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12 months |
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Last month |
3 months |
12 months |
Total |
A Dynamic Model of an Imperfectly Competitive Bid-Ask Market |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
540 |
A Model of Persuasion - With Implications for Financial Markets |
0 |
0 |
1 |
134 |
0 |
0 |
2 |
500 |
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers |
0 |
2 |
9 |
29 |
3 |
13 |
38 |
71 |
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers |
0 |
0 |
2 |
4 |
0 |
0 |
6 |
15 |
A Preferred-Habitat Model of the Term Structure of Interest Rates |
0 |
3 |
15 |
98 |
2 |
13 |
66 |
425 |
A Preferred-Habitat Model of the Term Structure of Interest Rates |
0 |
0 |
2 |
173 |
0 |
3 |
7 |
921 |
A Preferred-Habitat Model of the Term Structure of Interest Rates |
0 |
0 |
4 |
264 |
5 |
10 |
42 |
1,115 |
A Search-Based Theory of the On-the-Run Phenomenon |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
189 |
A Search-Based Theory of the On-the-Run Phenomenon |
0 |
0 |
0 |
24 |
0 |
0 |
38 |
237 |
A Search-Based Theory of the On-the-Run Phenomenon |
0 |
0 |
0 |
21 |
0 |
0 |
33 |
249 |
A Search-Based Theory of the On-the-Run Phenomenon |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
314 |
A preferred-habitat model of the term structure of interest rates |
1 |
1 |
2 |
16 |
2 |
2 |
11 |
55 |
A preferred-habitat model of the term structure of interest rates |
0 |
0 |
2 |
34 |
0 |
0 |
7 |
160 |
A search-based theory of the on-the-run phenomenon |
0 |
0 |
0 |
3 |
0 |
0 |
22 |
163 |
A search-based theory of the on-the-run phenomenon |
0 |
0 |
0 |
1 |
0 |
0 |
34 |
143 |
An Institutional Theory of Momentum and Reversal |
0 |
0 |
0 |
24 |
0 |
1 |
18 |
208 |
An Institutional Theory of Momentum and Reversal |
0 |
0 |
0 |
17 |
0 |
0 |
27 |
178 |
An Institutional Theory of Momentum and Reversal |
0 |
0 |
0 |
62 |
0 |
0 |
15 |
389 |
An institutional Theory of Momentum and Reversal |
0 |
0 |
0 |
48 |
0 |
0 |
26 |
274 |
An institutional theory of momentum and reversal |
0 |
0 |
0 |
10 |
0 |
0 |
19 |
115 |
Asset Management Contracts and Equilibrium Prices |
0 |
0 |
0 |
8 |
0 |
0 |
5 |
122 |
Asset Management Contracts and Equilibrium Prices |
0 |
0 |
0 |
27 |
0 |
0 |
4 |
140 |
Asset management contracts and equilibrium prices |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt |
0 |
0 |
0 |
41 |
0 |
1 |
2 |
158 |
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt |
0 |
1 |
1 |
23 |
2 |
4 |
6 |
92 |
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt |
0 |
0 |
0 |
41 |
0 |
1 |
3 |
94 |
Bond Supply and Excess Bond Returns |
0 |
0 |
0 |
117 |
0 |
0 |
2 |
488 |
Bond Supply and Excess Bond Returns |
0 |
0 |
0 |
68 |
0 |
1 |
1 |
260 |
Bond Supply and Excess Bond Returns |
0 |
1 |
2 |
134 |
1 |
3 |
6 |
528 |
Bond supply and excess bond returns |
0 |
0 |
0 |
14 |
0 |
0 |
4 |
95 |
Decentralization and the management of competition |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
147 |
ESBies - Safety in the tranches |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
69 |
ESBies: Safety in the Tranches |
0 |
1 |
1 |
59 |
1 |
3 |
8 |
213 |
ESBies: Safety in the Tranches |
0 |
0 |
0 |
25 |
0 |
0 |
7 |
158 |
ESBies: Safety in the tranches |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
136 |
ESBies: Safety in the tranches |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
117 |
ESBies: Safety in the tranches |
0 |
0 |
0 |
4 |
1 |
2 |
7 |
58 |
ESBies: safety in the tranches |
0 |
0 |
2 |
22 |
0 |
0 |
2 |
74 |
ESBies: safety in the tranches |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
59 |
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs |
0 |
0 |
1 |
94 |
1 |
1 |
3 |
465 |
Equilibrium and welfare in markets with financially constrained arbitrageurs |
1 |
1 |
3 |
17 |
1 |
1 |
9 |
115 |
Equilibrium interest rate and liquidity premium with transaction costs |
0 |
1 |
1 |
10 |
0 |
1 |
3 |
54 |
Financial Markets where Traders Neglect the Informational Content of Prices |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
103 |
Financial Markets where Traders Neglect the Informational Content of Prices |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
69 |
Financial markets where traders neglect the informational content of prices |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
22 |
Financially constrained arbitrage and cross-market contagion |
0 |
0 |
0 |
83 |
0 |
2 |
3 |
192 |
Flight to Quality, Flight to Liquidity, and the Pricing of Risk |
0 |
1 |
4 |
522 |
0 |
1 |
49 |
1,719 |
Flight to quality, flight to liquidity, and the pricing of risk |
0 |
1 |
7 |
33 |
3 |
5 |
56 |
277 |
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
82 |
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
75 |
Fund Flows and Asset Prices: A Baseline Model |
0 |
0 |
0 |
50 |
0 |
1 |
2 |
161 |
Limits of Arbitrage: The State of the Theory |
0 |
0 |
1 |
74 |
0 |
1 |
6 |
213 |
Limits of Arbitrage: The State of the Theory |
1 |
4 |
10 |
253 |
3 |
8 |
37 |
648 |
Limits of Arbitrage: The State of the Theory |
0 |
2 |
3 |
71 |
0 |
4 |
6 |
210 |
Liquidity Risk and the Dynamics of Arbitrage Capital |
0 |
0 |
0 |
15 |
0 |
0 |
17 |
113 |
Liquidity Risk and the Dynamics of Arbitrage Capital |
0 |
0 |
0 |
32 |
0 |
0 |
29 |
171 |
Liquidity Risk and the Dynamics of Arbitrage Capital |
0 |
0 |
0 |
16 |
0 |
0 |
23 |
116 |
Liquidity Risk and the Dynamics of Arbitrage Capital |
0 |
0 |
0 |
0 |
0 |
0 |
17 |
106 |
Liquidity and Asset Prices: A Unified Framework |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
99 |
Liquidity and Asset Prices: A Unified Framework |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
120 |
Liquidity and Asset Prices: A Unified Framework |
0 |
0 |
0 |
135 |
0 |
0 |
1 |
332 |
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition |
0 |
0 |
0 |
75 |
0 |
0 |
2 |
201 |
Liquidity and asset prices: a united framework |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
36 |
Liquidity risk and the dynamics of arbitrage capital |
0 |
0 |
0 |
2 |
0 |
0 |
24 |
97 |
Liquidity risk and the dynamics of arbitrage capital |
0 |
1 |
1 |
5 |
0 |
1 |
1 |
14 |
Market Liquidity - Theory and Empirical Evidence |
0 |
0 |
1 |
352 |
2 |
4 |
15 |
1,101 |
Market Liquidity -- Theory and Empirical Evidence |
0 |
0 |
0 |
77 |
0 |
1 |
4 |
297 |
Passive Investing and the Rise of Mega-Firms |
0 |
0 |
0 |
18 |
2 |
3 |
9 |
109 |
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions |
0 |
1 |
5 |
142 |
1 |
3 |
39 |
863 |
Persuasion bias, social influence, and uni-dimensional opinions |
0 |
0 |
1 |
28 |
0 |
1 |
8 |
191 |
Preferred-Habitat Investors and the US Term Structure of Real Rates |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
125 |
Preferred-habitat investors and the US term structure of real rates |
0 |
0 |
0 |
50 |
0 |
4 |
9 |
214 |
Price pressure in the government bond market |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
137 |
Search and Endogenous Concentration of Liquidity in Asset Markets |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
178 |
Search and endogenous concentration of liquidity in asset markets |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
64 |
Strategic trading and welfare in a dynamic market |
0 |
0 |
0 |
4 |
0 |
0 |
27 |
124 |
Strategic trading in a dynamic noisy market |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
46 |
Strong-form efficiency with monopolistic insiders |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
49 |
The Analytics of the Greek Crisis |
0 |
0 |
1 |
84 |
0 |
0 |
7 |
199 |
The Analytics of the Greek Crisis |
0 |
0 |
0 |
92 |
0 |
0 |
8 |
162 |
The Analytics of the Greek Crisis |
0 |
0 |
0 |
34 |
0 |
0 |
29 |
172 |
The Analytics of the Greek Crisis |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
5 |
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
38 |
The Dynamics of Financially Constrained Arbitrage |
0 |
0 |
0 |
8 |
0 |
2 |
30 |
124 |
The Dynamics of Financially Constrained Arbitrage |
0 |
0 |
0 |
6 |
0 |
0 |
24 |
141 |
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
142 |
The Gambler's and Hot-Hand Fallacies: Theory and Applications |
0 |
0 |
3 |
179 |
0 |
0 |
9 |
1,092 |
The Gambler's and Hot-Hand Fallacies:Theory and Applications |
0 |
0 |
1 |
58 |
0 |
0 |
6 |
285 |
The Greek economic crisis and the banks |
3 |
3 |
8 |
8 |
4 |
4 |
12 |
12 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
0 |
128 |
0 |
0 |
2 |
414 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
79 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
1 |
4 |
39 |
1 |
3 |
10 |
89 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
109 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
1 |
103 |
0 |
1 |
18 |
338 |
The Sovereign-Bank Diabolic Loop and Esbies |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
36 |
The Sovereign-Bank Diabolic Loop and Esbies |
0 |
0 |
1 |
43 |
0 |
0 |
6 |
168 |
The analytics of the Greek crisis |
0 |
0 |
2 |
53 |
0 |
0 |
30 |
127 |
The analytics of the Greek crisis: celebratory centenary issue |
0 |
0 |
0 |
27 |
0 |
0 |
38 |
130 |
The decentralization of information processing in the presence of interactions |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
33 |
The dynamics of financially constrained arbitrage |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
40 |
The dynamics of financially constrained arbitrage |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
64 |
The gambler's and hot-hand fallacies: theory and applications |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
64 |
The sovereign-bank diabolic loop and ESBies |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
73 |
The sovereign-bank diabolic loop and ESBies |
0 |
0 |
2 |
15 |
0 |
0 |
3 |
78 |
The sovereign-bank diabolic loop and ESBies |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
42 |
The sovereign-bank diabolic loop and ESBies |
1 |
2 |
3 |
33 |
2 |
5 |
10 |
140 |
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing |
0 |
0 |
3 |
8 |
0 |
1 |
7 |
24 |
Transaction costs and asset prices: a dynamic equilibrium model |
0 |
1 |
1 |
5 |
0 |
1 |
1 |
70 |
Total Working Papers |
7 |
28 |
111 |
5,251 |
40 |
121 |
1,173 |
23,082 |