| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
65 |
| ACCRUALS AND MOMENTUM |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
44 |
| An empirical investigation on the time-series behavior of the U.S.-China trade deficit |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
155 |
| An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan |
0 |
0 |
0 |
37 |
0 |
2 |
7 |
592 |
| Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test |
0 |
0 |
0 |
249 |
0 |
0 |
1 |
615 |
| Are the U.S. Exports to and Imports from Japan Cointegrated? |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
59 |
| Are there rational bubbles in foreign exchange markets? Evidence from an alternative test |
0 |
0 |
0 |
94 |
0 |
0 |
3 |
227 |
| Asymmetry in forward exchange rate bias: A puzzling result |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
176 |
| Bond and stock market response to unexpected dividend changes |
0 |
0 |
2 |
48 |
1 |
1 |
9 |
195 |
| Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
137 |
| Changes in Corporate Social Responsibility and Stock Performance |
0 |
0 |
10 |
27 |
0 |
0 |
21 |
69 |
| Currency devaluation and stock market response: An empirical analysis |
0 |
2 |
5 |
171 |
1 |
4 |
16 |
1,011 |
| Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields |
0 |
0 |
2 |
150 |
0 |
1 |
5 |
519 |
| EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
51 |
| EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
697 |
| Economic policy uncertainty and momentum |
0 |
0 |
0 |
7 |
4 |
5 |
6 |
51 |
| Effective fair pricing of international mutual funds |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
166 |
| Endogenous growth and the welfare costs of inflation: a reconsideration |
0 |
0 |
1 |
98 |
0 |
1 |
3 |
204 |
| Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries |
0 |
0 |
1 |
33 |
0 |
1 |
3 |
122 |
| Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect |
0 |
0 |
1 |
31 |
0 |
4 |
8 |
145 |
| Explaining exchange rate risk in world stock markets: A panel approach |
0 |
0 |
0 |
78 |
1 |
1 |
2 |
238 |
| Fixed Investment and Economic Growth in China |
0 |
0 |
1 |
218 |
0 |
0 |
1 |
725 |
| Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis |
0 |
0 |
0 |
85 |
0 |
0 |
3 |
290 |
| Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
72 |
| Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data |
0 |
0 |
2 |
23 |
0 |
0 |
5 |
95 |
| Hysteresis in Unemployment: Evidence from 48 U.S. States |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
202 |
| Hysteresis in unemployment: Evidence from OECD countries |
0 |
0 |
0 |
91 |
1 |
1 |
4 |
231 |
| Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies |
0 |
4 |
17 |
250 |
1 |
6 |
31 |
793 |
| Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries |
0 |
0 |
5 |
252 |
0 |
0 |
7 |
781 |
| Momentum and mean reversion across national equity markets |
1 |
2 |
7 |
256 |
4 |
8 |
18 |
838 |
| Momentum trading, mean reversal and overreaction in Chinese stock market |
0 |
0 |
1 |
39 |
2 |
4 |
8 |
178 |
| Monopolistic competition, increasing returns to scale, and the welfare costs of inflation |
0 |
0 |
0 |
57 |
0 |
2 |
3 |
254 |
| Nonlinear prediction of exchange rates with monetary fundamentals |
0 |
0 |
0 |
92 |
0 |
0 |
3 |
332 |
| On the size and power of normalized autocorrelation coefficients |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
576 |
| On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example |
0 |
0 |
0 |
100 |
1 |
3 |
3 |
655 |
| Optimal portfolio choice for investors with industry-specific labor income risks |
0 |
0 |
0 |
8 |
1 |
1 |
3 |
48 |
| Optimal portfolio choice with asset return predictability and nontradable labor income |
0 |
0 |
1 |
22 |
0 |
0 |
2 |
81 |
| Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration |
0 |
0 |
0 |
14 |
0 |
0 |
10 |
178 |
| Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities |
0 |
0 |
1 |
6 |
0 |
0 |
4 |
26 |
| Predictability of short-horizon returns in international equity markets |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
130 |
| Random walk versus breaking trend in stock prices: Evidence from emerging markets |
0 |
0 |
1 |
282 |
0 |
0 |
4 |
769 |
| Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
626 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
0 |
168 |
0 |
1 |
5 |
644 |
| Risk adjustment and momentum sources |
0 |
1 |
1 |
61 |
1 |
4 |
5 |
222 |
| Sovereign debt ratings and stock liquidity around the World |
0 |
0 |
0 |
13 |
0 |
2 |
4 |
79 |
| THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
17 |
| The Effects of Inflation on the Number of Firms and Firm Size |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
590 |
| The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns |
0 |
0 |
0 |
21 |
0 |
1 |
3 |
134 |
| The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis |
0 |
0 |
1 |
29 |
0 |
0 |
3 |
112 |
| The information content of the term structure of risk-neutral skewness |
1 |
1 |
2 |
21 |
1 |
2 |
3 |
60 |
| The trend behavior of real exchange rates: Evidence from OECD countries |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
66 |
| Understanding Spot and Forward Exchange Rate Regressions |
0 |
0 |
0 |
616 |
0 |
0 |
2 |
3,222 |
| Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
168 |
| Total Journal Articles |
2 |
10 |
63 |
4,087 |
20 |
63 |
254 |
18,732 |
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