| 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 |
0 |
0 |
1 |
106 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
1 |
3 |
1 |
2 |
4 |
15 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
1 |
20 |
1 |
3 |
12 |
71 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
1 |
70 |
2 |
4 |
9 |
136 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
0 |
0 |
3 |
382 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
144 |
| Best ideas |
0 |
0 |
1 |
42 |
0 |
0 |
13 |
122 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
1 |
1 |
3 |
0 |
4 |
8 |
12 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
3 |
3 |
4 |
1 |
19 |
20 |
24 |
| Connected Stocks |
0 |
0 |
0 |
73 |
0 |
0 |
3 |
344 |
| Connected stocks |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
97 |
| Does Diversification Destroy Value? Evidence From Industry Shocks |
0 |
0 |
0 |
577 |
1 |
2 |
4 |
1,429 |
| Does Diversification Destroy Value? Evidence from Industry Shocks." |
0 |
0 |
0 |
103 |
0 |
0 |
1 |
579 |
| Financial Constraints and Stock Returns |
0 |
0 |
4 |
435 |
0 |
1 |
15 |
1,596 |
| Financial Constraints and Stock Returns." |
0 |
0 |
0 |
67 |
0 |
2 |
6 |
473 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
28 |
0 |
0 |
2 |
148 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
235 |
0 |
1 |
4 |
800 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
230 |
2 |
4 |
11 |
890 |
| Hard Times |
0 |
0 |
0 |
23 |
1 |
1 |
8 |
162 |
| Hard Times |
0 |
0 |
0 |
78 |
1 |
1 |
1 |
366 |
| Inferring Arbitrage Activity from Return Correlations |
0 |
0 |
0 |
88 |
0 |
2 |
5 |
364 |
| Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis |
0 |
0 |
0 |
398 |
0 |
0 |
7 |
1,365 |
| New Forecasts of the Equity Premium |
0 |
0 |
0 |
143 |
0 |
0 |
1 |
404 |
| New in Town: Demographics, Immigration, and the Price of Real Estate |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
61 |
| Putting the price in asset pricing |
0 |
0 |
2 |
3 |
0 |
0 |
6 |
10 |
| Ripples into waves: trade networks, economic activity, and asset prices |
0 |
0 |
0 |
6 |
0 |
1 |
5 |
13 |
| Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
42 |
| Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year |
0 |
1 |
1 |
51 |
0 |
1 |
1 |
124 |
| The Booms and Busts of Beta Arbitrage |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
217 |
| The Diversification Discount: Cash Flows vs. Returns |
0 |
0 |
0 |
327 |
1 |
2 |
3 |
1,336 |
| The Diversification Discount: Cash Flows vs. Returns." |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
454 |
| The Price is (Almost) Right |
0 |
0 |
0 |
200 |
0 |
1 |
5 |
650 |
| The Real Effects of Investor Sentiment |
0 |
1 |
2 |
282 |
0 |
1 |
6 |
901 |
| The Real Effects of Investor Sentiment |
0 |
0 |
0 |
190 |
0 |
1 |
8 |
796 |
| The Value Spread |
0 |
0 |
1 |
214 |
0 |
4 |
9 |
795 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
7 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
| What Drives Booms and Busts in Value? |
0 |
1 |
6 |
27 |
3 |
5 |
18 |
43 |
| Total Working Papers |
0 |
7 |
27 |
4,258 |
15 |
63 |
214 |
15,484 |
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