Research Program in Finance

Parent: UC Berkeley

eScholarship stats: History by Item for December, 2024 through March, 2025

ItemTitleTotal requests2025-032025-022025-012024-12
22q318mhRational Markets: Yes or No? The Affirmative Case11637372616
0fw6k0hmOptimal Portfolio Management with Transactions Costs and Capital Gains Taxes10933302620
3bw450n0On the Relation Between Binomial and Trinomial Option Pricing Models7818142620
2qb613r5An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?531618145
7g67n911Credit Derivatives in Banking: Useful Tools for Managing Risk?3791477
7s57834nQuantifying the Impact of Leveraging and Diversification on Systemic Risk3613887
5q05g9ptSearch Costs: The Neglected Spread Component3311778
0dh1c16wOrder Flow and Exchange Rate Dynamics3212857
1z87z922Return-Volume Dependence and Extremes in International Equity Markets2971138
0p34c640Corporate Diversification and Agency287678
6sq4c6g0The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises285977
8sd393sjHOw Do Firms Choose Their Leaders? An Empirical Investigation277929
7pb301trMeasuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes255659
8647j8gqHousing Return and Construction Cycles179332
2651k8f5On Adaptive Tail Index Estimation for Financial Return Models143515

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