| 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 |
5 |
56 |
0 |
2 |
15 |
233 |
| A New Variance Bound on the Stochastic Discount Factor |
0 |
0 |
0 |
33 |
2 |
2 |
3 |
222 |
| Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums |
0 |
0 |
0 |
92 |
0 |
0 |
0 |
267 |
| Anomalies and the Expected Market Return |
2 |
10 |
37 |
87 |
10 |
24 |
99 |
210 |
| Asset-Pricing Tests under Alternative Distributions |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
120 |
| Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation |
0 |
0 |
1 |
30 |
0 |
0 |
4 |
143 |
| Bayesian Portfolio Analysis |
0 |
1 |
5 |
111 |
3 |
4 |
16 |
414 |
| Bayesian inference in asset pricing tests |
0 |
0 |
1 |
85 |
0 |
1 |
3 |
221 |
| Cross-Sectional Asset Pricing Tests |
0 |
0 |
4 |
116 |
0 |
2 |
8 |
325 |
| Data-generating process uncertainty: What difference does it make in portfolio decisions? |
0 |
0 |
1 |
127 |
0 |
0 |
1 |
541 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
0 |
1 |
382 |
0 |
2 |
6 |
1,197 |
| Expected return, volume, and mispricing |
0 |
1 |
14 |
41 |
3 |
11 |
59 |
126 |
| Fama–MacBeth two-pass regressions: Improving risk premia estimates |
0 |
2 |
4 |
91 |
0 |
4 |
18 |
362 |
| How much stock return predictability can we expect from an asset pricing model? |
0 |
0 |
2 |
50 |
0 |
2 |
7 |
159 |
| Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
169 |
| International Stock Return Predictability: What Is the Role of the United States? |
1 |
2 |
6 |
78 |
3 |
9 |
18 |
263 |
| International asset pricing with alternative distributional specifications |
0 |
0 |
1 |
46 |
0 |
0 |
1 |
171 |
| Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange |
0 |
0 |
3 |
29 |
1 |
1 |
6 |
185 |
| Investor Sentiment Aligned: A Powerful Predictor of Stock Returns |
1 |
3 |
15 |
128 |
5 |
12 |
44 |
538 |
| Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance |
1 |
1 |
4 |
63 |
2 |
4 |
10 |
308 |
| Manager sentiment and stock returns |
1 |
5 |
24 |
182 |
12 |
24 |
110 |
677 |
| Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies |
1 |
1 |
7 |
318 |
2 |
3 |
32 |
1,056 |
| Measuring the Pricing Error of the Arbitrage Pricing Theory |
0 |
0 |
2 |
373 |
1 |
1 |
9 |
1,501 |
| On the Rate of Convergence of Discrete‐Time Contingent Claims |
0 |
0 |
1 |
27 |
0 |
0 |
1 |
103 |
| Optimal Portfolio Choice with Parameter Uncertainty |
4 |
5 |
18 |
236 |
4 |
10 |
36 |
636 |
| Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy |
3 |
9 |
30 |
381 |
8 |
15 |
61 |
1,106 |
| Portfolio optimization under asset pricing anomalies |
0 |
0 |
1 |
56 |
0 |
0 |
1 |
174 |
| Recovering the FOMC risk premium |
0 |
0 |
4 |
6 |
0 |
0 |
14 |
24 |
| Robust portfolios: contributions from operations research and finance |
0 |
2 |
3 |
15 |
2 |
10 |
15 |
76 |
| Security factors as linear combinations of economic variables |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
113 |
| Short interest and aggregate stock returns |
2 |
3 |
13 |
405 |
8 |
13 |
49 |
1,011 |
| Small sample rank tests with applications to asset pricing |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
186 |
| Small sample tests of portfolio efficiency |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
586 |
| Technical analysis: An asset allocation perspective on the use of moving averages |
1 |
3 |
11 |
342 |
6 |
13 |
40 |
1,102 |
| 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? |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
390 |
| Testing multi-beta asset pricing models |
0 |
0 |
1 |
116 |
0 |
0 |
1 |
489 |
| Tests of Mean-Variance Spanning |
1 |
1 |
3 |
270 |
1 |
4 |
19 |
1,230 |
| Time series momentum: Is it there? |
1 |
6 |
14 |
39 |
4 |
30 |
56 |
176 |
| Using Bootstrap to Test Portfolio Efficiency |
2 |
2 |
3 |
45 |
2 |
3 |
4 |
235 |
| Volatility Trading: What Is the Role of the Long-Run Volatility Component? |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
141 |
| What Determines Expected International Asset Returns? |
1 |
1 |
2 |
65 |
1 |
2 |
3 |
446 |
| Total Journal Articles |
22 |
58 |
242 |
4,891 |
80 |
208 |
777 |
17,662 |
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