| 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 |
2 |
12 |
118 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
0 |
20 |
5 |
19 |
46 |
114 |
| A tug of war: overnight versus intraday expected returns |
1 |
3 |
5 |
8 |
7 |
148 |
206 |
220 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
70 |
0 |
0 |
13 |
145 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
0 |
0 |
8 |
390 |
| An Intertemporal CAPM with stochastic volatility |
0 |
1 |
1 |
14 |
0 |
1 |
14 |
158 |
| Best ideas |
0 |
1 |
4 |
46 |
4 |
14 |
42 |
164 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
3 |
7 |
9 |
4 |
14 |
58 |
66 |
| Comomentum: inferring arbitrage activity from return correlations |
2 |
2 |
2 |
6 |
5 |
14 |
28 |
49 |
| Connected Stocks |
0 |
0 |
1 |
74 |
3 |
4 |
25 |
369 |
| Connected stocks |
0 |
0 |
2 |
11 |
2 |
3 |
16 |
112 |
| Does Diversification Destroy Value? Evidence From Industry Shocks |
0 |
0 |
1 |
578 |
0 |
1 |
16 |
1,444 |
| Does Diversification Destroy Value? Evidence from Industry Shocks." |
0 |
0 |
0 |
103 |
0 |
1 |
6 |
585 |
| Financial Constraints and Stock Returns |
0 |
0 |
2 |
437 |
1 |
6 |
35 |
1,631 |
| Financial Constraints and Stock Returns." |
0 |
0 |
0 |
67 |
0 |
1 |
19 |
492 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
28 |
0 |
1 |
13 |
161 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
3 |
233 |
0 |
2 |
31 |
917 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
235 |
0 |
2 |
9 |
808 |
| Hard Times |
0 |
0 |
0 |
23 |
0 |
1 |
13 |
174 |
| Hard Times |
0 |
0 |
0 |
78 |
0 |
1 |
17 |
382 |
| Inferring Arbitrage Activity from Return Correlations |
0 |
0 |
0 |
88 |
1 |
2 |
7 |
370 |
| Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis |
0 |
0 |
0 |
398 |
1 |
9 |
29 |
1,394 |
| New Forecasts of the Equity Premium |
0 |
0 |
0 |
143 |
0 |
1 |
14 |
418 |
| New in Town: Demographics, Immigration, and the Price of Real Estate |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
69 |
| Putting the price in asset pricing |
0 |
0 |
1 |
4 |
0 |
1 |
11 |
21 |
| Ripples into waves: trade networks, economic activity, and asset prices |
0 |
0 |
0 |
6 |
0 |
0 |
19 |
31 |
| Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
0 |
5 |
0 |
0 |
11 |
53 |
| Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
0 |
51 |
0 |
1 |
6 |
130 |
| The Booms and Busts of Beta Arbitrage |
0 |
0 |
0 |
62 |
0 |
1 |
25 |
242 |
| The Diversification Discount: Cash Flows vs. Returns |
0 |
0 |
0 |
327 |
0 |
0 |
15 |
1,349 |
| The Diversification Discount: Cash Flows vs. Returns." |
0 |
0 |
0 |
64 |
0 |
0 |
8 |
462 |
| The Price is (Almost) Right |
0 |
0 |
0 |
200 |
0 |
1 |
14 |
663 |
| The Real Effects of Investor Sentiment |
0 |
0 |
1 |
282 |
1 |
1 |
14 |
914 |
| The Real Effects of Investor Sentiment |
0 |
0 |
0 |
190 |
0 |
1 |
9 |
805 |
| The Value Spread |
0 |
1 |
1 |
215 |
0 |
3 |
25 |
817 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
0 |
0 |
1 |
18 |
24 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
1 |
0 |
2 |
22 |
29 |
| What Drives Booms and Busts in Value? |
0 |
2 |
4 |
30 |
0 |
3 |
29 |
67 |
| Total Working Papers |
3 |
13 |
35 |
4,290 |
35 |
262 |
911 |
16,357 |
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