| 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 |
4 |
5 |
111 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
1 |
3 |
20 |
25 |
31 |
42 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
1 |
20 |
6 |
10 |
19 |
82 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
1 |
70 |
3 |
4 |
12 |
141 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
2 |
3 |
5 |
386 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
0 |
13 |
6 |
8 |
10 |
154 |
| Best ideas |
0 |
0 |
0 |
42 |
2 |
10 |
18 |
134 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
1 |
3 |
5 |
8 |
21 |
30 |
36 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
0 |
3 |
4 |
2 |
4 |
24 |
29 |
| Connected Stocks |
0 |
0 |
0 |
73 |
5 |
7 |
12 |
354 |
| Connected stocks |
1 |
1 |
1 |
10 |
4 |
4 |
6 |
102 |
| Does Diversification Destroy Value? Evidence From Industry Shocks |
0 |
1 |
1 |
578 |
5 |
6 |
10 |
1,437 |
| Does Diversification Destroy Value? Evidence from Industry Shocks." |
0 |
0 |
0 |
103 |
1 |
3 |
3 |
582 |
| Financial Constraints and Stock Returns |
0 |
0 |
2 |
435 |
10 |
19 |
29 |
1,617 |
| Financial Constraints and Stock Returns." |
0 |
0 |
0 |
67 |
7 |
9 |
12 |
482 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
1 |
2 |
232 |
8 |
14 |
23 |
906 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
235 |
0 |
2 |
5 |
803 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
28 |
2 |
5 |
6 |
153 |
| Hard Times |
0 |
0 |
0 |
23 |
2 |
6 |
13 |
171 |
| Hard Times |
0 |
0 |
0 |
78 |
4 |
8 |
10 |
375 |
| Inferring Arbitrage Activity from Return Correlations |
0 |
0 |
0 |
88 |
1 |
3 |
6 |
367 |
| Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis |
0 |
0 |
0 |
398 |
8 |
13 |
17 |
1,379 |
| New Forecasts of the Equity Premium |
0 |
0 |
0 |
143 |
7 |
8 |
10 |
413 |
| New in Town: Demographics, Immigration, and the Price of Real Estate |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
66 |
| Putting the price in asset pricing |
0 |
1 |
2 |
4 |
3 |
4 |
9 |
16 |
| Ripples into waves: trade networks, economic activity, and asset prices |
0 |
0 |
0 |
6 |
8 |
13 |
17 |
28 |
| Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
0 |
5 |
3 |
5 |
6 |
47 |
| Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
1 |
51 |
1 |
4 |
6 |
129 |
| The Booms and Busts of Beta Arbitrage |
0 |
0 |
0 |
62 |
6 |
18 |
21 |
237 |
| The Diversification Discount: Cash Flows vs. Returns |
0 |
0 |
0 |
327 |
4 |
6 |
9 |
1,342 |
| The Diversification Discount: Cash Flows vs. Returns." |
0 |
0 |
0 |
64 |
1 |
3 |
5 |
459 |
| The Price is (Almost) Right |
0 |
0 |
0 |
200 |
6 |
8 |
11 |
658 |
| The Real Effects of Investor Sentiment |
0 |
0 |
1 |
282 |
4 |
4 |
9 |
907 |
| The Real Effects of Investor Sentiment |
0 |
0 |
0 |
190 |
1 |
1 |
10 |
799 |
| The Value Spread |
0 |
0 |
0 |
214 |
3 |
11 |
18 |
808 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
0 |
2 |
5 |
9 |
13 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
1 |
6 |
8 |
11 |
18 |
| What Drives Booms and Busts in Value? |
1 |
1 |
6 |
28 |
6 |
13 |
29 |
58 |
| Total Working Papers |
2 |
6 |
26 |
4,266 |
171 |
303 |
492 |
15,841 |
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