Finance
Parent: Anderson School of Management
eScholarship stats: History by Item for March through June, 2026
| Item | Title | Total requests | 2026-06 | 2026-05 | 2026-04 | 2026-03 |
|---|---|---|---|---|---|---|
| 4dm1h6qh | Valuing Intel: A Strange Tale of Analysts and Announcements | 658 | 221 | 139 | 149 | 149 |
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 636 | 185 | 159 | 146 | 146 |
| 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 | 621 | 87 | 322 | 81 | 131 |
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 537 | 110 | 120 | 150 | 157 |
| 53p0r65q | Dollar Cost Averaging | 385 | 127 | 103 | 83 | 72 |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 305 | 64 | 97 | 77 | 67 |
| 34k8f3pv | Order Imbalance and Individual Stock Returns | 295 | 47 | 61 | 96 | 91 |
| 51k331cj | Changes in Credit Policy: Reconciliation and Extensions | 290 | 71 | 101 | 64 | 54 |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 290 | 55 | 79 | 79 | 77 |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 274 | 119 | 57 | 55 | 43 |
| 5bb1j39q | Bond Pricing with Default Risk | 262 | 72 | 65 | 49 | 76 |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 250 | 58 | 60 | 75 | 57 |
| 5zf0f3tg | Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns | 249 | 46 | 57 | 83 | 63 |
| 00n6f3ph | Political Cycles and the Stock Market | 243 | 43 | 61 | 72 | 67 |
| 1xw4w7sk | Private vs. Public Lending: Evidence from Covenants | 228 | 28 | 60 | 100 | 40 |
| 3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 221 | 43 | 67 | 61 | 50 |
| 4d90p8ss | Option Pricing Kernels and the ICAPM | 216 | 37 | 60 | 54 | 65 |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 214 | 47 | 60 | 60 | 47 |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 213 | 44 | 51 | 62 | 56 |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 208 | 37 | 63 | 64 | 44 |
| 9146588t | Changing Motives for Share Repurchases | 196 | 38 | 49 | 58 | 51 |
| 31g898nz | "The perpetual American put option for jump-diffusions with applications" | 195 | 43 | 57 | 44 | 51 |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 190 | 39 | 50 | 49 | 52 |
| 7j94111c | Hubris, Learning, and M&A Decisions | 187 | 26 | 53 | 55 | 53 |
| 5dv8v999 | Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options | 183 | 73 | 20 | 45 | 45 |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 177 | 39 | 31 | 57 | 50 |
| 4699p9q5 | Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs | 173 | 52 | 37 | 45 | 39 |
| 9vx341wh | How do Analyst Recommendations Respond to Major News? | 173 | 33 | 44 | 52 | 44 |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 172 | 31 | 54 | 56 | 31 |
| 36v1d9zg | Dynamic Choice and Risk Aversion | 171 | 33 | 56 | 51 | 31 |
| 65f1914p | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | 170 | 31 | 39 | 53 | 47 |
| 2458g38x | Asset Pricing in Markets with Illiquid Assets | 169 | 34 | 36 | 47 | 52 |
| 7dc0t95b | The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices | 167 | 25 | 52 | 49 | 41 |
| 6gk6b0xw | On the Consistency of the Lucas Pricing Formula | 166 | 36 | 43 | 46 | 41 |
| 82j2d59r | Information, Diversification, and Cost of Capital | 166 | 24 | 52 | 52 | 38 |
| 8wb6140g | Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics | 164 | 39 | 46 | 43 | 36 |
| 9x19j2jf | Motivating entrepreneurial activity in a firm | 164 | 30 | 55 | 37 | 42 |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 162 | 21 | 52 | 55 | 34 |
| 3mw4q41x | ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis | 158 | 36 | 42 | 49 | 31 |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 156 | 34 | 40 | 45 | 37 |
| 5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 155 | 22 | 37 | 60 | 36 |
| 86b1n43k | Patents and R& D as Real Options | 154 | 37 | 40 | 42 | 35 |
| 6zd6953v | To Expense or not to Expense Employee Stock Options: The Market Reaction | 153 | 45 | 40 | 31 | 37 |
| 3pq609sm | Equity Duration, Growth Options and Asset Pricing | 150 | 23 | 62 | 36 | 29 |
| 29403706 | Corruption, Firm Governance, and the Cost of Capital | 149 | 21 | 31 | 43 | 54 |
| 7w8106qn | Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis | 149 | 31 | 48 | 38 | 32 |
| 40v212gm | Does Diversification Cause the “Diversification Discount”? | 148 | 20 | 34 | 54 | 40 |
| 6tx293pc | The Informational Impact of Auditor Choice | 146 | 55 | 36 | 38 | 17 |
| 1wg89967 | Stochastic Volatility and Option Valuation: A Pricing-Density Approach | 144 | 27 | 45 | 49 | 23 |
| 7988m6jk | International Portfolio Management, Currency Risk and the Euro | 144 | 28 | 51 | 36 | 29 |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.