| Journal Article |
File Downloads |
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 |
0 |
2 |
61 |
9 |
14 |
31 |
281 |
| A New Variance Bound on the Stochastic Discount Factor |
0 |
0 |
0 |
33 |
0 |
0 |
10 |
236 |
| Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums |
0 |
0 |
0 |
93 |
1 |
1 |
11 |
282 |
| Anomalies and the Expected Market Return |
1 |
4 |
17 |
147 |
5 |
17 |
83 |
407 |
| Asset-Pricing Tests under Alternative Distributions |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
129 |
| Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation |
0 |
1 |
2 |
32 |
4 |
5 |
13 |
158 |
| Bayesian Portfolio Analysis |
0 |
1 |
5 |
130 |
1 |
3 |
34 |
494 |
| Bayesian inference in asset pricing tests |
0 |
0 |
0 |
87 |
0 |
1 |
14 |
239 |
| Cross-Sectional Asset Pricing Tests |
0 |
0 |
1 |
120 |
2 |
3 |
23 |
362 |
| Data-generating process uncertainty: What difference does it make in portfolio decisions? |
0 |
0 |
0 |
128 |
0 |
3 |
10 |
557 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
0 |
0 |
383 |
0 |
0 |
25 |
1,226 |
| Expected return, volume, and mispricing |
1 |
2 |
5 |
60 |
2 |
9 |
42 |
220 |
| Fama–MacBeth two-pass regressions: Improving risk premia estimates |
0 |
1 |
4 |
99 |
1 |
4 |
36 |
414 |
| How much stock return predictability can we expect from an asset pricing model? |
0 |
0 |
0 |
56 |
1 |
2 |
10 |
185 |
| Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty |
0 |
0 |
0 |
30 |
0 |
1 |
10 |
186 |
| International Stock Return Predictability: What Is the Role of the United States? |
0 |
0 |
3 |
102 |
5 |
14 |
46 |
360 |
| International asset pricing with alternative distributional specifications |
0 |
0 |
1 |
47 |
0 |
1 |
12 |
188 |
| Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange |
0 |
0 |
0 |
32 |
1 |
1 |
3 |
192 |
| Investor Sentiment Aligned: A Powerful Predictor of Stock Returns |
0 |
2 |
3 |
151 |
2 |
5 |
51 |
651 |
| Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance |
0 |
0 |
0 |
64 |
1 |
2 |
12 |
338 |
| Manager sentiment and stock returns |
1 |
1 |
10 |
236 |
11 |
18 |
64 |
925 |
| Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies |
0 |
1 |
3 |
331 |
0 |
14 |
48 |
1,138 |
| Measuring the Pricing Error of the Arbitrage Pricing Theory |
0 |
0 |
2 |
378 |
0 |
3 |
17 |
1,532 |
| On the Rate of Convergence of Discrete‐Time Contingent Claims |
1 |
1 |
1 |
29 |
1 |
2 |
10 |
117 |
| Optimal Portfolio Choice with Parameter Uncertainty |
5 |
11 |
26 |
292 |
14 |
26 |
81 |
791 |
| Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy |
3 |
7 |
42 |
449 |
14 |
44 |
166 |
1,372 |
| Portfolio optimization under asset pricing anomalies |
0 |
0 |
0 |
56 |
0 |
0 |
7 |
183 |
| Recovering the FOMC risk premium |
0 |
1 |
1 |
12 |
0 |
8 |
25 |
62 |
| Robust portfolios: contributions from operations research and finance |
1 |
1 |
6 |
25 |
2 |
3 |
24 |
115 |
| Security factors as linear combinations of economic variables |
0 |
0 |
0 |
27 |
0 |
0 |
5 |
121 |
| Short interest and aggregate stock returns |
1 |
3 |
5 |
440 |
12 |
24 |
51 |
1,161 |
| Small sample rank tests with applications to asset pricing |
0 |
0 |
0 |
24 |
0 |
1 |
11 |
198 |
| Small sample tests of portfolio efficiency |
0 |
0 |
0 |
160 |
0 |
1 |
8 |
600 |
| Technical analysis: An asset allocation perspective on the use of moving averages |
3 |
4 |
19 |
393 |
13 |
22 |
77 |
1,270 |
| Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
36 |
| Temporary Components of Stock Returns: What Do the Data Tell Us? |
0 |
0 |
0 |
72 |
0 |
1 |
7 |
412 |
| Testing multi-beta asset pricing models |
0 |
0 |
0 |
116 |
0 |
1 |
6 |
498 |
| Tests of Mean-Variance Spanning |
3 |
8 |
15 |
299 |
4 |
19 |
75 |
1,383 |
| Time series momentum: Is it there? |
1 |
3 |
4 |
58 |
42 |
108 |
143 |
371 |
| Using Bootstrap to Test Portfolio Efficiency |
0 |
0 |
0 |
50 |
1 |
2 |
25 |
279 |
| Volatility Trading: What Is the Role of the Long-Run Volatility Component? |
0 |
0 |
0 |
40 |
0 |
0 |
11 |
154 |
| What Determines Expected International Asset Returns? |
0 |
0 |
2 |
68 |
1 |
2 |
15 |
466 |
| Total Journal Articles |
21 |
52 |
179 |
5,438 |
150 |
385 |
1,359 |
20,289 |
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