Finance
Parent: Anderson School of Management
eScholarship stats: History by Item for October, 2024 through January, 2025
| Item | Title | Total requests | 2025-01 | 2024-12 | 2024-11 | 2024-10 |
|---|---|---|---|---|---|---|
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 612 | 96 | 134 | 229 | 153 |
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 525 | 99 | 118 | 147 | 161 |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 195 | 44 | 33 | 47 | 71 |
| 51k331cj | Changes in Credit Policy: Reconciliation and Extensions | 186 | 48 | 73 | 36 | 29 |
| 5bb1j39q | Bond Pricing with Default Risk | 179 | 46 | 47 | 34 | 52 |
| 5zf0f3tg | Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns | 127 | 31 | 21 | 35 | 40 |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 119 | 28 | 25 | 29 | 37 |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 116 | 33 | 19 | 22 | 42 |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 114 | 18 | 26 | 45 | 25 |
| 36v1d9zg | Dynamic Choice and Risk Aversion | 112 | 15 | 32 | 37 | 28 |
| 53p0r65q | Dollar Cost Averaging | 99 | 29 | 21 | 25 | 24 |
| 29403706 | Corruption, Firm Governance, and the Cost of Capital | 88 | 16 | 31 | 20 | 21 |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 78 | 16 | 26 | 18 | 18 |
| 00n6f3ph | Political Cycles and the Stock Market | 74 | 17 | 18 | 22 | 17 |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 74 | 18 | 29 | 11 | 16 |
| 7j94111c | Hubris, Learning, and M&A Decisions | 74 | 21 | 10 | 14 | 29 |
| 53k014sd | Agency and Asset Pricing | 67 | 13 | 9 | 13 | 32 |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 65 | 11 | 12 | 14 | 28 |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 65 | 14 | 17 | 15 | 19 |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 61 | 19 | 17 | 13 | 12 |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 55 | 17 | 6 | 15 | 17 |
| 7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 55 | 12 | 16 | 6 | 21 |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 54 | 11 | 18 | 14 | 11 |
| 3w71g2ch | Bond Pricing with Default Risk | 54 | 6 | 13 | 15 | 20 |
| 1xw4w7sk | Private vs. Public Lending: Evidence from Covenants | 50 | 12 | 10 | 10 | 18 |
| 8jb1q6z6 | Non-Secular Regularities in Stock Returns: The Impact of the High Holy Days on the U.S. Equity Market, Forthcoming in the Financial Analysts Journal | 50 | 12 | 19 | 12 | 7 |
| 34k8f3pv | Order Imbalance and Individual Stock Returns | 49 | 12 | 15 | 4 | 18 |
| 42w492j6 | The Characteristics of Leveraged Buyout Firms | 49 | 15 | 14 | 7 | 13 |
| 9878h0kn | Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations | 48 | 8 | 16 | 16 | 8 |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 46 | 9 | 13 | 13 | 11 |
| 4d90p8ss | Option Pricing Kernels and the ICAPM | 46 | 11 | 12 | 11 | 12 |
| 6kb972xv | Speculative Trading and Stock Market Volatility | 43 | 18 | 9 | 7 | 9 |
| 6z81z2wc | The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms | 43 | 20 | 6 | 5 | 12 |
| 40v212gm | Does Diversification Cause the “Diversification Discount”? | 39 | 8 | 8 | 5 | 18 |
| 5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 39 | 8 | 4 | 8 | 19 |
| 6x63b7nx | Financial Policy and a Firm's Reputation for Product Quality | 39 | 8 | 6 | 16 | 9 |
| 9x19j2jf | Motivating entrepreneurial activity in a firm | 39 | 11 | 9 | 10 | 9 |
| 09f9j331 | East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis | 37 | 10 | 10 | 6 | 11 |
| 2458g38x | Asset Pricing in Markets with Illiquid Assets | 37 | 15 | 7 | 3 | 12 |
| 31g898nz | "The perpetual American put option for jump-diffusions with applications" | 37 | 6 | 5 | 7 | 19 |
| 3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 37 | 11 | 4 | 7 | 15 |
| 8p95456t | Dynamic Asset Allocation under Inflation | 37 | 6 | 10 | 3 | 18 |
| 8c68m5tk | 13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate | 34 | 5 | 8 | 9 | 12 |
| 2jf8r7n7 | Common Factors in the Serial Correlation of Stock Returns | 32 | 6 | 9 | 8 | 9 |
| 4699p9q5 | Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs | 32 | 5 | 9 | 8 | 10 |
| 6gk6b0xw | On the Consistency of the Lucas Pricing Formula | 32 | 6 | 5 | 7 | 14 |
| 9s13f3zx | An Analytic Solution for Interest Rate Swap Spreads | 32 | 3 | 7 | 5 | 17 |
| 41x4t67m | Portfolio Optimization with Many Assets: The Importance of Short-Selling | 30 | 5 | 7 | 12 | 6 |
| 3mw4q41x | ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis | 29 | 6 | 6 | 8 | 9 |
| 65f1914p | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | 29 | 6 | 11 | 6 | 6 |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.