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 |
5 |
630 |
Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
0 |
121 |
0 |
0 |
0 |
340 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
579 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
890 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
0 |
0 |
0 |
668 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
1 |
1 |
1 |
1,675 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
296 |
Carbon Burden |
0 |
8 |
8 |
8 |
2 |
12 |
17 |
17 |
Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
0 |
0 |
901 |
Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
0 |
1 |
3 |
478 |
Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
1 |
310 |
0 |
0 |
1 |
997 |
Costs of Equity Capital and Model Mispricing |
0 |
0 |
1 |
402 |
1 |
1 |
3 |
1,735 |
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 |
0 |
0 |
0 |
0 |
329 |
Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
162 |
Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
706 |
Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
5 |
0 |
0 |
10 |
29 |
Dissecting Green Returns |
0 |
0 |
4 |
50 |
2 |
3 |
35 |
192 |
Dissecting Green Returns |
3 |
5 |
25 |
67 |
7 |
29 |
131 |
303 |
Do Funds Make More When They Trade More? |
0 |
1 |
1 |
73 |
0 |
1 |
2 |
197 |
Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
90 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
1 |
1 |
141 |
0 |
1 |
4 |
483 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
0 |
1 |
4 |
475 |
Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
0 |
0 |
2 |
400 |
Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
129 |
0 |
0 |
5 |
564 |
Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
0 |
0 |
1 |
787 |
Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
336 |
0 |
0 |
1 |
1,008 |
Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
380 |
1 |
1 |
1 |
849 |
Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
1 |
3 |
7 |
247 |
Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
26 |
Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
1 |
17 |
0 |
0 |
3 |
44 |
Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
1 |
1 |
27 |
1 |
2 |
4 |
161 |
Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
11 |
1 |
1 |
4 |
19 |
Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
8 |
Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
26 |
Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
0 |
31 |
1 |
2 |
4 |
58 |
Fund Tradeoffs |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
63 |
Fund Tradeoffs |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
78 |
Green Tilts |
0 |
0 |
0 |
11 |
4 |
7 |
15 |
62 |
Green Tilts |
0 |
1 |
4 |
17 |
4 |
7 |
21 |
40 |
Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
1 |
1 |
3 |
89 |
Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
52 |
Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
1 |
91 |
0 |
0 |
6 |
197 |
Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
3 |
53 |
0 |
0 |
10 |
130 |
Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
0 |
0 |
0 |
1,017 |
Judging Fund Managers by the Company They Keep |
0 |
0 |
1 |
183 |
0 |
0 |
2 |
598 |
Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
0 |
0 |
4 |
344 |
Learning in Financial Markets |
0 |
0 |
1 |
453 |
2 |
3 |
7 |
1,136 |
Learning in Financial Markets |
0 |
0 |
1 |
98 |
1 |
2 |
6 |
191 |
Liquidity Risk After 20 Years |
1 |
1 |
2 |
36 |
1 |
1 |
3 |
93 |
Liquidity Risk After 20 Years |
0 |
0 |
0 |
18 |
1 |
1 |
4 |
76 |
Liquidity Risk and Expected Stock Returns |
0 |
0 |
1 |
591 |
0 |
0 |
5 |
1,316 |
Liquidity Risk and Expected Stock Returns |
1 |
1 |
3 |
1,411 |
1 |
1 |
16 |
4,094 |
Liquidity Risk and Expected Stock Returns |
2 |
3 |
16 |
592 |
7 |
19 |
73 |
1,918 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
6 |
45 |
2 |
4 |
24 |
195 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
1 |
2 |
24 |
0 |
1 |
7 |
56 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
2 |
46 |
0 |
2 |
7 |
219 |
Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
0 |
0 |
2 |
962 |
Non-Standard Errors |
0 |
1 |
4 |
27 |
4 |
16 |
81 |
143 |
Non-Standard Errors |
0 |
0 |
1 |
42 |
6 |
12 |
56 |
432 |
Nonstandard Errors |
0 |
2 |
2 |
2 |
0 |
11 |
14 |
14 |
Nonstandard errors |
0 |
1 |
11 |
11 |
4 |
11 |
43 |
43 |
On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
0 |
0 |
2 |
301 |
On the Size of the Active Management Industry |
0 |
0 |
1 |
15 |
0 |
0 |
1 |
133 |
Political Cycles and Stock Returns |
0 |
0 |
2 |
69 |
1 |
2 |
13 |
173 |
Political Cycles and Stock Returns |
0 |
0 |
3 |
49 |
1 |
3 |
11 |
136 |
Political Uncertainty and Risk Premia |
0 |
0 |
1 |
90 |
2 |
5 |
13 |
544 |
Political Uncertainty and Risk Premia |
0 |
0 |
2 |
77 |
2 |
3 |
12 |
354 |
Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
0 |
2 |
36 |
2 |
5 |
12 |
207 |
Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
707 |
Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
2 |
5 |
6 |
486 |
Predictive Systems: Living with Imperfect Predictors |
0 |
1 |
1 |
101 |
0 |
2 |
2 |
334 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
0 |
1 |
2 |
443 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
259 |
Scale and Skill in Active Management |
0 |
1 |
2 |
95 |
2 |
3 |
8 |
301 |
Scale and Skill in Active Management |
0 |
0 |
2 |
23 |
1 |
3 |
9 |
130 |
Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
1 |
1 |
6 |
1 |
3 |
10 |
38 |
Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
Stock Prices and IPO Waves |
0 |
0 |
1 |
234 |
1 |
2 |
6 |
622 |
Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
0 |
0 |
1 |
496 |
Stock Valuation and Learning about Profitability |
0 |
0 |
2 |
200 |
0 |
2 |
5 |
763 |
Stock Valuation and Learning about Profitability |
0 |
0 |
4 |
408 |
0 |
5 |
18 |
1,376 |
Sustainable Investing |
1 |
5 |
5 |
5 |
2 |
10 |
10 |
10 |
Sustainable Investing in Equilibrium |
2 |
2 |
5 |
21 |
2 |
5 |
20 |
81 |
Sustainable Investing in Equilibrium |
3 |
7 |
25 |
134 |
4 |
19 |
76 |
407 |
Sustainable Investing in Equilibrium |
1 |
2 |
2 |
46 |
2 |
4 |
11 |
230 |
Technological Revolutions and Stock Prices |
0 |
0 |
0 |
194 |
0 |
1 |
3 |
621 |
Technological Revolutions and Stock Prices |
0 |
0 |
0 |
126 |
1 |
1 |
1 |
368 |
The Capital Markets Union: Key Challenges |
0 |
0 |
1 |
126 |
0 |
0 |
5 |
252 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
324 |
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 |
0 |
1 |
494 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
0 |
0 |
0 |
460 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
2 |
4 |
57 |
7 |
11 |
19 |
190 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
1 |
2 |
26 |
3 |
5 |
14 |
202 |
Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
1 |
5 |
15 |
526 |
Uncertainty about Government Policy and Stock Prices |
0 |
0 |
3 |
40 |
1 |
4 |
12 |
318 |
Uncertainty about Government Policy and Stock Prices |
0 |
1 |
1 |
163 |
0 |
4 |
7 |
794 |
Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
41 |
0 |
0 |
1 |
224 |
Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
81 |
2 |
2 |
5 |
333 |
Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
553 |
Total Working Papers |
16 |
50 |
178 |
12,541 |
97 |
274 |
999 |
45,341 |
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 |
3 |
117 |
1 |
3 |
8 |
439 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
1,878 |
Comparing asset pricing models: an investment perspective |
1 |
1 |
6 |
289 |
1 |
3 |
24 |
790 |
Costs of Equity Capital and Model Mispricing |
0 |
0 |
3 |
84 |
2 |
5 |
12 |
368 |
Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
4 |
3 |
3 |
7 |
16 |
Dissecting green returns |
16 |
40 |
165 |
292 |
28 |
86 |
442 |
780 |
Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
0 |
2 |
14 |
221 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
1 |
64 |
0 |
2 |
8 |
541 |
Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
1 |
1 |
7 |
160 |
1 |
3 |
28 |
634 |
Fifty shades of QE: Comparing findings of central bankers and academics |
1 |
1 |
9 |
58 |
5 |
13 |
40 |
205 |
Fifty shades of QE: Robust evidence |
0 |
0 |
4 |
4 |
1 |
2 |
15 |
17 |
Fund tradeoffs |
1 |
1 |
11 |
32 |
5 |
5 |
37 |
125 |
Income inequality and asset prices under redistributive taxation |
0 |
1 |
1 |
27 |
0 |
2 |
2 |
117 |
Inequality Aversion, Populism, and the Backlash against Globalization |
0 |
2 |
5 |
20 |
0 |
3 |
17 |
63 |
Investing in equity mutual funds |
0 |
0 |
4 |
144 |
1 |
1 |
10 |
460 |
Judging Fund Managers by the Company They Keep |
0 |
0 |
6 |
224 |
0 |
0 |
13 |
779 |
Learning in Financial Markets |
1 |
3 |
7 |
182 |
4 |
10 |
27 |
614 |
Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
2 |
3 |
7 |
144 |
Liquidity Risk and Expected Stock Returns |
6 |
16 |
99 |
1,909 |
13 |
52 |
315 |
5,756 |
Mutual Fund Performance and Flows during the COVID-19 Crisis |
1 |
1 |
6 |
68 |
1 |
5 |
24 |
270 |
Mutual fund performance and seemingly unrelated assets |
1 |
2 |
8 |
414 |
1 |
4 |
24 |
1,078 |
Nonstandard Errors |
2 |
7 |
31 |
31 |
8 |
24 |
106 |
106 |
On the Size of the Active Management Industry |
0 |
1 |
6 |
207 |
1 |
3 |
22 |
993 |
Political Cycles and Stock Returns |
4 |
12 |
30 |
70 |
10 |
37 |
90 |
331 |
Political uncertainty and risk premia |
3 |
4 |
34 |
517 |
14 |
38 |
144 |
1,843 |
Portfolio Selection and Asset Pricing Models |
1 |
2 |
8 |
431 |
2 |
10 |
29 |
1,017 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
2 |
94 |
0 |
0 |
8 |
395 |
Rational IPO Waves |
0 |
2 |
8 |
307 |
4 |
11 |
26 |
864 |
Scale and skill in active management |
2 |
4 |
29 |
338 |
8 |
17 |
87 |
1,023 |
Stock Valuation and Learning about Profitability |
0 |
3 |
18 |
49 |
2 |
16 |
47 |
153 |
Sustainable investing in equilibrium |
17 |
62 |
310 |
934 |
59 |
172 |
888 |
2,611 |
Technological Revolutions and Stock Prices |
1 |
2 |
2 |
192 |
3 |
7 |
14 |
598 |
The Equity Premium and Structural Breaks |
0 |
0 |
2 |
112 |
1 |
2 |
9 |
461 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
6 |
18 |
137 |
10 |
21 |
51 |
533 |
Uncertainty about Government Policy and Stock Prices |
3 |
8 |
33 |
292 |
13 |
32 |
126 |
1,075 |
Uncertainty and Valuations: A Comment |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
42 |
Was there a Nasdaq bubble in the late 1990s? |
1 |
1 |
7 |
312 |
4 |
7 |
21 |
1,067 |
Total Journal Articles |
64 |
183 |
883 |
8,183 |
210 |
607 |
2,745 |
28,407 |