Finance

Parent: Anderson School of Management

eScholarship stats: Breakdown by Item for June through September, 2026

ItemTitleTotal requestsDownloadView-only%Dnld
8jb1q6z6Non-Secular Regularities in Stock Returns: The Impact of the High Holy Days on the U.S. Equity Market, Forthcoming in the Financial Analysts Journal1,184391,1453.3%
43n1k4jbValuing American Options by Simulation: A Simple Least-Squares Approach1,18324893521.0%
34k8f3pvOrder Imbalance and Individual Stock Returns95716079716.7%
0499w44pOption Strategies: Good Deals and Margin Calls88323165226.2%
9mf223rsThe MIDAS Touch: Mixed Data Sampling Regression Models84614969717.6%
4dm1h6qhValuing Intel: A Strange Tale of Analysts and Announcements4477637117.0%
6zx6m7fpRisk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?4168133519.5%
6x49x543Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability4054236310.4%
53p0r65qDollar Cost Averaging3965334313.4%
7gh9t9w3Order Imbalance, Liquidity, and Market Returns39613026632.8%
5bb1j39qBond Pricing with Default Risk315212946.7%
00n6f3phPolitical Cycles and the Stock Market2825822420.6%
32x284q3The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors2764523116.3%
12w8v7jjElectricity prices and power derivatives: Evidence from the Nordic Power Exchange2759817735.6%
6qg5d62pThe Disposition Effect and Momentum2613522613.4%
7dm2d31pCredit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults25910615340.9%
7q65t12xIlliquid Assets and Optimal Portfolio Choice258202387.8%
9vx341whHow do Analyst Recommendations Respond to Major News?2555919623.1%
0xw5m9mzA Unifying Theory of Value Based Management2543821615.0%
40v212gmDoes Diversification Cause the “Diversification Discount”?2542822611.0%
8wz980p5The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades2414219917.4%
2nr4r8h4Empirical TIPs23612611053.4%
4d90p8ssOption Pricing Kernels and the ICAPM2292620311.4%
8wb6140gEvidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics2279013739.6%
3qk5r820Overreaction, Delayed Reaction, and Contrarian Profits2236415928.7%
9x19j2jfMotivating entrepreneurial activity in a firm2162918713.4%
48k8f97fLosing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities2126714531.6%
7jp8f42tRelative Pricing of Options with Stochastic Volatility1982817014.1%
67b2h2gbLong-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations1969210446.9%
31g898nz"The perpetual American put option for jump-diffusions with applications"1872915815.5%
1sv5f5xfThe Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts?" forthcoming, Journal of Corporate Finance182938951.1%
7w8106qnOrder Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis1824813426.4%
6zd6953vTo Expense or not to Expense Employee Stock Options: The Market Reaction1743314119.0%
65f1914pThe Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence1716111035.7%
7988m6jkInternational Portfolio Management, Currency Risk and the Euro1702414614.1%
2458g38xAsset Pricing in Markets with Illiquid Assets1672714016.2%
53k014sdAgency and Asset Pricing1652414114.5%
5dv8v999Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options1631814511.0%
6mt207w2Two Trees162111516.8%
4ft420b6Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns1613212919.9%
3mw4q41xELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis1582912918.4%
7dc0t95bThe Flight-to-Liquidity Premium in U.S. Treasury Bond Prices1584411427.8%
6z81z2wcThe Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms1573312421.0%
4qw3p6rpTransactions Costs in the Foreign Exchange Market1561614010.3%
51k331cjChanges in Credit Policy: Reconciliation and Extensions1561913712.2%
9146588tChanging Motives for Share Repurchases1565310334.0%
6668s4pzOn the Evolution of Overconfidence and Entrepreneurs1554810731.0%
6x63b7nxFinancial Policy and a Firm's Reputation for Product Quality151886358.3%
5zf0f3tgWealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns1462811819.2%
9878h0knBidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations1443710725.7%

Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.