| 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 |
2 |
3 |
3 |
109 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
1 |
20 |
1 |
3 |
10 |
73 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
1 |
3 |
2 |
5 |
8 |
19 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
1 |
2 |
5 |
384 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
1 |
70 |
0 |
3 |
9 |
137 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
1 |
13 |
0 |
2 |
4 |
146 |
| Best ideas |
0 |
0 |
0 |
42 |
1 |
3 |
12 |
125 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
0 |
3 |
4 |
0 |
2 |
20 |
25 |
| Comomentum: inferring arbitrage activity from return correlations |
1 |
2 |
3 |
5 |
4 |
7 |
14 |
19 |
| Connected Stocks |
0 |
0 |
0 |
73 |
1 |
4 |
7 |
348 |
| Connected stocks |
0 |
0 |
0 |
9 |
0 |
2 |
3 |
98 |
| Does Diversification Destroy Value? Evidence From Industry Shocks |
0 |
0 |
0 |
577 |
0 |
3 |
4 |
1,431 |
| Does Diversification Destroy Value? Evidence from Industry Shocks." |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
579 |
| Financial Constraints and Stock Returns |
0 |
0 |
3 |
435 |
7 |
9 |
20 |
1,605 |
| Financial Constraints and Stock Returns." |
0 |
0 |
0 |
67 |
0 |
0 |
4 |
473 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
28 |
3 |
3 |
4 |
151 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
1 |
2 |
2 |
232 |
2 |
6 |
13 |
894 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
235 |
1 |
2 |
6 |
802 |
| Hard Times |
0 |
0 |
0 |
78 |
2 |
4 |
4 |
369 |
| Hard Times |
0 |
0 |
0 |
23 |
2 |
6 |
10 |
167 |
| Inferring Arbitrage Activity from Return Correlations |
0 |
0 |
0 |
88 |
1 |
1 |
5 |
365 |
| Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis |
0 |
0 |
0 |
398 |
2 |
3 |
8 |
1,368 |
| New Forecasts of the Equity Premium |
0 |
0 |
0 |
143 |
1 |
2 |
3 |
406 |
| New in Town: Demographics, Immigration, and the Price of Real Estate |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
62 |
| Putting the price in asset pricing |
0 |
0 |
2 |
3 |
0 |
2 |
7 |
12 |
| Ripples into waves: trade networks, economic activity, and asset prices |
0 |
0 |
0 |
6 |
3 |
5 |
9 |
18 |
| Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
43 |
| Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
1 |
51 |
3 |
4 |
5 |
128 |
| The Booms and Busts of Beta Arbitrage |
0 |
0 |
0 |
62 |
3 |
5 |
6 |
222 |
| The Diversification Discount: Cash Flows vs. Returns |
0 |
0 |
0 |
327 |
1 |
2 |
4 |
1,337 |
| The Diversification Discount: Cash Flows vs. Returns." |
0 |
0 |
0 |
64 |
1 |
3 |
3 |
457 |
| The Price is (Almost) Right |
0 |
0 |
0 |
200 |
1 |
1 |
4 |
651 |
| The Real Effects of Investor Sentiment |
0 |
0 |
0 |
190 |
0 |
2 |
10 |
798 |
| The Real Effects of Investor Sentiment |
0 |
0 |
2 |
282 |
0 |
2 |
7 |
903 |
| The Value Spread |
0 |
0 |
1 |
214 |
5 |
7 |
13 |
802 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
1 |
1 |
4 |
4 |
11 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
10 |
| What Drives Booms and Busts in Value? |
0 |
0 |
6 |
27 |
4 |
9 |
23 |
49 |
| Total Working Papers |
2 |
4 |
29 |
4,262 |
58 |
127 |
282 |
15,596 |
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