| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Dynamic Model of an Imperfectly Competitive Bid-Ask Market |
0 |
0 |
0 |
0 |
3 |
3 |
7 |
548 |
| A Model of Persuasion - With Implications for Financial Markets |
1 |
1 |
1 |
136 |
4 |
5 |
10 |
512 |
| A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers |
0 |
1 |
1 |
8 |
2 |
5 |
8 |
30 |
| A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers |
0 |
0 |
3 |
39 |
2 |
6 |
24 |
121 |
| A Preferred-Habitat Model of the Term Structure of Interest Rates |
0 |
2 |
5 |
270 |
14 |
23 |
52 |
1,192 |
| A Preferred-Habitat Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
173 |
1 |
6 |
9 |
938 |
| A Preferred-Habitat Model of the Term Structure of Interest Rates |
1 |
1 |
5 |
107 |
2 |
5 |
26 |
489 |
| A Search-Based Theory of the On-the-Run Phenomenon |
0 |
0 |
0 |
24 |
2 |
4 |
6 |
243 |
| A Search-Based Theory of the On-the-Run Phenomenon |
0 |
0 |
0 |
89 |
1 |
5 |
6 |
321 |
| A Search-Based Theory of the On-the-Run Phenomenon |
0 |
0 |
0 |
37 |
1 |
1 |
1 |
192 |
| A Search-Based Theory of the On-the-Run Phenomenon |
0 |
0 |
0 |
21 |
0 |
2 |
3 |
252 |
| A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers |
8 |
12 |
12 |
12 |
4 |
9 |
9 |
9 |
| A preferred-habitat model of the term structure of interest rates |
0 |
0 |
0 |
17 |
1 |
6 |
15 |
81 |
| A preferred-habitat model of the term structure of interest rates |
1 |
2 |
3 |
38 |
4 |
7 |
11 |
178 |
| A search-based theory of the on-the-run phenomenon |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
146 |
| A search-based theory of the on-the-run phenomenon |
0 |
0 |
0 |
3 |
3 |
5 |
9 |
172 |
| An Institutional Theory of Momentum and Reversal |
0 |
0 |
0 |
24 |
2 |
5 |
8 |
216 |
| An Institutional Theory of Momentum and Reversal |
0 |
0 |
0 |
62 |
3 |
7 |
11 |
405 |
| An Institutional Theory of Momentum and Reversal |
0 |
0 |
0 |
17 |
1 |
2 |
2 |
181 |
| An institutional Theory of Momentum and Reversal |
0 |
1 |
1 |
49 |
1 |
4 |
4 |
280 |
| An institutional theory of momentum and reversal |
0 |
0 |
0 |
10 |
4 |
7 |
8 |
126 |
| Asset Management Contracts and Equilibrium Prices |
0 |
0 |
0 |
9 |
3 |
4 |
10 |
136 |
| Asset Management Contracts and Equilibrium Prices |
0 |
0 |
0 |
28 |
0 |
2 |
3 |
145 |
| Asset management as creator of market inefficiency |
0 |
0 |
0 |
18 |
4 |
4 |
5 |
17 |
| Asset management contracts and equilibrium prices |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
| Asset management contracts and equilibrium prices |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
9 |
| Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt |
0 |
0 |
1 |
42 |
2 |
4 |
5 |
163 |
| Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt |
0 |
1 |
2 |
25 |
1 |
4 |
6 |
100 |
| Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
| Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt |
0 |
0 |
0 |
41 |
1 |
4 |
5 |
103 |
| Bond Supply and Excess Bond Returns |
0 |
0 |
0 |
69 |
7 |
8 |
10 |
273 |
| Bond Supply and Excess Bond Returns |
0 |
0 |
1 |
136 |
2 |
9 |
16 |
553 |
| Bond Supply and Excess Bond Returns |
0 |
0 |
2 |
120 |
0 |
3 |
8 |
499 |
| Bond market clienteles, the yield curve and the optimal maturity structure of government debt |
0 |
0 |
0 |
0 |
1 |
4 |
5 |
7 |
| Bond supply and excess bond returns |
0 |
0 |
1 |
16 |
7 |
12 |
14 |
115 |
| Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) |
0 |
1 |
3 |
4 |
2 |
6 |
11 |
12 |
| Curse of the benchmarks |
0 |
1 |
2 |
2 |
1 |
3 |
7 |
8 |
| Decentralization and the management of competition |
0 |
0 |
0 |
16 |
2 |
2 |
2 |
150 |
| ESBies - Safety in the tranches |
0 |
0 |
1 |
9 |
0 |
3 |
4 |
80 |
| ESBies: Safety in the Tranches |
0 |
0 |
0 |
25 |
1 |
2 |
6 |
166 |
| ESBies: Safety in the Tranches |
0 |
0 |
0 |
59 |
4 |
8 |
15 |
233 |
| ESBies: Safety in the tranches |
0 |
0 |
0 |
4 |
2 |
3 |
6 |
65 |
| ESBies: Safety in the tranches |
0 |
0 |
0 |
9 |
2 |
4 |
6 |
143 |
| ESBies: Safety in the tranches |
0 |
0 |
1 |
27 |
1 |
3 |
8 |
126 |
| ESBies: safety in the tranches |
0 |
0 |
1 |
23 |
2 |
4 |
7 |
87 |
| ESBies: safety in the tranches |
0 |
0 |
0 |
10 |
1 |
3 |
5 |
73 |
| Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs |
0 |
0 |
0 |
95 |
4 |
12 |
13 |
482 |
| Equilibrium and welfare in markets with financially constrained arbitrageurs |
0 |
1 |
2 |
20 |
31 |
41 |
44 |
162 |
| Equilibrium interest rate and liquidity premium with transaction costs |
0 |
0 |
1 |
11 |
3 |
8 |
10 |
65 |
| Financial Markets where Traders Neglect the Informational Content of Prices |
0 |
0 |
0 |
17 |
2 |
5 |
6 |
77 |
| Financial Markets where Traders Neglect the Informational Content of Prices |
0 |
0 |
0 |
28 |
3 |
8 |
12 |
116 |
| Financial markets where traders neglect the informational content of prices |
0 |
0 |
0 |
5 |
5 |
9 |
10 |
42 |
| Financial markets where traders neglect the informational content of prices |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
7 |
| Financially constrained arbitrage and cross-market contagion |
0 |
0 |
3 |
89 |
1 |
2 |
17 |
215 |
| Flight to Quality, Flight to Liquidity, and the Pricing of Risk |
0 |
1 |
2 |
527 |
6 |
18 |
43 |
1,779 |
| Flight to quality, flight to liquidity, and the pricing of risk |
0 |
0 |
1 |
35 |
6 |
14 |
18 |
302 |
| Forward Guidance in the Yield Curve: Short Rates versus Bond Supply |
0 |
0 |
1 |
57 |
3 |
6 |
9 |
86 |
| Forward Guidance in the Yield Curve: Short Rates versus Bond Supply |
1 |
1 |
2 |
33 |
3 |
4 |
11 |
96 |
| Fund Flows and Asset Prices: A Baseline Model |
0 |
0 |
0 |
50 |
0 |
1 |
2 |
164 |
| Fund flows and asset prices: a baseline model |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
| Limits of Arbitrage: The State of the Theory |
0 |
0 |
0 |
72 |
4 |
6 |
7 |
221 |
| Limits of Arbitrage: The State of the Theory |
0 |
0 |
0 |
75 |
1 |
2 |
5 |
222 |
| Limits of Arbitrage: The State of the Theory |
0 |
1 |
4 |
264 |
6 |
14 |
39 |
733 |
| Limits of arbitrage: the state of the theory |
0 |
0 |
0 |
1 |
5 |
6 |
8 |
11 |
| Liquidity Risk and the Dynamics of Arbitrage Capital |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
112 |
| Liquidity Risk and the Dynamics of Arbitrage Capital |
0 |
0 |
0 |
33 |
2 |
8 |
12 |
184 |
| Liquidity Risk and the Dynamics of Arbitrage Capital |
0 |
0 |
0 |
15 |
4 |
7 |
11 |
124 |
| Liquidity Risk and the Dynamics of Arbitrage Capital |
0 |
0 |
0 |
16 |
1 |
4 |
6 |
124 |
| Liquidity and Asset Prices: A Unified Framework |
0 |
0 |
0 |
38 |
1 |
5 |
8 |
129 |
| Liquidity and Asset Prices: A Unified Framework |
0 |
0 |
0 |
30 |
2 |
3 |
3 |
102 |
| Liquidity and Asset Prices: A Unified Framework |
0 |
1 |
1 |
137 |
2 |
7 |
10 |
348 |
| Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition |
0 |
0 |
1 |
77 |
0 |
2 |
4 |
207 |
| Liquidity and asset prices: a united framework |
0 |
0 |
0 |
4 |
1 |
3 |
4 |
42 |
| Liquidity and asset returns under asymmetric information and imperfect competition |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
8 |
| Liquidity risk and the dynamics of arbitrage capital |
0 |
0 |
0 |
5 |
0 |
3 |
3 |
17 |
| Liquidity risk and the dynamics of arbitrage capital |
0 |
0 |
0 |
2 |
2 |
4 |
4 |
102 |
| Market Liquidity - Theory and Empirical Evidence |
0 |
0 |
0 |
353 |
4 |
12 |
14 |
1,124 |
| Market Liquidity -- Theory and Empirical Evidence |
0 |
1 |
1 |
78 |
2 |
11 |
14 |
323 |
| Market liquidity - theory and empirical evidence |
0 |
0 |
1 |
1 |
2 |
4 |
6 |
8 |
| Passive Investing and the Rise of Mega-Firms |
2 |
2 |
4 |
23 |
9 |
12 |
21 |
142 |
| Passive investing and the rise of mega-firms |
1 |
8 |
8 |
8 |
1 |
4 |
4 |
4 |
| Persuasion Bias, Social Influence, and Uni-Dimensional Opinions |
0 |
0 |
3 |
148 |
4 |
9 |
19 |
893 |
| Persuasion bias, social influence, and uni-dimensional opinions |
0 |
0 |
1 |
32 |
1 |
10 |
16 |
217 |
| Preferred-Habitat Investors and the US Term Structure of Real Rates |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
129 |
| Preferred-habitat investors and the US term structure of real rates |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
220 |
| Preferred-habitat investors and the US term structure of real rates |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Price pressure in the government bond market |
1 |
1 |
1 |
26 |
2 |
2 |
3 |
143 |
| Search and Endogenous Concentration of Liquidity in Asset Markets |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
184 |
| Search and endogenous concentration of liquidity in asset markets |
0 |
0 |
0 |
7 |
0 |
6 |
9 |
74 |
| Strategic trading and welfare in a dynamic market |
0 |
0 |
0 |
4 |
2 |
6 |
7 |
131 |
| Strategic trading in a dynamic noisy market |
0 |
0 |
0 |
6 |
1 |
1 |
3 |
49 |
| Strong-form efficiency with monopolistic insiders |
0 |
1 |
1 |
13 |
2 |
5 |
7 |
57 |
| Supply and Demand and the Term Structure of Interest Rates |
0 |
0 |
0 |
12 |
3 |
6 |
8 |
30 |
| Supply and demand and the term structure of interest rates |
0 |
0 |
4 |
5 |
0 |
4 |
9 |
11 |
| The Analytics of the Greek Crisis |
0 |
0 |
0 |
35 |
5 |
7 |
8 |
183 |
| The Analytics of the Greek Crisis |
0 |
0 |
0 |
1 |
2 |
2 |
4 |
12 |
| The Analytics of the Greek Crisis |
0 |
0 |
0 |
85 |
1 |
7 |
8 |
210 |
| The Analytics of the Greek Crisis |
0 |
0 |
0 |
93 |
0 |
3 |
4 |
170 |
| The Distribution of Investor Beliefs, Stock Ownership and Stock Returns |
0 |
0 |
1 |
13 |
2 |
2 |
7 |
45 |
| The Distribution of Investor Beliefs, Stock Ownership and Stock Returns |
0 |
0 |
0 |
2 |
4 |
4 |
6 |
12 |
| The Dynamics of Financially Constrained Arbitrage |
0 |
0 |
1 |
9 |
1 |
2 |
5 |
132 |
| The Dynamics of Financially Constrained Arbitrage |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
146 |
| The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model |
0 |
0 |
0 |
38 |
2 |
3 |
4 |
147 |
| The Gambler's and Hot-Hand Fallacies: Theory and Applications |
0 |
1 |
1 |
180 |
2 |
8 |
13 |
1,112 |
| The Gambler's and Hot-Hand Fallacies:Theory and Applications |
0 |
0 |
0 |
58 |
4 |
6 |
9 |
297 |
| The Greek Economic Crisis and the Banks |
2 |
2 |
4 |
15 |
6 |
11 |
27 |
55 |
| The Greek economic crisis and the banks |
0 |
1 |
3 |
11 |
1 |
4 |
6 |
21 |
| The Impact of Green Investors on Stock Prices |
0 |
0 |
0 |
23 |
6 |
7 |
9 |
26 |
| The Impact of Green Investors on Stock Prices |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
| The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
1 |
105 |
2 |
5 |
12 |
360 |
| The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
0 |
128 |
21 |
22 |
22 |
438 |
| The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
1 |
17 |
2 |
3 |
6 |
88 |
| The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
0 |
23 |
2 |
6 |
8 |
119 |
| The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
99 |
| The Sovereign-Bank Diabolic Loop and Esbies |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
47 |
| The Sovereign-Bank Diabolic Loop and Esbies |
0 |
0 |
0 |
43 |
4 |
6 |
8 |
179 |
| The analytics of the Greek crisis |
0 |
0 |
0 |
54 |
3 |
3 |
4 |
136 |
| The analytics of the Greek crisis: celebratory centenary issue |
0 |
0 |
0 |
27 |
2 |
5 |
7 |
139 |
| The decentralization of information processing in the presence of interactions |
0 |
0 |
0 |
5 |
3 |
4 |
7 |
41 |
| The distribution of investor beliefs, stock ownership, and stock returns |
0 |
0 |
0 |
1 |
3 |
4 |
5 |
5 |
| The dynamics of financially constrained arbitrage |
0 |
0 |
0 |
13 |
4 |
7 |
10 |
75 |
| The dynamics of financially constrained arbitrage |
0 |
0 |
0 |
4 |
1 |
4 |
6 |
46 |
| The dynamics of financially constrained arbitrage |
0 |
0 |
0 |
1 |
3 |
4 |
5 |
9 |
| The dynamics of financially constrained arbitrage |
0 |
0 |
0 |
1 |
3 |
4 |
5 |
11 |
| The gambler's and hot-hand fallacies: theory and applications |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
71 |
| The impact of green investors on stock prices |
0 |
0 |
1 |
16 |
2 |
5 |
10 |
59 |
| The sovereign-bank diabolic loop and ESBies |
0 |
0 |
0 |
15 |
2 |
6 |
8 |
89 |
| The sovereign-bank diabolic loop and ESBies |
0 |
0 |
0 |
4 |
1 |
4 |
5 |
50 |
| The sovereign-bank diabolic loop and ESBies |
0 |
0 |
0 |
30 |
0 |
5 |
5 |
79 |
| The sovereign-bank diabolic loop and ESBies |
0 |
0 |
0 |
33 |
3 |
4 |
6 |
148 |
| Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing |
0 |
0 |
1 |
9 |
2 |
4 |
7 |
36 |
| Tracking biased weights: asset pricing implications of value-weighted indexing |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
9 |
| Transaction costs and asset prices: a dynamic equilibrium model |
0 |
0 |
0 |
6 |
3 |
7 |
9 |
80 |
| Total Working Papers |
18 |
45 |
103 |
5,510 |
348 |
717 |
1,175 |
24,916 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model of Financial Market Liquidity Based on Intermediary Capital |
0 |
0 |
0 |
57 |
1 |
2 |
5 |
218 |
| A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers |
1 |
1 |
1 |
1 |
6 |
15 |
15 |
15 |
| A Preferred‐Habitat Model of the Term Structure of Interest Rates |
0 |
1 |
12 |
65 |
9 |
19 |
51 |
299 |
| A Search‐Based Theory of the On‐the‐Run Phenomenon |
0 |
0 |
1 |
105 |
1 |
6 |
11 |
471 |
| An Institutional Theory of Momentum and Reversal |
0 |
0 |
3 |
58 |
5 |
13 |
25 |
412 |
| Asset Management Contracts and Equilibrium Prices |
0 |
1 |
3 |
8 |
3 |
9 |
33 |
79 |
| Asset Management as Creator of Market Inefficiency |
0 |
0 |
2 |
5 |
0 |
0 |
4 |
29 |
| Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt |
0 |
0 |
2 |
45 |
2 |
4 |
11 |
203 |
| Bond Supply and Excess Bond Returns |
0 |
0 |
5 |
127 |
2 |
10 |
34 |
483 |
| Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] |
0 |
0 |
0 |
26 |
2 |
3 |
8 |
84 |
| Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates |
0 |
0 |
1 |
5 |
2 |
4 |
10 |
36 |
| ESBies: safety in the tranches |
0 |
0 |
2 |
64 |
4 |
5 |
11 |
307 |
| Equilibrium and welfare in markets with financially constrained arbitrageurs |
0 |
1 |
3 |
264 |
2 |
6 |
26 |
742 |
| Equilibrium interest rate and liquidity premium with transaction costs |
0 |
0 |
0 |
130 |
2 |
4 |
5 |
704 |
| Financial Markets Where Traders Neglect the Informational Content of Prices |
0 |
0 |
1 |
22 |
1 |
3 |
10 |
155 |
| Introduction to financial economics |
0 |
0 |
1 |
110 |
0 |
1 |
4 |
356 |
| Limits of Arbitrage |
0 |
3 |
12 |
82 |
4 |
8 |
31 |
277 |
| Liquidity Risk and the Dynamics of Arbitrage Capital |
0 |
0 |
0 |
26 |
0 |
1 |
6 |
127 |
| Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition |
0 |
1 |
4 |
75 |
1 |
3 |
10 |
236 |
| Persuasion Bias, Social Influence, and Unidimensional Opinions |
0 |
1 |
6 |
390 |
3 |
11 |
32 |
1,840 |
| Price Pressure in the Government Bond Market |
0 |
0 |
0 |
116 |
1 |
4 |
9 |
348 |
| Quantitative Easing and Unconventional Monetary Policy – an Introduction |
0 |
2 |
6 |
501 |
1 |
10 |
23 |
1,441 |
| Search and endogenous concentration of liquidity in asset markets |
0 |
1 |
2 |
148 |
0 |
4 |
9 |
352 |
| Strategic Trading and Welfare in a Dynamic Market |
0 |
0 |
1 |
89 |
0 |
3 |
14 |
359 |
| Strategic Trading in a Dynamic Noisy Market |
1 |
1 |
3 |
111 |
2 |
3 |
9 |
297 |
| Strong-Form Efficiency with Monopolistic Insiders |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
193 |
| The Analytics of the Greek Crisis |
0 |
1 |
4 |
50 |
8 |
13 |
28 |
212 |
| The Decentralization of Information Processing in the Presence of Interactions |
0 |
0 |
0 |
44 |
1 |
4 |
10 |
257 |
| The Dynamics of Financially Constrained Arbitrage |
0 |
0 |
0 |
13 |
1 |
5 |
9 |
127 |
| The Gambler's and Hot-Hand Fallacies: Theory and Applications |
0 |
0 |
0 |
82 |
5 |
8 |
20 |
397 |
| The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
1 |
219 |
3 |
6 |
13 |
822 |
| Theories of Liquidity |
0 |
1 |
1 |
171 |
1 |
4 |
8 |
882 |
| Transaction Costs and Asset Prices: A Dynamic Equilibrium Model |
0 |
0 |
0 |
2 |
1 |
4 |
8 |
700 |
| Total Journal Articles |
2 |
15 |
77 |
3,264 |
74 |
195 |
503 |
13,460 |
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