Recent Work
Parent: Finance
eScholarship stats: Breakdown by Item for December, 2024 through March, 2025
| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 495 | 109 | 386 | 22.0% |
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 431 | 50 | 381 | 11.6% |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 178 | 38 | 140 | 21.3% |
| 5bb1j39q | Bond Pricing with Default Risk | 169 | 4 | 165 | 2.4% |
| 51k331cj | Changes in Credit Policy: Reconciliation and Extensions | 153 | 2 | 151 | 1.3% |
| 5zf0f3tg | Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns | 133 | 17 | 116 | 12.8% |
| 36v1d9zg | Dynamic Choice and Risk Aversion | 131 | 12 | 119 | 9.2% |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 129 | 11 | 118 | 8.5% |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 114 | 15 | 99 | 13.2% |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 103 | 16 | 87 | 15.5% |
| 53p0r65q | Dollar Cost Averaging | 95 | 11 | 84 | 11.6% |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 93 | 10 | 83 | 10.8% |
| 29403706 | Corruption, Firm Governance, and the Cost of Capital | 82 | 29 | 53 | 35.4% |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 73 | 16 | 57 | 21.9% |
| 7j94111c | Hubris, Learning, and M&A Decisions | 72 | 9 | 63 | 12.5% |
| 00n6f3ph | Political Cycles and the Stock Market | 70 | 11 | 59 | 15.7% |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 67 | 14 | 53 | 20.9% |
| 34k8f3pv | Order Imbalance and Individual Stock Returns | 66 | 20 | 46 | 30.3% |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 64 | 14 | 50 | 21.9% |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 59 | 13 | 46 | 22.0% |
| 1xw4w7sk | Private vs. Public Lending: Evidence from Covenants | 57 | 9 | 48 | 15.8% |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 54 | 37 | 17 | 68.5% |
| 7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 52 | 11 | 41 | 21.2% |
| 3w71g2ch | Bond Pricing with Default Risk | 50 | 8 | 42 | 16.0% |
| 42w492j6 | The Characteristics of Leveraged Buyout Firms | 49 | 8 | 41 | 16.3% |
| 9878h0kn | Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations | 48 | 3 | 45 | 6.3% |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 47 | 10 | 37 | 21.3% |
| 4d90p8ss | Option Pricing Kernels and the ICAPM | 47 | 6 | 41 | 12.8% |
| 5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 46 | 18 | 28 | 39.1% |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 45 | 28 | 17 | 62.2% |
| 2458g38x | Asset Pricing in Markets with Illiquid Assets | 45 | 11 | 34 | 24.4% |
| 53k014sd | Agency and Asset Pricing | 44 | 9 | 35 | 20.5% |
| 6kb972xv | Speculative Trading and Stock Market Volatility | 44 | 14 | 30 | 31.8% |
| 8p95456t | Dynamic Asset Allocation under Inflation | 43 | 20 | 23 | 46.5% |
| 65f1914p | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | 42 | 20 | 22 | 47.6% |
| 9x19j2jf | Motivating entrepreneurial activity in a firm | 42 | 11 | 31 | 26.2% |
| 6z81z2wc | The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms | 41 | 10 | 31 | 24.4% |
| 9vx341wh | How do Analyst Recommendations Respond to Major News? | 41 | 10 | 31 | 24.4% |
| 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 | 39 | 12 | 27 | 30.8% |
| 9178v9kq | An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies | 38 | 10 | 28 | 26.3% |
| 09f9j331 | East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis | 36 | 10 | 26 | 27.8% |
| 0dg192r9 | Financial Distress as a Selection Mechanism: Evidence from the United States | 36 | 8 | 28 | 22.2% |
| 53v169s4 | The Impact on Firm Value of Capital Structure Change, Some Estimates | 36 | 6 | 30 | 16.7% |
| 6x63b7nx | Financial Policy and a Firm's Reputation for Product Quality | 36 | 19 | 17 | 52.8% |
| 0779b20v | Capital Budgeting in Multi-Division Firms: Information, Agency, and Incentives | 35 | 20 | 15 | 57.1% |
| 3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 34 | 5 | 29 | 14.7% |
| 40v212gm | Does Diversification Cause the “Diversification Discount”? | 33 | 6 | 27 | 18.2% |
| 31g898nz | "The perpetual American put option for jump-diffusions with applications" | 32 | 7 | 25 | 21.9% |
| 7988m6jk | International Portfolio Management, Currency Risk and the Euro | 32 | 4 | 28 | 12.5% |
| 7dc0t95b | The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices | 32 | 6 | 26 | 18.8% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.