| 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 |
3 |
3 |
109 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
1 |
20 |
3 |
5 |
13 |
76 |
| A tug of war: overnight versus intraday expected returns |
0 |
0 |
1 |
3 |
3 |
7 |
11 |
22 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
1 |
70 |
1 |
2 |
9 |
138 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
0 |
2 |
4 |
384 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
1 |
13 |
2 |
4 |
5 |
148 |
| Best ideas |
0 |
0 |
0 |
42 |
7 |
10 |
17 |
132 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
2 |
3 |
5 |
9 |
16 |
22 |
28 |
| Comomentum: inferring arbitrage activity from return correlations |
0 |
0 |
3 |
4 |
2 |
3 |
22 |
27 |
| Connected Stocks |
0 |
0 |
0 |
73 |
1 |
5 |
7 |
349 |
| Connected stocks |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
98 |
| Does Diversification Destroy Value? Evidence From Industry Shocks |
1 |
1 |
1 |
578 |
1 |
3 |
5 |
1,432 |
| Does Diversification Destroy Value? Evidence from Industry Shocks." |
0 |
0 |
0 |
103 |
2 |
2 |
2 |
581 |
| Financial Constraints and Stock Returns |
0 |
0 |
3 |
435 |
2 |
11 |
20 |
1,607 |
| Financial Constraints and Stock Returns." |
0 |
0 |
0 |
67 |
2 |
2 |
5 |
475 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
235 |
1 |
3 |
6 |
803 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
2 |
2 |
232 |
4 |
8 |
16 |
898 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
28 |
0 |
3 |
4 |
151 |
| Hard Times |
0 |
0 |
0 |
23 |
2 |
7 |
12 |
169 |
| Hard Times |
0 |
0 |
0 |
78 |
2 |
5 |
6 |
371 |
| Inferring Arbitrage Activity from Return Correlations |
0 |
0 |
0 |
88 |
1 |
2 |
6 |
366 |
| Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis |
0 |
0 |
0 |
398 |
3 |
6 |
9 |
1,371 |
| New Forecasts of the Equity Premium |
0 |
0 |
0 |
143 |
0 |
2 |
3 |
406 |
| New in Town: Demographics, Immigration, and the Price of Real Estate |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
64 |
| Putting the price in asset pricing |
1 |
1 |
2 |
4 |
1 |
3 |
6 |
13 |
| Ripples into waves: trade networks, economic activity, and asset prices |
0 |
0 |
0 |
6 |
2 |
7 |
11 |
20 |
| Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
0 |
5 |
1 |
2 |
3 |
44 |
| Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year |
0 |
0 |
1 |
51 |
0 |
4 |
5 |
128 |
| The Booms and Busts of Beta Arbitrage |
0 |
0 |
0 |
62 |
9 |
14 |
15 |
231 |
| The Diversification Discount: Cash Flows vs. Returns |
0 |
0 |
0 |
327 |
1 |
2 |
5 |
1,338 |
| The Diversification Discount: Cash Flows vs. Returns." |
0 |
0 |
0 |
64 |
1 |
4 |
4 |
458 |
| The Price is (Almost) Right |
0 |
0 |
0 |
200 |
1 |
2 |
5 |
652 |
| The Real Effects of Investor Sentiment |
0 |
0 |
0 |
190 |
0 |
2 |
9 |
798 |
| The Real Effects of Investor Sentiment |
0 |
0 |
1 |
282 |
0 |
2 |
5 |
903 |
| The Value Spread |
0 |
0 |
0 |
214 |
3 |
10 |
15 |
805 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
1 |
1 |
5 |
5 |
12 |
| The booms and busts of beta arbitrage |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
11 |
| What Drives Booms and Busts in Value? |
0 |
0 |
5 |
27 |
3 |
9 |
23 |
52 |
| Total Working Papers |
2 |
6 |
27 |
4,264 |
74 |
186 |
332 |
15,670 |
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