |
71 |
0 |
5 |
52 |
335 |
| Mutual fund performance and seemingly unrelated assets |
0 |
0 |
2 |
420 |
1 |
5 |
23 |
1,109 |
| Nonstandard Errors |
0 |
1 |
7 |
46 |
5 |
16 |
58 |
196 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
208 |
1 |
2 |
19 |
1,023 |
| Political Cycles and Stock Returns |
1 |
5 |
20 |
113 |
6 |
16 |
84 |
470 |
| Political uncertainty and risk premia |
4 |
10 |
51 |
590 |
25 |
45 |
330 |
2,287 |
| Portfolio Selection and Asset Pricing Models |
1 |
1 |
5 |
442 |
2 |
4 |
28 |
1,060 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
2 |
3 |
97 |
5 |
11 |
19 |
419 |
| Rational IPO Waves |
2 |
3 |
12 |
325 |
4 |
7 |
42 |
926 |
| Scale and skill in active management |
2 |
7 |
34 |
384 |
10 |
27 |
123 |
1,208 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
4 |
| Stock Valuation and Learning about Profitability |
0 |
2 |
17 |
76 |
1 |
6 |
68 |
262 |
| Sustainable Investing |
0 |
1 |
1 |
1 |
0 |
6 |
10 |
10 |
| Sustainable investing in equilibrium |
10 |
18 |
184 |
1,247 |
41 |
115 |
768 |
3,880 |
| Technological Revolutions and Stock Prices |
1 |
1 |
8 |
202 |
8 |
12 |
54 |
664 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
113 |
2 |
4 |
26 |
492 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
13 |
152 |
6 |
13 |
50 |
610 |
| Uncertainty about Government Policy and Stock Prices |
1 |
4 |
29 |
354 |
10 |
31 |
234 |
1,421 |
| Uncertainty and Valuations: A Comment |
0 |
0 |
1 |
9 |
0 |
1 |
4 |
47 |
| Was there a Nasdaq bubble in the late 1990s? |
2 |
5 |
9 |
322 |
5 |
15 |
49 |
1,121 |
| Total Journal Articles |
33 |
90 |
602 |
9,165 |
208 |
549 |
3,375 |
33,252 |