Recent Work
Parent: Research Program in Finance
eScholarship stats: Breakdown by Item for December, 2024 through March, 2025
| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 22q318mh | Rational Markets: Yes or No? The Affirmative Case | 116 | 24 | 92 | 20.7% |
| 0fw6k0hm | Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes | 109 | 10 | 99 | 9.2% |
| 3bw450n0 | On the Relation Between Binomial and Trinomial Option Pricing Models | 78 | 51 | 27 | 65.4% |
| 2qb613r5 | An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? | 53 | 15 | 38 | 28.3% |
| 7g67n911 | Credit Derivatives in Banking: Useful Tools for Managing Risk? | 37 | 17 | 20 | 45.9% |
| 7s57834n | Quantifying the Impact of Leveraging and Diversification on Systemic Risk | 36 | 5 | 31 | 13.9% |
| 5q05g9pt | Search Costs: The Neglected Spread Component | 33 | 16 | 17 | 48.5% |
| 0dh1c16w | Order Flow and Exchange Rate Dynamics | 32 | 10 | 22 | 31.3% |
| 1z87z922 | Return-Volume Dependence and Extremes in International Equity Markets | 29 | 5 | 24 | 17.2% |
| 0p34c640 | Corporate Diversification and Agency | 28 | 10 | 18 | 35.7% |
| 6sq4c6g0 | The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises | 28 | 7 | 21 | 25.0% |
| 8sd393sj | HOw Do Firms Choose Their Leaders? An Empirical Investigation | 27 | 8 | 19 | 29.6% |
| 7pb301tr | Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes | 25 | 4 | 21 | 16.0% |
| 8647j8gq | Housing Return and Construction Cycles | 17 | 6 | 11 | 35.3% |
| 2651k8f5 | On Adaptive Tail Index Estimation for Financial Return Models | 14 | 5 | 9 | 35.7% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.