| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Asset Pricing with Liquidity Risk |
0 |
0 |
1 |
546 |
2 |
4 |
10 |
1,556 |
| Asset Pricing with Liquidity Risk |
0 |
0 |
2 |
286 |
3 |
6 |
30 |
885 |
| Asset Pricing with Liquidity Risk |
0 |
0 |
0 |
438 |
0 |
1 |
9 |
1,436 |
| Betting Against Beta |
0 |
0 |
3 |
17 |
0 |
3 |
21 |
148 |
| Betting Against Beta |
0 |
0 |
1 |
178 |
0 |
2 |
8 |
849 |
| Betting Against Correlation: Testing Theories of the Low-Risk Effect |
1 |
1 |
1 |
56 |
1 |
1 |
19 |
175 |
| Buffett's Alpha |
0 |
0 |
3 |
171 |
2 |
2 |
26 |
579 |
| Buffett?s Alpha |
0 |
2 |
3 |
119 |
1 |
4 |
17 |
479 |
| Carry |
0 |
0 |
4 |
44 |
1 |
2 |
24 |
334 |
| Carry |
0 |
0 |
5 |
67 |
0 |
1 |
10 |
281 |
| Carry Trades and Currency Crashes |
1 |
1 |
5 |
640 |
2 |
9 |
26 |
2,302 |
| Carry Trades and Currency Crashes |
0 |
0 |
4 |
6 |
1 |
1 |
5 |
12 |
| Deep Value |
0 |
0 |
1 |
45 |
0 |
2 |
11 |
164 |
| Demand-Based Option Pricing |
0 |
1 |
1 |
129 |
0 |
1 |
3 |
541 |
| Demand-Based Option Pricing |
0 |
1 |
1 |
101 |
0 |
1 |
5 |
506 |
| Dynamic Trading with Predictable Returns and Transaction Costs |
0 |
0 |
2 |
33 |
0 |
1 |
5 |
153 |
| Dynamic Trading with Predictable Returns and Transaction Costs |
0 |
0 |
1 |
101 |
0 |
1 |
5 |
304 |
| Early Option Exercise: Never Say Never |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
180 |
| Efficiently Inefficient Markets for Assets and Asset Management |
0 |
0 |
1 |
81 |
1 |
1 |
6 |
234 |
| Efficiently Inefficient Markets for Assets and Asset Management |
1 |
1 |
1 |
18 |
2 |
2 |
3 |
86 |
| Embedded Leverage |
0 |
0 |
2 |
39 |
0 |
2 |
9 |
230 |
| Generalized Recovery |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
80 |
| Generalized Recovery |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
73 |
| How Sovereign is Sovereign Credit Risk? |
1 |
1 |
3 |
306 |
1 |
2 |
8 |
910 |
| Is There A Replication Crisis In Finance? |
0 |
3 |
12 |
76 |
2 |
8 |
43 |
324 |
| Liquidity and Asset Prices |
0 |
1 |
3 |
186 |
0 |
2 |
8 |
374 |
| Liquidity and Risk Management |
0 |
0 |
1 |
219 |
0 |
0 |
3 |
453 |
| Margin-Based Asset Pricing and Deviations from the Law of One Price |
0 |
0 |
1 |
39 |
3 |
4 |
9 |
205 |
| Market Liquidity and Funding Liquidity |
1 |
2 |
6 |
210 |
3 |
11 |
29 |
988 |
| Market Liquidity and Funding Liquidity |
1 |
1 |
4 |
750 |
3 |
6 |
19 |
2,860 |
| Market liquidity and funding liquidity |
0 |
1 |
6 |
61 |
0 |
4 |
18 |
464 |
| Measuring Systemic Risk |
0 |
0 |
2 |
582 |
1 |
5 |
25 |
1,512 |
| Measuring systemic risk |
0 |
3 |
6 |
1,110 |
5 |
17 |
31 |
3,853 |
| Monitoring Leverage |
0 |
0 |
0 |
140 |
0 |
0 |
2 |
438 |
| Over-the-Counter Markets |
0 |
0 |
0 |
217 |
0 |
0 |
1 |
756 |
| Predatory Trading |
0 |
0 |
1 |
202 |
0 |
0 |
12 |
782 |
| Predatory Trading |
0 |
0 |
2 |
95 |
0 |
2 |
7 |
476 |
| Predatory Trading |
0 |
0 |
0 |
118 |
0 |
1 |
1 |
603 |
| Principal Portfolios |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
78 |
| Principal Portfolios |
0 |
0 |
1 |
22 |
0 |
1 |
5 |
93 |
| Risk Everywhere: Modeling and Managing Volatility |
0 |
1 |
3 |
80 |
1 |
4 |
15 |
174 |
| Size Matters, if You Control Your Junk |
0 |
0 |
4 |
41 |
0 |
1 |
18 |
256 |
| Slow Moving Capital |
0 |
0 |
2 |
60 |
0 |
2 |
7 |
271 |
| Slow Moving Capital |
0 |
0 |
0 |
78 |
0 |
1 |
4 |
334 |
| Two Monetary Tools: Interest Rates and Haircuts |
0 |
0 |
1 |
94 |
0 |
0 |
3 |
402 |
| Two Monetary Tools: Interest Rates and Haircuts |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
182 |
| Two Monetary Tools: Interest-Rates and Haircuts |
0 |
0 |
1 |
23 |
0 |
1 |
10 |
126 |
| Valuation in Dynamic Bargaining Markets |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
217 |
| Valuation in Over-the-Counter Markets |
0 |
0 |
0 |
136 |
0 |
0 |
0 |
484 |
| Valuation in Over-the-Counter Markets |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
229 |
| When Everyone Runs for the Exit |
0 |
0 |
0 |
84 |
0 |
0 |
1 |
336 |
| When Everyone Runs for the Exit |
0 |
0 |
0 |
31 |
1 |
1 |
4 |
160 |
| Total Working Papers |
6 |
20 |
101 |
8,215 |
36 |
121 |
547 |
29,927 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Adverse Selection and the Required Return |
0 |
0 |
1 |
68 |
0 |
0 |
1 |
303 |
| Asset pricing with liquidity risk |
0 |
4 |
22 |
1,012 |
4 |
19 |
73 |
3,297 |
| Betting against beta |
1 |
3 |
12 |
235 |
3 |
9 |
40 |
1,277 |
| Betting against correlation: Testing theories of the low-risk effect |
1 |
3 |
8 |
61 |
1 |
5 |
23 |
220 |
| Carry |
1 |
3 |
26 |
653 |
7 |
13 |
80 |
1,595 |
| Demand-Based Option Pricing |
1 |
1 |
5 |
76 |
3 |
9 |
25 |
471 |
| Dynamic Trading with Predictable Returns and Transaction Costs |
0 |
1 |
5 |
52 |
2 |
8 |
15 |
197 |
| Dynamic portfolio choice with frictions |
2 |
4 |
8 |
45 |
2 |
8 |
20 |
144 |
| Early option exercise: Never say never |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
98 |
| Economics with Market Liquidity Risk |
1 |
1 |
2 |
25 |
1 |
2 |
7 |
82 |
| Efficiently Inefficient Markets for Assets and Asset Management |
0 |
0 |
1 |
36 |
0 |
0 |
4 |
138 |
| Embedded Leverage |
0 |
0 |
3 |
11 |
0 |
3 |
13 |
39 |
| Generalized recovery |
1 |
1 |
1 |
9 |
1 |
1 |
1 |
79 |
| How Sovereign Is Sovereign Credit Risk? |
0 |
4 |
6 |
437 |
5 |
13 |
36 |
1,438 |
| Liquidity and Asset Prices |
0 |
2 |
5 |
58 |
0 |
9 |
24 |
209 |
| Liquidity and Risk Management |
0 |
0 |
1 |
94 |
0 |
1 |
4 |
385 |
| Margin-based Asset Pricing and Deviations from the Law of One Price |
1 |
1 |
3 |
72 |
2 |
6 |
13 |
401 |
| Market Liquidity and Funding Liquidity |
4 |
14 |
51 |
897 |
20 |
51 |
175 |
3,394 |
| Measuring Systemic Risk |
2 |
12 |
32 |
489 |
9 |
36 |
126 |
1,612 |
| Modeling Sovereign Yield Spreads: A Case Study of Russian Debt |
0 |
1 |
6 |
252 |
0 |
3 |
11 |
699 |
| Over-the-Counter Markets |
0 |
2 |
8 |
397 |
0 |
15 |
35 |
1,406 |
| Predatory Trading |
1 |
3 |
10 |
302 |
2 |
12 |
50 |
1,227 |
| Quality minus junk |
1 |
4 |
20 |
161 |
9 |
30 |
102 |
798 |
| Responsible investing: The ESG-efficient frontier |
5 |
15 |
62 |
516 |
18 |
53 |
213 |
1,512 |
| Risk Everywhere: Modeling and Managing Volatility |
0 |
0 |
1 |
27 |
0 |
1 |
7 |
112 |
| Securities lending, shorting, and pricing |
0 |
0 |
6 |
391 |
0 |
2 |
20 |
962 |
| Size matters, if you control your junk |
0 |
0 |
5 |
32 |
0 |
1 |
23 |
194 |
| Slow Moving Capital |
1 |
1 |
1 |
92 |
1 |
6 |
12 |
480 |
| Time series momentum |
9 |
12 |
40 |
518 |
29 |
42 |
125 |
1,798 |
| Valuation in Over-the-Counter Markets |
0 |
0 |
1 |
63 |
0 |
1 |
5 |
289 |
| Value and Momentum Everywhere |
0 |
1 |
7 |
167 |
0 |
10 |
45 |
811 |
| When Everyone Runs for the Exit |
0 |
0 |
0 |
77 |
0 |
1 |
5 |
353 |
| Total Journal Articles |
32 |
93 |
359 |
7,332 |
119 |
370 |
1,334 |
26,020 |
LogEc is hosted by the
Örebro University School of Business.