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 |
2 |
3 |
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 |
21 |
1 |
1 |
3 |
582 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
1 |
2 |
3 |
1,677 |
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 |
0 |
0 |
0 |
1 |
890 |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
1 |
1 |
3 |
671 |
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 |
1 |
310 |
0 |
2 |
3 |
999 |
Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
1 |
1 |
2 |
903 |
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 |
1 |
330 |
Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
0 |
1 |
2 |
1,736 |
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 |
1 |
1 |
6 |
0 |
1 |
5 |
33 |
Dissecting Green Returns |
1 |
2 |
21 |
78 |
9 |
21 |
107 |
359 |
Dissecting Green Returns |
0 |
0 |
3 |
53 |
2 |
3 |
19 |
205 |
Do Funds Make More When They Trade More? |
0 |
0 |
2 |
74 |
1 |
1 |
4 |
200 |
Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
90 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
1 |
141 |
0 |
0 |
1 |
483 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
1 |
3 |
5 |
478 |
Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
129 |
1 |
2 |
9 |
569 |
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 |
380 |
0 |
0 |
1 |
849 |
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 |
446 |
0 |
0 |
0 |
787 |
Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
27 |
Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
1 |
2 |
6 |
250 |
Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
46 |
Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
1 |
27 |
1 |
1 |
4 |
162 |
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 |
0 |
1 |
2 |
28 |
Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
0 |
31 |
0 |
2 |
4 |
60 |
Fund Tradeoffs |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
64 |
Fund Tradeoffs |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
79 |
Green Tilts |
0 |
0 |
0 |
11 |
0 |
0 |
11 |
66 |
Green Tilts |
0 |
2 |
6 |
19 |
2 |
4 |
18 |
48 |
Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
0 |
2 |
2 |
54 |
Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
0 |
2 |
3 |
91 |
Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
3 |
54 |
0 |
1 |
5 |
132 |
Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
1 |
91 |
1 |
2 |
7 |
203 |
Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
0 |
1 |
2 |
1,019 |
Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
183 |
0 |
0 |
2 |
599 |
Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
344 |
Learning in Financial Markets |
0 |
0 |
0 |
98 |
0 |
2 |
8 |
196 |
Learning in Financial Markets |
0 |
0 |
0 |
453 |
0 |
0 |
5 |
1,137 |
Liquidity Risk After 20 Years |
0 |
1 |
1 |
19 |
1 |
2 |
3 |
78 |
Liquidity Risk After 20 Years |
0 |
0 |
1 |
36 |
0 |
0 |
2 |
93 |
Liquidity Risk and Expected Stock Returns |
0 |
0 |
0 |
591 |
3 |
17 |
26 |
1,342 |
Liquidity Risk and Expected Stock Returns |
2 |
2 |
15 |
600 |
9 |
15 |
79 |
1,964 |
Liquidity Risk and Expected Stock Returns |
0 |
0 |
3 |
1,412 |
0 |
2 |
8 |
4,099 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
1 |
1 |
4 |
27 |
2 |
3 |
9 |
62 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
1 |
1 |
1 |
47 |
1 |
2 |
5 |
222 |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
1 |
2 |
46 |
1 |
2 |
12 |
199 |
Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
0 |
1 |
1 |
963 |
Non-Standard Errors |
0 |
0 |
2 |
44 |
2 |
6 |
34 |
446 |
Non-Standard Errors |
0 |
0 |
1 |
27 |
2 |
4 |
30 |
154 |
Nonstandard Errors |
0 |
0 |
3 |
3 |
3 |
3 |
23 |
23 |
Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
Nonstandard Errors |
0 |
0 |
0 |
0 |
5 |
6 |
11 |
11 |
Nonstandard errors |
1 |
1 |
2 |
12 |
4 |
9 |
28 |
56 |
On the Size of the Active Management Industry |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
135 |
On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
301 |
Political Cycles and Stock Returns |
0 |
1 |
2 |
70 |
0 |
2 |
9 |
176 |
Political Cycles and Stock Returns |
1 |
1 |
6 |
53 |
1 |
1 |
22 |
151 |
Political Uncertainty and Risk Premia |
0 |
0 |
1 |
90 |
1 |
4 |
14 |
549 |
Political Uncertainty and Risk Premia |
0 |
1 |
4 |
79 |
0 |
4 |
14 |
361 |
Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
0 |
0 |
36 |
0 |
2 |
10 |
209 |
Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
486 |
Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
708 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
0 |
2 |
3 |
445 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
0 |
3 |
3 |
262 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
101 |
0 |
2 |
5 |
337 |
Scale and Skill in Active Management |
0 |
0 |
2 |
25 |
0 |
0 |
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 |
1 |
2 |
3 |
8 |
2 |
5 |
14 |
46 |
Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
11 |
Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
496 |
Stock Prices and IPO Waves |
0 |
0 |
0 |
234 |
1 |
3 |
7 |
626 |
Stock Valuation and Learning about Profitability |
0 |
0 |
0 |
200 |
0 |
0 |
2 |
763 |
Stock Valuation and Learning about Profitability |
0 |
1 |
4 |
412 |
0 |
2 |
21 |
1,388 |
Sustainable Investing |
0 |
0 |
7 |
7 |
1 |
4 |
19 |
19 |
Sustainable Investing in Equilibrium |
0 |
1 |
4 |
48 |
0 |
2 |
16 |
239 |
Sustainable Investing in Equilibrium |
2 |
4 |
20 |
143 |
4 |
12 |
64 |
439 |
Sustainable Investing in Equilibrium |
0 |
0 |
3 |
22 |
1 |
1 |
11 |
86 |
Technological Revolutions and Stock Prices |
0 |
1 |
1 |
127 |
0 |
2 |
8 |
375 |
Technological Revolutions and Stock Prices |
0 |
1 |
1 |
195 |
0 |
1 |
2 |
622 |
The Capital Markets Union: Key Challenges |
0 |
1 |
2 |
128 |
1 |
3 |
5 |
256 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
0 |
0 |
2 |
462 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
1 |
2 |
3 |
496 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
0 |
2 |
3 |
327 |
The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
372 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
2 |
26 |
0 |
9 |
22 |
214 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
1 |
5 |
59 |
1 |
9 |
37 |
211 |
Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
0 |
6 |
17 |
536 |
Uncertainty about Government Policy and Stock Prices |
0 |
0 |
2 |
164 |
0 |
2 |
11 |
801 |
Uncertainty about Government Policy and Stock Prices |
0 |
0 |
1 |
40 |
1 |
3 |
12 |
324 |
Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
1 |
2 |
4 |
228 |
Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
1 |
3 |
3 |
556 |
Was There a Nasdaq Bubble in the Late 1990s? |
0 |
1 |
1 |
82 |
0 |
3 |
6 |
337 |
Total Working Papers |
10 |
29 |
161 |
12,621 |
76 |
240 |
955 |
45,870 |
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 |
0 |
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 |
0 |
6 |
291 |
0 |
1 |
16 |
797 |
Costs of Equity Capital and Model Mispricing |
1 |
1 |
2 |
86 |
1 |
1 |
9 |
371 |
Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
4 |
0 |
0 |
7 |
19 |
Dissecting green returns |
9 |
23 |
120 |
347 |
35 |
70 |
345 |
960 |
Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
1 |
3 |
13 |
228 |
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
0 |
2 |
8 |
545 |
Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
4 |
162 |
0 |
1 |
17 |
642 |
Fifty shades of QE: Comparing findings of central bankers and academics |
0 |
2 |
7 |
62 |
0 |
6 |
42 |
224 |
Fifty shades of QE: Robust evidence |
0 |
1 |
2 |
5 |
0 |
2 |
11 |
21 |
Fund tradeoffs |
1 |
1 |
5 |
36 |
2 |
2 |
17 |
132 |
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 |
3 |
17 |
72 |
Investing in equity mutual funds |
0 |
0 |
0 |
144 |
0 |
0 |
3 |
462 |
Judging Fund Managers by the Company They Keep |
0 |
2 |
5 |
227 |
1 |
5 |
11 |
787 |
Learning in Financial Markets |
0 |
0 |
6 |
184 |
0 |
1 |
23 |
622 |
Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
0 |
1 |
7 |
146 |
Liquidity Risk and Expected Stock Returns |
5 |
16 |
79 |
1,951 |
20 |
54 |
260 |
5,904 |
Mutual Fund Performance and Flows during the COVID-19 Crisis |
1 |
2 |
5 |
70 |
1 |
5 |
26 |
283 |
Mutual fund performance and seemingly unrelated assets |
0 |
1 |
6 |
418 |
1 |
2 |
13 |
1,086 |
Nonstandard Errors |
1 |
1 |
23 |
39 |
4 |
11 |
88 |
138 |
On the Size of the Active Management Industry |
0 |
0 |
4 |
208 |
1 |
4 |
18 |
1,004 |
Political Cycles and Stock Returns |
2 |
4 |
45 |
93 |
3 |
10 |
115 |
386 |
Political uncertainty and risk premia |
6 |
9 |
33 |
539 |
27 |
58 |
177 |
1,957 |
Portfolio Selection and Asset Pricing Models |
0 |
2 |
9 |
437 |
0 |
5 |
30 |
1,032 |
Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
1 |
94 |
0 |
2 |
6 |
400 |
Rational IPO Waves |
0 |
0 |
10 |
313 |
3 |
6 |
37 |
884 |
Scale and skill in active management |
2 |
7 |
21 |
350 |
10 |
27 |
97 |
1,085 |
Stock Valuation and Learning about Profitability |
1 |
3 |
17 |
59 |
8 |
17 |
68 |
194 |
Sustainable investing in equilibrium |
18 |
44 |
245 |
1,063 |
65 |
196 |
817 |
3,112 |
Technological Revolutions and Stock Prices |
0 |
0 |
4 |
194 |
1 |
3 |
20 |
610 |
The Equity Premium and Structural Breaks |
0 |
0 |
1 |
113 |
0 |
0 |
8 |
466 |
The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
1 |
12 |
139 |
3 |
12 |
56 |
560 |
Uncertainty about Government Policy and Stock Prices |
5 |
13 |
48 |
325 |
22 |
48 |
168 |
1,187 |
Uncertainty and Valuations: A Comment |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
43 |
Was there a Nasdaq bubble in the late 1990s? |
0 |
1 |
4 |
313 |
2 |
5 |
14 |
1,072 |
Total Journal Articles |
53 |
135 |
729 |
8,563 |
211 |
568 |
2,585 |
29,877 |