| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comparison of the original and revised Basel market risk frameworks for regulating bank capital |
0 |
0 |
1 |
114 |
3 |
4 |
8 |
319 |
| A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies |
2 |
2 |
8 |
21 |
2 |
5 |
12 |
33 |
| An explanation of the forward premium ‘puzzle’ |
0 |
0 |
0 |
168 |
1 |
1 |
4 |
323 |
| Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books |
0 |
0 |
0 |
42 |
0 |
2 |
2 |
226 |
| CEO incentive compensation and stock liquidity |
0 |
0 |
0 |
11 |
3 |
3 |
5 |
55 |
| CEO incentive compensation and stock price momentum |
0 |
0 |
3 |
5 |
0 |
0 |
10 |
21 |
| Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options |
0 |
0 |
4 |
148 |
1 |
2 |
13 |
377 |
| Dispersion in analysts’ target prices and stock returns |
0 |
0 |
4 |
18 |
1 |
6 |
19 |
54 |
| Higher moments, extreme returns, and cross–section of cryptocurrency returns |
0 |
1 |
1 |
19 |
0 |
1 |
11 |
57 |
| Information spillover and cross-predictability of currency returns: An analysis via Machine Learning |
0 |
0 |
1 |
1 |
3 |
6 |
20 |
20 |
| Jump risk, stock returns, and slope of implied volatility smile |
1 |
3 |
12 |
276 |
3 |
9 |
29 |
1,024 |
| Linear-quadratic term structure models - Toward the understanding of jumps in interest rates |
0 |
0 |
0 |
62 |
1 |
1 |
4 |
264 |
| Mean-variance portfolio selection with `at-risk' constraints and discrete distributions |
0 |
0 |
0 |
73 |
0 |
1 |
1 |
222 |
| Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives |
0 |
0 |
2 |
3 |
0 |
0 |
3 |
7 |
| Nominal price illusion, return skewness, and momentum |
0 |
0 |
1 |
1 |
2 |
2 |
5 |
6 |
| On Predicting Stock Returns with Nearly Integrated Explanatory Variables |
0 |
0 |
1 |
364 |
2 |
2 |
4 |
877 |
| On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
| Portfolio selection with mental accounts and estimation risk |
0 |
0 |
0 |
28 |
2 |
5 |
8 |
140 |
| Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion |
0 |
0 |
0 |
16 |
1 |
3 |
3 |
63 |
| Reducing estimation risk in optimal portfolio selection when short sales are allowed |
0 |
0 |
0 |
99 |
1 |
2 |
12 |
314 |
| Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
43 |
| Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility |
0 |
0 |
0 |
32 |
0 |
0 |
3 |
74 |
| Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility |
0 |
0 |
0 |
91 |
1 |
1 |
2 |
289 |
| When more is less: Using multiple constraints to reduce tail risk |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
123 |
| Total Journal Articles |
3 |
6 |
38 |
1,628 |
27 |
58 |
183 |
4,935 |