Journal Article |
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Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A New Anomaly: The Cross-Sectional Profitability of Technical Analysis |
1 |
1 |
1 |
57 |
1 |
1 |
10 |
241 |

A New Variance Bound on the Stochastic Discount Factor |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
223 |

Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums |
0 |
1 |
1 |
93 |
0 |
1 |
2 |
269 |

Anomalies and the Expected Market Return |
3 |
8 |
32 |
109 |
10 |
27 |
86 |
272 |

Asset-Pricing Tests under Alternative Distributions |
0 |
0 |
0 |
25 |
0 |
0 |
4 |
124 |

Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
144 |

Bayesian Portfolio Analysis |
1 |
3 |
9 |
119 |
2 |
6 |
34 |
444 |

Bayesian inference in asset pricing tests |
0 |
0 |
1 |
86 |
0 |
0 |
2 |
222 |

Cross-Sectional Asset Pricing Tests |
0 |
0 |
1 |
117 |
0 |
0 |
7 |
330 |

Data-generating process uncertainty: What difference does it make in portfolio decisions? |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
541 |

Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
1 |
1 |
383 |
0 |
1 |
3 |
1,198 |

Expected return, volume, and mispricing |
0 |
1 |
11 |
51 |
2 |
9 |
41 |
156 |

Fama–MacBeth two-pass regressions: Improving risk premia estimates |
1 |
1 |
4 |
93 |
1 |
4 |
11 |
369 |

How much stock return predictability can we expect from an asset pricing model? |
0 |
1 |
4 |
54 |
0 |
3 |
8 |
165 |

Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty |
0 |
0 |
0 |
29 |
1 |
2 |
4 |
173 |

International Stock Return Predictability: What Is the Role of the United States? |
2 |
5 |
12 |
88 |
2 |
11 |
31 |
285 |

International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
172 |

Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange |
0 |
0 |
3 |
32 |
0 |
0 |
5 |
189 |

Investor Sentiment Aligned: A Powerful Predictor of Stock Returns |
0 |
4 |
16 |
141 |
3 |
13 |
47 |
573 |

Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance |
0 |
0 |
2 |
64 |
0 |
2 |
16 |
320 |

Manager sentiment and stock returns |
7 |
11 |
31 |
208 |
12 |
30 |
108 |
761 |

Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies |
0 |
1 |
6 |
323 |
0 |
2 |
17 |
1,070 |

Measuring the Pricing Error of the Arbitrage Pricing Theory |
0 |
0 |
1 |
374 |
0 |
2 |
6 |
1,506 |

On the Rate of Convergence of Discrete‐Time Contingent Claims |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
105 |

Optimal Portfolio Choice with Parameter Uncertainty |
1 |
6 |
18 |
249 |
4 |
17 |
47 |
673 |

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy |
2 |
7 |
22 |
394 |
4 |
15 |
51 |
1,142 |

Portfolio optimization under asset pricing anomalies |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
174 |

Recovering the FOMC risk premium |
0 |
0 |
4 |
10 |
0 |
1 |
6 |
30 |

Robust portfolios: contributions from operations research and finance |
0 |
0 |
3 |
16 |
0 |
0 |
16 |
82 |

Security factors as linear combinations of economic variables |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
113 |

Short interest and aggregate stock returns |
1 |
4 |
16 |
418 |
3 |
10 |
54 |
1,052 |

Small sample rank tests with applications to asset pricing |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
186 |

Small sample tests of portfolio efficiency |
0 |
0 |
1 |
158 |
0 |
0 |
2 |
588 |

Technical analysis: An asset allocation perspective on the use of moving averages |
4 |
9 |
21 |
360 |
5 |
16 |
59 |
1,148 |

Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
30 |

Temporary Components of Stock Returns: What Do the Data Tell Us? |
1 |
1 |
3 |
70 |
1 |
1 |
5 |
395 |

Testing multi-beta asset pricing models |
0 |
0 |
0 |
116 |
0 |
0 |
2 |
491 |

Tests of Mean-Variance Spanning |
0 |
0 |
3 |
272 |
2 |
8 |
21 |
1,247 |

Time series momentum: Is it there? |
1 |
4 |
16 |
49 |
1 |
10 |
59 |
205 |

Using Bootstrap to Test Portfolio Efficiency |
0 |
0 |
4 |
47 |
0 |
0 |
12 |
244 |

Volatility Trading: What Is the Role of the Long-Run Volatility Component? |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
141 |

What Determines Expected International Asset Returns? |
0 |
0 |
1 |
65 |
0 |
0 |
5 |
449 |

Total Journal Articles |
25 |
69 |
248 |
5,081 |
54 |
194 |
788 |
18,242 |