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 |
0 |
1 |
7 |
32 |
5 |
10 |
40 |
150 |

A New Variance Bound on the Stochastic Discount Factor |
0 |
0 |
0 |
32 |
0 |
2 |
5 |
212 |

Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums |
0 |
0 |
0 |
89 |
0 |
1 |
3 |
253 |

Asset-Pricing Tests under Alternative Distributions |
0 |
0 |
0 |
24 |
1 |
3 |
6 |
99 |

Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation |
1 |
2 |
2 |
25 |
2 |
3 |
5 |
120 |

Bayesian Portfolio Analysis |
0 |
0 |
1 |
93 |
0 |
2 |
8 |
340 |

Bayesian inference in asset pricing tests |
0 |
0 |
2 |
74 |
1 |
3 |
7 |
196 |

Cross-Sectional Asset Pricing Tests |
0 |
1 |
3 |
92 |
0 |
3 |
6 |
255 |

Data-generating process uncertainty: What difference does it make in portfolio decisions? |
0 |
0 |
0 |
124 |
1 |
3 |
7 |
519 |

Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
4 |
6 |
367 |
3 |
14 |
37 |
1,144 |

Fama–MacBeth two-pass regressions: Improving risk premia estimates |
1 |
4 |
15 |
49 |
4 |
16 |
42 |
204 |

How much stock return predictability can we expect from an asset pricing model? |
0 |
0 |
0 |
40 |
0 |
2 |
6 |
133 |

Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty |
0 |
0 |
1 |
27 |
2 |
3 |
8 |
136 |

International Stock Return Predictability: What Is the Role of the United States? |
0 |
1 |
6 |
51 |
2 |
5 |
20 |
166 |

International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
45 |
0 |
0 |
3 |
162 |

Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange |
0 |
0 |
0 |
24 |
0 |
0 |
4 |
172 |

Investor Sentiment Aligned: A Powerful Predictor of Stock Returns |
1 |
5 |
16 |
75 |
11 |
18 |
62 |
284 |

Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance |
2 |
2 |
4 |
49 |
2 |
7 |
11 |
249 |

Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies |
3 |
6 |
19 |
254 |
7 |
17 |
65 |
840 |

Measuring the Pricing Error of the Arbitrage Pricing Theory |
0 |
0 |
3 |
369 |
0 |
2 |
9 |
1,476 |

On the Rate of Convergence of Discrete‐Time Contingent Claims |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
95 |

Optimal Portfolio Choice with Parameter Uncertainty |
0 |
4 |
14 |
170 |
3 |
19 |
51 |
447 |

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy |
1 |
4 |
28 |
288 |
9 |
19 |
96 |
829 |

Portfolio optimization under asset pricing anomalies |
0 |
0 |
2 |
52 |
0 |
2 |
5 |
166 |

Robust portfolios: contributions from operations research and finance |
0 |
0 |
0 |
3 |
1 |
2 |
6 |
29 |

Security factors as linear combinations of economic variables |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
110 |

Short interest and aggregate stock returns |
4 |
12 |
24 |
280 |
8 |
34 |
92 |
608 |

Small sample rank tests with applications to asset pricing |
0 |
0 |
0 |
22 |
0 |
1 |
2 |
177 |

Small sample tests of portfolio efficiency |
0 |
1 |
1 |
155 |
0 |
2 |
6 |
552 |

Technical analysis: An asset allocation perspective on the use of moving averages |
3 |
8 |
39 |
245 |
9 |
22 |
90 |
817 |

Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
29 |

Temporary Components of Stock Returns: What Do the Data Tell Us? |
0 |
0 |
1 |
65 |
0 |
2 |
3 |
379 |

Testing multi-beta asset pricing models |
0 |
0 |
0 |
115 |
1 |
4 |
4 |
479 |

Tests of Mean-Variance Spanning |
2 |
5 |
19 |
183 |
5 |
25 |
98 |
884 |

Using Bootstrap to Test Portfolio Efficiency |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
210 |

Volatility Trading: What Is the Role of the Long-Run Volatility Component? |
0 |
0 |
0 |
38 |
2 |
5 |
19 |
122 |

What Determines Expected International Asset Returns? |
0 |
0 |
4 |
57 |
0 |
2 |
16 |
414 |

Total Journal Articles |
18 |
60 |
218 |
3,696 |
79 |
254 |
847 |
13,457 |