| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A forecast evaluation of expected equity return measures |
0 |
0 |
0 |
61 |
1 |
4 |
7 |
113 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
0 |
20 |
2 |
12 |
21 |
88 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
1 |
3 |
8 |
41 |
52 |
63 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
70 |
1 |
5 |
11 |
143 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
1 |
5 |
8 |
389 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
0 |
13 |
1 |
8 |
12 |
156 |
| Best ideas |
0 |
2 |
2 |
44 |
3 |
14 |
28 |
146 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
0 |
3 |
4 |
1 |
4 |
26 |
31 |
| Comomentum: inferring arbitrage activity from return correlations |
1 |
1 |
4 |
6 |
5 |
14 |
35 |
42 |
| Connected Stocks |
0 |
1 |
1 |
74 |
2 |
9 |
14 |
358 |
| Connected stocks |
1 |
2 |
2 |
11 |
2 |
6 |
8 |
104 |
| Does Diversification Destroy Value? Evidence From Industry Shocks |
0 |
0 |
1 |
578 |
4 |
9 |
14 |
1,441 |
| Does Diversification Destroy Value? Evidence from Industry Shocks." |
0 |
0 |
0 |
103 |
0 |
1 |
3 |
582 |
| Financial Constraints and Stock Returns |
1 |
1 |
3 |
436 |
3 |
16 |
31 |
1,623 |
| Financial Constraints and Stock Returns." |
0 |
0 |
0 |
67 |
2 |
14 |
18 |
489 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
1 |
1 |
3 |
233 |
2 |
16 |
29 |
914 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
235 |
2 |
2 |
6 |
805 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
28 |
3 |
7 |
10 |
158 |
| Hard Times |
0 |
0 |
0 |
23 |
0 |
2 |
11 |
171 |
| Hard Times |
0 |
0 |
0 |
78 |
1 |
6 |
12 |
377 |
| Inferring Arbitrage Activity from Return Correlations |
0 |
0 |
0 |
88 |
0 |
2 |
6 |
368 |
| Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis |
0 |
0 |
0 |
398 |
1 |
10 |
18 |
1,381 |
| New Forecasts of the Equity Premium |
0 |
0 |
0 |
143 |
0 |
9 |
11 |
415 |
| New in Town: Demographics, Immigration, and the Price of Real Estate |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
66 |
| Putting the price in asset pricing |
0 |
0 |
2 |
4 |
1 |
4 |
10 |
17 |
| Ripples into waves: trade networks, economic activity, and asset prices |
0 |
0 |
0 |
6 |
0 |
8 |
17 |
28 |
| Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
0 |
5 |
1 |
6 |
8 |
50 |
| Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
1 |
51 |
0 |
1 |
6 |
129 |
| The Booms and Busts of Beta Arbitrage |
0 |
0 |
0 |
62 |
2 |
8 |
23 |
239 |
| The Diversification Discount: Cash Flows vs. Returns |
0 |
0 |
0 |
327 |
1 |
10 |
14 |
1,348 |
| The Diversification Discount: Cash Flows vs. Returns." |
0 |
0 |
0 |
64 |
0 |
3 |
7 |
461 |
| The Price is (Almost) Right |
0 |
0 |
0 |
200 |
0 |
7 |
12 |
659 |
| The Real Effects of Investor Sentiment |
0 |
0 |
0 |
190 |
1 |
4 |
8 |
802 |
| The Real Effects of Investor Sentiment |
0 |
0 |
1 |
282 |
2 |
7 |
11 |
910 |
| The Value Spread |
0 |
0 |
0 |
214 |
1 |
7 |
22 |
812 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
1 |
3 |
14 |
19 |
26 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
0 |
6 |
10 |
16 |
21 |
| What Drives Booms and Busts in Value? |
0 |
1 |
6 |
28 |
2 |
8 |
30 |
60 |
| Total Working Papers |
4 |
9 |
30 |
4,273 |
65 |
315 |
600 |
15,985 |
LogEc is hosted by the
Örebro University School of Business.