Recent Work
Parent: Finance
eScholarship stats: History by Item for December, 2024 through March, 2025
| Item | Title | Total requests | 2025-03 | 2025-02 | 2025-01 | 2024-12 |
|---|---|---|---|---|---|---|
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 495 | 167 | 111 | 99 | 118 |
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 431 | 103 | 98 | 96 | 134 |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 178 | 55 | 46 | 44 | 33 |
| 5bb1j39q | Bond Pricing with Default Risk | 169 | 47 | 29 | 46 | 47 |
| 51k331cj | Changes in Credit Policy: Reconciliation and Extensions | 153 | 23 | 9 | 48 | 73 |
| 5zf0f3tg | Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns | 133 | 47 | 34 | 31 | 21 |
| 36v1d9zg | Dynamic Choice and Risk Aversion | 131 | 57 | 27 | 15 | 32 |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 129 | 40 | 37 | 33 | 19 |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 114 | 41 | 31 | 16 | 26 |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 103 | 34 | 25 | 18 | 26 |
| 53p0r65q | Dollar Cost Averaging | 95 | 22 | 23 | 29 | 21 |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 93 | 24 | 16 | 28 | 25 |
| 29403706 | Corruption, Firm Governance, and the Cost of Capital | 82 | 11 | 24 | 16 | 31 |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 73 | 15 | 11 | 18 | 29 |
| 7j94111c | Hubris, Learning, and M&A Decisions | 72 | 21 | 20 | 21 | 10 |
| 00n6f3ph | Political Cycles and the Stock Market | 70 | 23 | 12 | 17 | 18 |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 67 | 15 | 16 | 19 | 17 |
| 34k8f3pv | Order Imbalance and Individual Stock Returns | 66 | 22 | 17 | 12 | 15 |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 64 | 13 | 22 | 11 | 18 |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 59 | 22 | 6 | 14 | 17 |
| 1xw4w7sk | Private vs. Public Lending: Evidence from Covenants | 57 | 21 | 14 | 12 | 10 |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 54 | 20 | 11 | 11 | 12 |
| 7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 52 | 15 | 9 | 12 | 16 |
| 3w71g2ch | Bond Pricing with Default Risk | 50 | 15 | 16 | 6 | 13 |
| 42w492j6 | The Characteristics of Leveraged Buyout Firms | 49 | 6 | 14 | 15 | 14 |
| 9878h0kn | Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations | 48 | 11 | 13 | 8 | 16 |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 47 | 14 | 11 | 9 | 13 |
| 4d90p8ss | Option Pricing Kernels and the ICAPM | 47 | 16 | 8 | 11 | 12 |
| 5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 46 | 17 | 17 | 8 | 4 |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 45 | 16 | 6 | 17 | 6 |
| 2458g38x | Asset Pricing in Markets with Illiquid Assets | 45 | 10 | 13 | 15 | 7 |
| 53k014sd | Agency and Asset Pricing | 44 | 11 | 11 | 13 | 9 |
| 6kb972xv | Speculative Trading and Stock Market Volatility | 44 | 7 | 10 | 18 | 9 |
| 8p95456t | Dynamic Asset Allocation under Inflation | 43 | 11 | 16 | 6 | 10 |
| 65f1914p | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | 42 | 16 | 9 | 6 | 11 |
| 9x19j2jf | Motivating entrepreneurial activity in a firm | 42 | 8 | 14 | 11 | 9 |
| 6z81z2wc | The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms | 41 | 4 | 11 | 20 | 6 |
| 9vx341wh | How do Analyst Recommendations Respond to Major News? | 41 | 20 | 11 | 6 | 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 | 4 | 4 | 12 | 19 |
| 9178v9kq | An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies | 38 | 11 | 9 | 9 | 9 |
| 09f9j331 | East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis | 36 | 8 | 8 | 10 | 10 |
| 0dg192r9 | Financial Distress as a Selection Mechanism: Evidence from the United States | 36 | 15 | 12 | 7 | 2 |
| 53v169s4 | The Impact on Firm Value of Capital Structure Change, Some Estimates | 36 | 13 | 14 | 7 | 2 |
| 6x63b7nx | Financial Policy and a Firm's Reputation for Product Quality | 36 | 7 | 15 | 8 | 6 |
| 0779b20v | Capital Budgeting in Multi-Division Firms: Information, Agency, and Incentives | 35 | 9 | 11 | 8 | 7 |
| 3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 34 | 6 | 13 | 11 | 4 |
| 40v212gm | Does Diversification Cause the “Diversification Discount”? | 33 | 11 | 6 | 8 | 8 |
| 31g898nz | "The perpetual American put option for jump-diffusions with applications" | 32 | 10 | 11 | 6 | 5 |
| 7988m6jk | International Portfolio Management, Currency Risk and the Euro | 32 | 9 | 13 | 4 | 6 |
| 7dc0t95b | The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices | 32 | 11 | 7 | 9 | 5 |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.