| 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 |
1 |
122 |
6 |
28 |
29 |
369 |
| Are Stocks Really Less Volatile in the Long Run? |
0 |
0 |
0 |
267 |
10 |
13 |
20 |
650 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
522 |
7 |
13 |
17 |
1,691 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
21 |
3 |
6 |
12 |
591 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
194 |
2 |
3 |
7 |
675 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
3 |
6 |
8 |
304 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
892 |
| Carbon Burden |
0 |
1 |
4 |
12 |
5 |
10 |
19 |
34 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
235 |
3 |
5 |
7 |
485 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
310 |
8 |
10 |
13 |
1,010 |
| Comparing Asset Pricing Models: An Investment Perspective |
0 |
0 |
0 |
430 |
5 |
6 |
8 |
909 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
334 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
402 |
6 |
8 |
10 |
1,744 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
848 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
708 |
| Costs of Equity from Factor-Based Models (Revised 4-98) |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
164 |
| Diseconomies of Scale in Active Management: Robust Evidence |
1 |
1 |
2 |
7 |
4 |
9 |
13 |
42 |
| Dissecting Green Returns |
0 |
1 |
4 |
54 |
4 |
9 |
27 |
217 |
| Dissecting Green Returns |
0 |
0 |
15 |
79 |
7 |
10 |
78 |
374 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
9 |
4 |
9 |
10 |
99 |
| Do Funds Make More When They Trade More? |
0 |
0 |
2 |
75 |
4 |
9 |
14 |
211 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
128 |
7 |
13 |
17 |
492 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
1 |
142 |
5 |
7 |
9 |
492 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
74 |
6 |
9 |
11 |
411 |
| Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
0 |
129 |
2 |
8 |
15 |
579 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
336 |
0 |
1 |
2 |
1,010 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
380 |
4 |
6 |
7 |
855 |
| Evaluating and Investing in Equity Mutual Funds |
0 |
0 |
0 |
446 |
16 |
16 |
16 |
803 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
15 |
5 |
10 |
11 |
37 |
| Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
0 |
0 |
0 |
51 |
16 |
23 |
27 |
273 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
27 |
13 |
19 |
23 |
183 |
| Fifty Shades of QE: Conflicts of Interest in Economic Research |
0 |
0 |
0 |
17 |
3 |
4 |
7 |
51 |
| Fifty Shades of QE: Robust Evidence |
0 |
0 |
0 |
3 |
6 |
7 |
9 |
17 |
| Fifty Shades of QE: Robust Evidence |
0 |
1 |
1 |
12 |
2 |
7 |
9 |
27 |
| Fifty shades of QE: Conflicts of interest in economic research |
0 |
0 |
0 |
20 |
0 |
5 |
8 |
34 |
| Fifty shades of QE: comparing findings of central bankers and academics |
0 |
0 |
0 |
31 |
5 |
9 |
12 |
69 |
| Fund Tradeoffs |
0 |
0 |
1 |
10 |
2 |
5 |
7 |
70 |
| Fund Tradeoffs |
0 |
0 |
0 |
15 |
2 |
4 |
6 |
84 |
| Green Tilts |
0 |
0 |
2 |
19 |
4 |
12 |
24 |
60 |
| Green Tilts |
0 |
0 |
0 |
11 |
3 |
6 |
14 |
72 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
53 |
0 |
0 |
3 |
91 |
| Income Inequality and Asset Prices under Redistributive Taxation |
0 |
0 |
0 |
43 |
3 |
7 |
9 |
61 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
0 |
91 |
2 |
5 |
13 |
210 |
| Inequality Aversion, Populism, and the Backlash Against Globalization |
0 |
0 |
1 |
54 |
3 |
7 |
10 |
140 |
| Investing in Equity Mutual Funds |
0 |
0 |
0 |
411 |
4 |
5 |
8 |
1,025 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
183 |
7 |
10 |
11 |
609 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
0 |
66 |
1 |
3 |
3 |
347 |
| Learning in Financial Markets |
0 |
0 |
0 |
453 |
6 |
7 |
10 |
1,144 |
| Learning in Financial Markets |
0 |
0 |
0 |
98 |
4 |
7 |
14 |
204 |
| Liquidity Risk After 20 Years |
0 |
0 |
1 |
19 |
6 |
8 |
14 |
89 |
| Liquidity Risk After 20 Years |
0 |
0 |
1 |
36 |
4 |
6 |
8 |
100 |
| Liquidity Risk and Expected Stock Returns |
3 |
5 |
15 |
605 |
12 |
26 |
84 |
1,995 |
| Liquidity Risk and Expected Stock Returns |
0 |
0 |
3 |
1,413 |
5 |
10 |
20 |
4,113 |
| Liquidity Risk and Expected Stock Returns |
1 |
1 |
1 |
592 |
8 |
20 |
48 |
1,364 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
1 |
47 |
1 |
6 |
9 |
228 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
2 |
47 |
14 |
15 |
22 |
215 |
| Mutual Fund Performance and Flows During the COVID-19 Crisis |
0 |
0 |
3 |
27 |
4 |
7 |
14 |
70 |
| Mutual Fund Performance and Seemingly Unrelated Assets.” |
0 |
0 |
0 |
179 |
1 |
4 |
5 |
967 |
| Non-Standard Errors |
0 |
0 |
0 |
27 |
2 |
8 |
24 |
163 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
8 |
20 |
40 |
466 |
| Nonstandard Errors |
0 |
1 |
2 |
4 |
5 |
11 |
24 |
38 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
9 |
23 |
23 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
7 |
15 |
15 |
| Nonstandard errors |
0 |
0 |
1 |
12 |
6 |
12 |
30 |
69 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
15 |
2 |
3 |
7 |
140 |
| On the Size of the Active Management Industry |
0 |
0 |
0 |
74 |
6 |
8 |
8 |
309 |
| Political Cycles and Stock Returns |
0 |
1 |
5 |
54 |
7 |
13 |
29 |
164 |
| Political Cycles and Stock Returns |
0 |
0 |
2 |
71 |
7 |
13 |
20 |
192 |
| Political Uncertainty and Risk Premia |
0 |
0 |
0 |
90 |
17 |
30 |
38 |
580 |
| Political Uncertainty and Risk Premia |
0 |
1 |
5 |
82 |
9 |
16 |
27 |
379 |
| Portfolio Liquidity and Diversification: Theory and Evidence |
0 |
1 |
1 |
37 |
4 |
8 |
12 |
217 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
10 |
14 |
15 |
722 |
| Portfolio Selection and Asset Pricing Models |
0 |
0 |
0 |
1 |
6 |
10 |
13 |
497 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
101 |
2 |
8 |
12 |
346 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
109 |
16 |
20 |
24 |
467 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
73 |
5 |
7 |
10 |
269 |
| Scale and Skill in Active Management |
0 |
0 |
2 |
25 |
1 |
5 |
11 |
140 |
| Scale and Skill in Active Management |
0 |
0 |
1 |
96 |
15 |
16 |
20 |
319 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
0 |
0 |
3 |
6 |
10 |
18 |
| Steering a Ship in Illiquid Waters: Active Management of Passive Funds |
0 |
0 |
2 |
8 |
3 |
11 |
20 |
57 |
| Stock Prices and IPO Waves |
0 |
0 |
0 |
157 |
4 |
7 |
8 |
504 |
| Stock Prices and IPO Waves |
1 |
1 |
1 |
235 |
3 |
6 |
11 |
632 |
| Stock Valuation and Learning about Profitability |
0 |
0 |
1 |
201 |
3 |
10 |
14 |
777 |
| Stock Valuation and Learning about Profitability |
0 |
1 |
6 |
414 |
3 |
9 |
23 |
1,399 |
| Sustainable Investing |
0 |
0 |
3 |
7 |
2 |
5 |
17 |
25 |
| Sustainable Investing in Equilibrium |
0 |
2 |
5 |
50 |
8 |
12 |
24 |
252 |
| Sustainable Investing in Equilibrium |
0 |
1 |
4 |
23 |
3 |
6 |
15 |
94 |
| Sustainable Investing in Equilibrium |
1 |
1 |
13 |
144 |
6 |
16 |
54 |
457 |
| Technological Revolutions and Stock Prices |
0 |
1 |
3 |
197 |
8 |
17 |
20 |
641 |
| Technological Revolutions and Stock Prices |
0 |
2 |
3 |
129 |
11 |
28 |
36 |
403 |
| The Capital Markets Union: Key Challenges |
0 |
0 |
2 |
128 |
5 |
8 |
12 |
264 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
103 |
4 |
8 |
12 |
336 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
210 |
1 |
7 |
12 |
472 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
52 |
2 |
6 |
9 |
381 |
| The Equity Premium and Structural Breaks |
0 |
0 |
0 |
120 |
1 |
4 |
8 |
502 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
6 |
9 |
65 |
13 |
31 |
61 |
244 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
0 |
0 |
1 |
26 |
7 |
10 |
26 |
225 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
0 |
9 |
15 |
28 |
553 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
1 |
164 |
17 |
29 |
38 |
832 |
| Uncertainty about Government Policy and Stock Prices |
0 |
0 |
0 |
40 |
2 |
7 |
14 |
331 |
| Was There A Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
41 |
3 |
7 |
13 |
237 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
0 |
127 |
3 |
8 |
11 |
564 |
| Was There a Nasdaq Bubble in the Late 1990s? |
0 |
0 |
1 |
82 |
3 |
6 |
13 |
344 |
| Total Working Papers |
8 |
29 |
137 |
12,662 |
531 |
1,008 |
1,757 |
47,001 |
| 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 |
2 |
2 |
119 |
4 |
9 |
18 |
456 |
| Asset Pricing Models: Implications for Expected Returns and Portfolio Selection |
0 |
0 |
0 |
1 |
4 |
9 |
14 |
1,891 |
| Comparing asset pricing models: an investment perspective |
0 |
1 |
5 |
293 |
6 |
17 |
29 |
818 |
| Costs of Equity Capital and Model Mispricing |
0 |
0 |
2 |
86 |
4 |
10 |
16 |
382 |
| Diseconomies of Scale in Active Management: Robust Evidence |
0 |
0 |
0 |
4 |
3 |
6 |
13 |
26 |
| Dissecting green returns |
1 |
11 |
94 |
370 |
44 |
95 |
339 |
1,091 |
| Do Funds Make More When They Trade More? |
0 |
0 |
0 |
32 |
3 |
6 |
14 |
235 |
| Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability |
0 |
0 |
0 |
64 |
4 |
8 |
12 |
553 |
| Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital |
0 |
0 |
3 |
162 |
4 |
7 |
16 |
649 |
| Fifty shades of QE: Comparing findings of central bankers and academics |
0 |
0 |
6 |
63 |
10 |
14 |
42 |
242 |
| Fifty shades of QE: Robust evidence |
0 |
0 |
1 |
5 |
2 |
8 |
13 |
29 |
| Fund tradeoffs |
0 |
1 |
6 |
37 |
4 |
8 |
20 |
140 |
| Green tilts |
1 |
5 |
5 |
5 |
15 |
31 |
31 |
31 |
| Income inequality and asset prices under redistributive taxation |
0 |
0 |
0 |
27 |
5 |
6 |
10 |
127 |
| Inequality Aversion, Populism, and the Backlash against Globalization |
0 |
0 |
1 |
21 |
10 |
20 |
29 |
92 |
| Investing in equity mutual funds |
0 |
1 |
1 |
145 |
5 |
11 |
16 |
475 |
| Judging Fund Managers by the Company They Keep |
0 |
0 |
3 |
227 |
5 |
11 |
19 |
798 |
| Learning in Financial Markets |
0 |
0 |
3 |
184 |
5 |
5 |
19 |
629 |
| Liquidity Risk After 20 Years |
0 |
0 |
0 |
27 |
9 |
11 |
17 |
159 |
| Liquidity Risk and Expected Stock Returns |
13 |
27 |
81 |
1,984 |
30 |
99 |
285 |
6,028 |
| Mutual Fund Performance and Flows during the COVID-19 Crisis |
0 |
0 |
3 |
70 |
16 |
28 |
43 |
312 |
| Mutual fund performance and seemingly unrelated assets |
0 |
0 |
6 |
419 |
5 |
8 |
20 |
1,097 |
| Nonstandard Errors |
0 |
1 |
13 |
42 |
5 |
13 |
63 |
161 |
| On the Size of the Active Management Industry |
0 |
0 |
1 |
208 |
4 |
5 |
20 |
1,012 |
| Political Cycles and Stock Returns |
0 |
4 |
32 |
98 |
5 |
25 |
97 |
418 |
| Political uncertainty and risk premia |
2 |
11 |
39 |
553 |
68 |
132 |
279 |
2,108 |
| Portfolio Selection and Asset Pricing Models |
0 |
1 |
8 |
438 |
4 |
11 |
30 |
1,045 |
| Predictive Systems: Living with Imperfect Predictors |
0 |
0 |
0 |
94 |
2 |
3 |
8 |
403 |
| Rational IPO Waves |
2 |
3 |
10 |
317 |
6 |
9 |
36 |
896 |
| Scale and skill in active management |
3 |
7 |
25 |
361 |
13 |
32 |
112 |
1,127 |
| Stock Valuation and Learning about Profitability |
1 |
7 |
20 |
69 |
8 |
32 |
83 |
234 |
| Sustainable investing in equilibrium |
14 |
60 |
220 |
1,137 |
71 |
209 |
835 |
3,387 |
| Technological Revolutions and Stock Prices |
1 |
4 |
7 |
198 |
6 |
16 |
33 |
628 |
| The Equity Premium and Structural Breaks |
0 |
0 |
1 |
113 |
6 |
8 |
15 |
475 |
| The Price of Political Uncertainty: Theory and Evidence from the Option Market |
1 |
2 |
5 |
141 |
6 |
11 |
50 |
573 |
| Uncertainty about Government Policy and Stock Prices |
1 |
6 |
46 |
335 |
30 |
77 |
223 |
1,285 |
| Uncertainty and Valuations: A Comment |
0 |
0 |
1 |
9 |
0 |
1 |
4 |
45 |
| Was there a Nasdaq bubble in the late 1990s? |
0 |
2 |
5 |
316 |
4 |
14 |
28 |
1,091 |
| Total Journal Articles |
40 |
156 |
655 |
8,774 |
435 |
1,025 |
2,951 |
31,148 |