Finance
Parent: Anderson School of Management
eScholarship stats: Breakdown by Item for November, 2024 through February, 2025
Item | Title | Total requests | Download | View-only | %Dnld |
---|---|---|---|---|---|
43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 557 | 88 | 469 | 15.8% |
9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 475 | 81 | 394 | 17.1% |
7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 170 | 28 | 142 | 16.5% |
51k331cj | Changes in Credit Policy: Reconciliation and Extensions | 166 | 2 | 164 | 1.2% |
5bb1j39q | Bond Pricing with Default Risk | 156 | 4 | 152 | 2.6% |
5zf0f3tg | Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns | 121 | 12 | 109 | 9.9% |
32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 114 | 16 | 98 | 14.0% |
36v1d9zg | Dynamic Choice and Risk Aversion | 111 | 7 | 104 | 6.3% |
7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 111 | 8 | 103 | 7.2% |
4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 98 | 9 | 89 | 9.2% |
53p0r65q | Dollar Cost Averaging | 98 | 15 | 83 | 15.3% |
29403706 | Corruption, Firm Governance, and the Cost of Capital | 91 | 37 | 54 | 40.7% |
8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 91 | 18 | 73 | 19.8% |
00n6f3ph | Political Cycles and the Stock Market | 69 | 17 | 52 | 24.6% |
6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 69 | 15 | 54 | 21.7% |
0499w44p | Option Strategies: Good Deals and Margin Calls | 65 | 10 | 55 | 15.4% |
0xw5m9mz | A Unifying Theory of Value Based Management | 65 | 16 | 49 | 24.6% |
7j94111c | Hubris, Learning, and M&A Decisions | 65 | 11 | 54 | 16.9% |
9878h0kn | Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations | 53 | 2 | 51 | 3.8% |
6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 52 | 6 | 46 | 11.5% |
3w71g2ch | Bond Pricing with Default Risk | 50 | 6 | 44 | 12.0% |
42w492j6 | The Characteristics of Leveraged Buyout Firms | 50 | 9 | 41 | 18.0% |
34k8f3pv | Order Imbalance and Individual Stock Returns | 48 | 13 | 35 | 27.1% |
6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 48 | 42 | 6 | 87.5% |
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 | 47 | 17 | 30 | 36.2% |
1xw4w7sk | Private vs. Public Lending: Evidence from Covenants | 46 | 7 | 39 | 15.2% |
48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 46 | 9 | 37 | 19.6% |
53k014sd | Agency and Asset Pricing | 46 | 8 | 38 | 17.4% |
6x63b7nx | Financial Policy and a Firm's Reputation for Product Quality | 45 | 23 | 22 | 51.1% |
12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 44 | 26 | 18 | 59.1% |
6kb972xv | Speculative Trading and Stock Market Volatility | 44 | 12 | 32 | 27.3% |
9x19j2jf | Motivating entrepreneurial activity in a firm | 44 | 9 | 35 | 20.5% |
7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 43 | 10 | 33 | 23.3% |
4d90p8ss | Option Pricing Kernels and the ICAPM | 42 | 10 | 32 | 23.8% |
6z81z2wc | The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms | 42 | 9 | 33 | 21.4% |
2458g38x | Asset Pricing in Markets with Illiquid Assets | 38 | 8 | 30 | 21.1% |
5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 37 | 20 | 17 | 54.1% |
3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 35 | 8 | 27 | 22.9% |
8p95456t | Dynamic Asset Allocation under Inflation | 35 | 13 | 22 | 37.1% |
09f9j331 | East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis | 34 | 10 | 24 | 29.4% |
9178v9kq | An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies | 33 | 8 | 25 | 24.2% |
4699p9q5 | Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs | 32 | 6 | 26 | 18.8% |
65f1914p | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | 32 | 19 | 13 | 59.4% |
41x4t67m | Portfolio Optimization with Many Assets: The Importance of Short-Selling | 31 | 10 | 21 | 32.3% |
88t154b5 | The Dynamics of International Equity Market Expectations | 31 | 8 | 23 | 25.8% |
8c68m5tk | 13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate | 30 | 9 | 21 | 30.0% |
31g898nz | "The perpetual American put option for jump-diffusions with applications" | 29 | 8 | 21 | 27.6% |
7dc0t95b | The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices | 29 | 5 | 24 | 17.2% |
3167f8mz | Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation | 28 | 21 | 7 | 75.0% |
7988m6jk | International Portfolio Management, Currency Risk and the Euro | 28 | 7 | 21 | 25.0% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.