| 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 |
3 |
3 |
14 |
121 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
0 |
20 |
34 |
64 |
106 |
178 |
| A tug of war: overnight versus intraday expected returns |
1 |
12 |
17 |
20 |
22 |
104 |
307 |
324 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
4 |
4 |
11 |
394 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
70 |
3 |
4 |
12 |
149 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
1 |
14 |
0 |
1 |
13 |
159 |
| Best ideas |
0 |
1 |
5 |
47 |
9 |
26 |
66 |
190 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
3 |
5 |
9 |
1 |
8 |
32 |
57 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
1 |
6 |
10 |
3 |
20 |
71 |
86 |
| Connected Stocks |
0 |
0 |
1 |
74 |
4 |
6 |
28 |
375 |
| Connected stocks |
0 |
0 |
2 |
11 |
2 |
4 |
18 |
116 |
| Does Diversification Destroy Value? Evidence From Industry Shocks |
0 |
0 |
1 |
578 |
3 |
3 |
16 |
1,447 |
| Does Diversification Destroy Value? Evidence from Industry Shocks." |
0 |
0 |
0 |
103 |
2 |
2 |
8 |
587 |
| Financial Constraints and Stock Returns |
0 |
0 |
2 |
437 |
4 |
7 |
40 |
1,638 |
| Financial Constraints and Stock Returns." |
0 |
0 |
0 |
67 |
0 |
4 |
23 |
496 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
235 |
3 |
6 |
13 |
814 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
2 |
233 |
1 |
1 |
26 |
918 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
28 |
4 |
6 |
19 |
167 |
| Hard Times |
0 |
0 |
0 |
23 |
1 |
1 |
10 |
175 |
| Hard Times |
0 |
0 |
0 |
78 |
1 |
2 |
17 |
384 |
| Inferring Arbitrage Activity from Return Correlations |
0 |
0 |
0 |
88 |
6 |
7 |
13 |
377 |
| Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis |
1 |
1 |
1 |
399 |
4 |
10 |
38 |
1,404 |
| New Forecasts of the Equity Premium |
0 |
0 |
0 |
143 |
2 |
3 |
16 |
421 |
| New in Town: Demographics, Immigration, and the Price of Real Estate |
0 |
0 |
0 |
0 |
3 |
4 |
11 |
73 |
| Putting the price in asset pricing |
0 |
0 |
1 |
4 |
0 |
0 |
9 |
21 |
| Ripples into waves: trade networks, economic activity, and asset prices |
0 |
0 |
0 |
6 |
3 |
5 |
21 |
36 |
| Scale or yield? A present-value identity |
0 |
0 |
1 |
1 |
2 |
7 |
13 |
13 |
| Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
0 |
5 |
4 |
5 |
16 |
58 |
| Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
0 |
51 |
3 |
4 |
9 |
134 |
| The Booms and Busts of Beta Arbitrage |
0 |
0 |
0 |
62 |
2 |
2 |
25 |
244 |
| The Diversification Discount: Cash Flows vs. Returns |
0 |
0 |
0 |
327 |
2 |
2 |
15 |
1,351 |
| The Diversification Discount: Cash Flows vs. Returns." |
0 |
0 |
0 |
64 |
4 |
4 |
10 |
466 |
| The Price is (Almost) Right |
0 |
0 |
0 |
200 |
1 |
4 |
17 |
667 |
| The Real Effects of Investor Sentiment |
0 |
0 |
0 |
190 |
0 |
0 |
7 |
805 |
| The Real Effects of Investor Sentiment |
0 |
0 |
0 |
282 |
3 |
4 |
15 |
918 |
| The Value Spread |
0 |
0 |
1 |
215 |
3 |
4 |
24 |
821 |
| The booms and busts of beta arbitrage |
1 |
1 |
1 |
2 |
4 |
5 |
24 |
34 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
0 |
1 |
2 |
18 |
26 |
| What Drives Booms and Busts in Value? |
0 |
0 |
3 |
30 |
1 |
3 |
25 |
70 |
| Total Working Papers |
3 |
19 |
50 |
4,310 |
152 |
351 |
1,176 |
16,714 |
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