Finance

Parent: Anderson School of Management

eScholarship stats: Breakdown by Item for November, 2024 through February, 2025

ItemTitleTotal requestsDownloadView-only%Dnld
43n1k4jbValuing American Options by Simulation: A Simple Least-Squares Approach5578846915.8%
9mf223rsThe MIDAS Touch: Mixed Data Sampling Regression Models4758139417.1%
7gh9t9w3Order Imbalance, Liquidity, and Market Returns1702814216.5%
51k331cjChanges in Credit Policy: Reconciliation and Extensions16621641.2%
5bb1j39qBond Pricing with Default Risk15641522.6%
5zf0f3tgWealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns121121099.9%
32x284q3The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors114169814.0%
36v1d9zgDynamic Choice and Risk Aversion11171046.3%
7dm2d31pCredit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults11181037.2%
4qw3p6rpTransactions Costs in the Foreign Exchange Market989899.2%
53p0r65qDollar Cost Averaging98158315.3%
29403706Corruption, Firm Governance, and the Cost of Capital91375440.7%
8wz980p5The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades91187319.8%
00n6f3phPolitical Cycles and the Stock Market69175224.6%
6x49x543Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability69155421.7%
0499w44pOption Strategies: Good Deals and Margin Calls65105515.4%
0xw5m9mzA Unifying Theory of Value Based Management65164924.6%
7j94111cHubris, Learning, and M&A Decisions65115416.9%
9878h0knBidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations532513.8%
6zx6m7fpRisk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?5264611.5%
3w71g2chBond Pricing with Default Risk5064412.0%
42w492j6The Characteristics of Leveraged Buyout Firms5094118.0%
34k8f3pvOrder Imbalance and Individual Stock Returns48133527.1%
6668s4pzOn the Evolution of Overconfidence and Entrepreneurs4842687.5%
8jb1q6z6Non-Secular Regularities in Stock Returns: The Impact of the High Holy Days on the U.S. Equity Market, Forthcoming in the Financial Analysts Journal47173036.2%
1xw4w7skPrivate vs. Public Lending: Evidence from Covenants4673915.2%
48k8f97fLosing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities4693719.6%
53k014sdAgency and Asset Pricing4683817.4%
6x63b7nxFinancial Policy and a Firm's Reputation for Product Quality45232251.1%
12w8v7jjElectricity prices and power derivatives: Evidence from the Nordic Power Exchange44261859.1%
6kb972xvSpeculative Trading and Stock Market Volatility44123227.3%
9x19j2jfMotivating entrepreneurial activity in a firm4493520.5%
7jp8f42tRelative Pricing of Options with Stochastic Volatility43103323.3%
4d90p8ssOption Pricing Kernels and the ICAPM42103223.8%
6z81z2wcThe Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms4293321.4%
2458g38xAsset Pricing in Markets with Illiquid Assets3883021.1%
5z42g22gTHE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS37201754.1%
3qk5r820Overreaction, Delayed Reaction, and Contrarian Profits3582722.9%
8p95456tDynamic Asset Allocation under Inflation35132237.1%
09f9j331East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis34102429.4%
9178v9kqAn Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies3382524.2%
4699p9q5Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs3262618.8%
65f1914pThe Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence32191359.4%
41x4t67mPortfolio Optimization with Many Assets: The Importance of Short-Selling31102132.3%
88t154b5The Dynamics of International Equity Market Expectations3182325.8%
8c68m5tk13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate3092130.0%
31g898nz"The perpetual American put option for jump-diffusions with applications"2982127.6%
7dc0t95bThe Flight-to-Liquidity Premium in U.S. Treasury Bond Prices2952417.2%
3167f8mzLearning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation2821775.0%
7988m6jkInternational Portfolio Management, Currency Risk and the Euro2872125.0%

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