| 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 |
13 |
25 |
44 |
294 |
| 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 |
0 |
1 |
11 |
282 |
| Anomalies and the Expected Market Return |
0 |
1 |
17 |
147 |
4 |
13 |
84 |
411 |
| Asset-Pricing Tests under Alternative Distributions |
0 |
0 |
0 |
26 |
2 |
2 |
4 |
131 |
| Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation |
0 |
0 |
2 |
32 |
0 |
4 |
13 |
158 |
| Bayesian Portfolio Analysis |
0 |
1 |
5 |
130 |
0 |
2 |
34 |
494 |
| Bayesian inference in asset pricing tests |
0 |
0 |
0 |
87 |
1 |
2 |
15 |
240 |
| Cross-Sectional Asset Pricing Tests |
0 |
0 |
1 |
120 |
1 |
3 |
24 |
363 |
| Data-generating process uncertainty: What difference does it make in portfolio decisions? |
0 |
0 |
0 |
128 |
1 |
3 |
11 |
558 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
0 |
0 |
383 |
0 |
0 |
24 |
1,226 |
| Expected return, volume, and mispricing |
0 |
1 |
4 |
60 |
0 |
2 |
39 |
220 |
| Fama–MacBeth two-pass regressions: Improving risk premia estimates |
0 |
1 |
3 |
99 |
1 |
3 |
34 |
415 |
| How much stock return predictability can we expect from an asset pricing model? |
0 |
0 |
0 |
56 |
1 |
2 |
11 |
186 |
| Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty |
0 |
0 |
0 |
30 |
0 |
0 |
10 |
186 |
| International Stock Return Predictability: What Is the Role of the United States? |
2 |
2 |
5 |
104 |
10 |
21 |
56 |
370 |
| International asset pricing with alternative distributional specifications |
0 |
0 |
1 |
47 |
0 |
0 |
12 |
188 |
| Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange |
0 |
0 |
0 |
32 |
0 |
1 |
3 |
192 |
| Investor Sentiment Aligned: A Powerful Predictor of Stock Returns |
0 |
1 |
3 |
151 |
2 |
6 |
52 |
653 |
| Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance |
1 |
1 |
1 |
65 |
1 |
2 |
13 |
339 |
| Manager sentiment and stock returns |
1 |
2 |
10 |
237 |
3 |
17 |
65 |
928 |
| Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies |
1 |
2 |
4 |
332 |
8 |
15 |
55 |
1,146 |
| Measuring the Pricing Error of the Arbitrage Pricing Theory |
1 |
1 |
3 |
379 |
2 |
4 |
19 |
1,534 |
| On the Rate of Convergence of Discrete‐Time Contingent Claims |
0 |
1 |
1 |
29 |
1 |
3 |
11 |
118 |
| Optimal Portfolio Choice with Parameter Uncertainty |
5 |
15 |
30 |
297 |
13 |
35 |
92 |
804 |
| Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy |
1 |
5 |
40 |
450 |
31 |
62 |
189 |
1,403 |
| Portfolio optimization under asset pricing anomalies |
0 |
0 |
0 |
56 |
0 |
0 |
7 |
183 |
| Recovering the FOMC risk premium |
0 |
0 |
1 |
12 |
3 |
8 |
27 |
65 |
| Robust portfolios: contributions from operations research and finance |
0 |
1 |
5 |
25 |
2 |
4 |
25 |
117 |
| Security factors as linear combinations of economic variables |
0 |
0 |
0 |
27 |
0 |
0 |
5 |
121 |
| Short interest and aggregate stock returns |
1 |
3 |
6 |
441 |
18 |
37 |
68 |
1,179 |
| Small sample rank tests with applications to asset pricing |
0 |
0 |
0 |
24 |
1 |
2 |
11 |
199 |
| 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 |
5 |
9 |
24 |
398 |
17 |
36 |
94 |
1,287 |
| Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction |
0 |
0 |
0 |
2 |
1 |
1 |
6 |
37 |
| Temporary Components of Stock Returns: What Do the Data Tell Us? |
0 |
0 |
0 |
72 |
0 |
0 |
7 |
412 |
| Testing multi-beta asset pricing models |
0 |
0 |
0 |
116 |
0 |
1 |
6 |
498 |
| Tests of Mean-Variance Spanning |
0 |
4 |
15 |
299 |
7 |
15 |
81 |
1,390 |
| Time series momentum: Is it there? |
1 |
3 |
5 |
59 |
55 |
132 |
196 |
426 |
| Using Bootstrap to Test Portfolio Efficiency |
0 |
0 |
0 |
50 |
0 |
1 |
25 |
279 |
| Volatility Trading: What Is the Role of the Long-Run Volatility Component? |
0 |
0 |
0 |
40 |
0 |
0 |
10 |
154 |
| What Determines Expected International Asset Returns? |
0 |
0 |
1 |
68 |
1 |
2 |
15 |
467 |
| Total Journal Articles |
19 |
54 |
189 |
5,457 |
200 |
468 |
1,526 |
20,489 |
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