Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money |
0 |
0 |
0 |
164 |
0 |
1 |
3 |
459 |
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
159 |
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
452 |
Can cohort data be treated as genuine panal data? |
0 |
1 |
1 |
18 |
1 |
2 |
4 |
50 |
Can cohort data be treated as genuine panel data? |
0 |
0 |
1 |
20 |
0 |
0 |
3 |
86 |
Do Banks Influence the Capital Structure Choices of Firms? |
0 |
2 |
3 |
330 |
0 |
2 |
3 |
809 |
Do Countries or Industries Explain Momentum in Europe? |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
44 |
Do Countries or Industries Explain Momentum in Europe? |
0 |
0 |
0 |
148 |
0 |
0 |
0 |
556 |
Do Sophisticated Investors Believe in the Law of Small Numbers? |
0 |
0 |
0 |
80 |
1 |
1 |
2 |
221 |
Do countries or industries explain momentum in Europe? |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
40 |
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample |
0 |
0 |
2 |
159 |
0 |
0 |
4 |
1,013 |
Eliminating biases in evaluating mutual fund performance from a survivorship free sample |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
27 |
Eliminating look-ahead bias in evaluating persistence in mutual fund performance |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
67 |
Estimating Dynamic Models from Repeated Cross-Sections |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
35 |
Estimating and interpreting models with endogenous treatment effects: The relationship between competing estimators of the union impact on wages |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
24 |
Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
508 |
Estimating and testing simultaneous equation panel data models with censored endogenous variables |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
25 |
Estimating dynamic models from repeated cross-sections |
0 |
0 |
0 |
45 |
1 |
1 |
2 |
137 |
Estimating short-run persistence in mutual fund performance |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
31 |
Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
132 |
Estimating the impact of endogenous union choice on wages using panel data (Revised version) |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
13 |
Estimation of time dependent parameters in linear models using cross sections, panels or both |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
12 |
Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
258 |
Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models |
0 |
0 |
0 |
299 |
0 |
0 |
0 |
652 |
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models |
0 |
0 |
0 |
201 |
0 |
0 |
2 |
528 |
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models |
0 |
0 |
0 |
543 |
0 |
0 |
1 |
1,386 |
Evaluating portfolio value-at-risk using semi-parametric GARCH models |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
36 |
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights |
0 |
0 |
1 |
99 |
0 |
0 |
1 |
250 |
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight |
0 |
0 |
0 |
96 |
0 |
1 |
3 |
163 |
Fund liquidation, self-selection and look-ahead bias in the hedge fund industry |
0 |
0 |
0 |
136 |
0 |
0 |
4 |
815 |
Hedge fund flows and performance streaks: How investors weigh information |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
139 |
Incomplete Panels and Selection Bias: A Survey |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
873 |
Incomplete panels and selection bias: A survey |
0 |
0 |
0 |
41 |
0 |
2 |
4 |
79 |
Market Timing: A Decomposition of Mutual Fund Returns |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
50 |
Market timing: A decomposition of mutual fund returns |
0 |
0 |
0 |
159 |
0 |
0 |
1 |
596 |
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
369 |
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
32 |
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
16 |
Non-response in panel data: The impact on estimates of a life cycle consumption function |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
60 |
On the estimation of a fixed effects model with selective non-response |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
8 |
Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
109 |
Predictive gains from forecast combinations using time-varying model weights |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
109 |
Real Estate Allocation in an ALM Framework |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
19 |
Selecting Copulas for Risk Management |
0 |
1 |
3 |
661 |
0 |
1 |
3 |
1,596 |
Stress Testing with Student's t Dependence |
0 |
0 |
0 |
138 |
0 |
1 |
1 |
511 |
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
61 |
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance |
0 |
0 |
0 |
341 |
0 |
0 |
2 |
974 |
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
452 |
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
404 |
Testing for selectivity bias in panel data models |
0 |
0 |
1 |
15 |
0 |
0 |
4 |
80 |
Testing for selectivity in panel data models |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
52 |
The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
0 |
0 |
600 |
0 |
0 |
0 |
1,280 |
The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
0 |
1 |
139 |
1 |
1 |
3 |
213 |
The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
39 |
The effects of systemic crises when investors can be crisis ignorant |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
171 |
The efficiency of rotating panel designs in an analysis of variance model |
0 |
1 |
1 |
5 |
1 |
2 |
2 |
23 |
The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
14 |
The optimal choice of controls and pre-experimental observations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
The optimal design of rotating panels in a simple analysis of variance model |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
23 |
Two-step estimation of panel data models with censored endogenous variables and selection bias |
0 |
0 |
1 |
29 |
1 |
1 |
5 |
119 |
Two-step estimation of simultaneous equation panel data models with censored endogenous variables |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
313 |
Total Working Papers |
0 |
5 |
18 |
4,869 |
9 |
23 |
88 |
17,784 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Guide to Modern Econometrics |
1 |
4 |
11 |
562 |
3 |
11 |
43 |
1,464 |
A multivariate nonparametric test for return and volatility timing |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
97 |
An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
71 |
Better than the original? The relative success of copycat funds |
0 |
0 |
3 |
62 |
1 |
3 |
12 |
285 |
Can Cohort Data Be Treated as Genuine Panel Data? |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
585 |
Can Mutual Fund Investors Distinguish Good from Bad Managers? |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
27 |
Cross-sectional learning and short-run persistence in mutual fund performance |
0 |
1 |
2 |
71 |
1 |
3 |
9 |
241 |
DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? |
0 |
0 |
2 |
34 |
0 |
0 |
2 |
135 |
Do countries or industries explain momentum in Europe? |
1 |
1 |
3 |
132 |
1 |
2 |
10 |
490 |
Eliminating look-ahead bias in evaluating persistence in mutual fund performance |
0 |
1 |
1 |
125 |
0 |
1 |
3 |
364 |
Estimating Short-Run Persistence In Mutual Fund Performance |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
285 |
Estimating and Interpreting Models with Endogenous Treatment Effects |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
779 |
Estimating dynamic models from repeated cross-sections |
0 |
0 |
2 |
246 |
1 |
2 |
13 |
535 |
Estimating the returns to education for Australian youth via rank-order instrumental variables |
0 |
0 |
2 |
73 |
0 |
0 |
6 |
269 |
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both |
0 |
0 |
0 |
64 |
1 |
1 |
1 |
139 |
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models |
0 |
0 |
0 |
47 |
0 |
2 |
4 |
175 |
Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree |
1 |
1 |
6 |
261 |
3 |
4 |
21 |
989 |
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
217 |
Front-running of mutual fund fire-sales |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
121 |
Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry |
0 |
0 |
1 |
31 |
0 |
1 |
3 |
206 |
Hedge Fund Flows and Performance Streaks: How Investors Weigh Information |
1 |
1 |
6 |
6 |
1 |
2 |
12 |
14 |
Information Content When Mutual Funds Deviate from Benchmarks |
0 |
0 |
2 |
8 |
0 |
1 |
4 |
68 |
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections |
0 |
0 |
0 |
161 |
2 |
4 |
7 |
510 |
Missing measurements in econometric models with no auxiliary relations |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
35 |
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function |
0 |
0 |
1 |
241 |
0 |
2 |
5 |
538 |
On the Use of Multifactor Models to Evaluate Mutual Fund Performance |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
132 |
On the estimation of a fixed effects model with selectivity bias |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
156 |
Panel Data Models |
1 |
2 |
10 |
364 |
3 |
5 |
32 |
783 |
Portfolio implications of systemic crises |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
136 |
Real Estate in an ALM Framework: The Case of Fair Value Accounting |
0 |
0 |
2 |
34 |
0 |
0 |
2 |
156 |
Selecting copulas for risk management |
1 |
3 |
9 |
184 |
1 |
10 |
22 |
513 |
Short-term residual reversal |
0 |
1 |
7 |
59 |
0 |
3 |
17 |
284 |
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance |
0 |
0 |
1 |
63 |
0 |
0 |
4 |
253 |
Testing for Selectivity Bias in Panel Data Models |
0 |
0 |
3 |
699 |
1 |
1 |
23 |
1,827 |
The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
0 |
2 |
76 |
0 |
0 |
10 |
260 |
The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory |
0 |
0 |
1 |
37 |
2 |
2 |
7 |
129 |
The efficiency of rotating-panel designs in an analysis-of-variance model |
0 |
0 |
0 |
31 |
1 |
1 |
3 |
132 |
The optimal choice of controls and pre-experimental observations |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
107 |
Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds* |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
15 |
Two-step estimation of panel data models with censored endogenous variables and selection bias |
0 |
0 |
3 |
436 |
2 |
2 |
22 |
962 |
Using linear regression to establish empirical relationships |
1 |
1 |
2 |
24 |
1 |
1 |
8 |
98 |
Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men |
8 |
12 |
35 |
850 |
11 |
21 |
79 |
1,658 |
Total Journal Articles |
15 |
28 |
118 |
5,331 |
37 |
88 |
404 |
16,240 |