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 |
1 |
2 |
4 |
633 |
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 |
0 |
0 |
0 |
0 |
296 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
581 |
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 |
194 |
0 |
0 |
2 |
670 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
1 |
1 |
2 |
1,676 |
Carbon Burden |
0 |
1 |
11 |
11 |
0 |
1 |
23 |
23 |
Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
0 |
0 |
1 |
478 |
Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
0 |
1 |
902 |
Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
1 |
310 |
1 |
2 |
3 |
999 |
Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
844 |
Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
1 |
1 |
2 |
1,736 |
Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
330 |
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 |
1 |
1 |
6 |
0 |
1 |
7 |
33 |
Dissecting Green Returns |
0 |
0 |
4 |
53 |
0 |
2 |
22 |
203 |
Dissecting Green Returns |
1 |
5 |
23 |
77 |
6 |
22 |
111 |
350 |
Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
90 |
Do Funds Make More When They Trade More? |
0 |
0 |
2 |
74 |
0 |
0 |
3 |
199 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
1 |
2 |
4 |
477 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
1 |
141 |
0 |
0 |
2 |
483 |
Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
129 |
1 |
2 |
8 |
568 |
Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
0 |
0 |
2 |
401 |
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 |
Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
0 |
0 |
0 |
787 |
Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
1 |
1 |
5 |
249 |
Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
27 |
Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
1 |
27 |
0 |
0 |
3 |
161 |
Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
1 |
1 |
2 |
46 |
Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
9 |
Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
20 |
Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
28 |
Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
0 |
31 |
1 |
2 |
4 |
60 |
Fund Tradeoffs |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
79 |
Fund Tradeoffs |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
63 |
Green Tilts |
1 |
2 |
6 |
19 |
1 |
2 |
19 |
46 |
Green Tilts |
0 |
0 |
0 |
11 |
0 |
1 |
11 |
66 |
Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
1 |
2 |
2 |
54 |
Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
1 |
2 |
3 |
91 |
Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
4 |
54 |
0 |
1 |
6 |
132 |
Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
1 |
91 |
1 |
1 |
6 |
202 |
Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
1 |
1 |
2 |
1,019 |
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 |
98 |
2 |
4 |
9 |
196 |
Learning in Financial Markets |
0 |
0 |
0 |
453 |
0 |
0 |
5 |
1,137 |
Liquidity Risk After 20 Years |
0 |
1 |
1 |
19 |
0 |
1 |
2 |
77 |
Liquidity Risk After 20 Years |
0 |
0 |
2 |
36 |
0 |
0 |
3 |
93 |
Liquidity Risk and Expected Stock Returns |
0 |
2 |
14 |
598 |
2 |
12 |
78 |
1,955 |
Liquidity Risk and Expected Stock Returns |
0 |
0 |
0 |
591 |
9 |
19 |
24 |
1,339 |
Liquidity Risk and Expected Stock Returns |
0 |
0 |
3 |
1,412 |
0 |
2 |
10 |
4,099 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
3 |
26 |
0 |
1 |
7 |
60 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
1 |
2 |
46 |
0 |
1 |
12 |
198 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
0 |
46 |
0 |
1 |
4 |
221 |
Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
1 |
1 |
1 |
963 |
Non-Standard Errors |
0 |
0 |
3 |
44 |
4 |
6 |
36 |
444 |
Non-Standard Errors |
0 |
0 |
1 |
27 |
1 |
5 |
29 |
152 |
Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
6 |
6 |
6 |
Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
Nonstandard Errors |
0 |
0 |
3 |
3 |
0 |
0 |
20 |
20 |
Nonstandard errors |
0 |
0 |
3 |
11 |
1 |
7 |
31 |
52 |
On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
301 |
On the Size of the Active Management Industry |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
135 |
Political Cycles and Stock Returns |
0 |
1 |
5 |
52 |
0 |
3 |
22 |
150 |
Political Cycles and Stock Returns |
1 |
1 |
2 |
70 |
2 |
2 |
11 |
176 |
Political Uncertainty and Risk Premia |
0 |
0 |
1 |
90 |
1 |
4 |
14 |
548 |
Political Uncertainty and Risk Premia |
1 |
1 |
4 |
79 |
3 |
5 |
15 |
361 |
Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
0 |
0 |
36 |
1 |
2 |
10 |
209 |
Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
708 |
Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
486 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
101 |
0 |
2 |
5 |
337 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
0 |
3 |
3 |
262 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
1 |
2 |
3 |
445 |
Scale and Skill in Active Management |
0 |
1 |
2 |
25 |
0 |
1 |
7 |
134 |
Scale and Skill in Active Management |
0 |
0 |
2 |
96 |
0 |
1 |
5 |
303 |
Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
10 |
Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
1 |
1 |
2 |
7 |
1 |
3 |
13 |
44 |
Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
496 |
Stock Prices and IPO Waves |
0 |
0 |
0 |
234 |
1 |
2 |
6 |
625 |
Stock Valuation and Learning about Profitability |
0 |
0 |
0 |
200 |
0 |
0 |
2 |
763 |
Stock Valuation and Learning about Profitability |
0 |
3 |
5 |
412 |
1 |
6 |
22 |
1,388 |
Sustainable Investing |
0 |
1 |
7 |
7 |
3 |
7 |
18 |
18 |
Sustainable Investing in Equilibrium |
2 |
5 |
19 |
141 |
6 |
14 |
65 |
435 |
Sustainable Investing in Equilibrium |
0 |
1 |
4 |
48 |
1 |
6 |
16 |
239 |
Sustainable Investing in Equilibrium |
0 |
0 |
4 |
22 |
0 |
1 |
11 |
85 |
Technological Revolutions and Stock Prices |
1 |
1 |
1 |
127 |
1 |
3 |
8 |
375 |
Technological Revolutions and Stock Prices |
0 |
1 |
1 |
195 |
0 |
1 |
3 |
622 |
The Capital Markets Union: Key Challenges |
0 |
1 |
2 |
128 |
0 |
2 |
4 |
255 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
1 |
2 |
3 |
327 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
0 |
0 |
2 |
462 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
372 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
0 |
1 |
2 |
495 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
1 |
5 |
59 |
4 |
14 |
36 |
210 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
2 |
26 |
6 |
9 |
24 |
214 |
Uncertainty about Government Policy and Stock Prices |
0 |
1 |
2 |
164 |
1 |
6 |
11 |
801 |
Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
4 |
9 |
17 |
536 |
Uncertainty about Government Policy and Stock Prices |
0 |
0 |
1 |
40 |
0 |
3 |
11 |
323 |
Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
0 |
1 |
3 |
227 |
Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
1 |
2 |
2 |
555 |
Was There a Nasdaq Bubble in the Late 1990s? |
1 |
1 |
1 |
82 |
3 |
3 |
7 |
337 |
Total Working Papers |
10 |
34 |
164 |
12,611 |
86 |
246 |
948 |
45,794 |
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 |
1 |
2 |
9 |
445 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
1,881 |
Comparing asset pricing models: an investment perspective |
0 |
1 |
6 |
291 |
1 |
2 |
17 |
797 |
Costs of Equity Capital and Model Mispricing |
0 |
0 |
2 |
85 |
0 |
0 |
9 |
370 |
Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
4 |
0 |
0 |
7 |
19 |
Dissecting green returns |
9 |
22 |
125 |
338 |
22 |
59 |
352 |
925 |
Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
2 |
2 |
12 |
227 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
2 |
2 |
8 |
545 |
Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
4 |
162 |
0 |
1 |
20 |
642 |
Fifty shades of QE: Comparing findings of central bankers and academics |
1 |
4 |
8 |
62 |
1 |
9 |
44 |
224 |
Fifty shades of QE: Robust evidence |
1 |
1 |
2 |
5 |
1 |
2 |
11 |
21 |
Fund tradeoffs |
0 |
0 |
4 |
35 |
0 |
1 |
16 |
130 |
Income inequality and asset prices under redistributive taxation |
0 |
0 |
1 |
27 |
0 |
1 |
5 |
120 |
Inequality Aversion, Populism, and the Backlash against Globalization |
0 |
1 |
4 |
21 |
0 |
4 |
17 |
72 |
Investing in equity mutual funds |
0 |
0 |
0 |
144 |
0 |
0 |
4 |
462 |
Judging Fund Managers by the Company They Keep |
1 |
2 |
7 |
227 |
3 |
4 |
14 |
786 |
Learning in Financial Markets |
0 |
0 |
6 |
184 |
0 |
1 |
26 |
622 |
Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
0 |
1 |
8 |
146 |
Liquidity Risk and Expected Stock Returns |
5 |
19 |
80 |
1,946 |
16 |
57 |
268 |
5,884 |
Mutual Fund Performance and Flows during the COVID-19 Crisis |
0 |
1 |
4 |
69 |
2 |
4 |
25 |
282 |
Mutual fund performance and seemingly unrelated assets |
1 |
1 |
6 |
418 |
1 |
2 |
15 |
1,085 |
Nonstandard Errors |
0 |
1 |
22 |
38 |
2 |
11 |
94 |
134 |
On the Size of the Active Management Industry |
0 |
0 |
4 |
208 |
1 |
4 |
18 |
1,003 |
Political Cycles and Stock Returns |
1 |
8 |
45 |
91 |
2 |
18 |
121 |
383 |
Political uncertainty and risk premia |
2 |
8 |
30 |
533 |
16 |
47 |
160 |
1,930 |
Portfolio Selection and Asset Pricing Models |
1 |
4 |
10 |
437 |
3 |
7 |
34 |
1,032 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
94 |
1 |
2 |
7 |
400 |
Rational IPO Waves |
0 |
0 |
11 |
313 |
3 |
3 |
35 |
881 |
Scale and skill in active management |
5 |
7 |
23 |
348 |
8 |
30 |
96 |
1,075 |
Stock Valuation and Learning about Profitability |
0 |
2 |
18 |
58 |
2 |
15 |
65 |
186 |
Sustainable investing in equilibrium |
10 |
48 |
252 |
1,045 |
73 |
214 |
837 |
3,047 |
Technological Revolutions and Stock Prices |
0 |
1 |
4 |
194 |
0 |
5 |
20 |
609 |
The Equity Premium and Structural Breaks |
0 |
0 |
2 |
113 |
0 |
0 |
10 |
466 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
15 |
138 |
5 |
14 |
59 |
557 |
Uncertainty about Government Policy and Stock Prices |
2 |
15 |
45 |
320 |
13 |
41 |
160 |
1,165 |
Uncertainty and Valuations: A Comment |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
43 |
Was there a Nasdaq bubble in the late 1990s? |
1 |
1 |
4 |
313 |
1 |
3 |
13 |
1,070 |
Total Journal Articles |
40 |
147 |
745 |
8,510 |
182 |
570 |
2,623 |
29,666 |