| 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 |
3 |
3 |
22 |
653 |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
0 |
122 |
3 |
6 |
34 |
375 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
1 |
1 |
11 |
592 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
2 |
2 |
18 |
1,693 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
1 |
2 |
9 |
677 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
5 |
13 |
309 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
894 |
| Carbon Burden |
0 |
2 |
5 |
14 |
1 |
5 |
20 |
39 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
0 |
0 |
7 |
909 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
3 |
5 |
12 |
490 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
310 |
2 |
7 |
20 |
1,017 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
338 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
1 |
0 |
3 |
7 |
851 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
2 |
7 |
16 |
1,751 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
165 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
710 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
2 |
7 |
5 |
9 |
19 |
51 |
| Dissecting Green Returns |
1 |
5 |
15 |
84 |
9 |
24 |
80 |
398 |
| Dissecting Green Returns |
0 |
3 |
5 |
57 |
4 |
12 |
33 |
229 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
1 |
2 |
11 |
101 |
| Do Funds Make More When They Trade More? |
0 |
0 |
1 |
75 |
4 |
6 |
19 |
217 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
2 |
2 |
19 |
494 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
1 |
142 |
2 |
4 |
13 |
496 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
129 |
4 |
5 |
18 |
584 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
2 |
8 |
18 |
419 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
336 |
0 |
2 |
3 |
1,012 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
380 |
3 |
4 |
10 |
859 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
3 |
5 |
21 |
808 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
2 |
7 |
18 |
44 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
2 |
8 |
33 |
281 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
27 |
1 |
10 |
32 |
193 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
2 |
5 |
12 |
56 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
1 |
12 |
0 |
3 |
11 |
30 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
1 |
2 |
11 |
19 |
| Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
6 |
11 |
19 |
45 |
| Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
0 |
31 |
8 |
10 |
21 |
79 |
| Fund Tradeoffs |
0 |
0 |
0 |
15 |
1 |
1 |
7 |
85 |
| Fund Tradeoffs |
0 |
1 |
2 |
11 |
1 |
4 |
11 |
74 |
| Green Tilts |
0 |
0 |
0 |
11 |
1 |
3 |
11 |
75 |
| Green Tilts |
0 |
0 |
2 |
19 |
5 |
7 |
25 |
67 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
2 |
2 |
4 |
93 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
0 |
2 |
11 |
63 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
91 |
4 |
11 |
24 |
221 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
1 |
54 |
5 |
7 |
17 |
147 |
| Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
1 |
3 |
11 |
1,028 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
183 |
2 |
2 |
13 |
611 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
1 |
3 |
6 |
350 |
| Learning in Financial Markets |
0 |
0 |
0 |
98 |
3 |
6 |
19 |
210 |
| Learning in Financial Markets |
0 |
0 |
0 |
453 |
4 |
10 |
18 |
1,154 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
36 |
0 |
9 |
16 |
109 |
| Liquidity Risk After 20 Years |
0 |
0 |
1 |
19 |
2 |
21 |
34 |
110 |
| Liquidity Risk and Expected Stock Returns |
0 |
4 |
15 |
609 |
14 |
32 |
96 |
2,027 |
| Liquidity Risk and Expected Stock Returns |
0 |
1 |
2 |
593 |
21 |
38 |
83 |
1,402 |
| Liquidity Risk and Expected Stock Returns |
1 |
1 |
2 |
1,414 |
16 |
23 |
41 |
4,136 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
1 |
47 |
3 |
5 |
13 |
233 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
4 |
6 |
51 |
4 |
10 |
30 |
225 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
2 |
27 |
6 |
11 |
23 |
81 |
| Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
1 |
2 |
7 |
969 |
| Non-Standard Errors |
0 |
0 |
0 |
44 |
5 |
10 |
38 |
476 |
| Non-Standard Errors |
0 |
0 |
0 |
27 |
2 |
5 |
23 |
168 |
| Nonstandard Errors |
0 |
0 |
2 |
4 |
2 |
5 |
24 |
43 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
4 |
9 |
32 |
32 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
3 |
4 |
19 |
19 |
| Nonstandard errors |
0 |
0 |
1 |
12 |
3 |
10 |
35 |
79 |
| 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 |
3 |
4 |
10 |
144 |
| Political Cycles and Stock Returns |
1 |
1 |
3 |
72 |
2 |
7 |
25 |
199 |
| Political Cycles and Stock Returns |
0 |
0 |
3 |
54 |
1 |
9 |
29 |
173 |
| Political Uncertainty and Risk Premia |
2 |
4 |
4 |
94 |
13 |
29 |
65 |
609 |
| Political Uncertainty and Risk Premia |
0 |
1 |
5 |
83 |
5 |
15 |
38 |
394 |
| Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
0 |
1 |
37 |
6 |
11 |
21 |
228 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
1 |
8 |
23 |
730 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
2 |
6 |
17 |
503 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
1 |
5 |
29 |
472 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
101 |
0 |
1 |
13 |
347 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
0 |
1 |
11 |
270 |
| Scale and Skill in Active Management |
0 |
0 |
1 |
25 |
2 |
5 |
12 |
145 |
| Scale and Skill in Active Management |
0 |
0 |
0 |
96 |
3 |
11 |
28 |
330 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
4 |
5 |
14 |
23 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
1 |
3 |
9 |
2 |
3 |
21 |
60 |
| Stock Prices and IPO Waves |
1 |
1 |
2 |
236 |
12 |
16 |
26 |
648 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
8 |
11 |
19 |
515 |
| Stock Valuation and Learning about Profitability |
0 |
1 |
6 |
415 |
5 |
7 |
26 |
1,406 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
1 |
201 |
1 |
3 |
17 |
780 |
| Sustainable Investing |
0 |
1 |
3 |
8 |
4 |
8 |
23 |
33 |
| Sustainable Investing in Equilibrium |
0 |
1 |
5 |
51 |
4 |
10 |
31 |
262 |
| Sustainable Investing in Equilibrium |
2 |
5 |
14 |
149 |
11 |
22 |
64 |
479 |
| Sustainable Investing in Equilibrium |
0 |
0 |
1 |
23 |
7 |
9 |
21 |
103 |
| Technological Revolutions and Stock Prices |
0 |
1 |
4 |
130 |
4 |
7 |
39 |
410 |
| Technological Revolutions and Stock Prices |
0 |
0 |
3 |
197 |
6 |
8 |
28 |
649 |
| The Capital Markets Union: Key Challenges |
0 |
0 |
1 |
128 |
2 |
4 |
15 |
268 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
4 |
5 |
13 |
507 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
4 |
5 |
14 |
386 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
4 |
6 |
17 |
342 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
5 |
6 |
17 |
478 |
| The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits |
17 |
17 |
17 |
17 |
13 |
13 |
13 |
13 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
1 |
27 |
0 |
3 |
24 |
228 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
2 |
10 |
67 |
9 |
27 |
78 |
271 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
6 |
7 |
33 |
560 |
| Uncertainty about Government Policy and Stock Prices |
0 |
2 |
3 |
166 |
9 |
26 |
63 |
858 |
| Uncertainty about Government Policy and Stock Prices |
1 |
1 |
1 |
41 |
3 |
6 |
19 |
337 |
| Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
4 |
16 |
28 |
253 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
1 |
2 |
13 |
566 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
82 |
0 |
0 |
10 |
344 |
| Total Working Papers |
27 |
61 |
160 |
12,723 |
371 |
796 |
2,335 |
47,797 |
| 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 |
8 |
22 |
464 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
0 |
2 |
15 |
1,893 |
| Comparing asset pricing models: an investment perspective |
0 |
1 |
5 |
294 |
6 |
19 |
43 |
837 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
1 |
86 |
2 |
5 |
18 |
387 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
4 |
8 |
17 |
24 |
43 |
| Dissecting green returns |
4 |
19 |
84 |
389 |
38 |
132 |
395 |
1,223 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
7 |
11 |
24 |
246 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
2 |
4 |
14 |
557 |
| Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
162 |
4 |
5 |
14 |
654 |
| Fifty shades of QE: Comparing findings of central bankers and academics |
0 |
0 |
5 |
63 |
17 |
23 |
58 |
265 |
| Fifty shades of QE: Robust evidence |
0 |
1 |
2 |
6 |
1 |
2 |
13 |
31 |
| Fund tradeoffs |
2 |
2 |
4 |
39 |
6 |
11 |
23 |
151 |
| Green tilts |
0 |
1 |
6 |
6 |
2 |
11 |
42 |
42 |
| Income inequality and asset prices under redistributive taxation |
0 |
0 |
0 |
27 |
3 |
5 |
15 |
132 |
| Inequality Aversion, Populism, and the Backlash against Globalization |
0 |
1 |
2 |
22 |
5 |
17 |
44 |
109 |
| Investing in equity mutual funds |
0 |
0 |
1 |
145 |
0 |
3 |
16 |
478 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
2 |
227 |
0 |
3 |
21 |
801 |
| Learning in Financial Markets |
0 |
0 |
1 |
184 |
3 |
9 |
19 |
638 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
2 |
7 |
21 |
166 |
| Liquidity Risk and Expected Stock Returns |
12 |
37 |
98 |
2,021 |
49 |
154 |
380 |
6,182 |
| Mutual Fund Performance and Flows during the COVID-19 Crisis |
1 |
1 |
3 |
71 |
6 |
12 |
49 |
324 |
| Mutual fund performance and seemingly unrelated assets |
0 |
1 |
3 |
420 |
1 |
4 |
18 |
1,101 |
| Nonstandard Errors |
0 |
2 |
8 |
44 |
4 |
15 |
58 |
176 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
208 |
3 |
8 |
23 |
1,020 |
| Political Cycles and Stock Returns |
3 |
7 |
26 |
105 |
7 |
27 |
93 |
445 |
| Political uncertainty and risk premia |
6 |
17 |
46 |
570 |
15 |
91 |
326 |
2,199 |
| Portfolio Selection and Asset Pricing Models |
2 |
3 |
9 |
441 |
6 |
10 |
35 |
1,055 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
1 |
1 |
95 |
0 |
2 |
9 |
405 |
| Rational IPO Waves |
2 |
3 |
9 |
320 |
7 |
12 |
37 |
908 |
| Scale and skill in active management |
6 |
13 |
33 |
374 |
11 |
30 |
119 |
1,157 |
| Stock Valuation and Learning about Profitability |
1 |
2 |
20 |
71 |
3 |
10 |
82 |
244 |
| Sustainable investing in equilibrium |
17 |
53 |
226 |
1,190 |
70 |
202 |
856 |
3,589 |
| Technological Revolutions and Stock Prices |
0 |
1 |
6 |
199 |
6 |
18 |
43 |
646 |
| The Equity Premium and Structural Breaks |
0 |
0 |
1 |
113 |
6 |
10 |
21 |
485 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
2 |
4 |
8 |
145 |
9 |
15 |
50 |
588 |
| Uncertainty about Government Policy and Stock Prices |
2 |
13 |
51 |
348 |
24 |
74 |
252 |
1,359 |
| Uncertainty and Valuations: A Comment |
0 |
0 |
1 |
9 |
0 |
1 |
4 |
46 |
| Was there a Nasdaq bubble in the late 1990s? |
0 |
0 |
4 |
316 |
1 |
6 |
30 |
1,097 |
| Total Journal Articles |
60 |
183 |
668 |
8,957 |
339 |
995 |
3,326 |
32,143 |